least squares svm in matlab

Question

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

Answer 1

Check out both libsvm and liblinear:

• http://www.csie.ntu.edu.tw/~cjlin/libsvm/
• http://www.csie.ntu.edu.tw/~cjlin/liblinear/

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

Answer 2

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.