Regularized Extreme Learning Machine for Regression with Missing Data

Abstract

This Paper Proposes a Method Which is the Advanced Modification of the Original Extreme Learning Machine with a New Tool for Solving the Missing Data Problem. It Uses a Cascade of L1 Penalty (Lars) and L2 Penalty (Tikhonov Regularization) on Elm (Trop-Elm) to Regularize the Matrix Computations and Hence Makes the Mse Computation More Reliable, and on the Other Hand, It Estimates the Expected Pairwise Distances between Samples Directly on Incomplete Data So that It Offers the Elm a Solution to Solve the Missing Data Issues. According to the Experiments on Five Data Sets, the Method Shows its Significant Advantages: Fast Computational Speed, No Parameter Need to Be Tuned and It Appears More Stable and Reliable Generalization Performance by the Two Penalties. Moreover, It Completes Elm with a New Tool to Solve Missing Data Problem Even When Half of the Training Data Are Missing as the Extreme Case. © 2012 Elsevier B.v.

Department(s)

Engineering Management and Systems Engineering

Keywords and Phrases

ELM; LARS; Missing data; Pairwise distance estimation; Ridge regression; Tikhonov regularization

International Standard Serial Number (ISSN)

1872-8286; 0925-2312

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 Elsevier, All rights reserved.

Publication Date

15 Feb 2013

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