5,503 research outputs found
LARSEN-ELM: Selective Ensemble of Extreme Learning Machines using LARS for Blended Data
Extreme learning machine (ELM) as a neural network algorithm has shown its
good performance, such as fast speed, simple structure etc, but also, weak
robustness is an unavoidable defect in original ELM for blended data. We
present a new machine learning framework called LARSEN-ELM for overcoming this
problem. In our paper, we would like to show two key steps in LARSEN-ELM. In
the first step, preprocessing, we select the input variables highly related to
the output using least angle regression (LARS). In the second step, training,
we employ Genetic Algorithm (GA) based selective ensemble and original ELM. In
the experiments, we apply a sum of two sines and four datasets from UCI
repository to verify the robustness of our approach. The experimental results
show that compared with original ELM and other methods such as OP-ELM,
GASEN-ELM and LSBoost, LARSEN-ELM significantly improve robustness performance
while keeping a relatively high speed.Comment: Accepted for publication in Neurocomputing, 01/19/201
Data-Driven Forecasting of High-Dimensional Chaotic Systems with Long Short-Term Memory Networks
We introduce a data-driven forecasting method for high-dimensional chaotic
systems using long short-term memory (LSTM) recurrent neural networks. The
proposed LSTM neural networks perform inference of high-dimensional dynamical
systems in their reduced order space and are shown to be an effective set of
nonlinear approximators of their attractor. We demonstrate the forecasting
performance of the LSTM and compare it with Gaussian processes (GPs) in time
series obtained from the Lorenz 96 system, the Kuramoto-Sivashinsky equation
and a prototype climate model. The LSTM networks outperform the GPs in
short-term forecasting accuracy in all applications considered. A hybrid
architecture, extending the LSTM with a mean stochastic model (MSM-LSTM), is
proposed to ensure convergence to the invariant measure. This novel hybrid
method is fully data-driven and extends the forecasting capabilities of LSTM
networks.Comment: 31 page
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