Abstract
In this work we develop a new classification algorithm based on simulated annealing. The new method is evaluated and tested in a variety of situations which are generated and simulated by a Design of Experiments. This way, it is possible to find data characteristics that influence the relative classification performance of different classification methods. It turns out that the new method improves the classification performance of the classical Linear Discriminant Analysis (LDA) significantly in some situations. Moreover, in a real life example the new algorithm appears to be better than LDA.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
Eddelbüttel, D.: Object-oriented econometrics: Matrix programming in C++ using gcc and newmat. Journal of Applied Econometrics 11(2), 299–314 (1996)
Frank, I.E., Friedman, J.H.: A statistical view of some chemometrics regression tools. Technometrics 35(2), 199–209 (1993)
Harville, D.A.: Matrix Algebra From a Statisticians’s Perspective. Springer, Heidelberg (1997)
Hastie, T., Buja, A., Tibshirani, R.: Penalized discriminant analysis. The Annals of Statistics 23(1), 73–102 (1995)
Hastie, T., Tibshirani, R., Friedman, J.: The Elements of Statistical Learning. Springer, Heidelberg (2001)
Heilemann, U., Münch, H.J.: West german business cycles 1963-1994: A multivariate discriminant analysis. In: CIRET-Conference in Singapore, CIRET-Studien 50 (1996)
Hinkelmann, K., Kempthorne, O.: Design and abalysis of experiments. introduction to experimental design, vol. I. Wiley, Chichester (1994)
Ihaka, R., Gentleman, R.: R: A language for data analysis and graphics. Journal of Computational and Graphical Statistics 5(3), 299–314 (1996)
Johnson, N.L.: Bivariate distributions based on simple translation systems. Biometrika 36, 149–176 (1949)
Press, W.H., Flannery, B.P., Teukolsky, S.A., Vetterling, W.T.: Numerical Recipes in C, 2nd edn. Cambridge University Press, Cambridge (1992)
Röhl, M.C., Weihs, C., Theis, W.: Direct minimization of error rates in multivariate classification. Computational Statistics 17, 29–46 (2002)
Sondhauß, U., Weihs, C.: Standardized partition spaces. In: Härdle, W., Rönz, B. (eds.) Proceedings in Computational Statistics, pp. 539–544 (2002)
ClausWeihs, U.G.: Stability of multivariate representation of business cycles over time. Technical Report 20, Sonderforschungsbereich 475, Universität Dortmund (2002)
Weihs, C., Hothorn, T.: Determination of optimal prediction oriented multivariate latent factor models using loss functions. Technical Report 15, Sonderforschungsbereich 475, Universität Dortmund (2002)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2003 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Luebke, K., Weihs, C. (2003). Testing a Simulated Annealing Algorithm in a Classification Problem. In: Albrecht, A., Steinhöfel, K. (eds) Stochastic Algorithms: Foundations and Applications. SAGA 2003. Lecture Notes in Computer Science, vol 2827. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-39816-5_6
Download citation
DOI: https://doi.org/10.1007/978-3-540-39816-5_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-20103-8
Online ISBN: 978-3-540-39816-5
eBook Packages: Springer Book Archive