Entropy-Based Estimation in Classification Problems

The problem of binary classification is considered, an algorithm for its solution is proposed, based on the method of entropy-based estimation of the decision rule parameters. A detailed description of the entropy-based estimation method and the classification algorithm is given, the advantages and disadvantages of this approach are described, the results of numerical experiments and comparisons with the traditional support vector machine for classification accuracy and degree of dependence on the training sample size are presented.