Extended Least Squares LS–SVM

Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.