This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In contrast to the existing randomised learning algorithms for single layer feed-forward neural networks (SLFNNs), we randomly assign the input weights and biases of the hidden nodes in the light of a supervisory mechanism, and the output weights are analytically evaluated in either constructive or selective manner. As fundamentals of SCN-based data modelling techniques, we establish some theoretical results on the universal approximation property. Three versions of SC algorithms are presented for regression problems (applicable for classification problems as well) in this work. Simulation results concerning both function approximation and real world data regression indicate some remarkable merits of our proposed SCNs in terms of less human intervention on the network size setting, the scope adaptation of random parameters, fast learning and sound generalization.

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The concept of stochastic configuration networks (SCNs) offers a solid framework for fast implementation of feedforward neural networks through randomized learning. Unlike conventional randomized approaches, SCNs provide an avenue to select appropriate scope of random parameters to ensure the universal approximation property. In this paper, a deep version of stochastic configuration networks, namely deep stacked stochastic configuration network (DSSCN), is proposed for modeling non-stationary data streams. As an extension of evolving stochastic configuration networks (eSCNs), this work contributes a way to grow and shrink the structure of deep stochastic configuration networks autonomously from data streams. The performance of DSSCN is evaluated by six benchmark datasets. Simulation results, compared with prominent data stream algorithms, show that the proposed method is capable of achieving comparable accuracy and evolving compact and parsimonious deep stacked network architecture.

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