title: Single directional SMO algorithm for least squares support vector machines.
abstract: Working set selection is a major step in decomposition methods for training least squares support vector machines (LS-SVMs). In this paper, a new technique for the selection of working set in sequential minimal optimization- (SMO-) type decomposition methods is proposed. By the new method, we can select a single direction to achieve the convergence of the optimality condition. A simple asymptotic convergence proof for the new algorithm is given. Experimental comparisons demonstrate that the classification accuracy of the new method is not largely different from the existing methods, but the training speed is faster than existing ones.
authors.affiliation: School of Mathematics and Statistics, Central South University, Changsha, Hunan 41007, China.
authors.forename: Xigao
authors.initials: X
authors.lastname: Shao
authors.forename: Kun
authors.initials: K
authors.lastname: Wu
authors.forename: Bifeng
authors.initials: B
authors.lastname: Liao
mesh_terms: D000465:Algorithms; D001185:Artificial Intelligence; D003198:Computer Simulation; D007091:Image Processing, Computer-Assisted; D016018:Least-Squares Analysis; D010363:Pattern Recognition, Automated; D015203:Reproducibility of Results; D060388:Support Vector Machine