SMO-based pruning methods for sparse least squares support vector machines

  • Authors:
  • Xiangyan Zeng;Xue-wen Chen

  • Affiliations:
  • Dept. of Electr. & Comput. Eng., California State Univ., Northridge, CA, USA;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 2005

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Abstract

Solutions of least squares support vector machines (LS-SVMs) are typically nonsparse. The sparseness is imposed by subsequently omitting data that introduce the smallest training errors and retraining the remaining data. Iterative retraining requires more intensive computations than training a single nonsparse LS-SVM. In this paper, we propose a new pruning algorithm for sparse LS-SVMs: the sequential minimal optimization (SMO) method is introduced into pruning process; in addition, instead of determining the pruning points by errors, we omit the data points that will introduce minimum changes to a dual objective function. This new criterion is computationally efficient. The effectiveness of the proposed method in terms of computational cost and classification accuracy is demonstrated by numerical experiments.