Online sequential prediction of imbalance data with two-stage hybrid strategy by extreme learning machine

In many practical engineering applications, data tend to be collected in online sequential way with imbalanced class. Many traditional machine learning methods such as support vector machine and so on generally get biased classifier which leads to lower classification precision for minor class than major class. To get fast and efficient classification, a new online sequential extreme learning machine method with two-stage hybrid strategy is proposed. In offline stage, data-based strategy is employed, and the principal curve is introduced to model the distribution of minority class data. In online stage, algorithm-based strategy is employed, and a new leave-one-out cross-validation method using Sherman-Morrison matrix inversion lemma is proposed to tackle online imbalance data, meanwhile, with add-delete mechanism for updating network weights. And the rationality of this strategy is proved theoretically. The proposed method is evaluated on four UCI datasets and the real-world Macau air pollutant forecasting dataset. The experimental results show that, the proposed method outperforms the classical ELM, OS-ELM and meta-cognitive OS-ELM in terms of generalization performance and numerical stability.