A mixed effects least squares support vector machine model for classification of longitudinal data

A mixed effects least squares support vector machine (LS-SVM) classifier is introduced to extend the standard LS-SVM classifier for handling longitudinal data. The mixed effects LS-SVM model contains a random intercept and allows to classify highly unbalanced data, in the sense that there is an unequal number of observations for each case at non-fixed time points. The methodology consists of a regression modeling and a classification step based on the obtained regression estimates. Regression and classification of new cases are performed in a straightforward manner by solving a linear system. It is demonstrated that the methodology can be generalized to deal with multi-class problems and can be extended to incorporate multiple random effects. The technique is illustrated on simulated data sets and real-life problems concerning human growth.

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