arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.03174cs.LG
收藏

回声状态网络学习混沌动力学的鲁棒优化与验证

Robust Optimization and Validation of Echo State Networks for learning chaotic dynamics

University of Cambridge(剑桥大学);The Alan Turing Institute(阿兰·图灵研究所);Technical University of Munich(慕尼黑工业大学)

Alberto Racca, Luca Magri

摘要:

混沌解的时间精确预测的一种方法是从数据中学习时间模式。回声状态网络(ESN)是一类储备池计算方法,它可以准确地预测混沌动力学,其预测时间远远超过可预测时间。然而,现有的研究也表明,超参数的微小变化可能会显着影响网络的性能。本文的目的是评估和提高回声状态网络的鲁棒性的混沌解的时间精确预测。目标有三个方面。首先,我们研究了常规使用的验证策略的鲁棒性。其次,我们提出了循环验证,以及现有验证策略的混沌版本,以专门解决混沌系统的预测。第三,我们比较了贝叶斯优化和传统的网格搜索的最优超参数选择。对两个既有混沌解又有拟周期解的典型非线性系统进行了数值试验。无模型和模型通知回声状态网络进行了分析。通过比较网络在学习混沌与准周期解时的鲁棒性,我们强调了学习混沌解的基本挑战。所提出的验证策略,这是基于混沌时间序列的动力系统特性,表现出优于国家的最先进的验证策略。由于这些策略是基于混沌理论(如李雅普诺夫时间)的,因此它们可以应用于其他递归神经网络架构,只需稍加修改。这项工作开辟了新的可能性,强大的设计和应用回声状态网络,递归神经网络,混沌系统的时间精确预测。

英文摘要:

An approach to the time-accurate prediction of chaotic solutions is by learning temporal patterns from data. Echo State Networks (ESNs), which are a class of Reservoir Computing, can accurately predict the chaotic dynamics well beyond the predictability time. Existing studies, however, also showed that small changes in the hyperparameters may markedly affect the network's performance. The aim of this paper is to assess and improve the robustness of Echo State Networks for the time-accurate prediction of chaotic solutions. The goal is three-fold. First, we investigate the robustness of routinely used validation strategies. Second, we propose the Recycle Validation, and the chaotic versions of existing validation strategies, to specifically tackle the forecasting of chaotic systems. Third, we compare Bayesian optimization with the traditional Grid Search for optimal hyperparameter selection. Numerical tests are performed on two prototypical nonlinear systems that have both chaotic and quasiperiodic solutions. Both model-free and model-informed Echo State Networks are analysed. By comparing the network's robustness in learning chaotic versus quasiperiodic solutions, we highlight fundamental challenges in learning chaotic solutions. The proposed validation strategies, which are based on the dynamical systems properties of chaotic time series, are shown to outperform the state-of-the-art validation strategies. Because the strategies are principled-they are based on chaos theory such as the Lyapunov time-they can be applied to other Recurrent Neural Networks architectures with little modification. This work opens up new possibilities for the robust design and application of Echo State Networks, and Recurrent Neural Networks, to the time-accurate prediction of chaotic systems.

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。

↑