Stable Output Feedback in Reservoir Computing Using Ridge Regression

  • Authors:
  • Francis Wyffels;Benjamin Schrauwen;Dirk Stroobandt

  • Affiliations:
  • Electronics and Information Systems Department, Ghent University, Belgium;Electronics and Information Systems Department, Ghent University, Belgium;Electronics and Information Systems Department, Ghent University, Belgium

  • Venue:
  • ICANN '08 Proceedings of the 18th international conference on Artificial Neural Networks, Part I
  • Year:
  • 2008

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Abstract

An important property of Reservoir Computing, and signal processing techniques in general, is generalization and noise robustness. In trajectory generation tasks, we don't want that a small deviation leads to an instability. For forecasting and system identification we want to avoid over-fitting. In prior work on Reservoir Computing, the addition of noise to the dynamic reservoir trajectory is generally used. In this work, we show that high-performing reservoirs can be trained using only the commonly used ridge regression. We experimentally validate these claims on two very different tasks: long-term, robust trajectory generation and system identification of a heating tank with variable dead-time.