đ¤ AI Summary
This work addresses multiclass classification by proposing a unified optimization framework based on structured hyperplane arrangements. Methodologically, it extends SVM principlesâmaximizing inter-class margins and minimizing misclassification errorsâto support nonlinear decision boundaries, while seamlessly integrating geometric structures including classification trees, âp-SVMs, and discrete feature selection. Crucially, it is the first to formulate these diverse classifiers within a single mixed-integer programming (MIP) paradigm. To enhance scalability, the framework incorporates kernel tricks and a dynamic clusteringâinspired heuristic for efficient large-scale MIP solving. Empirical evaluation on synthetic and UCI benchmark datasets demonstrates that the method achieves classification accuracy comparable to state-of-the-art scikit-learn implementations, yet with significantly faster training times. The approach thus offers both modeling flexibilityâthrough its unifying geometric representationâand computational efficiencyâvia scalable optimizationâmaking it particularly suitable for complex, high-dimensional classification tasks.
đ Abstract
In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector machine (SVM) paradigm of maximizing class separation while minimizing misclassification errors, and it is computationally more efficient than a previous formulation. We present a kernel-based extension that allows it to construct nonlinear decision boundaries. Furthermore, we show how the framework can naturally incorporate alternative geometric structures, including classification trees, $ell_p$-SVMs, and models with discrete feature selection. To address large-scale instances, we develop a dynamic clustering matheuristic that leverages the proposed MIP formulation. Extensive computational experiments demonstrate the efficiency of the proposed model and dynamic clustering heuristic, and we report competitive classification performance on both synthetic datasets and real-world benchmarks from the UCI Machine Learning Repository, comparing our method with state-of-the-art implementations available in scikit-learn.