A Comparative Study of Reservoir Computing for Temporal Signal Processing

Reservoir computing (RC) is a novel approach to time series prediction using recurrent neural networks. In RC, an input signal perturbs the intrinsic dynamics of a medium called a reservoir. A readout layer is then trained to reconstruct a target output from the reservoir's state. The multitude of RC architectures and evaluation metrics poses a challenge to both practitioners and theorists who study the task-solving performance and computational power of RC. In addition, in contrast to traditional computation models, the reservoir is a dynamical system in which computation and memory are inseparable, and therefore hard to analyze. Here, we compare echo state networks (ESN), a popular RC architecture, with tapped-delay lines (DL) and nonlinear autoregressive exogenous (NARX) networks, which we use to model systems with limited computation and limited memory respectively. We compare the performance of the three systems while computing three common benchmark time series: H{\'e}non Map, NARMA10, and NARMA20. We find that the role of the reservoir in the reservoir computing paradigm goes beyond providing a memory of the past inputs. The DL and the NARX network have higher memorization capability, but fall short of the generalization power of the ESN

Product Reservoir Computing: Time-Series Computation with Multiplicative Neurons

Echo state networks (ESN), a type of reservoir computing (RC) architecture, are efficient and accurate artificial neural systems for time series processing and learning. An ESN consists of a core of recurrent neural networks, called a reservoir, with a small number of tunable parameters to generate a high-dimensional representation of an input, and a readout layer which is easily trained using regression to produce a desired output from the reservoir states. Certain computational tasks involve real-time calculation of high-order time correlations, which requires nonlinear transformation either in the reservoir or the readout layer. Traditional ESN employs a reservoir with sigmoid or tanh function neurons. In contrast, some types of biological neurons obey response curves that can be described as a product unit rather than a sum and threshold. Inspired by this class of neurons, we introduce a RC architecture with a reservoir of product nodes for time series computation. We find that the product RC shows many properties of standard ESN such as short-term memory and nonlinear capacity. On standard benchmarks for chaotic prediction tasks, the product RC maintains the performance of a standard nonlinear ESN while being more amenable to mathematical analysis. Our study provides evidence that such networks are powerful in highly nonlinear tasks owing to high-order statistics generated by the recurrent product node reservoir

Transient Information Flow in a Network of Excitatory and Inhibitory Model Neurons: Role of Noise and Signal Autocorrelation

We investigate the performance of sparsely-connected networks of integrate-and-fire neurons for ultra-short term information processing. We exploit the fact that the population activity of networks with balanced excitation and inhibition can switch from an oscillatory firing regime to a state of asynchronous irregular firing or quiescence depending on the rate of external background spikes. We find that in terms of information buffering the network performs best for a moderate, non-zero, amount of noise. Analogous to the phenomenon of stochastic resonance the performance decreases for higher and lower noise levels. The optimal amount of noise corresponds to the transition zone between a quiescent state and a regime of stochastic dynamics. This provides a potential explanation on the role of non-oscillatory population activity in a simplified model of cortical micro-circuits.Comment: 27 pages, 7 figures, to appear in J. Physiology (Paris) Vol. 9

Dynamic Time-Dependent Route Planning in Road Networks with User Preferences

There has been tremendous progress in algorithmic methods for computing driving directions on road networks. Most of that work focuses on time-independent route planning, where it is assumed that the cost on each arc is constant per query. In practice, the current traffic situation significantly influences the travel time on large parts of the road network, and it changes over the day. One can distinguish between traffic congestion that can be predicted using historical traffic data, and congestion due to unpredictable events, e.g., accidents. In this work, we study the \emph{dynamic and time-dependent} route planning problem, which takes both prediction (based on historical data) and live traffic into account. To this end, we propose a practical algorithm that, while robust to user preferences, is able to integrate global changes of the time-dependent metric~(e.g., due to traffic updates or user restrictions) faster than previous approaches, while allowing subsequent queries that enable interactive applications