Multi-surface method

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Short description: Form of decision making in machine learning

The multi-surface method (MSM) is a form of decision making using the concept of piecewise-linear separability of datasets to categorize data.

Introduction

Two datasets are linearly separable if their convex hulls do not intersect. The method may be formulated as a feedforward neural network with weights that are trained via linear programming. Comparisons between neural networks trained with the MSM versus backpropagation show MSM is better able to classify data.[1] The decision problem associated linear program for the MSM is NP-Complete.

Mathematical formulation

Given two finite disjoint point sets [math]\displaystyle{ \mathcal{A,B} \in \mathbb{R}^n }[/math], find a discriminant, [math]\displaystyle{ f:\mathbb{R}^n \to \mathbb{R} }[/math] such that [math]\displaystyle{ f(\mathcal{A}) \gt 0, f(\mathcal{B}) \le 0 }[/math]. If the intersection of convex hulls of the two sets is the empty set, then it is possible to use a single linear program to obtain a linear discriminant of the form, [math]\displaystyle{ f(x)=cx+\gamma }[/math]. Usually, in real applications, the sets' convex hulls do intersect, and a (often non-convex) piecewise-linear discriminant can be used, through the use of several linear programs.[2]

See also

References

  1. Neural Network Training via Linear Programing, Advances in Optimization and Parallel Computing, 1992, p. 56
  2. "Pattern Recognition via Linear Programming: Theory and Application to Medical Diagnosis", O. L. Mangasarian, R Setiono, and W. H. Wolberg, 1990