Abstract
This paper proposes a way of providing more useful and interpretable results for ELM models by adding confidence intervals to predictions. Unlike a usual statistical approach with Mean Squared Error (MSE) that evaluates an average performance of an ELM model over the whole dataset, the proposed method computed particular confidence intervals for each data sample. A confidence for each particular sample makes ELM predictions more intuitive to interpret, and an ELM model more applicable in practice under task-specific requirements. The method shows good results on both toy and a real skin segmentation datasets. On a toy dataset, the predicted confidence intervals accurately represent a variable magnitude noise. On a real dataset, classification with a confidence interval improves the precision at the cost of recall.
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Akusok, A., Miche, Y., Björk, KM., Nian, R., Lauren, P., Lendasse, A. (2016). Evaluating Confidence Intervals for ELM Predictions. In: Cao, J., Mao, K., Wu, J., Lendasse, A. (eds) Proceedings of ELM-2015 Volume 2. Proceedings in Adaptation, Learning and Optimization, vol 7. Springer, Cham. https://doi.org/10.1007/978-3-319-28373-9_35
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DOI: https://doi.org/10.1007/978-3-319-28373-9_35
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