Abstract
Twin support vector machine with two nonparallel classifying hyperplanes and its extensions have attracted much attention in machine learning and data mining. However, the prediction accuracy may be highly influenced when noise is involved. In particular, for the least squares case, the intractable computational burden may be incurred for large scale data. To address the above problems, we propose the double-weighted least squares twin bounded support vector machines and develop the online learning algorithms. By introducing the double-weighted mechanism, the linear and nonlinear double-weighted learning models are proposed to reduce the influence of noise. The online learning algorithms for solving the two models are developed, which can avoid computing the inverse of the large scale matrices. Furthermore, a new pruning mechanism which can avoid updating the kernel matrices in every iteration step for solving nonlinear model is also developed. Simulation results on three UCI data with noise demonstrate that the online learning algorithm for the linear double-weighted learning model can get least computation time as well considerable classification accuracy. Simulation results on UCI data and two-moons data with noise demonstrate that the nonlinear double-weighted learning model can be effectively solved by the online learning algorithm with the pruning mechanism.
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Acknowledgments
The authors would like to thank the anonymous reviewers for their valuable comments and insightful suggestions. The authors are also thankful to National Natural Science Foundation of China (61203293, 61374079), Key Scientific and Technological Project of Henan Province (122102210131), Program for Science and Technology Innovation Talents in Universities of Henan Province (13HASTIT040), Program for Innovative Research Team (in Science and Technology) in University of Henan Province (14IRTSTHN023), Henan Higher School Funding Scheme for Young Teachers (2012GGJS-063). Backbone Teachers Program of Henan Normal University.
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Li, J., Cao, Y., Wang, Y. et al. Online Learning Algorithms for Double-Weighted Least Squares Twin Bounded Support Vector Machines. Neural Process Lett 45, 319–339 (2017). https://doi.org/10.1007/s11063-016-9527-9
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DOI: https://doi.org/10.1007/s11063-016-9527-9