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Least Squares Support Vector Machines Classifiers: A Multi Two-Spiral Benchmark Problem
Least Squares Support Vector Machines Classifiers: A Multi Two-Spiral Benchmark Problem
Least Squares Support Vector Machines Classifiers: A Multi Two-Spiral Benchmark Problem
INTRODUCTION
Support Vector Machines (SVM) for solving pattern recognition and nonlinear function estimation problems have
been introduced in [7]. The idea of SVM is mapping the training data nonlinearly into a higher-dimensional feature
space, then construct a separating hyperplane with maximum margin there. This yields a nonlinear decision
boundary in input space. By the use of a kernel function, either polynomial, splines, radial basis function (RBF) or
multilayer perceptron, it is possible to compute the separating hyperplane without explicitly carrying out the map
into the feature space. While classical Neural Networks techniques suffer from the existence of many local minima,
SVM solutions are obtained from quadratic programming problems possessing a global solution.
Recently, least squares (LS) versions of SVM have been investigated for classification [5] and function estimation
[6]. In these LS-SVM formulations one computes the solution by solving a linear system instead of quadratic
programming. This is due to the use of equality instead of inequality constraints in the problem formulation. In [1, 4]
such linear systems have been called Karush-Kuhn-Tucker (KKT) systems and their numerical stability has been
investigated. This linear system can be efficiently solved by iterative methods such as conjugate gradient [2], and
enables solving large scale classification problems. As an example we show the excellent performance on a multi
two-spiral benchmark problem, which is known to be a difficult test case for neural network classifiers [3].
y ( x) sign
k 1
y k K ( x, x k ) b
K ,
2
2
/ 2 } (RBF
wT ( xk ) b 1 if y k 1
T
w ( xk ) b 1 if y k 1
This can also be written as
y k [ wT ( x k ) b] 1,
k 1,..., N
where is a nonlinear function mapping of the input space to a higher dimensional space. LS-SVM classifiers\
min J LS ( w, b, e) 12 wT w
w ,b , e
1
2
e
k 1
2
k
y k [ wT ( x k ) b] 1 ek ,
k 1,..., N
L( w, b, e; ) J LS k y k [ wT ( x k ) b] 1 ek
k 1
L
b
L
ek
L
k
L
w
w k 1 k yk ( xk )
N
y 0
k ek
yk [ wT ( xk ) b] 1 ek 0
k 1 k k
and
b 0
ZZ I 1v
YT
T
T
with Z [ ( x1 ) y1 ;...; ( x N ) y N ], Y [ y1 ;...; y N ], 1v [1;...;1], e [e1 ;...; e N ] and
kl
y k y l ( x k ) T ( xl )
y k y l K ( x k , xl )
The kernel parameters, i.e. for RBF kernel, can be optimally chosen by optimizing an upper bound on the VC
dimension. The support values k are proportional to the errors at the data points in the LS-SVM case, while in the
standard SVM case many support values are typically equal to zero. When solving large linear systems, it becomes
needed to apply iterative methods [2].
FIGURE 1. Multi two-spiral classification problem with 432 training data (class 1 and class 2 are indicated by * and o). From
black and white regions which determine the decision boundary between two classes is clearly shown the excellent generalization
performance of the LS-SVM with RBF kernel.
FIGURE 2. The spectrum of support values related to the classification problem in Figure 1. The support values k are sorted
from the largest to the smallest value for the given training data set.
CONCLUSION
In this paper a least squares version of Support Vector Machines (LS-SVM) is explained. The solution of the linear
system can be calculated efficiently using a conjugate gradient method. As illustrated in the difficult multi two-spiral
classification problem, excellent generalization performance can be obtained using LS-SVM approach in separable
case. The performance of the classifier turns out to be quite robust with respect to tuning parameters of the
algorithm.
ACKNOWLEDGEMENTS
This research work was carried out at the ESAT laboratory and the Interdisciplinary Center of Neural Networks
ICNN of the Katholieke Universiteit Leuven, in the framework of the FWO project Learning and Optimization : an
Interdisciplinary Approach, the Belgian Program on Interuniversity Poles of Attraction, initiated by the Belgian
State, Prime Minister's Office for Science, Technology and Culture (IUAP P4-02 & IUAP P4-24) and the Concerted
Action Project MEFISTO of the Flemish Community. Johan Suykens is a postdoctoral researcher with the National
Fund for Scientific Research FWO - Flanders.
REFERENCES
[1] Fletcher R., Johnson T., On the stability of null-space method for KKT systems, SIAM J. Matrix Anal. Appl.,
Vol. 18, No. 4, 1997, pp. 938-958.
[2] Golub G.H., Van Loan C.F., Matrix Computations, Baltimore MD, John Hopkins University Press, 1989.
[3] Ridella S., Rovetta S., Zunino R., Circular backpropagation networks for classification, IEEE Transactions on
Neural Networks, Vol. 8, No. 1, 1997, pp. 84-97.
[4] Sun J.-G., Structured backwards errors for KKT systems, Linear Algebra and its Applications, 288, 1999,
pp. 75-88.
[5] Suykens J.A.K., Vandewalle J., Least squares support vector machine classifiers, Neural Processing Letter,
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[6] Suykens J.A.K., Vandewalle J., Training multilayer perceptron classifiers based on a modified support vector
method, IEEE Transactions on Neural Networks, 1999.
[7] Vapnik V. The Nature of Statistical Learning Theory. Springer-Verlag, New York, 1995.