Novel approaches using evolutionary computation for sparse least square support vector machines

This paper introduces two new approaches to building sparse least square support vector machines (LSSVM) based on genetic algorithms (GAs) for classification tasks. LSSVM classifiers are an alternative to SVM ones because the training process of LSSVM classifiers only requires to solve a linear equation system instead of a quadratic programming optimization problem. However, the absence of sparseness in the Lagrange multiplier vector (i.e. the solution) is a significant problem for the effective use of these classifiers. In order to overcome this lack of sparseness, we propose both single and multi-objective GA approaches to leave a few support vectors out of the solution without affecting the classifier׳s accuracy and even improving it. The main idea is to leave out outliers, non-relevant patterns or those ones which can be corrupted with noise and thus prevent classifiers to achieve higher accuracies along with a reduced set of support vectors. Differently from previous works, genetic algorithms are used in this work to obtain sparseness not to find out the optimal values of the LSSVM hyper-parameters.