GSoC 2014: Standard Extreme Learning Machines

Finished implementing the standard extreme learning machines (ELMs). I am getting the following results with 550 hidden neurons against the digits datasets,

Training accuracy using the logistic activation function: 0.999444
Training accuracy using the tanh activation function: 1.000000

Fortunately, this algorithm is much easier to implement and debug than multi-layer perceptron :).
I will push a test file soon.

@ogrisel , @larsmans
Oh great!

I wonder if there's an even smarter way to solve this, like caching a factorization of HT_H_accumulated and doing low-rank updates. In case this becomes an incremental ridge implementation. @eickenberg am I on the right track?