A Second Order Cone programming Formulation for Classifying Missing Data

We propose a convex optimization based strategy to deal with uncertainty in the observations of a classification problem. We assume that instead of a sample (xi, yi) a distribution over (xi, yi) is specified. In particular, we derive a robust formulation when the distribution is given by a normal distribution. It leads to Second Order Cone Programming formulation. Our method is applied to the problem of missing data, where it outperforms direct imputation.

• Type: Conference
• Year: 2004
• Where: NIPS
• Authors: Chiranjib Bhattacharyya, Pannagadatta K. Shivaswamy, Alex J. Smola
• Keywords: Classification Problem, NIPS 2004, NIPS 2007, Optimization Based Strategy, Second Order Cone Programming