Abstract

Echo State Networks (ESNs) are a class of single-layer recurrent neural networks with randomly generated internal weights, and a single layer of tuneable outer weights, which are usually trained by regularised linear least squares regression. Remarkably, ESNs still enjoy the universal approximation property despite the training procedure being entirely linear. In this paper, we prove that an ESN trained on a sequence of observations from an ergodic dynamical system (with invariant measure ) using Tikhonov least squares regression against a set of targets, will approximate the target function in the norm. In the special case that the targets are future observations, the ESN is learning the next step map, which allows time series forecasting. We demonstrate the theory numerically by training an ESN using Tikhonov least squares on a sequence of scalar observations of the Lorenz system.
Original languageEnglish
Article number132882
JournalPhysica D: Nonlinear Phenomena
Early online date2 Mar 2021
DOIs
Publication statusE-pub ahead of print - 2 Mar 2021

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