Abstract
This paper puts forward a new and effective approach based on fuzzy set and multiple criteria linear programming (MCLP) for solving classification problems in data mining. Firstly, we describe the basic theories of fuzzy set and MCLP model for classification. Then we provide the methodology and model of the multiple criteria fuzzy linear programming approach for classification, which sufficiently integrate their respective virtues and overcome the adverse factors simultaneously. In addition, we also develop and implement the algorithm in SAS system and Windows platform. Finally, by many experiments in credit scoring and medical diagnosis and prognosis, their conclusions and comparison analysis, we find that this classification approach is better than single MCLP model and other traditional classification methods in practical applications.
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