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Erschienen in: International Journal of Machine Learning and Cybernetics 5/2019

30.01.2018 | Original Article

Per-sample prediction intervals for extreme learning machines

verfasst von: Anton Akusok, Yoan Miche, Kaj-Mikael Björk, Amaury Lendasse

Erschienen in: International Journal of Machine Learning and Cybernetics | Ausgabe 5/2019

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Abstract

Prediction intervals in supervised machine learning bound the region where the true outputs of new samples may fall. They are necessary in the task of separating reliable predictions of a trained model from near random guesses, minimizing the rate of false positives, and other problem-specific tasks in applied machine learning. Many real problems have heteroscedastic stochastic outputs, which explains the need of input-dependent prediction intervals. This paper proposes to estimate the input-dependent prediction intervals by a separate extreme learning machine model, using variance of its predictions as a correction term accounting for the model uncertainty. The variance is estimated from the model’s linear output layer with a weighted Jackknife method. The methodology is very fast, robust to heteroscedastic outputs, and handles both extremely large datasets and insufficient amount of training data.

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Metadaten
Titel
Per-sample prediction intervals for extreme learning machines
verfasst von
Anton Akusok
Yoan Miche
Kaj-Mikael Björk
Amaury Lendasse
Publikationsdatum
30.01.2018
Verlag
Springer Berlin Heidelberg
Erschienen in
International Journal of Machine Learning and Cybernetics / Ausgabe 5/2019
Print ISSN: 1868-8071
Elektronische ISSN: 1868-808X
DOI
https://doi.org/10.1007/s13042-017-0777-2

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