A New Robust Least Squares Support Vector Machine for Regression with Outliers

The least squares support vector machine (LS-SVM) is sensitive to noises or outliers. To address the drawback, a new robust least squares support vector machine (RLS-SVM) is introduced to solve the regression problem with outliers. A fuzzy membership function, which is determined by heuristic method, is assigned to each training sample as a weight. For each data point, firstly a deleted input neighborhood is found when the high-dimension feature space of input is focused on. Then the new field is reformulated after the output is brought in the neighborhood which we have found. The fuzzy membership function (weight) is set according to the distance from the data point to the center of its neighborhood and the radius of the neighborhood, which implies the probability to be an outlier. Two benchmark simulation experiments and analysis are presented to verify that the performance is improved. (C) 2011 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of [CEIS 2011]