Least Squares Maximum and Weighted Generalization-Memorization Machines
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In this paper, we propose a new way of remembering by introducing a memory influence mechanism for the least squares support vector machine (LSSVM). Without changing the equation constraints of the original LSSVM, this mechanism, allows an accurate partitioning of the training set without overfitting. The maximum memory impact model (MIMM) and the weighted impact memory model (WIMM) are then proposed. It is demonstrated that these models can be degraded to the LSSVM. Furthermore, we propose some different memory impact functions for the MIMM and WIMM. The experimental results show that that our MIMM and WIMM have better generalization performance compared to the LSSVM and significant advantage in time cost compared to other memory models.
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