Towards a Calculus of Echo State Networks

Reservoir computing is a recent trend in neural networks which uses the dynamical perturbations on the phase space of a system to compute a desired target function. We present how one can formulate an expectation of system performance in a simple class of reservoir computing called echo state networks. In contrast with previous theoretical frameworks, which only reveal an upper bound on the total memory in the system, we analytically calculate the entire memory curve as a function of the structure of the system and the properties of the input and the target function. We demonstrate the precision of our framework by validating its result for a wide range of system sizes and spectral radii. Our analytical calculation agrees with numerical simulations. To the best of our knowledge this work presents the first exact analytical characterization of the memory curve in echo state networks

Empirical Analysis of the Necessary and Sufficient Conditions of the Echo State Property

The Echo State Network (ESN) is a specific recurrent network, which has gained popularity during the last years. The model has a recurrent network named reservoir, that is fixed during the learning process. The reservoir is used for transforming the input space in a larger space. A fundamental property that provokes an impact on the model accuracy is the Echo State Property (ESP). There are two main theoretical results related to the ESP. First, a sufficient condition for the ESP existence that involves the singular values of the reservoir matrix. Second, a necessary condition for the ESP. The ESP can be violated according to the spectral radius value of the reservoir matrix. There is a theoretical gap between these necessary and sufficient conditions. This article presents an empirical analysis of the accuracy and the projections of reservoirs that satisfy this theoretical gap. It gives some insights about the generation of the reservoir matrix. From previous works, it is already known that the optimal accuracy is obtained near to the border of stability control of the dynamics. Then, according to our empirical results, we can see that this border seems to be closer to the sufficient conditions than to the necessary conditions of the ESP.Comment: 23 pages, 14 figures, accepted paper for the IEEE IJCNN, 201

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

Stochastic Analysis of the LMS Algorithm for System Identification with Subspace Inputs

This paper studies the behavior of the low rank LMS adaptive algorithm for the general case in which the input transformation may not capture the exact input subspace. It is shown that the Independence Theory and the independent additive noise model are not applicable to this case. A new theoretical model for the weight mean and fluctuation behaviors is developed which incorporates the correlation between successive data vectors (as opposed to the Independence Theory model). The new theory is applied to a network echo cancellation scheme which uses partial-Haar input vector transformations. Comparison of the new model predictions with Monte Carlo simulations shows good-to-excellent agreement, certainly much better than predicted by the Independence Theory based model available in the literature

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

Echo Cancellation : the generalized likelihood ratio test for double-talk vs. channel change

Echo cancellers are required in both electrical (impedance mismatch) and acoustic (speaker-microphone coupling) applications. One of the main design problems is the control logic for adaptation. Basically, the algorithm weights should be frozen in the presence of double-talk and adapt quickly in the absence of double-talk. The optimum likelihood ratio test (LRT) for this problem was studied in a recent paper. The LRT requires a priori knowledge of the background noise and double-talk power levels. Instead, this paper derives a generalized log likelihood ratio test (GLRT) that does not require this knowledge. The probability density function of a sufficient statistic under each hypothesis is obtained and the performance of the test is evaluated as a function of the system parameters. The receiver operating characteristics (ROCs) indicate that it is difficult to correctly decide between double-talk and a channel change, based upon a single look. However, detection based on about 200 successive samples yields a detection probability close to unity (0.99) with a small false alarm probability (0.01) for the theoretical GLRT model. Application of a GLRT-based echo canceller (EC) to real voice data shows comparable performance to that of the LRT-based EC given in a recent paper

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

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