Is it valid to train a neural network over and over again with new arriving data (including pruning after each new training)?
I plan to collect data for a period of time, train/cv/test the networ, then again collect new data and train the existing and already trained network with the new data.
The time series prediction setup, e.g. described here, doesn't fit I think, as the input and the output isn't the same data type, i.e. the input features are volume based count of a data stream and the output is a class label, so I cannot just "move the data to the left".
My searches on Google yielded mainly results regarding "incremental vs. batch" training of the weights of a model or incremental growing of the hidden layer. This paper seems to be what I'm looking for, but I'm still not completely confident about the usage of recurrent neural networks.
I could also create a new network for each time period, but thus I'd lose the knowledge gathered from the previous time periods.
So what do you suggest?