Discriminant Analysis Using a Bicriteria Linear Program

Abstract

In the past decade, there has been some interest shown in the use of linear programs to solve discriminant analysis problems. In this paper we present and clarify an alternative to the statistical approach for discriminating between two (or more) groups of vector-valued data in which an order relation is given. By the nature of this problem, a bicriteria linear program can be used instead of a statistical approach and hence no statistical assumptions need to be imposed on the problem.