Fast online algorithm for nonlinear support vector machines and other alike models

Resumo

Paper presents a unique novel online learning algorithm for eight popular nonlinear (i.e., kernel), classifiers based on a classic stochastic gradient descent in primal domain. In particular, the online learning algorithm is derived for following classifiers: L1 and L2 support vector machines with both a quadratic regularizer w^tw and the l₁ regularizer |w|₁; regularized huberized hinge loss; regularized kernel logistic regression; regularized exponential loss with l₁ regularizer |w|₁ and Least squares support vector machines. The online learning algorithm is aimed primarily for designing classifiers for large datasets. The novel learning model is accurate, fast and extremely simple (i.e., comprised of few coding lines only). Comparisons of performances of the proposed algorithm with the state of the art support vector machine algorithm on few real datasets are shown.