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多分辨率小波極限學習機

Multiresolution wavelet extreme learning machine

  • 摘要: 針對一類具有空間不均勻性的辨識和回歸問題,提出了基于小波分析的極限學習機方法.從多分辨率分析的思想出發,構造一簇緊支撐正交小波作為隱層激活函數,并利用改進的誤差最小化極限學習機訓練輸出層權重,避免了新加入高分辨率子網絡后的重新訓練.同時,由一維多分辨分析的張量積構造了二維多分辨小波極限學習機.進而通過脊波變換將小波學習機擴展到高維空間,對脊波函數的伸縮、方向和位置參數進行優化計算.對具有奇異性的函數仿真結果證明,與標準極限學習機相比,小波極限學習機由于其聚微性能在極短的訓練時間內更好地逼近目標.一些實際基準回歸問題上的測試驗證了脊波極限學習機在其中大部分問題上達到更高的訓練和泛化精度.

     

    Abstract: An extrme learning machine(ELM) algorithm based on wavelet transform was designed for a class of indentification and regression problem with inhomogeneity in a space. From the standpoint of multiresolution analysis,a set of compactly supported orthogonal wavelets was constructed as the hidden layer activation function,and the output layer weight of the network was trained by an error minimized extreme learning machine. This method avoided retraining the output layer parameter as adding a subnetwork with higher resolution. The wavelet ELM was then extended into a two-dimensional space using the tensor product of a scaling function. To hurdle high-dimensionality issues,ridgelet transform based on ELM was obtained,whose scaling,direction,and position parameters were determined by optimization methods. Simulation results on functions with singularity confirm that the wavelet ELM can approch the target better. When being tested on some real benchmark problems,the ridgelet ELM demonstrates better training and testing accuracy on most cases.

     

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