<p>Short answer: No Matlab does not support it (at least not that i'm aware of). Therefore you need to create a whole new model every time you get new input data. Depending on the size of the task this might still be the best choice.</p>

<p>Workaround: You can implement it yourself, by creating a loss function which updates every time. Take a look at this paper if you decide to go this way (it about many kinds of loss function but you are interested in the logistic one):
<a href="http://arxiv.org/abs/1011.1576" rel="nofollow">http://arxiv.org/abs/1011.1576</a></p>

<p>Or you could go Bayesan and update your priors any time a new point comes in. </p>
Online logistic regression
<p>I wish to use online logistic regression training in Matlab in which I train the model by presenting the first sample, evaluate the model, next add the second sample, evaluate etc. etc.</p>

<p>I could do this by first creating a model on the first sample, evaluating it, throw this model away; next create a model on sample one and two, evaluate it etc. etc but this is very ineffecient. Is there a way I could do 'real' online training of the logistic regression model in Matlab?</p>