An enhanced online LS-SVM approach for classification problems

Abstract

In this paper, two novel approaches are proposed to improve the performance of online least squares support vector machine for classification problem. First, the parameters of support vector classifier model including kernel width parameter are simultaneously updated when a new sample arrives. In that model, kernel width parameter is a nonlinear term which cannot be estimated via least squares solution. Therefore, unscented Kalman filter is adopted to train all the parameters where Karush–Kuhn–Tucker conditions are satisfied. Second, a variable-size moving window, which is updated by an intelligent strategy, is proposed to construct the support vector set. Thus, the proposed model captures the dynamics of data quickly while precluding itself to become clumsy due to big amount of useless data. In addition, adaptive support vector set provides a lower computational load especially for the large data sets. Simultaneous training of the model parameters by unscented Kalman filter and intelligent update of support vector set provides a superior classification performance compared to the online support vector classification approaches in the literature.