Abstract
Big dimensional data is a growing trend that is emerging in many real world contexts, extending from web mining, gene expression analysis, protein-protein interaction to high-frequency financial data. Nowadays, there is a growing consensus that the increasing dimensionality poses impeding effects on the performances of classifiers, which is termed as the "peaking phenomenon" in the field of machine intelligence. To address the issue, dimensionality reduction is commonly employed as a preprocessing step on the Big dimensional data before building the classifiers. In this paper, we propose an Extreme Learning Machine (ELM) approach for large-scale data analytic. In contrast to existing approaches, we embed hidden nodes that are designed using singular value decomposition (SVD) into the classical ELM. These SVD nodes in the hidden layer are shown to capture the underlying characteristics of the Big dimensional data well, exhibiting excellent generalization performances. The drawback of using SVD on the entire dataset, however, is the high computational complexity involved. To address this, a fast divide and conquer approximation scheme is introduced to maintain computational tractability on high volume data. The resultant algorith...Continue Reading
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