Computer Science ›› 2010, Vol. 37 ›› Issue (8): 224-228.
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WEN Wen,HAO Zhi-feng,SHAO Zhuang-feng
Online:
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Abstract: Iteratively reweighted method is an important approach to improve the robustness of least sctuares support vector machine(LS-SVM). However, the reweighting and retraining procedure demands a lot of computational time, which makes it impossible for practical applications. In this paper, the iteratively reweighted least squares support vector machine (IRLS-SVM) was studied. An improved training algorithm of IRLS-SVM was proposed. It is based on novel numerical method, and can effectively reduce the computational complexity of IRIS-SVM. Three different weight funclions were implemented in the IRLS-SVM. Experiments on simulated instances and real-world datasets demonstrate the validity of this algorithm. Meanwhile, the results reveal that different weight function may require different computational time for the fast training algorithm of IRLS-SVM.
Key words: Support vector machines,Robustness,Outliers,Fast algorithm
WEN Wen,HAO Zhi-feng,SHAO Zhuang-feng. Study on the Fast Training Algorithm of Iteratively Re-weighted Least Squares Support Vector Machine[J].Computer Science, 2010, 37(8): 224-228.
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