Recursive Update Algorithm for Least Squares Support Vector Machines |
| |
Authors: | Chi Hoi-Ming Ersoy Okan K |
| |
Affiliation: | (1) School of Electrical and Computer Engineering, Purdue University, W. Lafayette, IN, 47907-1285 |
| |
Abstract: | In this Letter an efficient recursive update algorithm for least squares support vector machines (LSSVMs) is developed. Using the previous solution and some matrix equations, the algorithm completely avoids training the LSSVM all over again whenever new training sample is available. The gain in speed using the recursive update algorithm is illustrated on four data sets from UCI repository: the Statlog Australian credit, the Pima Indians diabetes, the Wisconsin breast cancer, and the adult income data sets. |
| |
Keywords: | classification least squares support vector machines recursive algorithm support vector machines |
本文献已被 SpringerLink 等数据库收录! |