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Selection methods for extended least squares support vector machines

József Valyon (Department of Measurement and Information Systems, Budapest University of Technology and Economics, Budapest, Hungary)
Gábor Horváth (Department of Measurement and Information Systems, Budapest University of Technology and Economics, Budapest, Hungary)

International Journal of Intelligent Computing and Cybernetics

ISSN: 1756-378X

Article publication date: 28 March 2008

Abstract

Purpose

The purpose of this paper is to present extended least squares support vector machines (LS‐SVM) where data selection methods are used to get sparse LS‐SVM solution, and to overview and compare the most important data selection approaches.

Design/methodology/approach

The selection methods are compared based on their theoretical background and using extensive simulations.

Findings

The paper shows that partial reduction is an efficient way of getting a reduced complexity sparse LS‐SVM solution, while partial reduction exploits full knowledge contained in the whole training data set. It also shows that the reduction technique based on reduced row echelon form (RREF) of the kernel matrix is superior when compared to other data selection approaches.

Research limitations/implications

Data selection for getting a sparse LS‐SVM solution can be done in the different representations of the training data: in the input space, in the intermediate feature space, and in the kernel space. Selection in the kernel space can be obtained by finding an approximate basis of the kernel matrix.

Practical implications

The RREF‐based method is a data selection approach with a favorable property: there is a trade‐off tolerance parameter that can be used for balancing complexity and accuracy.

Originality/value

The paper gives contributions to the construction of high‐performance and moderate complexity LS‐SVMs.

Keywords

Citation

Valyon, J. and Horváth, G. (2008), "Selection methods for extended least squares support vector machines", International Journal of Intelligent Computing and Cybernetics, Vol. 1 No. 1, pp. 69-93. https://doi.org/10.1108/17563780810857130

Publisher

:

Emerald Group Publishing Limited

Copyright © 2008, Emerald Group Publishing Limited