Fast Kernel Classifiers with Online and Active Learning

Very high dimensional learning systems become theoretically possible when training examples are abundant. The computing cost then becomes the limiting factor. Any efficient learning algorithm should at least take a brief look at each example. But should all examples be given equal attention?This contribution proposes an empirical answer. We first present an online SVM algorithm based on this premise. LASVM yields competitive misclassification rates after a single pass over the training examples, outspeeding state-of-the-art SVM solvers. Then we show how active example selection can yield faster training, higher accuracies, and simpler models, using only a fraction of the training example labels.