The DiscrmSwiss02.lng Model

Discriminant analysis by integer programming

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This is a form of categorical regression in which the dependent
variable is a categorical variable, e.g., Good or Bad.

Basic idea:

Given values of various characteristics of an object,
predict its category, e.g.,

Is a prospective customer a good credit risk, or bad?

Is a paper banknote good or counterfeit?

Does a patient have a certain disease or not?

We compute the weights in a scoring formula, so that
Score(i) >= 0 implies a good item, < 0 implies bad.

There are various objectives one can use in finding an
optimal scoring function. Here we use the objective of
Minimize the number of misclassifications;

Keywords:

Classification | Clustering | Data Mining | Grouping | Statistics | Discriminant Analysis | Categorical Regression | ChartScatter | Scatter Chart |