least squares svm in matlab

StackOverflow https://stackoverflow.com/questions/3031542

  •  27-09-2019
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Question

Which ls-svm toolbox can use in matlab? Which implementation do you recommend?

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Solution

Check out both libsvm and liblinear:

These the are the fastest SVM solvers that I know of.

OTHER TIPS

I am not 100% sure what type of SVM you're referring to, but I'm assuming you're interested in an implementation of the least squares SVM of Suykens & Vanderwalle, NIPS 99. If that's the case, I believe neither libsvm nor liblinear do that; check out http://www.esat.kuleuven.be/sista/lssvmlab/ .

If you're interested in a normal quadratic-programming formulation of the svm with quadratic slack penalties, libsvm and liblinear should work. Also, the newer subgradient-based solvers, such as pegasos may be useful as well but I am not sure of whether there is a good matlab library for you to use.

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