An Norm 1 Regularization Term ELM Algorithm Based on Surrogate Function and Bayesian Framework
基于替代函数及贝叶斯框架的1范数ELM算法

Focusing on the ill-posed problem and the model scale control of ELM (Extreme learning machine), this paper proposes an improved ELM algorithm based on 1-norm regularization term. This is achieved by involving an 1-norm regularization term into the original square cost function, and it can be used to control the model scale and enhance the generalization capability. Furthermore, to simplify the solving process of the 1-norm regularization method, the bound optimization algorithm is employed and a suitable surrogate function is established. Based on the surrogate function, the Bayesian algorithm can be used to substitute the complicated cross validation method and estimate the regularization parameter adaptively. Simulation results illustrate that the proposed method can effectively simplify the model structure, while remaining acceptable prediction accurate.