Iranian Journal of Numerical Analysis and Optimization (Apr 2020)

An efficient algorithm to improve the accuracy and reduce the computations of LS-SVM

  • M. Baymani,
  • A. Mansoori

DOI
https://doi.org/10.22067/ijnao.v10i1.75061
Journal volume & issue
Vol. 10, no. 1
pp. 33 – 47

Abstract

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We present a novel algorithm, which is called Cutting Algorithm (CA), for improving the accuracy and reducing the computations of the Least Squares Support Vector Machines (LS-SVMs). The method is based on dividing the original problem to some subproblems. Since a master problem is converted to some small problems, so this algorithm has fewer computations. Although, in some cases that the typical LS-SVM cannot classify the dataset linearly, applying the CA the datasets can be classified. In fact, the CA improves the accuracy and reduces the computations. The reported and comparative results on some known datasets and synthetics data demonstrate the efficiency and the performance of CA.

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