Extreme learning machine with errors in variables

Extreme learning machine (ELM) is widely used in training single-hidden layer feedforward neural networks (SLFNs) because of its good generalization and fast speed. However, most improved ELMs usually discuss the approximation problem for sample data with output noises, not for sample data with noises both in input and output values, i.e., error-in-variable (EIV) model. In this paper, a novel algorithm, called (regularized) TLS-ELM, is proposed to approximate the EIV model based on ELM and total least squares (TLS) method. The proposed TLS-ELM uses the idea of ELM to choose the hidden weights, and applies TLS method to determine the output weights. Furthermore, the perturbation quantities of hidden output matrix and observed values are given simultaneously. Comparison experiments of our proposed TLS-ELM with least square method, TLS method and ELM show that our proposed TLS-ELM has better accuracy and less training time.