Edward Harrington,
RSISE, Australian National University
Ralf Herbrich, Machine Learning and Perception Group, Microsoft Research Cambridge
Jyrki Kivinen, RSISE, Australian National University
John Platt, CCSP Group, Microsoft Research
Robert C. Williamson,
RSISE, Australian National University
Seventh Pacific-Asia Conference on Knowledge Discovery and Data Mining, pp. 241-252, (2003).
We present a new and simple algorithm for learning large margin classifiers that works in a truly online manner. The algorithm generates a linear classifier by averaging the weights associated with several perceptron-like algorithms run in parallel in order to approximate the Bayes point. A random subsample of the incoming data stream is used to ensure diversity in the perceptron solutions. We experimentally study the algorithm’s performance on online and batch learning settings. The online experiments showed that our algorithm produces a low prediction error on the training sequence and tracks the presence of concept drift. On the batch problems it performance is comparable to the maximum margin algorithm which explicitly maximises the margin.
© 2003, Springer-Verlag
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