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基于信赖域Newton算法的ELM网络

Release Time:2019-03-10  Hits:

Indexed by: Journal Article

Date of Publication: 2011-05-15

Journal: 控制与决策

Included Journals: CSCD、ISTIC、PKU、EI、Scopus

Volume: 26

Issue: 5

Page Number: 757-760

ISSN: 1001-0920

Key Words: 极端学习机;信赖域Newton法;共轭梯度法;回归

Abstract: 针对极端学习机(ELM)网络伪逆输出权值计算方法的运算复杂度制约其训练速度问题,提出一种基于信赖域Newton算法的新型ELM网络(TRON-ELM),并采用信赖域Newton算法求解ELM网络的输出权值.该算法首先构造一个ELM网络代价函数的Newton方程,并将其作为一个无约束优化问题,采用共轭梯度法求解,避免了求代价函数Hessian矩阵逆的运算,提高了训练速度,信赖域条件的存在保证了算法的整体收敛性.仿真实验结果验证了所提出方法的有效性.

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