Just a curiosity: One of the authors also proposed Pegasos SVM [1] which is a nice online approximation to SVM and that can be written in 15 lines of code or so.<p><a href="http:&#x2F;&#x2F;ttic.uchicago.edu&#x2F;~nati&#x2F;Publications&#x2F;PegasosMPB.pdf" rel="nofollow">http:&#x2F;&#x2F;ttic.uchicago.edu&#x2F;~nati&#x2F;Publications&#x2F;PegasosMPB.pdf</a>