一种快速最小二乘支持向量机分类算法.pdf
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168 , ( ) 计算机工程与应用
ComputerEngineeringandApplications
一种快速最小二乘支持向量机分类算法
孔 锐,张 冰
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KONGRuiZHANGBing
暨南大学 珠海学院 计算机科学系,广东 珠海 519070
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DepartmentofComputerScienceofZhuhaiCollegeJinanUniversityZhuhaiGuangdong519070China
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E-mailtkongrui@
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KONGRuiZHANGBing.Classificationalgorithm offastleastsquaressupportvectormachine.ComputerEngineeringand
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Application168-170.
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AbstractLeastSquaresSupportVectorMachinesLS-SVM acquiretheoptimalsolutionbysolvingasetoflinearequationsin-
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steadofsolvingaconvexquadraticprogrammingproblemButthesolutionsinlosesparsityproperty.Whenthetrainsetofsample
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pointsisbiggerthecostofcomputationbecomesgreat.ThepaperpresentsanewalgorithmofFastLeastSquaresSupportVector
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Machines FLS-SVM.Asthesamegeneralizationabilityespeciallywhenthetrainsetofsamplepointsisbiggerthetrainspeed
ofthenewalgorithm isfasterthanthatoforiginalLS-SVM algorithm.Thenewalgorithm firstselectsthesamplesasreduced
trainingsetwhichhavebiggersupportvaluefromtotaltrainingset.ThenittrainsLS-SVM toacquireoptimalsolutionbyusing
theselectedsamplesinreducedtrainingset.Theresultsofexperimentverifythatthenewalgorithmnotonlyacquiresthesame
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generalizationabilitywiththatoftheoriginalalgorithmsbutalsoisfasterthanthatoftheoriginalalgorithms.
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Keywords sparsitypropertyLeastSquaresSupportVectorMachinesLSVM kernelfunctionSupportVectorMachinesSVM
摘 要:最小二乘支持向量机不需要求解凸二次规划问题,通过求解一组线性方程而获得最优分类面,但是,最小二乘支持向量机
失去了解的稀疏性,当训练样本数量较大时,算法的计算量非常大。提出了一种快速最小二乘支持向量机
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