E-BooksPublished by : ken_uit_9x | Date : 14-01-2018 | Views : 21
Least Squares Support Vector Machines
Least Squares Support Vector Machines

Johan A K Suykens, Tony Van Gestel, Jos De Brabanter, "Least Squares Support Vector Machines"
English | 2003 | ISBN: 9812381511 | DJVU | pages: 310 | 2.1 mb

This book focuses on Least Squares Support Vector Machines (LS-SVMs) which are reformulations to standard SVMs. LS-SVMs are closely related to regularization networks and Gaussian processes but additionally emphasize and exploit primal-dual interpretations from optimization theory. The authors explain the natural links between LS-SVM classifiers and kernel Fisher discriminant analysis. Bayesian inference of LS-SVM models is discussed, together with methods for imposing sparseness and employing robust statistics.The framework is further extended towards unsupervised learning by considering PCA analysis and its kernel version as a one-class modelling problem. This leads to new primal-dual support vector machine formulations for kernel PCA and kernel CCA analysis. Furthermore, LS-SVM formulations are given for recurrent networks and control. In general, support vector machines may pose heavy computational challenges for large data sets. For this purpose, a method of fixed size LS-SVM is proposed where the estimation is done in the primal space in relation to a Nystr?m sampling with active selection of support vectors. The methods are illustrated with several examples.

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