\name{onlearn} \alias{onlearn} \alias{onlearn,onlearn-method} \title{Kernel Online Learning algorithms} \description{ Online Kernel-based Learning algorithms for classification, novelty detection, and regression. } \usage{ \S4method{onlearn}{onlearn}(obj, x, y = NULL, nu = 0.2, lambda = 1e-04) } \arguments{ \item{obj}{\code{obj} an object of class \code{onlearn} created by the initialization function \code{inlearn} containing the kernel to be used during learning and the parameters of the learned model} \item{x}{vector or matrix containing the data. Factors have to be numerically coded. If \code{x} is a matrix the code is run internally one sample at the time.} \item{y}{the class label in case of classification. Only binary classification is supported and class labels have to be -1 or +1. } \item{nu}{the parameter similarly to the \code{nu} parameter in SVM bounds the training error.} \item{lambda}{the learning rate} } \details{ The online algorithms are based on a simple stochastic gradient descent method in feature space. The state of the algorithm is stored in an object of class \code{onlearn} and has to be passed to the function at each iteration. } \value{ The function returns an \code{S4} object of class \code{onlearn} containing the model parameters and the last fitted value which can be retrieved by the accessor method \code{fit}. The value returned in the classification and novelty detection problem is the decision function value phi. The accessor methods \code{alpha} returns the model parameters. } \references{ Kivinen J. Smola A.J. Williamson R.C. \cr \emph{Online Learning with Kernels}\cr IEEE Transactions on Signal Processing vol. 52, Issue 8, 2004\cr \url{https://alex.smola.org/papers/2004/KivSmoWil04.pdf}} \author{Alexandros Karatzoglou\cr \email{alexandros.karatzoglou@ci.tuwien.ac.at}} \seealso{\code{\link{inlearn}}} \examples{ ## create toy data set x <- rbind(matrix(rnorm(100),,2),matrix(rnorm(100)+3,,2)) y <- matrix(c(rep(1,50),rep(-1,50)),,1) ## initialize onlearn object on <- inlearn(2,kernel="rbfdot",kpar=list(sigma=0.2), type="classification") ind <- sample(1:100,100) ## learn one data point at the time for(i in ind) on <- onlearn(on,x[i,],y[i],nu=0.03,lambda=0.1) ## or learn all the data on <- onlearn(on,x[ind,],y[ind],nu=0.03,lambda=0.1) sign(predict(on,x)) } \keyword{classif} \keyword{neural} \keyword{regression} \keyword{ts}