Classification based on upper integral

The upper integral is a type of non-linear integral with respect to non-additive measures, which represents the maximum potential of efficiency for a group of features with interaction. The value of upper integrals can be evaluated through solving a linear programming problem. Considering the upper integral as a classifier, this paper investigates its implementation and performance. The difficult step in the implementation is how to learn the non-additive set function used in upper integrals. Numerical simulations on some benchmark data sets are given.