Online bayes point machines

Edward Harrington, Ralf Herbrich, Jyrki Kivinen, John Platt, Robert C. Williamson

    Research output: Chapter in Book/Report/Conference proceedingConference Paperpeer-review

    10 Citations (Scopus)

    Abstract

    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 its performance is comparable to the maximum margin algorithm which explicitly maximises the margin.

    Original languageEnglish
    Title of host publicationAdvances in Knowledge Discovery and Data Mining
    EditorsKyu-Young Wang, Jongwoo Jeon, Kyuseok Shim, Jaideep Srivastava
    PublisherSpringer Verlag
    Pages241-252
    Number of pages12
    ISBN (Electronic)3540047603, 9783540047605
    DOIs
    Publication statusPublished - 2003
    Event7th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2003 - Seoul, Korea, Republic of
    Duration: 30 Apr 20032 May 2003

    Publication series

    NameLecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science)
    Volume2637
    ISSN (Print)0302-9743

    Conference

    Conference7th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2003
    Country/TerritoryKorea, Republic of
    CitySeoul
    Period30/04/032/05/03

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