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arXiv · 2207.02420

Composite FORCE learning of chaotic echo state networks for time-series prediction

Abstract

Echo state network (ESN), a kind of recurrent neural networks, consists of a fixed reservoir in which neurons are connected randomly and recursively and obtains the desired output only by training output connection weights. First-order reduced and controlled error (FORCE) learning is an online supervised training approach that can change the chaotic activity of ESNs into specified activity patterns. This paper proposes a composite FORCE learning method based on recursive least squares to train ESNs whose initial activity is spontaneously chaotic, where a composite learning technique featured by dynamic regressor extension and memory data exploitation is applied to enhance parameter convergence. The proposed method is applied to a benchmark problem about predicting chaotic time series generated by the Mackey-Glass system, and numerical results have shown that it significantly improves learning and prediction performances compared with existing methods.

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BibTeXRIS

Yansong Li, Kai Hu, Kohei Nakajima, Yongping Pan. 2022-07-06. Composite FORCE learning of chaotic echo state networks for time-series prediction. https://doi.org/10.23919/ccc55666.2022.9901897

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