SGB-ELM: An Advanced Stochastic Gradient Boosting-Based Ensemble Scheme for Extreme Learning Machine

A novel ensemble scheme for extreme learning machine (ELM), named Stochastic Gradient Boosting-based Extreme Learning Machine (SGB-ELM), is proposed in this paper. Instead of incorporating the stochastic gradient boosting method into ELM ensemble procedure primitively, SGB-ELM constructs a sequence of weak ELMs where each individual ELM is trained additively by optimizing the regularized objective. Specifically, we design an objective function based on the boosting mechanism where a regularization item is introduced simultaneously to alleviate overfitting. Then the derivation formula aimed at solving the output-layer weights of each weak ELM is determined using the second-order optimization. As the derivation formula is hard to be analytically calculated and the regularized objective tends to employ simple functions, we take the output-layer weights learned by the current pseudo residuals as an initial heuristic item and thus obtain the optimal output-layer weights by using the derivation formula to update the heuristic item iteratively. In comparison with several typical ELM ensemble methods, SGB-ELM achieves better generalization performance and predicted robustness, which demonstrates the feasibility and effectiveness of SGB-ELM.