A Fast Training Algorithm for Least Squares SVM

A fast training algorithm for Least Squares SVM (LS-SVM) classifiers was proposed, which is based on incremental and decremental learning theory. When a SV (Support Vector) is added or removed, computation based on previous training result replaces large-scale matrix inverse, thus the computation cost is reduced. The innovation is that by reasonable use of incremental and decremental learning the proposed algorithm can adaptively adjust the size of training sets (number of SVs) according to the specific classification problem. Finally several experiments show the validity of proposed algorithm.