A faster model selection criterion for OP-ELM and OP-KNN: Hannan-Quinn criterion

The Optimally Pruned Extreme Learning Machine (OP- ELM) and Optimally Pruned K-Nearest Neighbors (OP-KNN) algorithms use the a similar methodology based on random initialization (OP-ELM) or KNN initialization (OP-KNN) of a Feedforward Neural Network fol- lowed by ranking of the neurons; ranking is used to determine the best combination to retain. This is achieved by Leave-One-Out (LOO) cross- validation. In this article is proposed to use the Hannan-Quinn (HQ) Criterion as a model selection criterion, instead of LOO. It proved to be efficient and as good as the LOO one for both OP-ELM and OP-KNN, while decreasing computations by factors of four to five for OP-ELM and up to 24 for OP-KNN.