Discrete-Time Signatures and Randomness in Reservoir Computing

Cuchiero, Christa; Gonon, Lukas ; Grigoryeva, Lyudmila; Ortega, Juan-Pablo and Teichmann, Josef (2022): Discrete-Time Signatures and Randomness in Reservoir Computing. In: IEEE Transactions on Neural Networks and Learning Systems, Vol. 33, No. 11: pp. 6321-6330

Abstract

A new explanation of the geometric nature of the reservoir computing (RC) phenomenon is presented. RC is understood in the literature as the possibility of approximating input–output systems with randomly chosen recurrent neural systems and a trained linear readout layer. Light is shed on this phenomenon by constructing what is called strongly universal reservoir systems as random projections of a family of state-space systems that generate Volterra series expansions. This procedure yields a state-affine reservoir system with randomly generated coefficients in a dimension that is logarithmically reduced with respect to the original system. This reservoir system is able to approximate any element in the fading memory filters class just by training a different linear readout for each different filter. Explicit expressions for the probability distributions needed in the generation of the projected reservoir system are stated, and bounds for the committed approximation error are provided.

• Item Type: Journal article
• Faculties: Mathematics, Computer Science and Statistics > Mathematics > Workgroup Financial Mathematics
• Subjects: 500 Science > 510 Mathematics
• ISSN: 2162-237X
• Language: English