论文标题

在ECHO状态网络中打破储层方程的对称性

Breaking Symmetries of the Reservoir Equations in Echo State Networks

论文作者

Herteux, Joschka, Räth, Christoph

论文摘要

在非线性时间序列的预测中,储层计算反复被证明非常成功。但是,还没有完全了解储层的正确设计。我们发现最简单的流行设置具有有害的对称性,这导致了我们所谓的Mirror-Attractor的预测。我们通过分析证明这一点。在一般环境中可能会出现类似的问题,我们使用它们来解释某些设计的成功或失败。对称性是双曲线切线激活函数的直接结果。此外,从数值上比较了打破对称性的四种方法:输出的偏差,输入的变化,读数中的二次项以及均匀和奇数激活函数的混合物。首先,我们测试了它们对镜像吸引者的敏感性。其次,我们评估了他们在预测洛伦兹数据的任务上的表现,平均值转移到零。短时预测是用预测范围测量的,而最大的Lyapunov指数和相关维度用于表示气候。最后,在Lorenz吸引子和Halvorsen吸引子的组合数据集上重复相同的分析,我们旨在揭示对称性的潜在问题。我们发现,除输出偏差以外的所有方法都能够通过输入移位和二次读数完全打破对称性,从而表现出最佳的整体。

Reservoir computing has repeatedly been shown to be extremely successful in the prediction of nonlinear time-series. However, there is no complete understanding of the proper design of a reservoir yet. We find that the simplest popular setup has a harmful symmetry, which leads to the prediction of what we call mirror-attractor. We prove this analytically. Similar problems can arise in a general context, and we use them to explain the success or failure of some designs. The symmetry is a direct consequence of the hyperbolic tangent activation function. Further, four ways to break the symmetry are compared numerically: A bias in the output, a shift in the input, a quadratic term in the readout, and a mixture of even and odd activation functions. Firstly, we test their susceptibility to the mirror-attractor. Secondly, we evaluate their performance on the task of predicting Lorenz data with the mean shifted to zero. The short-time prediction is measured with the forecast horizon while the largest Lyapunov exponent and the correlation dimension are used to represent the climate. Finally, the same analysis is repeated on a combined dataset of the Lorenz attractor and the Halvorsen attractor, which we designed to reveal potential problems with symmetry. We find that all methods except the output bias are able to fully break the symmetry with input shift and quadratic readout performing the best overall.

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