Inverse matrix-free incremental proximal support vector machine

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Journal Article
Decision Support Systems, 2012, 53 (3), pp. 395 - 405
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Traditional Support Vector Machines (SVMs) have been commonly regarded as strong classi?ers for many learning tasks [13,33]. As our data-gathering ability continuously grows, in many applications, large-scale or continuous stream data make the standard SVMs inef?- cient (or even inapplicable) for decision making [35]. To solve these problems, a number of variations are proposed [8,16,18,20, 21,24,27,28]. Among them, the proximal SVM (PSVM) and least squares SVM (LS-SVM) are simple yet effective algorithms [8,27], due to the essence of regularized least squares problems which merely need to solve linear equations [31]. In comparison, LS-SVM needs to calculate about n variables or parameters whereas PSVM has d variables for the corresponding linear equations, where n and d are the numbers of samples and dimensions, respectively
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