The Forgetron: A Kernel-Based Perceptron on a Fixed Budget
Ofer Dekel, Shai Shalev-Shwartz and Yoram Singer
Technical Report, Leibniz Center
The Perceptron algorithm, despite its simplicity, often performs well on online classification problems. The Perceptron becomes especially effective when it is used in conjunction with kernels. However, a common difficulty encountered when implementing kernel-based online algorithms is the amount of memory required to store the online hypothesis, which may grow unboundedly. In this paper we describe and analyze a new infrastructure for kernel-based learning with the Perceptron while adhering to a strict limit on the number of examples that can be stored. We first describe a template algorithm, called the Forgetron, for online learning on a fixed budget. We then provide specific algorithms and derive a unified mistake bound for all of them. To our knowledge, this is the first online learning paradigm which, on one hand, maintains a strict limit on the number of examples it can store and, on the other hand, entertains a relative mistake bound. We also present experiments with real datasets which underscore the merits of our approach.