Abstract
Big Data problems demand data models with abilities to handle time-varying, massive, and high dimensional data. In this context, Active Learning emerges as an attractive technique for the development of high performance models using few data. The importance of Active Learning for Big Data becomes more evident when labeling cost is high and data is presented to the learner via data streams. This paper presents a novel Active Learning method based on Extreme Learning Machines (ELMs) and Hebbian Learning. Linearization of input data by a large size ELM hidden layer turns our method little sensitive to parameter setting. Overfitting is inherently controlled via the Hebbian Learning crosstalk term. We also demonstrate that a simple convergence test can be used as an effective labeling criterion since it points out to the amount of labels necessary for learning. The proposed method has inherent properties that make it highly attractive to handle Big Data: incremental learning via data streams, elimination of redundant patterns, and learning from a reduced informative training set. Experimental results have shown that our method is competitive with some large-margin Active Learning strategies and also with a linear SVM.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
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.