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Incremental and Decremental Support Vector Machine Learning

, and . Advances in Neural Information Processing Systems (NIPS*2000), 13, (2001)

Abstract

An on-line recursive algorithm for training support vector machines, one vector at a time, is presented. Adiabatic increments retain the Kuhn-Tucker conditions on all previously seen training data, in a number of steps each computed analytically. The incremental procedure is reversible, and decremental ``unlearning'' offers an efficient method to exactly evaluate leave-one-out generalization performance. Interpretation of decremental unlearning in feature space sheds light on the relationship between generalization and geometry of the data.

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