Least squares KNN-based weighted multiclass twin SVM

K-nearest neighbor (KNN) based weighted multi-class twin support vector machines (KWMTSVM) is a novel multi-class classification method. In this paper, we propose a novel least squares version of KWMTSVM called LS-KWMTSVM by replacing the inequality constraints with equality constraints and minimized the slack variables using squares of 2-norm instead of conventional 1-norm. This simple mod-ification leads to a very fast algorithm with much better results. The modified primal problems in the pro-posed LS-KWMTSVM solves only two systems of linear equations whereas two quadratic programming problems (QPPs) need to solve in KWMTSVM. The proposed LS-KWMTSVM, same as KWMTSVM, employed the weight matrix in the objective function to exploit the local information of the training sam-ples. To exploit the inter class information, we use weight vectors in the constraints of the proposed LS-KWMTSVM. If any component of vectors is zero then the corresponding constraint is redundant and thus we can avoid it. Elimination of redundant constraints and solving a system of linear equations instead of QPPs makes the proposed LS-KWMTSVM more robust and faster than KWMTSVM. The proposed LS-KWMTSVM, commensurate as the KWMTSVM, all the training data points into a "1-versus-1-versus-rest" structure, and thus our LS-KWMTSVM generate ternary output {-1, 0,+1} which helps to deal with imbalance datasets. Numerical experiments on several UCI and KEEL imbalance datasets(with high imbalance ratio) clearly indicate that the proposed LS-KWMTSVM has better classification accuracy com-pared with other baseline methods but with remarkably less computational time. (c) 2020 Elsevier B.V. All rights reserved.