This paper introduces a new approach to select reference points (RPs) to minimal learning machine (MLM) for classification tasks. A critical issue related to the training process in MLM is the selection of RPs, from which the distances are taken. In its original formulation, the MLM selects the RPs randomly from the data. We propose a new method called optimally selected minimal learning machine (OS-MLM) to select the RPs. Our proposal relies on the multiresponse sparse regression (MRSR) ranking method, which is used to sort the patterns in terms of relevance. After doing so, the leave-one-out (LOO) criterion is also used in order to select an appropriate number of reference points. Based on the simulations we carried out, one can see our proposal achieved a lower number of reference points with an equivalent, or even superior, accuracy with respect to the original MLM and its variants.

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