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可变长增量极限学习机

Length-Changeable Incremental Extreme Learning Machine

  • 摘要: 极限学习机(ELM)是一个广义上的单隐层前馈网络学习算法(SLFNs)。增量极限学习机(I-ELM)作为其中一种ELM,采用每次增加单个隐层结点的方式以获得合适的网络结构。虽然目前已经提出了多种I-ELM类方法以提高收敛速度或最小化训练误差,但是这些方法没有改变I-ELM方法的整体结构或面临过拟合风险。因此,如何使得测试误差快速收敛并且稳定是一个亟待解决的问题。本文提出了一个名为可变长增量极限学习机的I-ELM,该方法允许每次增加多个隐层结点,并将已存在的网络结构视为一个整体来更新输出权值,新增加结点的输出权值计算采用部分误差最小方式。我们证明了用LCI-ELM构建的网络在紧致输入集上具有全局逼近能力,并且也能实现对有限的训练数据的插值逼近。实验结果表明,与一些其它I-ELM类方法相比LCI-ELM具有更高的收敛速度,同时保持较低的过学习风险。

     

    Abstract: Extreme learning machine (ELM) is a learning algorithm for generalized single-hidden-layer feed-forward networks (SLFNs). In order to obtain a suitable network architecture, Incremental Extreme Learning Machine (I-ELM) is a sort of ELM constructing SLFNs by adding hidden nodes one by one. Although kinds of I-ELM-class algorithms were proposed to improve the convergence rate or to obtain minimal training error, they do not change the construction way of I-ELM or face the over-fitting risk. Making the testing error converge quickly and stably therefore becomes an important issue. In this paper, we proposed a new incremental ELM which is referred to as Length-Changeable Incremental Extreme Learning Machine (LCI-ELM). It allows more than one hidden node to be added to the network and the existing network will be regarded as a whole in output weights tuning. The output weights of newly added hidden nodes are determined using a partial error-minimizing method. We prove that an SLFN constructed using LCI-ELM has approximation capability on a universal compact input set as well as on a finite training set. Experimental results demonstrate that LCI-ELM achieves higher convergence rate as well as lower over-fitting risk than some competitive I-ELM-class algorithms.

     

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