Least squares KNN-based weighted multiclass twin SVM

Abstract K-nearest neighbor (KNN) based weighted multi-class twin support vector machines (KWMTSVM) is a novel multi-class classification method. In this paper, we propose a novel least squares version of KWMTSVM called LS-KWMTSVM by replacing the inequality constraints with equality constraints and minimized the slack variables using squares of 2-norm instead of conventional 1-norm. This simple modification leads to a very fast algorithm with much better results. The modified primal problems in the proposed LS-KWMTSVM solves only two systems of linear equations whereas two quadratic programming problems (QPPs) need to solve in KWMTSVM. The proposed LS-KWMTSVM, same as KWMTSVM, employed the weight matrix in the objective function to exploit the local information of the training samples. To exploit the inter class information, we use weight vectors in the constraints of the proposed LS-KWMTSVM. If any component of vectors is zero then the corresponding constraint is redundant and thus we can avoid it. Elimination of redundant constraints and solving a system of linear equations instead of QPPs makes the proposed LS-KWMTSVM more robust and faster than KWMTSVM. The proposed LS-KWMTSVM, commensurate as the KWMTSVM, all the training data points into a “1-versus-1-versus-rest” structure, and thus our LS-KWMTSVM generate ternary output { - 1 , 0 , + 1 } which helps to deal with imbalance datasets. Numerical experiments on several UCI and KEEL imbalance datasets(with high imbalance ratio) clearly indicate that the proposed LS-KWMTSVM has better classification accuracy compared with other baseline methods but with remarkably less computational time.