An unbiased LSSVM model for classification and regression

Abstract

Aiming at the common support vector machine’s biased disadvantage and computational complexity, an unbiased least squares support vector machine (LSSVM) model is proposed in this paper. The model eliminates the bias item of LSSVM by improving the form of structure risk, then the unbiased least squares support vector classifier and the unbiased least squares support vector regression are deduced. Based on this model, we design a new learning algorithm using Cholesky factorization according to the characteristic of kernel function matrix, in this way the calculation of Lagrangian multipliers is greatly simplified. Several experiments on diffenert datasets are carried out, including the common datasets classification, synthetic aperture radar image automatic target recognition and chaotic time series prediction. The experimental results of correct recognition rate and the fitting precision testify that the unbiased LSSVM model has good universal ability and fitting accuracy, better generalization capability and stability, and have a great improvement in learning speed.