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A single interval based classifier

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  • Heeyoung Kim
  • Xiaoming Huo
  • Jianjun Shi

Abstract

In many applications, it is desirable to build a classifier that is bounded within an interval. Our motivating example is rooted in monitoring in a stamping process. A novel approach is proposed and examined in this paper. Our method consists of three stages: (1) A baseline of each class is estimated via convex optimization; (2) An “optimal interval” that maximizes the difference among the baselines is identified; (3) A classifier that is based on the “optimal interval” is constructed. We analyze the implementation strategy and properties of the derived algorithm. The derived classifier is named an interval based classifier (IBC) and can be computed via a low-order-of-complexity algorithm. Comparing to existing state-of-the-art classifiers, we illustrate the advantages of our approach. To showcase its usage in applications, we apply the IBC to a set of tonnage curves from stamping processes, and observed superior performance. This method can help identifying faulty situations in manufacturing. The computational steps of IBC take advantage of operations-research methodology. IBC can serve as a general data mining tool, when the features are based on single intervals. Copyright Springer Science+Business Media, LLC 2014

Suggested Citation

  • Heeyoung Kim & Xiaoming Huo & Jianjun Shi, 2014. "A single interval based classifier," Annals of Operations Research, Springer, vol. 216(1), pages 307-325, May.
    • Handle: RePEc:spr:annopr:v:216:y:2014:i:1:p:307-325:10.1007/s10479-011-0886-3
    DOI: 10.1007/s10479-011-0886-3
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    References listed on IDEAS

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    1. Xiaoming Huo & Seoung Bum Kim & Kwok-Leung Tsui & Shuchun Wang, 2006. "FBP: A Frontier-Based Tree-Pruning Algorithm," INFORMS Journal on Computing, INFORMS, vol. 18(4), pages 494-505, November.
    2. Robert Tibshirani & Michael Saunders & Saharon Rosset & Ji Zhu & Keith Knight, 2005. "Sparsity and smoothness via the fused lasso," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 91-108, February.
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    Cited by:

    1. George Chalamandaris & Nikos E. Vlachogiannakis, 2018. "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, vol. 266(1), pages 395-440, July.

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