Parsimonious Wavelet Kernel Extreme Learning Machine

Abstract

In this study, a parsimonious scheme for wavelet kernel extreme learning machine (named PWKELM) was introduced by combining wavelet theory and a parsimonious algorithm into kernel extreme learning machine (KELM). In the wavelet analysis, bases that were localized in time and frequency to represent various signals effectively were used. Wavelet kernel extreme learning machine (WELM) maximized its capability to capture the essential features in “frequency-rich” signals. The proposed parsimonious algorithm also incorporated significant wavelet kernel functions via iteration in virtue of Householder matrix, thus producing a sparse solution that eased the computational burden and improved numerical stability. The experimental results achieved from the synthetic dataset and a gas furnace instance demonstrated that the proposed PWKELM is efficient and feasible in terms of improving generalization accuracy and real time performance.

Keywords

• Kernel extreme learning machine
• Wavelet kernel function
• Householder matrix
• Sparse solution