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Least squares recursive projection twin support vector machine for multi-class classification

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Abstract

Multiple recursive projection twin support vector machine (MPTSVM) is a recently proposed classifier and has been proved to be outstanding in pattern recognition. However, MPTSVM is computationally expensive since it involves solving a series of quadratic programming problems. To relieve the training burden, in this paper, we propose a novel multiple least squares recursive projection twin support vector machine (MLSPTSVM) based on least squares recursive projection twin support vector machine (LSPTSVM) for multi-class classification problem. For a \(K(K>2)\) classes classification problem, MLSPTSVM aims at seeking K groups of projection axes, one for each class that separates it from all the other. Due to solving a series of linear equations, our algorithm tends to relatively simple and fast. Moreover, a recursive procure is introduced to generate multiple orthogonal projection axes for each class to enhance its performance. Experimental results on several synthetic and UCI datasets, as well as on relatively large datasets demonstrate that our MLSPTSVM has comparable classification accuracy while takes significantly less computing time compared with MPTSVM, and also obtains better performance than several other SVM related methods being used for multi-class classification problem.

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Acknowledgments

The authors would like to thank the editors and reviewers for their valuable comments and helpful suggestions, which improved the quality of this paper. This work is supported by the National Natural Science Foundation of China (Nos. 11201426, 11371365, 11426202 and 11426200), the Zhejiang Provincial Natural Science Foundation of China (Nos. LQ12A01020, LQ13F030010, LY15F030013, and LQ14G010004), the Ministry of Education, Humanities and Social Sciences Research Project of China (No. 13YJC910011) and the Science Foundation of Chongqing Municipal Commission of Science and Technology (Grant No. CSTC201 4jcyjA40011) and Scientific and Technological Research Program of Chongqing Municipal Education Commission (Grant No. KJ1400513).

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Correspondence to Yuan-Hai Shao.

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Yang, ZM., Wu, HJ., Li, CN. et al. Least squares recursive projection twin support vector machine for multi-class classification. Int. J. Mach. Learn. & Cyber. 7, 411–426 (2016). https://doi.org/10.1007/s13042-015-0394-x

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