A sequential minimal optimization(SSMO)algorithm iterated with single variable is proposed to solve the slow speed and low efficiency problems in training optimization method based extreme learning machine(OMELM)by traditional quadratic programming solver. The algorithm searches the minimum value of the objective function by optimizing Lagrange multipliers within box constraints.The Lagrange multiplier that can generate maximum reduction in the objective function is selected from the initial Lagrange multipliers as for the unique variable of the objective function.Then the objective function is minimized with respect to the variable
and a new value of the Lagrange multiplier is obtained. The process is repeated until all Lagrange multipliers satisfy the Karush-Kuhn-Tucker condition of the quadratic programming problem.Experimental results show that SSMO algorithm can obtain good enough generalization performance with adjusting few parameter values.The generalization performance of OMELM method using SSMO algorithm is better than that of the support vector machine(SVM)method using sequential minimal optimization(SMO)algorithm.SSMO algorithm is robust in random datasets trails.
关键词
Keywords
references
HUANG Guangbin, ZHU Qinyu, SIEW C K. Extreme learning machine: theory and applications [J]. Neurocomputing, 2006, 70(1/2/3): 489-501.
HUANG Guangbin, ZHU Qinyu, SIEW C K. Real-time learning capability of neural networks [J]. IEEE Transactions on Neural Network, 2006, 17(2): 863-878.
DENG Wanyu, ZHENG Qinghua, CHEN Lin, et al. Research on extreme learning of neural networks [J]. Chinese Journal of Computers, 2010, 33(2): 279-287.
BARTLETT P L. The sample complexity of pattern classification with neural networks: The size of the weights is more important than the size of the network [J]. IEEE Transactions on Information Theory, 1998, 44(2): 525-536.
HUANG Guangbin, DING Xiaojian, ZHOU Hongming. Optimization method based extreme learning machine for classification [J]. Neurocomputing, 2010, 74(1/2/3): 155-163.
PLATT J. Fast training of support vector machines using sequential minimal optimization [M]∥Advances in Kernel Methods: Support Vector Learning. Cambridge, MA, USA: MIT Press, 1999: 185-208.
FLETCHER R. Practical methods of optimization: constrained optimization [M]. New York, USA: John Wiley and Sons, 1981: 2.
BLAKE C L, MERZ C J. UCI repository of machine learning databases [EB/OL].(1998-04-02)[2010-02-12]. http:∥www.ics.uci.edu/~mlearn/MLRepository.html.
MICHIE D, SPIEGELHALTER D J, TAYLOR C C. Machine learning, neural and statistical classification [M]. Englewood Cliffs, NJ, USA: Prentice Hall, 1994.
GHAUTY P, PAUL S, PAL N R. NEUROSVM: an architecture to reduce the effect of the choice of kernel on the performance of SVM [J]. Journal of Machine Learning Research, 2009, 10(3):591-622.