Adaptive online sequential extreme learning machine for dynamic modeling

Abstract

Extreme learning machine (ELM) is an emerging machine learning algorithm for training single-hidden-layer feedforward networks (SLFNs). The salient features of ELM are that its hidden layer parameters can be generated randomly, and only the corresponding output weights are determined analytically through the least-square manner, so it is easier to be implemented with faster learning speed and better generalization performance. As the online version of ELM, online sequential ELM (OS-ELM) can deal with the sequentially coming data one by one or chunk by chunk with fixed or varying chunk size. However, OS-ELM cannot function well in dealing with dynamic modeling problems due to the data saturation problem. In order to tackle this issue, in this paper, we propose a novel OS-ELM, named adaptive OS-ELM (AOS-ELM), for enhancing the generalization performance and dynamic tracking capability of OS-ELM for modeling problems in nonstationary environments. The proposed AOS-ELM can efficiently reduce the negative effects of the data saturation problem, in which approximate linear dependence (ALD) and a modified hybrid forgetting mechanism (HFM) are adopted to filter the useless new data and alleviate the impacts of the outdated data, respectively. The performance of AOS-ELM is verified using selected benchmark datasets and a real-world application, i.e., device-free localization (DFL), by comparing it with classic ELM, OS-ELM, FOS-ELM, and DU-OS-ELM. Experimental results demonstrate that AOS-ELM can achieve better performance.