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Fast pruning algorithm for designing sparse least squares support vector machine
Pages: 626-630
Year: Issue:  4
Journal: Electric Machines and Control

Keyword:  least squares support vector machinesparsitypruning algorithmpermutation matrixpartitioned matrix;
Abstract: To reduce the computation amount of basic pruning algorithm(BPA) for least squares support vector machine(LSSVM), a fast pruning algorithm(FPA) is proposed. The connection between two coefficient matrices of linear equations corresponding to LSSVM before pruning and to one after doing is analyzed, and the recursive relation between inversions of sub-matrices of the two coefficient matrices is derived by permutation matrix's property of its inversion equalling to its transpose by the calculation formula of solving inversion of partitioned matrix. Therefore repetation of calculation of inversion of higher order matrices is avoided in pruning process, and computation amount is decreased. FPA produces the same resultant sparse LSSVM as BPA theoretically, when calculating error is neglected. The numerical simulation results show the presented algorithm is quicker than BPA, and the more the training samples are the greater FPA's speedup rate to BPA is.
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