Edge of stability echo state networks

Echo State Networks (ESNs) are time-series processing models working under the Echo State Property (ESP) principle. The ESP is a notion of stability that imposes an asymptotic fading of the memory of the input. On the other hand, the resulting inherent architectural bias of ESNs may lead to an excessive loss of information, which in turn harms the performance in certain tasks with long short-term memory requirements. With the goal of bringing together the fading memory property and the ability to retain as much memory as possible, in this paper we introduce a new ESN architecture, called the Edge of Stability Echo State Network (ES$^2$N). The introduced ES$^2$N model is based on defining the reservoir layer as a convex combination of a nonlinear reservoir (as in the standard ESN), and a linear reservoir that implements an orthogonal transformation. We provide a thorough mathematical analysis of the introduced model, proving that the whole eigenspectrum of the Jacobian of the ES$^2$N map can be contained in an annular neighbourhood of a complex circle of controllable radius, and exploit this property to demonstrate that the ES$^2$N's forward dynamics evolves close to the edge-of-chaos regime by design. Remarkably, our experimental analysis shows that the newly introduced reservoir model is able to reach the theoretical maximum short-term memory capacity. At the same time, in comparison to standard ESN, ES$^2$N is shown to offer an excellent trade-off between memory and nonlinearity, as well as a significant improvement of performance in autoregressive nonlinear modeling

Neuroevolution on the Edge of Chaos

Echo state networks represent a special type of recurrent neural networks. Recent papers stated that the echo state networks maximize their computational performance on the transition between order and chaos, the so-called edge of chaos. This work confirms this statement in a comprehensive set of experiments. Furthermore, the echo state networks are compared to networks evolved via neuroevolution. The evolved networks outperform the echo state networks, however, the evolution consumes significant computational resources. It is demonstrated that echo state networks with local connections combine the best of both worlds, the simplicity of random echo state networks and the performance of evolved networks. Finally, it is shown that evolution tends to stay close to the ordered side of the edge of chaos.Comment: To appear in Proceedings of the Genetic and Evolutionary Computation Conference 2017 (GECCO '17

A characterization of the Edge of Criticality in Binary Echo State Networks

Echo State Networks (ESNs) are simplified recurrent neural network models composed of a reservoir and a linear, trainable readout layer. The reservoir is tunable by some hyper-parameters that control the network behaviour. ESNs are known to be effective in solving tasks when configured on a region in (hyper-)parameter space called \emph{Edge of Criticality} (EoC), where the system is maximally sensitive to perturbations hence affecting its behaviour. In this paper, we propose binary ESNs, which are architecturally equivalent to standard ESNs but consider binary activation functions and binary recurrent weights. For these networks, we derive a closed-form expression for the EoC in the autonomous case and perform simulations in order to assess their behavior in the case of noisy neurons and in the presence of a signal. We propose a theoretical explanation for the fact that the variance of the input plays a major role in characterizing the EoC

Echo State Networks with Self-Normalizing Activations on the Hyper-Sphere

Among the various architectures of Recurrent Neural Networks, Echo State Networks (ESNs) emerged due to their simplified and inexpensive training procedure. These networks are known to be sensitive to the setting of hyper-parameters, which critically affect their behaviour. Results show that their performance is usually maximized in a narrow region of hyper-parameter space called edge of chaos. Finding such a region requires searching in hyper-parameter space in a sensible way: hyper-parameter configurations marginally outside such a region might yield networks exhibiting fully developed chaos, hence producing unreliable computations. The performance gain due to optimizing hyper-parameters can be studied by considering the memory--nonlinearity trade-off, i.e., the fact that increasing the nonlinear behavior of the network degrades its ability to remember past inputs, and vice-versa. In this paper, we propose a model of ESNs that eliminates critical dependence on hyper-parameters, resulting in networks that provably cannot enter a chaotic regime and, at the same time, denotes nonlinear behaviour in phase space characterised by a large memory of past inputs, comparable to the one of linear networks. Our contribution is supported by experiments corroborating our theoretical findings, showing that the proposed model displays dynamics that are rich-enough to approximate many common nonlinear systems used for benchmarking

Echo State Condition at the Critical Point

Recurrent networks with transfer functions that fulfill the Lipschitz continuity with K=1 may be echo state networks if certain limitations on the recurrent connectivity are applied. It has been shown that it is sufficient if the largest singular value of the recurrent connectivity is smaller than 1. The main achievement of this paper is a proof under which conditions the network is an echo state network even if the largest singular value is one. It turns out that in this critical case the exact shape of the transfer function plays a decisive role in determining whether the network still fulfills the echo state condition. In addition, several examples with one neuron networks are outlined to illustrate effects of critical connectivity. Moreover, within the manuscript a mathematical definition for a critical echo state network is suggested