Mutual conversion of regression and classification based on least squares support vector machines

Abstract

Classification and regression are most interesting problems in the fields of pattern recognition. The regression problem can be changed into binary classification problem and least squares support vector machine can be used to solve the classification problem. The optimal hyperplane is the regression function. In this paper, a one-step method is presented to deal with the multi-category problem. The proposed method converts the problem of classification into the function regression problem and is applied to solve the converted problem by least squares support vector machines. The novel method classifies the samples in all categories simultaneously only by solving a set of linear equations. Demonstrations of numerical experiments are performed and good performances are obtained. Simulation results show that the regression and classification can be converted each other based on least squares support vector machines. © Springer-Verlag Berlin Heidelberg 2006.