Online Support Vector Machines

I have been studying and experimenting with online learning algorithms for support vector machines (SVMs) for a while now, primarily with the intention of understanding how they can be used to learn SVM models on large multi-terabyte datasets.

The following technical report describes the NORMA and PEGASOS family of algorithms and give some observations and relevant technical details about them.

Notes on Online Support Vector Machines

Both classes of algorithms work to a certain degree but for different settings, unlike many other proposed algorithms (like SOG-SVR) that only work in the limited experiments reported in the papers they are published in…

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