Online estimation method for extreme learning machine with kernels based on the multi-innovation theory and intelligent optimization strategy.

In order to effectively model data online, a learning model must not only have the high adaptability of dynamic data but also keep the low complexity to meet the online computing requirements. In this paper, a novel multi-innovation online sequential extreme learning machine (MIOSELM) and its kernel version called multi-innovation kernel online sequential extreme learning machine (MIKOSELM) are proposed to establish the online estimation models based on p latest samples using the multi-innovation theory. Besides, a modified whale optimization algorithm (MWOA) is introduced to optimize the execution parameters of our algorithms and is capable of automatically searching a proper p as the practical need, which can further improve the adaptability performance of the online learning models. Finally, two different datasets (the UCI dataset and KDD99 dataset) are used to evaluate the superiority of our methods. Experimental results show that the accuracy, F-score, and G-mean of MIKOSELM are 98.25%, 98.11% and 98.63% on WDBC from the UCI dataset, and are 83.61%, 75.96% and 70.97% on the KDD99 dataset respectively. Besides, our MIKOSELM based on MWOA achieves F-score of 94.28% and 76.73% on Musk from the UCI dataset and the KDD99 dataset. These results validate the effectiveness of our proposed methods.