Online training of Echo State Networks to predict chaotic dynamical systems

Abstract: Echo State Networks (ESNs) are fundamentally important from the conceptual perspective of AI, because they provide simple and tractable frameworks for understanding temporal information processing, memory, and learning in dynamical systems. They are composed by an interconnected reservoir whose connectivity matrix remains constant over time and only the output weights are updated during the training period. In particular, ESNs employing online training allow the incremental adaptation of the output weights as data is received, making them particularly suitable for applications in which new input data becomes available over time (non-stationary environments). A key objective in the study of such learning structures is to determine which statistical properties of the reservoir enhance computational efficiency and maximize prediction performance. To this end, we investigate the effects of reservoir topology on learning performance, considering weight matrices generated from Erdos-Renyi random networks and Watts & Strogatz small-world networks. As test data we use the Lorenz and Rossler models in the chaotic regime and the FitzHugh-Nagumo model in the limit cycle regime. In the case of random Erdos-Renyi reservoirs, our simulations show that best performances are obtained for sparse reservoirs and especially when the link-density is near and immediately above the critical point of mean-field bond percolation. Watts & Strogatz reservoirs are shown to demonstrate best performance also for small values of link-density, compatible with the mean-field bond percolation when taking into account the specific nonlocal ring structure of the Watts & Strogatz reservoirs. These studies on the influence of the reservoir architecture and hyperparameters on enhancing the accuracy of ESN predictions provide an efficient framework for real-time forecasting in dynamically evolving systems.