Sequential Classification Based on Regression

Let us consider m general populations π₁, …,π_m. Each object belonging to these populations is represented by (p ± 1) characteristics x₁, x₂,…,x_p,y. A certain object, which is an element of one of the m general populations π₁,…,π_m has to be classified into the correct population. It will be assumed that knowledge of the value of the characteristic y would permit its correct classification, but that the observation of this characteristic is expensive, difficult or dangerous, as e.g. in medical applications. y is correlated with a set of p characteristics x₁,x₂,…,x_p, which are observed sequentially. The classification procedure is based on the division of the space of the observed value of characteristics x₁,x₂,…,x_p into nonintersecting areas determined so as to minimize the value of BAYES' risk given by equation (3).