Current radio frequency (RF) sensors at the Edge lack the computational resources to support practical, in-situ training for intelligent spectrum monitoring. This is true for sensor data classification in general. We propose a solution via Deep Delay Loop Reservoir Computing (DLR), a processing architecture that supports general machine learning algorithms on compact mobile devices by leveraging delay-loop reservoir computing in combination with innovative electro-optical hardware. With both digital and photonic realizations of our design of the loops, DLR delivers reductions in form factor, hardware complexity and latency, compared to the State-of-the-Art (SoA). The main impact of the reservoir is to project the input data into a higher dimensional space of reservoir state vectors in order to linearly separate the input classes. Once the classes are well separated, traditionally complex, power-hungry classification models are no longer needed for the learning process. Yet, even with simple classifiers based on Ridge regression (RR), the complexity grows at least quadratically with the input size. Hence, the hardware reduction required for training on compact devices is in contradiction with the large dimension of state vectors. DLR employs a RR-based classifier to exceed the SoA accuracy, while further reducing power consumption by leveraging the architecture of parallel (split) loops. We present DLR architectures composed of multiple smaller loops whose state vectors are linearly combined to create a lower dimensional input into Ridge regression. We demonstrate the advantages of using DLR for two distinct applications: RF Specific Emitter Identification (SEI) for IoT authentication, and wireless protocol recognition for IoT situational awareness.