An ensemble of weighted support vector machines for ordinal regression

Abstract

Instead of traditional (nominal) classification we investigate the subject of ordinal classification or ranking. An enhanced method based on an ensemble of Support Vector Machines (SVM's) is proposed. Each binary classifier is trained with specific weights for each object in the training data set. Experiments on benchmark datasets and synthetic data indicate that the performance of our approach is comparable to state of the art kernel methods for ordinal regression. The ensemble method, which is straightforward to implement, provides a very good sensitivity-specificity trade-off for the highest and lowest rank