Partial Lanczos extreme learning machine for single-output regression problems

摘要

There are two problems preventing the further development of extreme learning machine (ELM). First, the ill-conditioning of hidden layer output matrix reduces the stability of ELM. Second, the complexity of singular value decomposition (SVD) for computing Moore-Penrose generalized inverse limits the learning speed of ELM. For these two problems, this paper proposes the partial Lanczos ELM (PL-ELM) which employs the hybrid of partial Lanczos bidiagonalization and SVD to compute output weights. Experimental results indicate that, compared with ELM, PL-ELM not only effectively improves the stability and generalization performance but also raises the learning speed.