Correntropy-based robust extreme learning machine for classification

Correntropy is a local similarity measure between two arbitrary variables, and it has been applied in a variety of learning algorithms to improve noise insensitivity. In this paper, based on the correntropy, a non-convex and bounded loss function is obtained which contains second and higher order moments of the classification margin. And the novel loss function is robust to noises and close to the 0-1 loss function. Then we introduce it into extreme learning machine (ELM), and propose a correntropy-based robust ELM framework for classification, trained by half quadratic optimization to cope with non-convexity of the algorithm. To evaluate robustness, feature noise and label noise are simulated to provide noisy environments. Experimental results on benchmark datasets demonstrate that the proposed algorithm is better than original algorithms and robust algorithms. Moreover, the superiority of proposed algorithm in noisy environment is more evident, which further proves its robustness to noises.