{"title":"Parametric Validation of the Reservoir Computing-Based Machine Learning Algorithm Applied to Lorenz System Reconstructed Dynamics","authors":"Samuele Mazzi, D. Zarzoso","doi":"10.25088/complexsystems.31.3.311","DOIUrl":null,"url":null,"abstract":"A detailed parametric analysis is presented, where the recent method based on the reservoir computing paradigm, including its statistical robustness, is studied. It is observed that the prediction capabilities of the reservoir computing approach strongly depend on the random initialization of both the input and the reservoir layers. Special emphasis is put on finding the region in the hyperparameter space where the ensemble-averaged training and generalization errors together with their variance are minimized. The statistical analysis presented here is based on the projection on proper elements method.","PeriodicalId":50871,"journal":{"name":"Advances in Complex Systems","volume":null,"pages":null},"PeriodicalIF":0.7000,"publicationDate":"2022-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in Complex Systems","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.25088/complexsystems.31.3.311","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
A detailed parametric analysis is presented, where the recent method based on the reservoir computing paradigm, including its statistical robustness, is studied. It is observed that the prediction capabilities of the reservoir computing approach strongly depend on the random initialization of both the input and the reservoir layers. Special emphasis is put on finding the region in the hyperparameter space where the ensemble-averaged training and generalization errors together with their variance are minimized. The statistical analysis presented here is based on the projection on proper elements method.
期刊介绍:
Advances in Complex Systems aims to provide a unique medium of communication for multidisciplinary approaches, either empirical or theoretical, to the study of complex systems. The latter are seen as systems comprised of multiple interacting components, or agents. Nonlinear feedback processes, stochastic influences, specific conditions for the supply of energy, matter, or information may lead to the emergence of new system qualities on the macroscopic scale that cannot be reduced to the dynamics of the agents. Quantitative approaches to the dynamics of complex systems have to consider a broad range of concepts, from analytical tools, statistical methods and computer simulations to distributed problem solving, learning and adaptation. This is an interdisciplinary enterprise.