Genetic algorithm for reservoir computing optimization

Authors:
Aida A. Ferreira;Teresa B. Ludermir
Affiliations:
Federal Center of Technologic Education of Pernambuco and Center of Informatics, Federal University of Pernambuco, Recife, PE, Brazil;Center of Informatics, Federal University of Pernambuco, Recife, PE, Brazil
Venue:
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Year:
2009

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Abstract

This paper presents reservoir computing optimization using Genetic Algorithm. Reservoir Computing is a new paradigm for using artificial neural networks. Despite its promising performance, Reservoir Computing has still some drawbacks: the reservoir is created randomly; the reservoir needs to be large enough to be able to capture all the features of the data. We propose here a method to optimize the choice of global parameters using genetic algorithm. This method was applied on a real problem of time series forecasting. The time of search for the best global parameters with GA was just 22.22% of the time- consuming task to an exhausting search of the same parameters.