4.7 Article

A Maximally Split and Adaptive Relaxed Alternating Direction Method of Multipliers for Regularized Extreme Learning Machines

Journal

MATHEMATICS
Volume 11, Issue 14, Pages -

Publisher

MDPI
DOI: 10.3390/math11143198

Keywords

extreme learning machines; alternating direction method of multipliers; matrix calculation; convex optimization

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This paper proposes an adaptive parameter selection method based on the ADMM, which decomposes a convex model-fitting problem into a set of sub-problems that can be executed in parallel. The effectiveness of the algorithm is verified through experiments on eight classification datasets, showing improved speed of data processing and increased parallelism.
One of the significant features of extreme learning machines (ELMs) is their fast convergence. However, in the big data environment, the ELM based on the Moore-Penrose matrix inverse still suffers from excessive calculation loads. Leveraging the decomposability of the alternating direction method of multipliers (ADMM), a convex model-fitting problem can be split into a set of sub-problems which can be executed in parallel. Using a maximally splitting technique and a relaxation technique, the sub-problems can be split into multiple univariate sub-problems. On this basis, we propose an adaptive parameter selection method that automatically tunes the key algorithm parameters during training. To confirm the effectiveness of this algorithm, experiments are conducted on eight classification datasets. We have verified the effectiveness of this algorithm in terms of the number of iterations, computation time, and acceleration ratios. The results show that the method proposed by this paper can greatly improve the speed of data processing while increasing the parallelism.

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