Global-local least-squares support vector machine (GLocal-LS-SVM).

This study introduces the global-local least-squares support vector machine (GLocal-LS-SVM), a novel machine learning algorithm that combines the strengths of localised and global learning. GLocal-LS-SVM addresses the challenges associated with decentralised data sources, large datasets, and input-space-related issues. The algorithm is a double-layer learning approach that employs multiple local LS-SVM models in the first layer and one global LS-SVM model in the second layer. The key idea behind GLocal-LS-SVM is to extract the most informative data points, known as support vectors, from each local region in the input space. Local LS-SVM models are developed for each region to identify the most contributing data points with the highest support values. The local support vectors are then merged at the final layer to form a reduced training set used to train the global model. We evaluated the performance of GLocal-LS-SVM using both synthetic and real-world datasets. Our results demonstrate that GLocal-LS-SVM achieves comparable or superior classification performance compared to standard LS-SVM and state-of-the-art models. In addition, our experiments show that GLocal-LS-SVM outperforms standard LS-SVM in terms of computational efficiency. For instance, on a training dataset of 9, 000 instances, the average training time for GLocal-LS-SVM was only 2% of the time required to train the LS-SVM model while maintaining classification performance. In summary, the GLocal-LS-SVM algorithm offers a promising solution to address the challenges associated with decentralised data sources and large datasets while maintaining high classification performance. Furthermore, its computational efficiency makes it a valuable tool for practical applications in various domains.