README.md

In davidnexer/elmnet: Fast Regularized and Pruned Extreme Learning Machines

Nonlinear Regression and Classification with Regularized and Pruned Extreme Learning Machines

This is a BETA release and for now it works only for classification problems.

The elmnet function implements a tuning free regularized learner based on Extreme Learning Machines (ELMs) (Huang, Wang, and Lan 2011). It uses Generalized Cross Validation (GCV) (Golub, Heath, and Wahba 1979), a fast and efficient leave-one-out approach, to automatically define the best regularization parameter.

So, elmnet is a fast and easy to use nonlinear learner. Moreover, it uses a softmax function on the output layer to predict calibrated probabilities.

How To Install?

library('devtools')
install_github(repo = "davpinto/elmnet")

Required Packages

The following packages are required to make elmnet work properly. All of them will be automatically instaled when you install elmnet.

• magrittr to use the pipe operator %>%,
• matrixStats for fast row-wise and column-wise matrix operations,
• doSNOW and foreach to train multiclass models in parallel. The elmnet package uses all available cores by default,
• ggplot2 to plot classification decision boundaries.

Regularization Methods

• Ridge Regression
• Lasso (in development)
• Elastic-net (in development)

Pruning Methods

• Fast Pruned ELM (P-ELM) (Rong et al. 2008) (in development)
• Optimally Pruned ELM (OP-ELM) (Miche et al. 2010) (in development)
• Double-Regularized ELM (TROP-ELM) (Miche et al. 2011) (in development)

Toy Examples

Classification decision boudary for nonlinear problems.

# Load packages
library('elmnet')
library('caTools')

Two-class example

# Load toy data
data('spirals', package = 'elmnet')
x <- spirals$x
y <- spirals$y

# Split data
set.seed(111)
tr.idx <- caTools::sample.split(y, SplitRatio = 0.7)
x.tr <- x[tr.idx,]
x.te <- x[!tr.idx,]
y.tr <- y[tr.idx]
y.te <- y[!tr.idx]

# Fit ELM model
set.seed(111)
elm.model <- elmnet(x.tr, y.tr, nodes = 300, standardize = TRUE)

# Draw classification decision boudary
elmDecisionBound(elm.model, x.te, y.te, resamp = 150)

Multi-class example

# Load toy data
data('multi_spirals', package = 'elmnet')
x <- multi_spirals$x
y <- multi_spirals$y

# Split data
set.seed(222)
tr.idx <- caTools::sample.split(y, SplitRatio = 0.7)
x.tr <- x[tr.idx,]
x.te <- x[!tr.idx,]
y.tr <- y[tr.idx]
y.te <- y[!tr.idx]

# Fit ELM model
set.seed(222)
elm.model <- elmnet(x.tr, y.tr, nodes = 300, standardize = TRUE)

# Draw classification decision boudary
elmDecisionBound(elm.model, x.te, y.te, resamp = 150)

References

Golub, Gene H, Michael Heath, and Grace Wahba. 1979. “Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter.” Technometrics 21 (2). Taylor & Francis: 215–23.

Huang, Guang-Bin, Dian Hui Wang, and Yuan Lan. 2011. “Extreme Learning Machines: A Survey.” International Journal of Machine Learning and Cybernetics 2 (2). Springer: 107–22.

Miche, Yoan, Antti Sorjamaa, Patrick Bas, Olli Simula, Christian Jutten, and Amaury Lendasse. 2010. “OP-ELM: Optimally Pruned Extreme Learning Machine.” IEEE Transactions on Neural Networks 21 (1). IEEE: 158–62.

Miche, Yoan, Mark Van Heeswijk, Patrick Bas, Olli Simula, and Amaury Lendasse. 2011. “TROP-ELM: A Double-Regularized ELM Using LARS and Tikhonov Regularization.” Neurocomputing 74 (16). Elsevier: 2413–21.

Rong, Hai-Jun, Yew-Soon Ong, Ah-Hwee Tan, and Zexuan Zhu. 2008. “A Fast Pruned-Extreme Learning Machine for Classification Problem.” Neurocomputing 72 (1). Elsevier: 359–66.

davidnexer/elmnet documentation built on May 15, 2019, 1:15 a.m.