E-viri
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Zhao Ying; Kwoh Chee Keong
Proceedings of the 17th International Conference on Pattern Recognition, 2004. ICPR 2004, 2004, Letnik: 3Conference Proceeding
In this paper, a fast leave-one-out (LOO) evaluation formula is introduced for least squares support vector machine (LS-SVM) classifiers. The computation cost can be reduced to approximately 1/N when compared to normal LOO procedure (N is the number of training samples). Inspired by its fast speed, we are able to use it to replace the original level 3 posterior probability approximation formula of the Bayesian framework for LS-SVM classifiers. The improved inference framework shows higher generalization performance and faster computation speed.
