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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Singapore Management University

2011

Theory and Algorithms

Kernel method

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Double Updating Online Learning, Peilin Zhao, Steven C. H. Hoi, Rong Jin May 2011

Double Updating Online Learning, Peilin Zhao, Steven C. H. Hoi, Rong Jin

Research Collection School Of Computing and Information Systems

In most kernel based online learning algorithms, when an incoming instance is misclassified, it will be added into the pool of support vectors and assigned with a weight, which often remains unchanged during the rest of the learning process. This is clearly insufficient since when a new support vector is added, we generally expect the weights of the other existing support vectors to be updated in order to reflect the influence of the added support vector. In this paper, we propose a new online learning method, termed Double Updating Online Learning, or DUOL for short, that explicitly addresses this problem. …