Incremental Support Vector Machine Classification

Using a recently introduced proximal support vector machine classifier [4], a very fast and simple incremental support vector machine (SVM) classifier is proposed which is capable of modifying an existing linear classifier by both retiring old data and adding new data. A very important feature of the proposed single-pass algorithm , which allows it to handle massive datasets, is that huge blocks of data, say of the order of millions of points, can be stored in blocks of size (n + 1), where n is the usually small (typically less than 100) dimensional input space in which the data resides. To demonstrate the effectiveness of the algorithm we classify a dataset of 1 billion points in 10-dimensional input space into two classes in less than 2.5 hours on a 400 MHz Pentium II processor.