I do believe you are meaning to conduct "Online Learning". Scikit-learn has some capabilities (albeit limited) to perform online learning. Although not all algorithms can learn incrementally (i.e. without seeing all the instances at once), all estimators implementing the partial_fit API are candidates.

You should read the Computing chapter of the scikit-learn library available here: https://scikit-learn.org/stable/modules/computing.html

few papers of mine which talk about incremental learning:

Article Instance Based Classification for Decision Making in Network Data

Article Parametric Decomposition of Sample Space for Classification

and few more.

The approach can incrementally learn a single record and incorporate in the already developed classifier in O(m), where m is number of parameter.

Maybe Dask-ml can help?

https://dask-ml.readthedocs.io/en/latest/incremental.html