Empirical risk minimization with piecewise-linear classifiers

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We consider the construction of optimal piecewise-linear classifiers using mixed integer linear programming. A procedure is proposed for constructing piecewise-linear classifiers with simultaneous structure choosing and learning for the case of two classes of patterns. The optimal piecewise-linear classifier for the case of more than two classes is devised. A procedure is developed for the construction of piecewise- linear classifiers in this case.











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