title: An improved conjugate gradient scheme to the solution of least squares SVM.
abstract: The least square support vector machines (LS-SVM) formulation corresponds to the solution of a linear system of equations. Several approaches to its numerical solutions have been proposed in the literature. In this letter, we propose an improved method to the numerical solution of LS-SVM and show that the problem can be solved using one reduced system of linear equations. Compared with the existing algorithm for LS-SVM, the approach used in this letter is about twice as efficient. Numerical results using the proposed method are provided for comparisons with other existing algorithms.
authors.forename: Wei
authors.initials: W
authors.lastname: Chu
authors.forename: Chong Jin
authors.initials: CJ
authors.lastname: Ong
authors.forename: S Sathiya
authors.initials: SS
authors.lastname: Keerthi
mesh_terms: D016018:Least-Squares Analysis