Online Sequential Projection Vector Machine with Adaptive Data Mean Update

Algorithm 1

OSPVM algorithm.

Initial Phase: Given the initial training data , the accumulation ratio .

(1) Compute the data mean and get ;

(2) Compute SVD of  : ;

(3) Get the hidden nodes by making ;

(4) Obtain input weights ;

(5) Compute the output weights

Online learning phase: Given the th chunk of data ,

(1) Compute ;

(2) Compute ;

(3) Set

(4) Compute

(5) Compute ;

(6) Compute ;

(7) Compute the QR-decomposition of

(8) Compute SVD of  : 

(9) Get the updated SVD : ;

(10) Get the new number of hidden nodes by making

(11) Update input weights ;

(12) Update the output weights