On-line Sequential Extreme Learning Machine Based on Recursive Partial Least Squares
نویسندگان
چکیده
This paper proposes the online sequential extreme learning machine algorithm based on the recursive partial leastsquares method (OS-ELM-RPLS). It is an improvement to the online sequential extreme learning machine based on recursive least-squares (OS-ELM-RLS) introduced in [1]. Like in the batch extreme learning machine (ELM), in OSELM-RLS the input weights of a single-hidden layer feedforward neural network (SLFN) are randomly generated, however the output weights are obtained by a recursive least-squares (RLS) solution. However, due to multicollinearities in the columns of the hidden-layer output matrix caused by presence of redundant input variables or by the large number of hidden-layer neurons, the problem of estimation the output weights can become ill-conditioned. In order to circumvent or mitigate such ill-conditioning problem, it is proposed to replace the RLS method by the recursive partial least-squares (RPLS) method. OS-ELM-RPLS was applied and compared with three other methods over three real-world data sets. In all the experiments, the proposed method always exhibits the best prediction performance.
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