Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2505.00846 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866912714318675968 |
|---|---|
| author | Santos, Edmilson Roque dos Bollt, Erik |
| author_facet | Santos, Edmilson Roque dos Bollt, Erik |
| contents | Next Generation Reservoir Computing (NGRC) is a low-cost machine learning method for forecasting chaotic time series from data. Computational efficiency is crucial for scalable reservoir computing, requiring better strategies to reduce training cost. In this work, we uncover a connection between the numerical conditioning of the NGRC feature matrix -- formed by polynomial evaluations on time-delay coordinates -- and the long-term NGRC dynamics. We show that NGRC can be trained without regularization, reducing computational time. Our contributions are twofold. First, merging tools from numerical linear algebra and ergodic theory of dynamical systems, we systematically study how the feature matrix conditioning varies across hyperparameters. We demonstrate that the NGRC feature matrix tends to be ill-conditioned for short time lags, high-degree polynomials, and short length of training data. Second, we evaluate the impact of different numerical algorithms (Cholesky, singular value decomposition (SVD), and lower-upper (LU) decomposition) for solving the regularized least-squares problem. Our results reveal that SVD-based training achieves accurate forecasts without regularization, being preferable when compared against the other algorithms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_00846 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the emergence of numerical instabilities in Next Generation Reservoir Computing Santos, Edmilson Roque dos Bollt, Erik Machine Learning Dynamical Systems Data Analysis, Statistics and Probability 37M10, 62M10, 65F22 Next Generation Reservoir Computing (NGRC) is a low-cost machine learning method for forecasting chaotic time series from data. Computational efficiency is crucial for scalable reservoir computing, requiring better strategies to reduce training cost. In this work, we uncover a connection between the numerical conditioning of the NGRC feature matrix -- formed by polynomial evaluations on time-delay coordinates -- and the long-term NGRC dynamics. We show that NGRC can be trained without regularization, reducing computational time. Our contributions are twofold. First, merging tools from numerical linear algebra and ergodic theory of dynamical systems, we systematically study how the feature matrix conditioning varies across hyperparameters. We demonstrate that the NGRC feature matrix tends to be ill-conditioned for short time lags, high-degree polynomials, and short length of training data. Second, we evaluate the impact of different numerical algorithms (Cholesky, singular value decomposition (SVD), and lower-upper (LU) decomposition) for solving the regularized least-squares problem. Our results reveal that SVD-based training achieves accurate forecasts without regularization, being preferable when compared against the other algorithms. |
| title | On the emergence of numerical instabilities in Next Generation Reservoir Computing |
| topic | Machine Learning Dynamical Systems Data Analysis, Statistics and Probability 37M10, 62M10, 65F22 |
| url | https://arxiv.org/abs/2505.00846 |