Confidence Interval Estimation Using SV in LS-SVM

The present paper suggests a method to estimate confidence interval using SV(Support Vector) in LS-SVM(Least-Squares Support Vector Machine). To get the proposed method we used the fact that the values of the hessian matrix obtained by full data set and SV are not different significantly. Since the suggested method implement only SV, a part of full data, we can save computing time and memory space. Through simulation study we justified the proposed method.