A New Approximate Maximal Margin Classification Algorithm

A new incremental learning algorithm is described which approximates the maximal margin hyperplane w.r.t. Our algorithm, called ALMAp (Approximate Large Mar- gin algorithm w.r.t. ALMAp avoids quadratic (or higher-order) programming meth(cid:173) ods. It is very easy to implement and is as fast as on-line algorithms, such as Rosenblatt's perceptron. We report on some experiments comparing ALMAp to two incremental algorithms: Perceptron and Li and Long's ROMMA. Our algorithm seems to perform quite better than both.