Abstract
This paper formulates a twin-hypersphere support vector machine (THSVM) classifier for binary recognition. Similar to the twin support vector machine (TWSVM) classifier, this THSVM determines two hyperspheres by solving two related support vector machine (SVM)-type problems, each one is smaller than the classical SVM, which makes the THSVM be more efficient than the classical SVM. In addition, the THSVM avoids the matrix inversions in its two dual quadratic programming problems (QPPs) compared with the TWSVM. By considering the characteristics of the dual QPPs of THSVM, an efficient Gilbert’s algorithm for the THSVM based on the reduced convex hull (RCH) instead of directly optimizing its pair of QPPs is further presented. Computational results on several synthetic as well as benchmark datasets indicate the significant advantages of the THSVM classifier in the computational time and test accuracy.
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