A sparse algorithm for adaptive pruning least square support vector regression machine based on global representative point ranking

Abstract

Least square support vector regression (LSSVR) is a method for function approximation, whose solutions are typically non-sparse, which limits its application especially in some occasions of fast prediction. In this paper, a sparse algorithm for adaptive pruning LSSVR algorithm based on global representative point ranking (GRPR-AP-LSSVR) is proposed. At first, the global representative point ranking (GRPR) algorithm is given, and relevant data analysis experiment is implemented which depicts the importance ranking of data points. Furthermore, the pruning strategy of removing two samples in the decremental learning procedure is designed to accelerate the training speed and ensure the sparsity. The removed data points are utilized to test the temporary learning model which ensures the regression accuracy. Finally, the proposed algorithm is verified on artificial datasets and UCI regression datasets, and experimental results indicate that, compared with several benchmark algorithms, the GRPR-AP-LSSVR algorithm has excellent sparsity and prediction speed without impairing the generalization performance.