Simulated annealing least squares twin support vector machine (SA-LSTSVM) for pattern classification

Least squares twin support vector machine (LSTSVM) is a relatively new version of support vector machine (SVM) based on non-parallel twin hypetplanes. Although, LSTSVM is an extremely efficient and fast algorithm for binary classification, its parameters depend on the nature of the problem. Problem dependent parameters make the process of tuning the algorithm with best values for parameters very difficult, which affects the accuracy of the algorithm. Simulated annealing (SA) is a random search technique proposed to find the global minimum of a cost function. It works by emulating the process where a metal slowly cooled so that its structure finally "freezes". This freezing point happens at a minimum energy configuration. The goal of this paper is to improve the accuracy of the LSTSVM algorithm by hybridizing it with simulated annealing. Our research to date suggests that this improvement on the LSTSVM is made for the first time in this paper. Experimental results on several benchmark datasets demonstrate that the accuracy of the proposed algorithm is very promising when compared to other classification methods in the literature, In addition, computational time analysis of the algorithm showed the practicality of the proposed algorithm where the computational time of the algorithm falls between LSTSVM and SVM.