Short-Term Wind Speed Forecasting Based on Ensemble Online Sequential Extreme Learning Machine and Bayesian Optimization

Algorithm 2

The DART-EI Bayesian optimization.

	Bayesian Optimization (, , , )
	Input: Target function ; hyperparameter space ; the number of initiation points M; the number of iteration ;
	Result: Optimal hyperparameter
	Sample from the hyperparameter space
	for to do
	for to do
	Fit a surrogate model on the data set , where denotes a DART model
	Select , where represents the acquisition function EI
	Update
	Return