Abstract

A seemingly unrelated regression (SUR) refers to several individual equations among which there is not an explicit connection such as one equation’s observation is another equation’s response, but there exists an implicit relation represented by correlated disturbances of response variables. In this paper, SUR is applied to extreme learning machine (ELM) which is a single hidden layer feed-forward neural network where input weights and hidden layer biases are randomly assigned but the weight parameters between hidden and output layers are least-square solutions of a regression equation. A correlation-based extreme learning machine is built using the auxiliary sample which is related to the main sample which we focus on. Considering the weights between hidden and output layers in ELM as a random vector, we derive an explicit representation for the vector’s covariance matrix. The proof of theorems and simulation process indicate that the stronger correlation between main sample and auxiliary sample is, the higher generalization ability is.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.