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I understand stochastic gradient descent does. any other alorithm which supports incremental training preferably updating on a real time basis?

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A few other methods support incremental learning. (Sorry it should be a comment instead but I don't have enough reputation ;)

http://scikit-learn.org/stable/modules/scaling_strategies.html#incremental-learning

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  • $\begingroup$ Thanks. Any pointers on the implimentation of these algorithms? $\endgroup$ – Apoorva Abhishekh May 30 '17 at 11:45
  • $\begingroup$ since sklearn is open source. I guess you can just check out the source code of the relevant classes. $\endgroup$ – yiping May 31 '17 at 12:56

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