Multiple Incremental Decremental Learning of Support Vector Machines

@article{Karasuyama2010MultipleID,
  title={Multiple Incremental Decremental Learning of Support Vector Machines},
  author={Masayuki Karasuyama and Ichiro Takeuchi},
  journal={IEEE Transactions on Neural Networks},
  year={2010},
  volume={21},
  pages={1048-1059}
}
We propose a multiple incremental decremental algorithm of support vector machines (SVM). In online learning, we need to update the trained model when some new observations arrive and/or some observations become obsolete. If we want to add or remove single data point, conventional single incremental decremental algorithm can be used to update the model efficiently. However, to add and/or remove multiple data points, the computational cost of current update algorithm becomes inhibitive because… CONTINUE READING