A novel admissible support vector (SV) kernel, namely modified L-P wavelet kernel, is proposed based on theoretic analysis. The wavelet kernel can approximate arbitrary curve in quadratic continuous integral space, thus the generalization ability of the support vector machines (SVM) is improved. Based on the wavelet kernel function and the multiclass least squares support vector machines (MLS-SVM), the multiclass least squares wavelet support vector machines (MLS-MLPWSVM) is presented. The spiral multiclass classification experimental results show some advantages of MLS-MLPWSVM over MLS-SVM on the classification and the generalization performance.
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Xing et al. (2008) studied this question.
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