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Incremental Learning

Fit linear model for regression to streaming data and track its performance

Incremental learning, or online learning, involves processing incoming data from a data stream, possibly given little to no knowledge of the distribution of the predictor variables, aspects of the objective function, and whether the observations are labeled. Incremental learning problems contrast with traditional machine learning methods, in which enough labeled data is available to fit to a model, perform cross-validation to tune hyperparameters, and infer the predictor distribution characteristics.

Incremental learning requires a configured incremental model. You can create and configure an incremental model directly by using incrementalRegressionLinear, or you can convert a supported traditionally trained model to an incremental learner by using incrementalLearner. After configuring a model and setting up a data stream, you can fit the incremental model to the incoming chunks of data, track the predictive performance of the model, or perform both actions simultaneously.

For more details, see Incremental Learning Overview.

Functions

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incrementalLearnerConvert support vector machine (SVM) regression model to incremental learner
incrementalLearnerConvert linear regression model to incremental learner
fitTrain linear model for incremental learning
updateMetricsUpdate performance metrics in linear model for incremental learning given new data
updateMetricsAndFitUpdate performance metrics in linear model for incremental learning given new data and train model
predictPredict responses for new observations from linear model for incremental learning
lossLoss of linear model for incremental learning on batch of data

Objects

incrementalRegressionLinearLinear regression model for incremental learning

Topics

Incremental Learning Overview

Discover fundamental concepts about incremental learning, including incremental learning objects, functions, and workflows.

Configure Incremental Learning Model

Prepare an incremental learning model for incremental performance evaluation and training on a data stream.

Implement Incremental Learning for Linear Regression Using Succinct Workflow

Use the succinct workflow to implement incremental learning for linear regression with prequential evaluation.

Implement Incremental Learning for Linear Regression Using Flexible Workflow

Use the flexible workflow to implement incremental learning for linear regression with prequential evaluation.

Initialize Incremental Learning Model from SVM Regression Model Trained in Regression Learner

Train a linear SVM regression model using the Regression Learner app, and then initialize an incremental model for regression using the estimated coefficients.