Applied Intelligence

, Volume 39, Issue 3, pp 451–464 | Cite as

Least squares twin parametric-margin support vector machine for classification

  • Yuan-Hai Shao
  • Zhen Wang
  • Wei-Jie Chen
  • Nai-Yang Deng
Article

Abstract

In this paper, we propose a novel least squares twin parametric-margin support vector machine (TPMSVM) for binary classification, called LSTPMSVM for short. LSTPMSVM attempts to solve two modified primal problems of TPMSVM, instead of two dual problems usually solved. The solution of the two modified primal problems reduces to solving just two systems of linear equations as opposed to solving two quadratic programming problems along with two systems of linear equations in TPMSVM, which leads to extremely simple and fast algorithm. Classification using nonlinear kernel with reduced technique also leads to systems of linear equations. Therefore our LSTPMSVM is able to solve large datasets accurately without any external optimizers. Further, a particle swarm optimization (PSO) algorithm is introduced to do the parameter selection. Our experiments on synthetic as well as on several benchmark data sets indicate that our LSTPMSVM has comparable classification accuracy to that of TPMSVM but with remarkably less computational time.

Keywords

Pattern classification Support vector machines Twin support vector machines Least squares Particle swarm optimization 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Yuan-Hai Shao
    • 1
  • Zhen Wang
    • 2
  • Wei-Jie Chen
    • 1
  • Nai-Yang Deng
    • 3
  1. 1.Zhijiang CollegeZhejiang University of TechnologyHangzhouP.R. China
  2. 2.Mathematics Colledge of Jilin UniversityChangchunP.R. China
  3. 3.College of Science China Agricultural UniversityBeijingP.R. China

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