87.3DSMay 24
Data-Specific Hyper-Parameter Design: A Paradigm Shift in Reservoir ComputingG Manjunath, Juan-Pablo Ortega, Alma van der Merwe
Reservoir computing typically relies on large, randomly generated reservoirs, enabling simple, often linear readouts. Over the past two decades, most constructions have exploited the freedom to select the reservoir, constrained primarily by stability conditions based on state contraction or memory capacity. However, these designs are largely independent of the input data and learning objective, resulting in a trial-and-error methodology driven by randomness. In high dimensions, the reservoir acts as a random embedding of the input history, implicitly relying on Johnson--Lindenstrauss--type concentration phenomena to preserve information. In contrast, we develop reservoir design principles from a geometric perspective for inputs generated by deterministic dynamical systems. Rather than relying on random embeddings, we require reservoir state increments to align within a cone around an input-determined vector subspace, and prove that such a cone concentration reduces ridge-regression training error. When the cone angle is small, the variance of reservoir states concentrates in the input-determined subspace, improving conditioning of the empirical second-moment matrix and strengthening alignment between dominant covariance directions and the state-target cross-covariance. For echo state networks, we provide a constructive approach to reservoir design. The reservoir matrix is chosen so that associated Krylov-chain directions remain nearly closed within an input-determined subspace while permitting controlled mixing in its orthogonal complement. We also provide a spectral diagnostic for ridge regression training that identifies when reservoir geometry concentrates predictive information into a few dominant covariance modes and when ``spectral pollution'' inhibits forecasting. Numerical experiments demonstrate consistent performance gains over arbitrary reservoir constructions.
DSMay 22, 2021
Embedding Information onto a Dynamical SystemG Manjunath
The celebrated Takens' embedding theorem concerns embedding an attractor of a dynamical system in a Euclidean space of appropriate dimension through a generic delay-observation map. The embedding also establishes a topological conjugacy. In this paper, we show how an arbitrary sequence can be mapped into another space as an attractive solution of a nonautonomous dynamical system. Such mapping also entails a topological conjugacy and an embedding between the sequence and the attractive solution spaces. This result is not a generalization of Takens embedding theorem but helps us understand what exactly is required by discrete-time state space models widely used in applications to embed an external stimulus onto its solution space. Our results settle another basic problem concerning the perturbation of an autonomous dynamical system. We describe what exactly happens to the dynamics when exogenous noise perturbs continuously a local irreducible attracting set (such as a stable fixed point) of a discrete-time autonomous dynamical system.
DSMay 22, 2021
Universal set of Observables for Forecasting Physical Systems through Causal EmbeddingG Manjunath, A de Clercq, MJ Steynberg
We demonstrate when and how an entire left-infinite orbit of an underlying dynamical system or observations from such left-infinite orbits can be uniquely represented by a pair of elements in a different space, a phenomenon which we call \textit{causal embedding}. The collection of such pairs is derived from a driven dynamical system and is used to learn a function which together with the driven system would: (i). determine a system that is topologically conjugate to the underlying system (ii). enable forecasting the underlying system's dynamics since the conjugacy is computable and universal, i.e., it does not depend on the underlying system (iii). guarantee an attractor containing the image of the causally embedded object even if there is an error made in learning the function. By accomplishing these we herald a new forecasting scheme that beats the existing reservoir computing schemes that often lead to poor long-term consistency as there is no guarantee of the existence of a learnable function, and overcomes the challenges of stability in Takens delay embedding. We illustrate accurate modeling of underlying systems where previously known techniques have failed.
LGJan 3, 2020
Stability and Memory-loss go Hand-in-Hand: Three Results in Dynamics & ComputationG Manjunath
The search for universal laws that help establish a relationship between dynamics and computation is driven by recent expansionist initiatives in biologically inspired computing. A general setting to understand both such dynamics and computation is a driven dynamical system that responds to a temporal input. Surprisingly, we find memory-loss a feature of driven systems to forget their internal states helps provide unambiguous answers to the following fundamental stability questions that have been unanswered for decades: what is necessary and sufficient so that slightly different inputs still lead to mostly similar responses? How does changing the driven system's parameters affect stability? What is the mathematical definition of the edge-of-criticality? We anticipate our results to be timely in understanding and designing biologically inspired computers that are entering an era of dedicated hardware implementations for neuromorphic computing and state-of-the-art reservoir computing applications.