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Sponsored by the Center for Science and Technology Development of the Ministry of Education
Supervised by Ministry of Education of the People's Republic of China
An accelerated sequential minimal optimization method for the least squares support vector machine
Liu Siyi 1,Liu Jianxun 2 *
1.College of Mathematics and Statistics, Chongqing University, Chongqing 401331;School of Mathematics and physics,GuangXi University for Nationalities,Nanning 530006
2.School of Mathematics and physics , GuangXi University for Nationalities , Nanning 530006
Least squares support vector machine(LS-SVM) is an important variant of traditional support vector machine, which is used to solve pattern recognition and prediction. We propose an improved version of the Sequential minimum optimization(SMO) algorithm for training LS-SVM, based on a acclerated grdient method. In this paper we consider adding a new point to capture previous update information. We adopt the idea of Nesterov acceleration method, which gets intermediate points from previous update information and then updates the new iteration point. we show experimentally that the improvement method can significantly reduce the number of iterations, and the training time of LS-SVM can also be reduced in the improvement first-order SMO.