A novel sparse weighted LSSVM classifier is proposed in this paper, which is based on Suykens weighted LSSVM. Unlike Suykens weighted LSSVM, the proposed weighted method is more suitable for classification. The distance between sample and classification border is used as the sample importance measure in our weighted method. Based on this importance measure, a new weight calculating function, using which can adjust the sparseness of weight, is designed. In order to solve the imbalance problem, a kind of normalization weights calculating method is proposed. Finally, the proposed method is used on digit recognition. Comparative experiment results show that the proposed sparse weighted LSSVM can improve the recognition correct rate effectively.
