  Least Squares Twin Support Vector Machine (LST-SVM) has been shown to be an
efficient and fast algorithm for binary classification. It combines the
operating principles of Least Squares SVM (LS-SVM) and Twin SVM (T-SVM); it
constructs two non-parallel hyperplanes (as in T-SVM) by solving two systems of
linear equations (as in LS-SVM). Despite its efficiency, LST-SVM is still
unable to cope with two features of real-world problems. First, in many
real-world applications, labels of samples are not deterministic; they come
naturally with their associated membership degrees. Second, samples in
real-world applications may not be equally important and their importance
degrees affect the classification. In this paper, we propose Fuzzy LST-SVM
(FLST-SVM) to deal with these two characteristics of real-world data. Two
models are introduced for FLST-SVM: the first model builds up crisp hyperplanes
using training samples and their corresponding membership degrees. The second
model, on the other hand, constructs fuzzy hyperplanes using training samples
and their membership degrees. Numerical evaluation of the proposed method with
synthetic and real datasets demonstrate significant improvement in the
classification accuracy of FLST-SVM when compared to well-known existing
versions of SVM.
