Fuzzy least squares support vector machines

In least squares support vector machines (LS-SVMs), the optimal separating hyperplane is obtained by solving a set of linear equations instead of solving a quadratic programming problem. But since SVMs and LS-SVMs are formulated for two-class problems, unclassifiable regions exist when they are extended to multiclass problems. In this paper, we discuss fuzzy least squares support vector machines that resolve unclassiflable regions for multiclass problems. We define a membership function in the direction perpendicular to the optimal separating hyperplane that separates a pair of classes. Using the minimum or average operation for these membership functions, we define a membership function for each class. Using some benchmark data sets, we show that recognition performance of fuzzy LS-SVMs with the minimum operator is comparable to that of fuzzy SVMs, but fuzzy LS-SVMs with the average operator showed inferior performance.