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基于替代函数及贝叶斯框架的1范数ELM算法

韩敏 李德才

自动化学报2011,Vol.37Issue(11):1344-1350,7.
自动化学报2011,Vol.37Issue(11):1344-1350,7.DOI:10.3724/SP.J.1004.2011.01344

基于替代函数及贝叶斯框架的1范数ELM算法

An Norm 1 Regularization Term ELM Algorithm Based on Surrogate Function and Bayesian Framework

韩敏 1李德才1

作者信息

  • 1. 大连理工大学电子信息与电气工程学部 大连116023
  • 折叠

摘要

Abstract

Focusing on the ill-posed problem and the model scale control of ELM (Extreme learning machine), this paper proposes an improved ELM algorithm based on 1-norm regularization term. This is achieved by involving an 1-norm regularization term into the original square cost function, and it can be used to control the model scale and enhance the generalization capability. Furthermore, to simplify the solving process of the 1-norm regularization method, the bound optimization algorithm is employed and a suitable surrogate function is established. Based on the surrogate function, the Bayesian algorithm can be used to substitute the complicated cross validation method and estimate the regularization parameter adaptively. Simulation results illustrate that the proposed method can effectively simplify the model structure, while remaining acceptable prediction accurate.

关键词

1范数正则化/极端学习机/替代函数/贝叶斯方法

Key words

Norm 1 regularization/ extreme learning machine (ELM)/ surrogate function/ Bayesian method

引用本文复制引用

韩敏,李德才..基于替代函数及贝叶斯框架的1范数ELM算法[J].自动化学报,2011,37(11):1344-1350,7.

基金项目

国家自然科学基金(61074096)资助 (61074096)

自动化学报

OA北大核心CSCDCSTPCD

0254-4156

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