Extreme Learning Machine: A Robust Modeling Technique? Yes!

Abstract

In this paper is described the original (basic) Extreme Learning Machine (ELM). Properties like robustness and sensitivity to variable selection are studied. Several extensions of the original ELM are then presented and compared. Firstly, Tikhonov-Regularized Optimally-Pruned Extreme Learning Machine (TROP-ELM) is summarized as an improvement of the Optimally-Pruned Extreme Learning Machine (OP-ELM) in the form of a L 2 regularization penalty applied within the OP-ELM. Secondly, a Methodology to Linearly Ensemble ELM ( -ELM) is presented in order to improve the performance of the original ELM. These methodologies (TROP-ELM and -ELM) are tested against state of the art methods such as Support Vector Machines or Gaussian Processes and the original ELM and OP-ELM, on ten different data sets. A specific experiment to test the sensitivity of these methodologies to variable selection is also presented.