On-Line Pruning Regression Method by LS-SVM

Least squares support vector machine(LS-SVM) is a well known and useful machine learning ways for statistical classification and regression analysis. LS-SVM can be a good substitute for traditional statistical method but computational difficulties are still remained to operate the inversion of matrix of huge data set. In modern information society, we can easily obtain a large data sets by on-line or batch mode. For the analysis of these kind of huge data sets, we suggest an on-line pruning regression method based on LS-SVM. With relatively small number of pruned support vectors, we can have almost same performance as regression with full data set.