Abstract
As a more compact network, sparse ELM is an alternative model of extreme learning machine (ELM) for classification, which requires less memory space and testing time than conventional ELMs. In this paper, a fast training algorithm (FTA-sELM) specially developed for sparse ELM is proposed, which improves training speed, achieves better generalization performance and further promotes the application of sparse ELM in large data problem. The proposed algorithm breaks the large quadratic programming (QP) problem of sparse ELM into a series of two-dimensional sub-QP problems, specifically. In every iteration, Newton’s method is employed to solve the optimal solution for each sub-QP problem. Moreover, a new clipping scheme for Lagrange multipliers is presented, which improves convergence performance.
Supported by a grant from China National Natural Science Foundation under Project of China (No. 61573335, U1811461, 91546122) and also a grant from China National Key Research and Development Program (No. 2017YFB1002104).
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Miao, Z., He, Q. (2020). A Fast Algorithm for Sparse Extreme Learning Machine. In: Cao, J., Vong, C., Miche, Y., Lendasse, A. (eds) Proceedings of ELM 2018. ELM 2018. Proceedings in Adaptation, Learning and Optimization, vol 11. Springer, Cham. https://doi.org/10.1007/978-3-030-23307-5_7
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DOI: https://doi.org/10.1007/978-3-030-23307-5_7
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