Three-group classification with unequal misclassification costs: a mathematical programming approach

摘要

Mathematical programming approaches to the statistical classification problem have attracted considerable research interest since the early 1980s. In this paper a mixed-integer programming model is proposed for the minimization of misclassification costs in the three-group problem. In the proposed model, distinct costs c(h|g) can be assigned to the misclassification of an observation from one group to either of the other two groups.