Journal
IEEE TRANSACTIONS ON NEURAL NETWORKS
Volume 18, Issue 3, Pages 685-697Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TNN.2006.889500
Keywords
fast algorithm; greedy algorithm; least squares support vector machine (LS-SVM); sparse approximation
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In this paper, we present two fast sparse approximation schemes for least squares support vector machine (LS-SVM), named FSALS-SVM and PFSALS-SVM, to overcome the limitation of LS-SVM that it is not applicable to large data sets and to improve test speed. FSALS-SVM iteratively builds the decision function by,adding one basis function from a kernel-based dictionary at one time. The process is terminated by using a flexible and stable epsilon insensitive stopping criterion. A probabilistic speedup scheme is employed to further improve the speed of FSALS-SVM and the resulting classifier is named PFSALS-SVM. Our algorithms are of two compelling features: low complexity and sparse solution. Experiments on benchmark data sets show that our algorithms obtain sparse classifiers at a rather low cost without sacrificing the generalization performance.
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