Reservoir computing (RC) refers to a new class of state-space models with a fixed state transition structure (the reservoir) and an adaptable readout form the state space. The reservoir is supposed to be sufficiently complex so as to capture a large number of features of the input stream that can be exploited by the reservoir-to-output readout mapping. The field of RC has been growing rapidly with many successful applications. However, RC has been criticized for not being principled enough. Reservoir construction is largely driven by a series of randomized model-building stages, with both researchers and practitioners having to rely on a series of trials and errors. To initialize a systematic study of the field, we concentrate on one of the most popular classes of RC methods, namely echo state network, and ask: What is the minimal complexity of reservoir construction for obtaining competitive models and what is the memory capacity (MC) of such simplified reservoirs? On a number of widely used time series benchmarks of different origin and characteristics, as well as by conducting a theoretical analysis we show that a simple deterministically constructed cycle reservoir is comparable to the standard echo state network methodology. The (short-term) MC of linear cyclic reservoirs can be made arbitrarily close to the proved optimal value.
A new class of state-space models, reservoir models, with a fixed state transition structure (the "reservoir") and an adaptable readout from the state space has recently emerged as a way for time series processing/modelling. Echo State Network (ESN) is one of the simplest, yet powerful, reservoir models. ESN models are generally constructed in a randomized manner. In our previous study (Rodan & Tino, 2011) we showed that a very simple, cyclic, deterministically generated reservoirs can yield performance competitive with standard ESN. In this contribution we extend our previous study in three aspects: 1) We introduce a novel simple deterministic reservoir model, Cycle Reservoir with Jumps (CRJ), with highly constrained weight values, that has superior performance to standard ESN on a variety of temporal tasks of different origin and characteristics. 2) We elaborate on the possible link between reservoir characterizations, such as eigenvalue distribution of the reservoir matrix or pseudo-Lyapunov exponent of the input-driven reservoir dynamics, and the model performance. It has been suggested that a uniform coverage of the unit disk by such eigenvalues can lead to superior model performances. We show that despite highly constrained eigenvalue distribution, CRJ consistently outperform ESN (that have much more uniform eigenvalue coverage of the unit disk). Also, unlike in the case of ESN, pseudo-Lyapunov exponents of the selected 'optimal' CRJ models are consistently negative. 3) We present a new framework for determining short term memory capacity of linear reservoir models to a high degree of precision. Using the framework we study the effect of shortcut connections in the CRJ reservoir topology on its memory capacity.
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