Least Squares Support Vector Machines and Primal Space Estimation

@inproceedings{Espinoza2003LeastSS,
  title={Least Squares Support Vector Machines and Primal Space Estimation},
  author={Marcelo Espinoza and Johan A. K. Suykens and Bart De Moor},
  year={2003}
}
In this paper a methodology for estimation in kernel-induced feature spaces is presented, making a link between the primal-dual formulation of Least Squares Support Vector Machines (LS-SVM) and classical statistical inference techniques in order to perform linear regression in primal space. This is done by computing a finite dimensional approximation of the… CONTINUE READING