function [TrainingTime, TrainingAccuracy, TestingAccuracy] = elm(TrainingData_File, TestingData_File, NumberofHiddenNeurons, ActivationFunction, Elm_Type)
% Usage: elm(TrainingData_File, TestingData_File, Elm_Type, NumberofHiddenNeurons, ActivationFunction)
% OR: [TrainingTime, TestingTime, TrainingAccuracy, TestingAccuracy] = elm(TrainingData_File, TestingData_File, Elm_Type, NumberofHiddenNeurons, ActivationFunction)
%
% Input:
% TrainingData_File - Filename of training data set
% TestingData_File - Filename of testing data set
% Elm_Type - 0 for regression; 1 for (both binary and multi-classes) classification
% NumberofHiddenNeurons - Number of hidden neurons assigned to the ELM
% ActivationFunction - Type of activation function:
% 'sig' for Sigmoidal function
% 'sin' for Sine function
% 'hardlim' for Hardlim function
%
% Output:
% TrainingTime - Time (seconds) spent on training ELM
% TestingTime - Time (seconds) spent on predicting ALL testing data
% TrainingAccuracy - Training accuracy:
% RMSE for regression or correct classification rate for classification
% TestingAccuracy - Testing accuracy:
% RMSE for regression or correct classification rate for classification
%
% MULTI-CLASSE CLASSIFICATION: NUMBER OF OUTPUT NEURONS WILL BE AUTOMATICALLY SET EQUAL TO NUMBER OF CLASSES
% FOR EXAMPLE, if there are 7 classes in all, there will have 7 output
% neurons; neuron 5 has the highest output means input belongs to 5-th class
%
% Sample1 regression: [TrainingTime, TestingTime, TrainingAccuracy, TestingAccuracy] = elm('sinc_train', 'sinc_test', 0, 20, 'sig')
% Sample2 classification: elm('diabetes_train', 'diabetes_test', 1, 20, 'sig')
%
%%%%%%%%%%% Macro definition
REGRESSION=0;
CLASSIFIER=1;
%%%%%%%%%%% Load training dataset
train_data=load(TrainingData_File);
T=train_data(:,1)';
P=train_data(:,2:size(train_data,2))';
clear train_data; % Release raw training data array
%%%%%%%%%%% Load testing dataset
test_data=load(TestingData_File);
TV.T=test_data(:,1)';
TV.P=test_data(:,2:size(test_data,2))';
clear test_data; % Release raw testing data array
NumberofTrainingData=size(P,2);
NumberofTestingData=size(TV.P,2);
NumberofInputNeurons=size(P,1);
if Elm_Type~=REGRESSION
%%%%%%%%%%%% Preprocessing the data of classification
sorted_target=sort(cat(2,T,TV.T),2);
label=zeros(1,1); % Find and save in 'label' class label from training and testing data sets
label(1,1)=sorted_target(1,1);
j=1;
for i = 2:(NumberofTrainingData+NumberofTestingData)
if sorted_target(1,i) ~= label(1,j)
j=j+1;
label(1,j) = sorted_target(1,i);
end
end
number_class=j;
NumberofOutputNeurons=number_class;
%%%%%%%%%% Processing the targets of training
temp_T=zeros(NumberofOutputNeurons, NumberofTrainingData);
for i = 1:NumberofTrainingData
for j = 1:number_class
if label(1,j) == T(1,i)
break;
end
end
temp_T(j,i)=1;
end
T=temp_T*2-1;
%%%%%%%%%% Processing the targets of testing
temp_TV_T=zeros(NumberofOutputNeurons, NumberofTestingData);
for i = 1:NumberofTestingData
for j = 1:number_class
if label(1,j) == TV.T(1,i)
break;
