We propose two multi-class classification methods using a signomial function. Each of these methods directly constructs a multi-class classifier by solving a single optimization problem. Since the number of possible signomial terms is extremely large, we propose a column generation method that iteratively generates good signomial terms. Both of these methods obtain better or comparable classification accuracies than existing methods and also provide more sparse classifiers.
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Hwang et al. (2014) studied this question.
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