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Weighted online sequential extreme learning machine based on imbalanced sample-reconstruction
WANG Jinwan, MAO Wentao, HE Ling, WANG Liyun
Journal of Computer Applications    2015, 35 (6): 1605-1610.   DOI: 10.11772/j.issn.1001-9081.2015.06.1605
Abstract617)      PDF (842KB)(590)       Save

Many traditional machine learning methods tend to get biased classifier which leads to low classification precision for minor class in imbalanced online sequential data. To improve the classification accuracy of minor class, a new weighted online sequential extreme learning machine based on imbalanced sample-reconstruction was proposed. The algorithm started from exploiting distributed characteristics of online sequential data, and contained two stages. In offline stage, the principal curve was introduced to construct the confidence region, where over-sampling was achieved for minor class to construct the equilibrium sample set which was consistent with the sample distribution trend, and then the initial model was established. In online stage, a new weighted method was proposed to update sample weight dynamically, where the value of weight was related to training error. The proposed method was evaluated on UCI dataset and Macao meteorological data. Compared with the existing methods, such as Online Sequential-Extreme Learning Machine (OS-ELM), Extreme Learning Machine (ELM)and Meta-Cognitive Online Sequential- Extreme Learning Machine (MCOS-ELM), the experimental results show that the proposed method can identify the minor class with a higher ability. Moreover, the training time of the proposed method has not much difference compared with the others, which shows that the proposed method can greatly increase the minor prediction accuracy without affecting the complexity of algorithm.

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