Quantitative evaluation of the performance of discrete-time reservoir computers in the forecasting, filtering, and reconstruction of stochastic stationary signals

This paper presents a stochastic logic time delay reservoir design. The reservoir is analyzed using a number of metrics, such as kernel quality, generalization rank, performance on simple benchmarks, and is also compared to a deterministic design. A novel re-seeding method is introduced to reduce the adverse effects of stochastic noise, which may also be implemented in other stochastic logic reservoir computing designs, such as echo state networks. Benchmark results indicate ...

Reservoir computing is a form of machine learning that utilizes nonlinear dynamical systems to perform complex tasks in a cost-effective manner when compared to typical neural networks. Many recent advancements in reservoir computing, in particular quantum reservoir computing, make use of reservoirs that are inherently stochastic. However, the theoretical justification for using these systems has not yet been well established. In this paper, we investigate the universality of...

Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting timeseries data. As with all RNNs, selecting the hyperparameters presents a challenge when training onnew inputs. We present a method based on generalized synchronization (GS) that gives direction in designing and evaluating the architecture and hyperparameters of an RC. The 'auxiliary method' for detecting GS provides a computationally efficient pre-training test that guides hyperparam...

Several theoretical works have shown that solitons -- waves that self-maintain constant shape and velocity as they propagate -- can be used as a physical computational reservoir, a concept where machine learning algorithms designed for digital computers are replaced by analog physical systems that exhibit nonlinear dynamical behaviour. Here we propose and experimentally validate a novel reservoir computing (RC) system that for the first time employs solitary-like (SL) waves p...

We study the propagation and distribution of information-carrying signals injected in dynamical systems serving as a reservoir computers. A multivariate correlation analysis in tailored replica tests reveals consistency spectra and capacities of a reservoir. These measures provide a high-dimensional portrait of the nonlinear functional dependence on the inputs. For multiple inputs a hierarchy of capacity measures characterizes the interference of signals from each source. For...

We introduce ReservoirComputing.jl, an open source Julia library for reservoir computing models. The software offers a great number of algorithms presented in the literature, and allows to expand on them with both internal and external tools in a simple way. The implementation is highly modular, fast and comes with a comprehensive documentation, which includes reproduced experiments from literature. The code and documentation are hosted on Github under an MIT license https://...

An iterated multistep forecasting scheme based on recurrent neural networks (RNN) is proposed for the time series generated by causal chains with infinite memory. This forecasting strategy contains, as a particular case, the iterative prediction strategies for dynamical systems that are customary in reservoir computing. Readily computable error bounds are obtained as a function of the forecasting horizon, functional and dynamical features of the specific RNN used, and the app...

A machine-learning approach called "reservoir computing" has been used successfully for short-term prediction and attractor reconstruction of chaotic dynamical systems from time series data. We present a theoretical framework that describes conditions under which reservoir computing can create an empirical model capable of skillful short-term forecasts and accurate long-term ergodic behavior. We illustrate this theory through numerical experiments. We also argue that the theo...

Reservoir computing (RC) can efficiently process time-series data by transferring the input signal to randomly connected recurrent neural networks (RNNs), which are referred to as a reservoir. The high-dimensional representation of time-series data in the reservoir significantly simplifies subsequent learning tasks. Although this simple architecture allows fast learning and facile physical implementation, the learning performance is inferior to that of other state-of-the-art ...

This chapter provides a comprehensive survey of the researches and motivations for hardware implementation of reservoir computing (RC) on neuromorphic electronic systems. Due to its computational efficiency and the fact that training amounts to a simple linear regression, both spiking and non-spiking implementations of reservoir computing on neuromorphic hardware have been developed. Here, a review of these experimental studies is provided to illustrate the progress in this a...