SVM incremental learning, adaptation and optimization

The objective of machine learning is to identify a model that yields good generalization performance. This involves repeatedly selecting a hypothesis class, searching the hypothesis class by minimizing a given objective function over the model´s parameter space, and evaluating the generalization performance of the resulting model. This search can be computationally intensive as training data continuously arrives, or as one needs to tune hyperparameters in the hypothesis class and the objective function. In this paper, we present a framework for exact incremental learning and adaptation of support vector machine (SVM) classifiers. The approach is general and allows one to learn and unlearn individual or multiple examples, adapt the current SVM to changes in regularization and kernel parameters, and evaluate generalization performance through exact leave-one-out error estimation.