Incremental Learning with Support Vector Data Description

Due to the simplicity and firm mathematical foundation, Support Vector Machines (SVMs) have been intensively used to solve classification problems. However, training SVMs on real world large-scale databases is computationally costly and sometimes infeasible when the dataset size is massive and non-stationary. In this paper, we propose an incremental learning approach that greatly reduces the time consumption and memory usage for training SVMs. The proposed method is fully dynamic, which stores only a small fraction of previous training examples whereas the rest can be discarded. It can further handle unseen labels in new training batches. The classification experiments show that the proposed method achieves the same level of classification accuracy as batch learning while the computational cost is significantly reduced, and it can outperform other incremental SVM approaches for the new class problem.