EconPapers    
Economics at your fingertips  
 

Randomized kernel methods for least-squares support vector machines

M. Andrecut ()
Additional contact information
M. Andrecut: Calgary, Alberta, Canada T3G 5Y8, Canada

International Journal of Modern Physics C (IJMPC), 2017, vol. 28, issue 02, 1-18

Abstract: The least-squares support vector machine (LS-SVM) is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the LS-SVM classifier. The proposed methods are based on randomized block kernel matrices, and we show that they provide good accuracy and reliable scaling for multi-class classification problems with relatively large data sets. Also, we present several numerical experiments that illustrate the practical applicability of the proposed methods.

Keywords: Kernel methods; multiclass classification; big data sets (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0129183117500152
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:ijmpcx:v:28:y:2017:i:02:n:s0129183117500152

Ordering information: This journal article can be ordered from

DOI: 10.1142/S0129183117500152

Access Statistics for this article

International Journal of Modern Physics C (IJMPC) is currently edited by H. J. Herrmann

More articles in International Journal of Modern Physics C (IJMPC) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().

 
Page updated 2025-03-20
Handle: RePEc:wsi:ijmpcx:v:28:y:2017:i:02:n:s0129183117500152