Echo State Networks: analysis, training and predictive control

The goal of this paper is to investigate the theoretical properties, the training algorithm, and the predictive control applications of Echo State Networks (ESNs), a particular kind of Recurrent Neural Networks. First, a condition guaranteeing incremetal global asymptotic stability is devised. Then, a modified training algorithm allowing for dimensionality reduction of ESNs is presented. Eventually, a model predictive controller is designed to solve the tracking problem, relying on ESNs as the model of the system. Numerical results concerning the predictive control of a nonlinear process for pH neutralization confirm the effectiveness of the proposed algorithms for the identification, dimensionality reduction, and the control design for ESNs.Comment: 6 pages,5 figures, submitted to European Control Conference (ECC

Efficient Optimization of Echo State Networks for Time Series Datasets

Echo State Networks (ESNs) are recurrent neural networks that only train their output layer, thereby precluding the need to backpropagate gradients through time, which leads to significant computational gains. Nevertheless, a common issue in ESNs is determining its hyperparameters, which are crucial in instantiating a well performing reservoir, but are often set manually or using heuristics. In this work we optimize the ESN hyperparameters using Bayesian optimization which, given a limited budget of function evaluations, outperforms a grid search strategy. In the context of large volumes of time series data, such as light curves in the field of astronomy, we can further reduce the optimization cost of ESNs. In particular, we wish to avoid tuning hyperparameters per individual time series as this is costly; instead, we want to find ESNs with hyperparameters that perform well not just on individual time series but rather on groups of similar time series without sacrificing predictive performance significantly. This naturally leads to a notion of clusters, where each cluster is represented by an ESN tuned to model a group of time series of similar temporal behavior. We demonstrate this approach both on synthetic datasets and real world light curves from the MACHO survey. We show that our approach results in a significant reduction in the number of ESN models required to model a whole dataset, while retaining predictive performance for the series in each cluster

Hierarchical Temporal Representation in Linear Reservoir Computing

Recently, studies on deep Reservoir Computing (RC) highlighted the role of layering in deep recurrent neural networks (RNNs). In this paper, the use of linear recurrent units allows us to bring more evidence on the intrinsic hierarchical temporal representation in deep RNNs through frequency analysis applied to the state signals. The potentiality of our approach is assessed on the class of Multiple Superimposed Oscillator tasks. Furthermore, our investigation provides useful insights to open a discussion on the main aspects that characterize the deep learning framework in the temporal domain.Comment: This is a pre-print of the paper submitted to the 27th Italian Workshop on Neural Networks, WIRN 201

Training Echo State Networks with Regularization through Dimensionality Reduction

In this paper we introduce a new framework to train an Echo State Network to predict real valued time-series. The method consists in projecting the output of the internal layer of the network on a space with lower dimensionality, before training the output layer to learn the target task. Notably, we enforce a regularization constraint that leads to better generalization capabilities. We evaluate the performances of our approach on several benchmark tests, using different techniques to train the readout of the network, achieving superior predictive performance when using the proposed framework. Finally, we provide an insight on the effectiveness of the implemented mechanics through a visualization of the trajectory in the phase space and relying on the methodologies of nonlinear time-series analysis. By applying our method on well known chaotic systems, we provide evidence that the lower dimensional embedding retains the dynamical properties of the underlying system better than the full-dimensional internal states of the network

The Power of Linear Recurrent Neural Networks

Recurrent neural networks are a powerful means to cope with time series. We show how a type of linearly activated recurrent neural networks, which we call predictive neural networks, can approximate any time-dependent function f(t) given by a number of function values. The approximation can effectively be learned by simply solving a linear equation system; no backpropagation or similar methods are needed. Furthermore, the network size can be reduced by taking only most relevant components. Thus, in contrast to others, our approach not only learns network weights but also the network architecture. The networks have interesting properties: They end up in ellipse trajectories in the long run and allow the prediction of further values and compact representations of functions. We demonstrate this by several experiments, among them multiple superimposed oscillators (MSO), robotic soccer, and predicting stock prices. Predictive neural networks outperform the previous state-of-the-art for the MSO task with a minimal number of units.Comment: 22 pages, 14 figures and tables, revised implementatio

Preliminary prediction of individual response to electroconvulsive therapy using whole-brain functional magnetic resonance imaging data.

Electroconvulsive therapy (ECT) works rapidly and has been widely used to treat depressive disorders (DEP). However, identifying biomarkers predictive of response to ECT remains a priority to individually tailor treatment and understand treatment mechanisms. This study used a connectome-based predictive modeling (CPM) approach in 122 patients with DEP to determine if pre-ECT whole-brain functional connectivity (FC) predicts depressive rating changes and remission status after ECT (47 of 122 total subjects or 38.5% of sample), and whether pre-ECT and longitudinal changes (pre/post-ECT) in regional brain network biomarkers are associated with treatment-related changes in depression ratings. Results show the networks with the best predictive performance of ECT response were negative (anti-correlated) FC networks, which predict the post-ECT depression severity (continuous measure) with a 76.23% accuracy for remission prediction. FC networks with the greatest predictive power were concentrated in the prefrontal and temporal cortices and subcortical nuclei, and include the inferior frontal (IFG), superior frontal (SFG), superior temporal (STG), inferior temporal gyri (ITG), basal ganglia (BG), and thalamus (Tha). Several of these brain regions were also identified as nodes in the FC networks that show significant change pre-/post-ECT, but these networks were not related to treatment response. This study design has limitations regarding the longitudinal design and the absence of a control group that limit the causal inference regarding mechanism of post-treatment status. Though predictive biomarkers remained below the threshold of those recommended for potential translation, the analysis methods and results demonstrate the promise and generalizability of biomarkers for advancing personalized treatment strategies