An efficient active set method for optimization extreme learning machines

Abstract

In this paper an efficient active set algorithm is presented for fast training of Optimization Extreme Learning Machines (OELMs). This algorithm suggests the use of an efficient identification technique of active set and the value reassignment technique for quadratic programming problem. With these strategies, this algorithm is able to drop many constraints from the active set at each iteration, and it can converge to the optimal solution with less iterations. The global convergence properties of the algorithm as well as its theoretical properties are analyzed. The effectiveness of the algorithm is demonstrated via benchmark datasets from many sources. Experiment results indicate that the quadratic programming problem which keeps the number of constraints in the active set as small as possible is computationally most efficient.