G. Cauwenberghs and T. Poggio (2001)
Incremental and Decremental Support Vector Machine Learning
In: Advances in Neural Information Processing Systems (NIPS*2000), vol. 13.
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.