BDUOL: Double Updating Online Learning on a Fixed Budget

Kernel-based online learning often exhibits promising empirical performance for various applications according to previous studies. However, it often suffers a main shortcoming, that is, the unbounded number of support vectors, making it unsuitable for handling large-scale datasets. In this paper, we investigate the problem of budget kernel-based online learning that aims to constrain the number of support vectors by a predefined budget when learning the kernel-based prediction function in the online learning process. Unlike the existing studies, we present a new framework of budget kernel-based online learning based on a recently proposed online learning method called “Double Updating Online Learning” (DUOL), which has shown state-of-the-art performance as compared with the other traditional kernel-based online learning algorithms. We analyze the theoretical underpinning of the proposed Budget Double Updating Online Learning (BDUOL) framework, and then propose several BDUOL algorithms by designing different budget maintenance strategies. We evaluate the empirical performance of the proposed BDUOL algorithms by comparing them with several well-known budget kernel-based online learning algorithms, in which encouraging results validate the efficacy of the proposed technique.