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A modified Lanczos Algorithm for fast regularization of extreme learning machines
Journal article   Peer reviewed

A modified Lanczos Algorithm for fast regularization of extreme learning machines

Renjie Hu, Edward Ratner, David Stewart, Kaj-Mikael Björk and Amaury Lendasse
Neurocomputing (Amsterdam), Vol.414, pp.172-181
11/13/2020
DOI: 10.1016/j.neucom.2020.07.015
url
http://hdl.handle.net/10227/511074View
Open Access

Abstract

This paper presents a new regularization for Extreme Learning Machines (ELMs). ELMs are Randomized Neural Networks (RNNs) that are known for their fast training speed and good accuracy. Nevertheless the complexity of ELMs has to be selected, and regularization has to be performed in order to avoid underfitting or overfitting. Therefore, a novel Regularization is proposed using a modified Lanczos Algorithm: Iterative Lanczos Extreme Learning Machine (Lan-ELM). As summarized in the experimental Section, the computational time is on average divided by 4 and the Normalized MSE is on average reduced by 11%. In addition, the proposed method can be intuitively parallelized, which makes it a very valuable tool to analyze huge data sets in real-time.
Regression Neural Networks Regularization Extreme Learning machines Lanczos Algorithm Classification

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