Sample re-weighting hyper box classifier for multi-class data classification

Abstract In this work, we propose two novel classifiers for multi-class classification problems using mathematical programming optimisation techniques. A hyper box-based classifier (Xu & Papageorgiou, 2009) that iteratively constructs hyper boxes to enclose samples of different classes has been adopted. We firstly propose a new solution procedure that updates the sample weights during each iteration, which tweaks the model to favour those difficult samples in the next iteration and therefore achieves a better final solution. Through a number of real world data classification problems, we demonstrate that the proposed refined classifier results in consistently good classification performance, outperforming the original hyper box classifier and a number of other state-of-the-art classifiers. Furthermore, we introduce a simple data space partition method to reduce the computational cost of the proposed sample re-weighting hyper box classifier. The partition method partitions the original dataset into two disjoint regions, followed by training sample re-weighting hyper box classifier for each region respectively. Through some real world datasets, we demonstrate the data space partition method considerably reduces the computational cost while maintaining the level of prediction accuracies.