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Autores principales: de Coudenhove, Romain, Bendi-Ouis, Yannis, Strock, Anthony, Hinaut, Xavier
Formato: Preprint
Publicado: 2026
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Acceso en línea:https://arxiv.org/abs/2602.19802
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author de Coudenhove, Romain
Bendi-Ouis, Yannis
Strock, Anthony
Hinaut, Xavier
author_facet de Coudenhove, Romain
Bendi-Ouis, Yannis
Strock, Anthony
Hinaut, Xavier
contents We introduce a diagonalization-based optimization for Linear Echo State Networks (ESNs) that reduces the per-step computational complexity of reservoir state updates from O(N^2) to O(N). By reformulating reservoir dynamics in the eigenbasis of the recurrent matrix, the recurrent update becomes a set of independent element-wise operations, eliminating the matrix multiplication. We further propose three methods to use our optimization depending on the situation: (i) Eigenbasis Weight Transformation (EWT), which preserves the dynamics of standard and trained Linear ESNs, (ii) End-to-End Eigenbasis Training (EET), which directly optimizes readout weights in the transformed space and (iii) Direct Parameter Generation (DPG), that bypasses matrix diagonalization by directly sampling eigenvalues and eigenvectors, achieving comparable performance than standard Linear ESNs. Across all experiments, both our methods preserve predictive accuracy while offering significant computational speedups, making them a replacement of standard Linear ESNs computations and training, and suggesting a shift of paradigm in linear ESN towards the direct selection of eigenvalues.
format Preprint
id arxiv_https___arxiv_org_abs_2602_19802
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Linear Reservoir: A Diagonalization-Based Optimization
de Coudenhove, Romain
Bendi-Ouis, Yannis
Strock, Anthony
Hinaut, Xavier
Distributed, Parallel, and Cluster Computing
Neural and Evolutionary Computing
Complex Variables
Dynamical Systems
We introduce a diagonalization-based optimization for Linear Echo State Networks (ESNs) that reduces the per-step computational complexity of reservoir state updates from O(N^2) to O(N). By reformulating reservoir dynamics in the eigenbasis of the recurrent matrix, the recurrent update becomes a set of independent element-wise operations, eliminating the matrix multiplication. We further propose three methods to use our optimization depending on the situation: (i) Eigenbasis Weight Transformation (EWT), which preserves the dynamics of standard and trained Linear ESNs, (ii) End-to-End Eigenbasis Training (EET), which directly optimizes readout weights in the transformed space and (iii) Direct Parameter Generation (DPG), that bypasses matrix diagonalization by directly sampling eigenvalues and eigenvectors, achieving comparable performance than standard Linear ESNs. Across all experiments, both our methods preserve predictive accuracy while offering significant computational speedups, making them a replacement of standard Linear ESNs computations and training, and suggesting a shift of paradigm in linear ESN towards the direct selection of eigenvalues.
title Linear Reservoir: A Diagonalization-Based Optimization
topic Distributed, Parallel, and Cluster Computing
Neural and Evolutionary Computing
Complex Variables
Dynamical Systems
url https://arxiv.org/abs/2602.19802