scholarly journals Robust adaptive online sequential extreme learning machine for predicting nonstationary data streams with outliers

2019 ◽  
Vol 13 ◽  
pp. 174830261989542
Author(s):  
Wei Guo

Data streams online modeling and prediction is an important research direction in the field of data mining. In practical applications, data streams are often of nonstationary nature and containing outliers, hence an online learning algorithm with dynamic tracking capability as well as anti-outlier capability is urgently needed. With this in mind, this paper proposes a novel robust adaptive online sequential extreme learning machine (RA-OSELM) algorithm for the online modeling and prediction of nonstationary data streams with outliers. The RA-OSELM is developed from the famous online sequential extreme learning machine algorithm, but it uses a more robust M-estimation loss function to replace the conventional least square loss function so as to suppress the incorrect online update of the learning algorithm with respect to outliers, and hence enhances its robustness in the presence of outliers. Moreover, the RA-OSELM adopts a variable forgetting factor method to automatically track the dynamic changes of the nonstationary data streams and timely eliminate the negative impacts of the outdated data, so it tends to produce satisfying tracking results in nonstationary environments. The performances of RA-OSELM are evaluated and compared with other representative algorithms with synthetic and real data sets, and the experimental results indicate that the proposed algorithm has better adaptive tracking capability with stronger robustness than its counterparts for predicting nonstationary data streams with outliers.

Extreme Learning Machine (ELM) is an efficient and effective least-square-based learning algorithm for classification, regression problems based on single hidden layer feed-forward neural network (SLFN). It has been shown in the literature that it has faster convergence and good generalization ability for moderate datasets. But, there is great deal of challenge involved in computing the pseudoinverse when there are large numbers of hidden nodes or for large number of instances to train complex pattern recognition problems. To address this problem, a few approaches such as EM-ELM, DF-ELM have been proposed in the literature. In this paper, a new rank-based matrix decomposition of the hidden layer matrix is introduced to have the optimal training time and reduce the computational complexity for a large number of hidden nodes in the hidden layer. The results show that it has constant training time which is closer towards the minimal training time and very far from worst-case training time of the DF-ELM algorithm that has been shown efficient in the recent literature.


2014 ◽  
Vol 989-994 ◽  
pp. 3679-3682 ◽  
Author(s):  
Meng Meng Ma ◽  
Bo He

Extreme learning machine (ELM), a relatively novel machine learning algorithm for single hidden layer feed-forward neural networks (SLFNs), has been shown competitive performance in simple structure and superior training speed. To improve the effectiveness of ELM for dealing with noisy datasets, a deep structure of ELM, short for DS-ELM, is proposed in this paper. DS-ELM contains three level networks (actually contains three nets ): the first level network is trained by auto-associative neural network (AANN) aim to filter out noise as well as reduce dimension when necessary; the second level network is another AANN net aim to fix the input weights and bias of ELM; and the last level network is ELM. Experiments on four noisy datasets are carried out to examine the new proposed DS-ELM algorithm. And the results show that DS-ELM has higher performance than ELM when dealing with noisy data.


2021 ◽  
Author(s):  
Yu Tang ◽  
Qi Dai ◽  
Mengyuan Yang ◽  
Lifang Chen

Abstract For the traditional ensemble learning algorithm of software defect prediction, the base predictor exists the problem that too many parameters are difficult to optimize, resulting in the optimized performance of the model unable to be obtained. An ensemble learning algorithm for software defect prediction that is proposed by using the improved sparrow search algorithm to optimize the extreme learning machine, which divided into three parts. Firstly, the improved sparrow search algorithm (ISSA) is proposed to improve the optimization ability and convergence speed, and the performance of the improved sparrow search algorithm is tested by using eight benchmark test functions. Secondly, ISSA is used to optimize extreme learning machine (ISSA-ELM) to improve the prediction ability. Finally, the optimized ensemble learning algorithm (ISSA-ELM-Bagging) is presented in the Bagging algorithm which improve the prediction performance of ELM in software defect datasets. Experiments are carried out in six groups of software defect datasets. The experimental results show that ISSA-ELM-Bagging ensemble learning algorithm is significantly better than the other four comparison algorithms under the six evaluation indexes of Precision, Recall, F-measure, MCC, Accuracy and G-mean, which has better stability and generalization ability.


2021 ◽  
Vol 294 ◽  
pp. 01002
Author(s):  
Xiaoyan Xiang ◽  
Yao Sun ◽  
Xiaofei Deng

Solar energy in nature is irregular, so photovoltaic (PV) power performance is intermittent, and highly dependent on solar radiation, temperature and other meteorological parameters. Accurately predicting solar power to ensure the economic operation of micro-grids (MG) and smart grids is an important challenge to improve the large-scale application of PV to traditional power systems. In this paper, a hybrid machine learning algorithm is proposed to predict solar power accurately, and Persistence Extreme Learning Machine(P-ELM) algorithm is used to train the system. The input parameters are the temperature, sunshine and solar power output at the time of i, and the output parameters are the temperature, sunshine and solar power output at the time i+1. The proposed method can realize the prediction of solar power output 20 minutes in advance. Mean absolute error (MAE) and root-mean-square error (RMSE) are used to characterize the performance of P-ELM algorithm, and compared with ELM algorithm. The results show that the accuracy of P-ELM algorithm is better in short-term prediction, and P-ELM algorithm is very suitable for real-time solar energy prediction accuracy and reliability.


Author(s):  
Kumar Chandar Sivalingam ◽  
Sumathi Mahendran ◽  
Sivanandam Natarajan

<p>In recent years, the investors pay major attention to invest in gold market ecause of huge profits in the future. Gold is the only commodity which maintains ts value even in the economic and financial crisis. Also, the gold prices are closely elated with other commodities. The future gold price prediction becomes the warning ystem for the investors due to unforeseen risk in the market. Hence, an accurate gold rice forecasting is required to foresee the business trends. This paper concentrates on orecasting the future gold prices from four commodities like historical data’s of gold rices, silver prices, Crude oil prices, Standard and Poor’s 500 stock index (S&amp;P500) ndex and foreign exchange rate. The period used for the study is from 1st January 000 to 31st April 2014. In this paper, a learning algorithm for single hidden layered eed forward neural networks called Extreme Learning Machine (ELM) is used which as good learning ability. Also, this study compares the five models namely Feed orward networks without feedback, Feed forward back propagation networks, Radial asis function, ELMAN networks and ELM learning model. The results prove that he ELM learning performs better than the other methods.</p>


IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 6575-6586 ◽  
Author(s):  
Rui Li ◽  
Xiaodan Wang ◽  
Lei Lei ◽  
Yafei Song

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