Least squares support vector machine ensemble

The LS-SVM ensemble is proposed to improve the performance of the single LS-SVM. During the constructing of the LS-SVM ensemble, bagging algorithm is used because it is more suitable than boosting algorithm in high noise regime. Furthermore, in This work a novel aggregation method of the LS-SVM ensemble is also proposed. Traditionally the aggregation of the ensemble always uses all the available individual LS-SVM, while our approach can exclude the ones which may degrade the performance of the ensemble. Finally, the simulating results demonstrate the effectiveness and efficiency of our approach.