Knowledge based Least Squares Twin support vector machines

Authors:
M. Arun Kumar;Reshma Khemchandani;M. Gopal;Suresh Chandra
Affiliations:
Department of Electrical Engineering, Indian Institute of Technology, Hauz Khas, New Delhi 110016, India and Control & Optimization Research Group, ABB Global Industries & Services, Bangalore 5600 ...;Global Algorithmic Solutions, Technology Services India, The Royal Bank of Scotland Group, Gurgaon, Haryana 122022, India;Department of Electrical Engineering, Indian Institute of Technology, Hauz Khas, New Delhi 110016, India;Department of Mathematics, Indian Institute of Technology, Hauz Khas, New Delhi 110016, India
Venue:
Information Sciences: an International Journal
Year:
2010

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Abstract

We propose knowledge based versions of a relatively new family of SVM algorithms based on two non-parallel hyperplanes. Specifically, we consider prior knowledge in the form of multiple polyhedral sets and incorporate the same into the formulation of linear Twin SVM (TWSVM)/Least Squares Twin SVM (LSTWSVM) and term them as knowledge based TWSVM (KBTWSVM)/knowledge based LSTWSVM (KBLSTWSVM). Both of these formulations are capable of generating non-parallel hyperplanes based on real-world data and prior knowledge. We derive the solution of KBLSTWSVM and use it in our computational experiments for comparison against other linear knowledge based SVM formulations. Our experiments show that KBLSTWSVM is a versatile classifier whose solution is extremely simple when compared with other linear knowledge based SVM algorithms.