J4 ›› 2012, Vol. 30 ›› Issue (4): 418-.

• 论文 • 上一篇    下一篇

基于二叉级联结构的并行极速学习机算法

王磊a,b|刘艳a|夏娟b   

  1. 西南财经大学 a.经济信息工程学院;b.金融智能与金融工程重点实验室|成都 610074
  • 出版日期:2012-07-26 发布日期:2012-10-12
  • 作者简介:王磊(1978— )|男|河南信阳人|西南财经大学副教授|硕士生导师|主要从事数据挖掘、模式识别研究|(Tel)86-28-87092220(E-mail)wanglei_t@swufe.edu.cn
  • 基金资助:

    中央高校基本科研业务费专项基金资助项目(JBK120126);教育部人文社会科学研究基金资助项目(10YJCZH153)

Parallel Extreme Learning Machines Based on Binary Cascade Architecture

WANG Leia,b,LIU Yana,XIA Juanb   

  1. a.School of Economics Information Engineering;b.The Key Lab of Financial Intelligence and Financial Engineering,Southwestern University of Finance &Economics,Chengdu 610074,China
  • Online:2012-07-26 Published:2012-10-12

摘要:

为解决因庞大的矩阵存储和计算,ELM(Extreme Learning Machines)难以应用到大规模、高维数据集的问题,提出一种基于“分而治之”策略的并行极速学习机算法。
该算法利用二叉级联结构,将大规模数据集分派到多个计算节点上,并行地更新单隐层前馈网络的输出权值,且能有限步地单调收敛到最小二乘解。实验结果表明,该算法不仅泛化性能优异,并且具有非常高的加速比和并行效率。

关键词: 单隐层前馈神经网络, 极速学习机, 并行极速学习机, 二叉级联结构

Abstract:

ELM(Extreme Learning Machines) always works inefficiently on large-scale and high-dimension datasets for huge memory and computation costs.We prepose a novel parallel algorithm for training ELM quickly based on “divide and conquer” strategy.It dispatches large-scale datasets to a cluster of computing nodes by utilizing special binary cascade architecture,and then updates weights of SLFN(Single Hidden Layer Feed-forward Neural Network) in parallel.Theoretical analysis proves that the new algorithm converges to the best least-square solution monotonously with finite steps.Preliminary experimental results show that the new algorithm  has good generalization ability, excellent speedup ratio and parallel efficiency.

Key words: single hidden layer feed-forward neural network, extreme learning machines, parallel extreme learning machines, binary cascade architecture

中图分类号: 

  • TP391.4