Least squares support vector machine ensemble

Abstract

In this paper, the LS-SVM ensemble is proposed to improve the performance of the single LS-SVM. During the constructing of the LSSVM ensemble, bagging algorithm is used because it is more suitable than boosting algorithm in high noise regime. Furthermore, in this paper a novel aggregation method of the LS-SVM ensemble is also proposed. Traditionally the aggregation of the ensemble always uses all the available individual LSSVM, while our approach can exclude the ones which may degrade the performance of the ensemble. Finally, the simulating results demonstrate the effectiveness and efficiency of our approach.