end
end
temp_TV_T(j,i)=1;
end
TV.T=temp_TV_T*2-1;
end % end if of Elm_Type
%%%%%%%%%%% Calculate weights & biases
start_time_train=cputime;
%%%%%%%%%%% Random generate input weights InputWeight (w_i) and biases BiasofHiddenNeurons (b_i) of hidden neurons
InputWeight=rand(NumberofHiddenNeurons,NumberofInputNeurons)*2-1;
switch lower(ActivationFunction)
case {'rbf'}
BiasofHiddenNeurons=rand(NumberofHiddenNeurons,1);
ind=ones(1,NumberofTrainingData);
for i=1:NumberofHiddenNeurons
this_weight=InputWeight(i,:);
extend_weight=this_weight(ind,:)';
if NumberofInputNeurons==1
tempH(i,:)=-((P-extend_weight).^2);
else
tempH(i,:)=-sum((P-extend_weight).^2);
end
end
BiasMatrix=BiasofHiddenNeurons(:,ind);
tempH=tempH./BiasMatrix;
clear extend_weight;
case {'rbf_gamma'}
BiasofHiddenNeurons=rand(NumberofHiddenNeurons,1)*0.5;
ind=ones(1,NumberofTrainingData);
for i=1:NumberofHiddenNeurons
this_weight=InputWeight(i,:);
extend_weight=this_weight(ind,:)';
if NumberofInputNeurons==1
tempH(i,:)=-((P-extend_weight).^2);
else
tempH(i,:)=-sum((P-extend_weight).^2);
end
end
BiasMatrix=BiasofHiddenNeurons(:,ind);
tempH=tempH.*BiasMatrix;
clear extend_weight;
otherwise
BiasofHiddenNeurons=rand(NumberofHiddenNeurons,1);
%%%%%%%% feedforward NN
tempH=InputWeight*P;
ind=ones(1,NumberofTrainingData);
BiasMatrix=BiasofHiddenNeurons(:,ind); % Extend the bias matrix BiasofHiddenNeurons to match the demention of H
tempH=tempH+BiasMatrix;
end
clear P; % Release input of training data
clear BiasMatrix % Release bias matrix by Qinyu 19/04/2004
%%%%%%%%%%% Calculate hidden neuron output matrix H
switch lower(ActivationFunction)
case {'sig','sigmoid'}
%%%%%%%% Sigmoid
H = 1 ./ (1 + exp(-tempH));
case {'sin','sine'}
%%%%%%%% Sine
H = sin(tempH);
case {'hardlim'}
%%%%%%%% Hard Limit
H = hardlim(tempH);
case {'rbf','rbf_gamma'}
%%%%%%%% RBF
H = exp(tempH);
%%%%%%%% More activation functions can be added here
end
clear tempH; % Release the temparary array for calculation of hidden neuron output matrix H
%%%%%%%%%%% Calculate output weights OutputWeight (beta_i)
OutputWeight=pinv(H') * T';
end_time_train=cputime;
TrainingTime=end_time_train-start_time_train; % Calculate CPU time (seconds) spent for training ELM
%%%%%%%%%%% Calculate the training accuracy
Y=(H' * OutputWeight)'; % Y: the actual output of the training data
if Elm_Type == REGRESSION
TrainingAccuracy=sqrt(mse(T - Y)); % Calculate training accuracy (RMSE) for regression case
end
clear H;
%%%%%%%%%%% Calculate the output of testing input
start_time_test=cputime;
switch lower(ActivationFunction)
case {'rbf'}
ind=ones(1,NumberofTestingData);
for i=1:NumberofHiddenNeurons
this_weight=InputWeight(i,:);
extend_weight=this_weight(ind,:)';
if NumberofInputNeurons==1
tempH_test(i,:)=-((TV.P-extend_weight).^2);
else
tempH_test(i,:)=-sum((TV.P-extend_weight).^2);
end
end
BiasMatrix=BiasofHiddenNeurons(:,ind);
tempH_test=tempH_test./BiasMatrix;
clear extend_weight;
case {'rbf_gamma'}
ind=ones(1,NumberofTestingData);
for i=1:NumberofHiddenNeurons
this_weight=InputWeight(i,:);