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Random Vector Functional Link Neural Network based Ensemble Deep Learning

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 Added by Rakesh Katuwal Mr.
 Publication date 2019
and research's language is English




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In this paper, we propose a deep learning framework based on randomized neural network. In particular, inspired by the principles of Random Vector Functional Link (RVFL) network, we present a deep RVFL network (dRVFL) with stacked layers. The parameters of the hidden layers of the dRVFL are randomly generated within a suitable range and kept fixed while the output weights are computed using the closed form solution as in a standard RVFL network. We also propose an ensemble deep network (edRVFL) that can be regarded as a marriage of ensemble learning with deep learning. Unlike traditional ensembling approaches that require training several models independently from scratch, edRVFL is obtained by training a single dRVFL network once. Both dRVFL and edRVFL frameworks are generic and can be used with any RVFL variant. To illustrate this, we integrate the deep learning networks with a recently proposed sparse-pretrained RVFL (SP-RVFL). Extensive experiments on benchmark datasets from diverse domains show the superior performance of our proposed deep RVFL networks.



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Electricity load forecasting is crucial for the power systems planning and maintenance. However, its un-stationary and non-linear characteristics impose significant difficulties in anticipating future demand. This paper proposes a novel ensemble deep Random Vector Functional Link (edRVFL) network for electricity load forecasting. The weights of hidden layers are randomly initialized and kept fixed during the training process. The hidden layers are stacked to enforce deep representation learning. Then, the model generates the forecasts by ensembling the outputs of each layer. Moreover, we also propose to augment the random enhancement features by empirical wavelet transformation (EWT). The raw load data is decomposed by EWT in a walk-forward fashion, not introducing future data leakage problems in the decomposition process. Finally, all the sub-series generated by the EWT, including raw data, are fed into the edRVFL for forecasting purposes. The proposed model is evaluated on twenty publicly available time series from the Australian Energy Market Operator of the year 2020. The simulation results demonstrate the proposed models superior performance over eleven forecasting methods in three error metrics and statistical tests on electricity load forecasting tasks.
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