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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