Deep Weighted Extreme Learning Machine

The imbalanced data classification attracts increasing attention in the past years due to the continuous expansion of data available in many areas, such as biomedical engineering, surveillance, and computer vision. Learning from imbalanced data is challenging as most standard algorithms fail to properly represent the inherent complex characteristics of the data distribution. As an emerging technology, the extreme learning machine (ELM) and its variants, including the weighted ELM (WELM) and the boosting weighted ELM (BWELM), have been recently developed for the classification of imbalanced data. However, the WELM suffers the following deficiencies: (i) the sample weight matrix is manually chosen and fixed during the learning phase; (ii) the representation capability, namely the capability to extract features or useful information from the original data, is insufficiently explored due to its shallow structure. The BWELM employs the AdaBoost algorithm to optimize the sample weights. But the representation capability is still restricted by the shallow structure. To alleviate these deficiencies, we propose a novel deep weighted ELM (DWELM) algorithm for imbalanced data classification in this paper. An enhanced stacked multilayer deep representation network trained with the ELM (EH-DrELM) is first proposed to improve the representation capability, and a fast AdaBoost algorithm for imbalanced multiclass data (AdaBoost-ID) is developed to optimize the sample weights. Then, the novel DWELM for the imbalance learning is obtained by combining the above two algorithms. Experimental results on nine imbalanced binary-class datasets, nine imbalanced multiclass datasets, and five large benchmark datasets (three for multiclass and two for binary-class) show that the proposed DWELM achieves a better performance than the WELM and BWELM, as well as several state-of-the-art multilayer network-based learning algorithms.