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chickenbestlover / Online Recurrent Extreme Learning Machine

Online-Recurrent-Extreme-Learning-Machine (OR-ELM) for time-series prediction, implemented in python

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Online-Recurrent-Extreme-Learning-Machine

Online-Recurrent-Extreme-Learning-Machine (OR-ELM) for time-series prediction, implemented in python.

Requirements

  • Python 2.7
  • Numpy
  • Matplotlib
  • pandas
  • Expsuite (included in this repository)

Dataset

example

Implemented Algorithms

  • Online Sequential Extreme Learning Machine (OS-ELM)
    • Liang, Nan-Ying, et al. "A fast and accurate online sequential learning algorithm for feedforward networks." IEEE Transactions on neural networks 17.6 (2006): 1411-1423.
  • Fully Online Sequential Extreme Learning Machine (FOS-ELM)
    • Wong, Pak Kin, et al. "Adaptive control using fully online sequential-extreme learning machine and a case study on engine air-fuel ratio regulation." Mathematical Problems in Engineering 2014 (2014).
  • Normalized FOS-ELM (NFOS-ELM) (proposed)
    • FOS-ELM + Layer Normalization + forgetting factor
  • Normalized Auto-encoded FOS-ELM (NAOS-ELM) (proposed)
    • FOS-ELM + Layer Normalization + forgetting factor + weight auto-encoding (input->hidden)
  • Online Recurrent Extreme Learning Machine (OR-ELM) (proposed)
    • FOS-ELM + Layer Normalization + forgetting factor + weight auto-encoding (input->hidden, hidden->hidden)
    • This is for training recurrent neural networks (RNNs)

Example of usage

Run prediction code:

python run.py -a ORELM

Plot performance comparison:

python plotResults.py

Result

  • Prediction from OR-ELM

predictionPlot

  • Performance comparison
    • FOS-ELM and proposed variants including OR-ELM

performanceComparison

To do

  • Rewrite this code with Pytorch for GPU acceleration

If you use this code, please cite our paper "Online Recurrent Extreme Learning Machine and its Application to time-series Prediction" in IEEE Access.

Paper URL: http://ieeexplore.ieee.org/abstract/document/7966094/ http://rit.kaist.ac.kr/home/International_Conference?action=AttachFile&do=get&target=paper_0411.pdf

Park, Jin-Man, and Jong-Hwan Kim. "Online recurrent extreme learning machine and its application to time-series prediction." Neural Networks (IJCNN), 2017 International Joint Conference on. IEEE, 2017.

Acknowledgement

This work was supported by the ICT R&D program of MSIP/IITP. [2016-0-00563, Research on Adaptive Machine Learning Technology Development for Intelligent Autonomous Digital Companion]

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