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arXiv 1908.08450cs.LGstat.ML
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回声状态网络的有效交叉验证

Efficient Cross-Validation of Echo State Networks

Kaunas University of Technology(考纳斯理工大学)

Mantas Lukoševičius, Arnas Uselis

摘要:

回声状态网络(ESN)以其对时间序列的快速和精确的一次性学习而闻名。但它们通常需要良好的超参数调优以获得最佳性能。为此,良好的验证是关键,但通常使用单个验证分割。在这个相当实际的贡献,我们提出了几个方案,交叉验证ESN和介绍一个有效的算法来实现它们。在我们提出的进行$k$ -折叠交叉验证的方法中,主导已经相当快的ESN训练的时间复杂度的组件保持不变(不随$k$扩展)。与$k$成线性比例的组件仅在某些不太常见的情况下才开始占主导地位。因此,在许多情况下,ESN的$k$折叠交叉验证可以以与简单的单个分割验证几乎相同的时间复杂度完成。空间复杂度也可以保持不变。我们还讨论了ESN的拟议验证方案何时可能是有益的,并在几个不同的真实数据集上进行了实证研究。

英文摘要:

Echo State Networks (ESNs) are known for their fast and precise one-shot learning of time series. But they often need good hyper-parameter tuning for best performance. For this good validation is key, but usually, a single validation split is used. In this rather practical contribution we suggest several schemes for cross-validating ESNs and introduce an efficient algorithm for implementing them. The component that dominates the time complexity of the already quite fast ESN training remains constant (does not scale up with $k$) in our proposed method of doing $k$-fold cross-validation. The component that does scale linearly with $k$ starts dominating only in some not very common situations. Thus in many situations $k$-fold cross-validation of ESNs can be done for virtually the same time complexity as a simple single split validation. Space complexity can also remain the same. We also discuss when the proposed validation schemes for ESNs could be beneficial and empirically investigate them on several different real-world datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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