Adaptive kernel density estimation weighted twin support vector machine and its sample screening method

Abstract

SummaryIn twin support vector machines (TSVM), noise blurs the boundary between positive and negative samples, increasing the probability of classification errors. In this article, we propose an adaptive kernel density estimation weighted twin support vector machine(AKWTSVM). AKWTSVM uses KDE based on K‐nearest neighbor estimation to calculate the probability density of samples. It automatically selects the optimal bandwidth based on the local density of the samples to improve the robustness of the algorithm. However, TSVM has high time complexity, to reduce the time costs, a sample screening method is proposed for AKWTSVM, named AKWTSVM‐SSM, which is based on the overall distance and local density, and reduces the time costs of the algorithm by reducing the sample size while ensuring the accuracy of the algorithm. The experiment with differently scaled noise environments of 0%, 5%, 10%, 15%, and 20% on 12 UCI datasets validate the accuracy and running time of AKWTSVM and AKWTSVM‐SSM. Experimental results prove the effectiveness and robustness of AKWTSVM, the robustness of AKWTSVM‐SSM, and its applicability to large‐scale datasets.