Extreme Learning and Regression for Objects Moving in Non-Stationary Spatial Environments
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We study supervised learning by extreme learning machines and regression for autonomous objects moving in a non-stationary spatial environment. In general, this results in non-stationary data in contrast to the i.i.d. sampling typically studied in learning theory. The stochastic model for the environment and data collection especially allows for algebraically decaying weak dependence and spatial heterogeneity, for example induced by interactions of the object with sources of randomness spread over the spatial domain. Both least squares and ridge learning as a computationally cheap regularization method is studied. Consistency and asymptotic normality of the least squares and ridge regression estimates is shown under weak conditions. The results also cover consistency in terms of bounds for the sample squared predicition error. Lastly, we discuss a resampling method to compute confidence regions.
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