Efficient forecasting of chaotic systems with block-diagonal and binary reservoir computing

被引:4
|
作者
Ma, Haochun [1 ]
Prosperino, Davide [1 ]
Haluszczynski, Alexander [2 ]
Raeth, Christoph [3 ]
机构
[1] Ludwig Maximilians Univ Munchen, Dept Phys, Schellingstr 4, D-80799 Munich, Germany
[2] Risklab, Allianz Global Investors, Seidlstr 24, D-80335 Munich, Germany
[3] Inst KI Sicherheit, Deutsch Zentrum Luft & Raumfahrt DLR, Wilhelm Runge Str 10, D-89081 Ulm, Germany
关键词
LYAPUNOV EXPONENTS; NETWORKS;
D O I
10.1063/5.0151290
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The prediction of complex nonlinear dynamical systems with the help of machine learning has become increasingly popular in different areas of science. In particular, reservoir computers, also known as echo-state networks, turned out to be a very powerful approach, especially for the reproduction of nonlinear systems. The reservoir, the key component of this method, is usually constructed as a sparse, random network that serves as a memory for the system. In this work, we introduce block-diagonal reservoirs, which implies that a reservoir can be composed of multiple smaller reservoirs, each with its own dynamics. Furthermore, we take out the randomness of the reservoir by using matrices of ones for the individual blocks. This breaks with the widespread interpretation of the reservoir as a single network. In the example of the Lorenz and Halvorsen systems, we analyze the performance of block-diagonal reservoirs and their sensitivity to hyperparameters. We find that the performance is comparable to sparse random networks and discuss the implications with regard to scalability, explainability, and hardware realizations of reservoir computers.
引用
收藏
页数:11
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