An Efficient Leave-One-Out Cross-Validation-Based Extreme Learning Machine (ELOO-ELM) With Minimal User Intervention

It is well known that the architecture of the extreme learning machine (ELM) significantly affects its performance and how to determine a suitable set of hidden neurons is recognized as a key issue to some extent. The leave-one-out cross-validation (LOO-CV) is usually used to select a model with good generalization performance among potential candidates. The primary reason for using the LOO-CV is that it is unbiased and reliable as long as similar distribution exists in the training and testing data. However, the LOO-CV has rarely been implemented in practice because of its notorious slow execution speed. In this paper, an efficient LOO-CV formula and an efficient LOO-CV-based ELM (ELOO-ELM) algorithm are proposed. The proposed ELOO-ELM algorithm can achieve fast learning speed similar to the original ELM without compromising the reliability feature of the LOO-CV. Furthermore, minimal user intervention is required for the ELOO-ELM, thus it can be easily adopted by nonexperts and implemented in automation processes. Experimentation studies on benchmark datasets demonstrate that the proposed ELOO-ELM algorithm can achieve good generalization with limited user intervention while retaining the efficiency feature.