Computer Science ›› 2017, Vol. 44 ›› Issue (8): 242-245.doi: 10.11896/j.issn.1002-137X.2017.08.041

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Probabilistic Weighted Extreme Learning Machine for Robust Modeling

ZHOU Chuang, FAN Bin, ZHU Lei and LU Xin-jiang   

  • Online:2018-11-13 Published:2018-11-13

Abstract: Extreme learning machine (ELM) has attracted a lot of attention in the machine learning field and gained great success in application.However,it is sensitive to outliers and non-Gaussian noise in the training dataset,which greatly hinder the application of ELM.Probabilistic weighted ELM was proposed to model the dataset with the outliers and non-Gaussian noise.First,a distributed local ELM modeling is developed,upon which the probability distribution function (PDF) of multiple local models is estimated by the Parzen window method.Then,the distribution function is further used as weights to integrate all local models to construct a global robust ELM model.The successful application of this robust probabilistic weighted ELM method to both artificial case and real life case as well as its comparison to traditional ELM,regularization ELM and robust ELM demonstrate its superiority in the modeling.

Key words: Extreme learning machine,Robustness,Noise,Probability distribution,Outlier

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