Sunday, 31 December 2006

oc.optimization control - how to estimate a polyhedron(convex hull) classifier from data sample

Given a set of points XinReD, they have labels Yin{1,+1}. I would like to separate the data labeled +1 and the data labeled -1 by a polyhedron.



minwsumixii+frac12|w|22



subject to: xii>maxj=1K[1(wjTxi+bj)], for yi=+1



and xii>minj=1K[1+(wjTxi+bj)], for yi=1
and xii>0, for all i.



Where K is the number of faces of the polyhedron, i represents each sample, j represents each face of the polyhedron. I assume that all positive data go inside the polyhedron while negative data are outside. Following the max-margin principle, we let the distance of the point to the face offset by a margin 1.



Optimizing with the first constraint is straightforward. But the second one seems difficult.



Is there anyway to optimize them in a fast way to the optimal?

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