A lossless online Bayesian classifier

Abstract

We are living in a world progressively driven by data. Besides the issue that big data cannot be entirely stored in the main memory as required by traditional offline learning methods, the problem of learning data that can only be collected over time is also very prevalent. Consequently, there is a need of online methods which can handle sequentially arriving data and offer the same accuracy as offline methods. In this paper, we introduce a new lossless online Bayesian-based classifier which uses the arriving data in a 1-by-1 manner and discards each data right after use. The lossless property of our proposed method guarantees that it can reach the same prediction performance as its offline counterpart regardless of the incremental training order. Experimental results demonstrate its superior performance over many well-known state-of-the-art online learning methods in the literature.