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Least squares support vector machine (regression) in Python

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lssvr-in-Python

Least squares support vector machine in Python LSSVR with one page file

In this repoitry we'd like to share the source code of least squares support vector regression (also LSSVR, LSSVM for regression, etc.), which was introduced by Johan Suykens in 1990s.

Details of the mathematical formulations can be found in his book

"Suykens Johan. Least squares support vector machines. World Scientific, 2002."

Directly run the demo_lssvr.py and you will see the results

image

Good luck and enjoy it!

More extended works based on lssvm formulation with kernels can be found at our google page:

https://scholar.google.com/citations?user=WUwRi7QAAAAJ&hl=en

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