An Optimization Strategy for Weighted Extreme Learning Machine based on PSO

Machine learning is a subfield of artificial intelligence concerned with techniques that allow computers to improve their outputs based on previous experiences. Among numerous machine learning algorithms, Weighted Extreme Learning Machine (WELM) is one of the famous cases recently. It not only has Extreme Learning Machine (ELM)'s extremely fast training speed and better generalization performance than traditional Neuron Network (NN), but also has the merit in handling imbalance data by assigning more weight to minority class and less weight to majority class. But it still has the limitation of its weight generated according to class distribution of training data, thereby, creating dependency on input data [R. Sharma and A. S. Bist, Genetic algorithm based weighted extreme learning machine for binary imbalance learning, 2015 Int. Conf. Cognitive Computing and Information Processing (CCIP) (IEEE, 2015), pp. 1-6; N. Koutsouleris, Classification/machine learning approaches, Annu. Rev. Clin. Psychol. 13(1) (2016); G. Dudek, Extreme learning machine for function approximation-interval problem of input weights and biases, 2015 IEEE 2nd Int. Conf. Cybernetics (CYBCONF) (IEEE, 2015), pp. 62-67; N. Zhang, Y. Qu and A. Deng, Evolutionary extreme learning machine based weighted nearest-neighbor equality classification, 2015 7th Int. Conf. Intelligent Human-Machine Systems and Cybernetics (IHMSC), Vol. 2 (IEEE, 2015), pp. 274-279]. This leads to the lack offinding optimal weight at which good generalization performance could be achieved [R. Sharma and A. S. Bist, Genetic algorithm based weighted extreme learning machine for binary imbalance learning, 2015 Int. Conf. Cognitive Computing and Information Processing (CCIP) (IEEE, 2015), pp. 1-6; N. Koutsouleris, Classification/machine learning approaches, Annu. Rev. Clin. Psychol. 13(1) (2016); G. Dudek, Extreme learning machine for function approximation-interval problem of input weights and biases, 2015 IEEE 2nd Int. Conf. Cybernetics (CYBCONF) (IEEE, 2015), pp. 62- 67; N. Zhang, Y. Qu and A. Deng, Evolutionary extreme learning machine based weighted nearest- neighbor equality classification, 2015 7th Int. Conf. Intelligent Human-Machine Systems and Cybernetics (IHMSC), Vol. 2 (IEEE, 2015), pp. 274-279]. To solve it, a hybrid algorithm which composed by WELM algorithm and Particle Swarm Optimization (PSO) is proposed. Firstly, it distributes the weight according to the number of different samples, determines weighted method; Then, it combines the ELM model and the weighted method to establish WELM model; finally it utilizes PSO to optimize WELM's three parameters (input weight, bias, the weight of imbalanced training data). Experiment data from both prediction and recognition show that it has better performance than classical WELM algorithms.