Online Learning with Kernels

Kivinen, Jyrki, Smola, Alex J., Williamson, Robert C.

Neural Information Processing Systems 

We consider online learning in a Reproducing Kernel Hilbert Space. Our method is computationally efficient and leads to simple algorithms. In particular we derive update equations for classification, regression, and novelty detection. The inclusion of the -trick allows us to give a robust parameterization.

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