Simple randomized algorithms for online learning with kernels.

Abstract

In online learning with kernels, it is vital to control the size (budget) of the support set because of the curse of kernelization. In this paper, we propose two simple and effective stochastic strategies for controlling the budget. Both algorithms have an expected regret that is sublinear in the horizon. Experimental results on a number of benchmark data sets demonstrate encouraging performance in terms of both efficacy and efficiency.