Support Vector Machine (SVM) is a popular and state-of-the-art classification algorithm. Hence many packages and implementations of standard SVM can be found on the internet. However, there are some interesting extensions of SVM that has a slightly better prediction accuracy. Of these extensions, Twin Support Vector Machine (TSVM) has received more attention from scholars in the field of SVM research. Even I myself have published a classifier based on TSVM and KNN.
TSVM does classification using two non-parallel hyperplanes as opposed to a single hyperplane in standard SVM (To know more about TSVM, you can read this blog post.). Unlike SVM, TSVM had almost no fast and simple implementation on the internet prior to 2018. So I decided to develop the LightTwinSVM program and share it with others for free.
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