A Statistical Binary Classifier: Probabilistic Vector Machine

A binary classification algorithm, called Probabilistic Vector Machine - PVM, is proposed. It is based on statistical measurements of the training data, providing a robust and lightweight classification model with reliable performance. The proposed model is also shown to provide the optimal binary classifier, in terms of probability of error, under a set of loose conditions regarding the data distribution. We compare PVM against GEPSVM and PSVM and provide evidence of superior performance on a number of datasets in terms of average accuracy and standard deviation of accuracy.