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A fast conjugate functional gain sequential minimal optimization training algorithm for LS-SVM model

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Abstract

The least squares support vector machine (LS-SVM) is an effective method to deal with classification and regression problems and has been widely studied and applied in the fields of machine learning and pattern recognition. The learning algorithms of the LS-SVM are usually conjugate gradient (CG) and sequential minimal optimization (SMO) algorithms. Based on this, we propose a conjugate functional gain SMO algorithm and theoretically prove its asymptotic convergence. This algorithm combines the conjugate direction method and the functional gain SMO algorithm with second-order information, which increases the functional gain of the plain SMO algorithm. In addition, we also provide a generalized SMO-type algorithm framework with a simple iterative format and easy implementation for other LS-SVM training algorithms. The numerical results show that the execution time of this algorithm is significantly shorter than that of the other plain SMO-type algorithms and CG-type algorithms.

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Data availability

The authors declare that data supporting the findings of this study are available within the article.

Notes

  1. https://www.dcc.fc.up.pt/~ltorgo/Regression/DataSets.html.

  2. https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/.

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Acknowledgements

This research was supported by the Graduate Research and Innovation Foundation of Chongqing, China (CYS22074), the National Natural Science Foundation of China (71901184), Humanities and Social Science Fund of Ministry of Education of China (19YJCZH119).

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Authors and Affiliations

  1. College of Mathematics and Statistics, Chongqing University, Chongqing, 401331, China

    Lang Yu & Shengjie Li

  2. School of Science, Southwest University of Science and Technology, Mianyang, 621010, China

    Xin Ma

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  1. Lang Yu
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  2. Xin Ma
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Correspondence to Shengjie Li.

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Yu, L., Ma, X. & Li, S. A fast conjugate functional gain sequential minimal optimization training algorithm for LS-SVM model. Neural Comput & Applic 35, 6095–6113 (2023). https://doi.org/10.1007/s00521-022-07875-1

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