Description of the design space by extremal ellipsoids in data representation problems


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Abstract

Problems of description of data sets by constructing the optimum ellipsoid are considered. The optimization problems are formulated as convex programming problems using linear matrix inequalities. The proposed methods are compared with similar methods designed earlier in accordance with two criteria: the volume of the ellipsoid and the number of points in the learning sample, which lie outside the ellipsoid.

About the authors

A. A. Bedrintsev

Kharkevich Institute for Information Transmission Problems

Author for correspondence.
Email: alekseybed@phystech.edu
Russian Federation, Bol’shoi Karetnyi per. 19, str. 1, Moscow, 127051

V. V. Chepyzhov

Kharkevich Institute for Information Transmission Problems

Author for correspondence.
Email: chep@iitp.ru
Russian Federation, Bol’shoi Karetnyi per. 19, str. 1, Moscow, 127051


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