Post-processing methods for delay embedding and feature scaling of reservoir computers

Abstract Reservoir computing is a machine learning method that is well-suited for complex time series prediction tasks. Both delay embedding and the projection of input data into a higher-dimensional space play important roles in enabling accurate predictions. We establish simple post-processing met...

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Main Authors: Jonnel Jaurigue, Joshua Robertson, Antonio Hurtado, Lina Jaurigue, Kathy Lüdge
Format: Article
Language:English
Published: Nature Portfolio 2025-01-01
Series:Communications Engineering
Online Access:https://doi.org/10.1038/s44172-024-00330-0
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author Jonnel Jaurigue
Joshua Robertson
Antonio Hurtado
Lina Jaurigue
Kathy Lüdge
author_facet Jonnel Jaurigue
Joshua Robertson
Antonio Hurtado
Lina Jaurigue
Kathy Lüdge
author_sort Jonnel Jaurigue
collection DOAJ
description Abstract Reservoir computing is a machine learning method that is well-suited for complex time series prediction tasks. Both delay embedding and the projection of input data into a higher-dimensional space play important roles in enabling accurate predictions. We establish simple post-processing methods that train on past node states at uniformly or randomly-delayed timeshifts. These methods improve reservoir computer prediction performance through increased feature dimension and/or better delay embedding. Here we introduce the multi-random-timeshifting method that randomly recalls previous states of reservoir nodes. The use of multi-random-timeshifting allows for smaller reservoirs while maintaining large feature dimensions, is computationally cheap to optimise, and is our preferred post-processing method. For experimentalists, all our post-processing methods can be translated to readout data sampled from physical reservoirs, which we demonstrate using readout data from an experimentally-realised laser reservoir system.
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institution Kabale University
issn 2731-3395
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series Communications Engineering
spelling doaj-art-05d36360dce74ea1bc8ce2c9e3579ff32025-02-02T12:27:01ZengNature PortfolioCommunications Engineering2731-33952025-01-014111310.1038/s44172-024-00330-0Post-processing methods for delay embedding and feature scaling of reservoir computersJonnel Jaurigue0Joshua Robertson1Antonio Hurtado2Lina Jaurigue3Kathy Lüdge4Institut für Physik, Technische Universität IlmenauInstitute of Photonics, SUPA Department of Physics, University of StrathclydeInstitute of Photonics, SUPA Department of Physics, University of StrathclydeInstitut für Physik, Technische Universität IlmenauInstitut für Physik, Technische Universität IlmenauAbstract Reservoir computing is a machine learning method that is well-suited for complex time series prediction tasks. Both delay embedding and the projection of input data into a higher-dimensional space play important roles in enabling accurate predictions. We establish simple post-processing methods that train on past node states at uniformly or randomly-delayed timeshifts. These methods improve reservoir computer prediction performance through increased feature dimension and/or better delay embedding. Here we introduce the multi-random-timeshifting method that randomly recalls previous states of reservoir nodes. The use of multi-random-timeshifting allows for smaller reservoirs while maintaining large feature dimensions, is computationally cheap to optimise, and is our preferred post-processing method. For experimentalists, all our post-processing methods can be translated to readout data sampled from physical reservoirs, which we demonstrate using readout data from an experimentally-realised laser reservoir system.https://doi.org/10.1038/s44172-024-00330-0
spellingShingle Jonnel Jaurigue
Joshua Robertson
Antonio Hurtado
Lina Jaurigue
Kathy Lüdge
Post-processing methods for delay embedding and feature scaling of reservoir computers
Communications Engineering
title Post-processing methods for delay embedding and feature scaling of reservoir computers
title_full Post-processing methods for delay embedding and feature scaling of reservoir computers
title_fullStr Post-processing methods for delay embedding and feature scaling of reservoir computers
title_full_unstemmed Post-processing methods for delay embedding and feature scaling of reservoir computers
title_short Post-processing methods for delay embedding and feature scaling of reservoir computers
title_sort post processing methods for delay embedding and feature scaling of reservoir computers
url https://doi.org/10.1038/s44172-024-00330-0
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