Abstract
Considering the uncertainty of hidden neurons, choosing significant hidden nodes, called as model selection, has played an important role in the applications of extreme learning machines(ELMs). How to define and measure this uncertainty is a key issue of model selection for ELM. From the information geometry point of view, this paper presents a new model selection method of ELM for regression problems based on Riemannian metric. First, this paper proves theoretically that the uncertainty can be characterized by a form of Riemannian metric. As a result, a new uncertainty evaluation of ELM is proposed through averaging the Riemannian metric of all hidden neurons. Finally, the hidden nodes are added to the network one by one, and at each step, a multi-objective optimization algorithm is used to select optimal input weights by minimizing this uncertainty evaluation and the norm of output weight simultaneously in order to obtain better generalization performance. Experiments on five UCI regression data sets and cylindrical shell vibration data set are conducted, demonstrating that the proposed method can generally obtain lower generalization error than the original ELM, evolutionary ELM, ELM with model selection, and multi-dimensional support vector machine. Moreover, the proposed algorithm generally needs less hidden neurons and computational time than the traditional approaches, which is very favorable in engineering applications.
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Acknowledgments
We thank the author Suganthan of [18] for the implementation of MOCLPSO. This work was supported by National Natural Science Foundation of China (NO.U1204609,60873104) and Key Scientific and Technological Project of Henan Province, China (No. 122102210086).
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Mao, W., Zheng, Y., Mu, X. et al. Uncertainty evaluation and model selection of extreme learning machine based on Riemannian metric. Neural Comput & Applic 24, 1613–1625 (2014). https://doi.org/10.1007/s00521-013-1392-0
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DOI: https://doi.org/10.1007/s00521-013-1392-0