Python Machine Learning By Example - Second Edition

Training on large datasets with online learning

So far, we have trained our model on no more than 300,000 samples. If we go beyond this figure, memory might be overloaded since it holds too much data, and the program will crash. In this section, we will be presenting how to train on a large-scale dataset with online learning.

Stochastic gradient descent grows from gradient descent by sequentially updating the model with individual training samples one at a time, instead of the complete training set at once. We can scale up stochastic gradient descent further with online learning techniques. In online learning, new data for training is available in a sequential order or in real time, as opposed to all at once in an offline learning environment. ...