Online Bayes point machines

  • Authors:
  • Edward Harrington;Ralf Herbrich;Jyrki Kivinen;John Platt;Robert C. Williamson

  • Affiliations:
  • Research School of Information Sciences and Engineering, The Australian National University, Canberra, ACT;Microsoft Research, Cambridge, UK;Research School of Information Sciences and Engineering, The Australian National University, Canberra, ACT;Microsoft Research, Redmond, WA;Research School of Information Sciences and Engineering, The Australian National University, Canberra, ACT

  • Venue:
  • PAKDD'03 Proceedings of the 7th Pacific-Asia conference on Advances in knowledge discovery and data mining
  • Year:
  • 2003

Quantified Score

Hi-index 0.00

Visualization

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.