Using a reservoir computer to learn chaotic attractors, with applications to chaos synchronization and cryptography

Attractor reconstruction with reservoir computers: The effect of the reservoir's conditional Lyapunov exponents on faithful attractor reconstruction

Reservoir computing is a machine learning framework that has been shown to be able to replicate the chaotic attractor, including the fractal dimension and the entire Lyapunov spectrum, of the dynamical system on which it is trained. We quantitatively relate the generalized synchronization dynamics of a driven reservoir during the training stage to the performance of the trained reservoir computer at the attractor reconstruction task. We show that, in order to obtain successful attractor reconstruction and Lyapunov spectrum estimation, the maximal conditional Lyapunov exponent of the driven reservoir must be significantly more negative than the most negative Lyapunov exponent of the target system. We also find that the maximal conditional Lyapunov exponent of the reservoir depends strongly on the spectral radius of the reservoir adjacency matrix; therefore, for attractor reconstruction and Lyapunov spectrum estimation, small spectral radius reservoir computers perform better in general. Our arguments are supported by numerical examples on well-known chaotic systems.

Synchronizing chaos using reservoir computing

We attempt to achieve complete synchronization between a drive system unidirectionally coupled with a response system, under the assumption that limited knowledge on the states of the drive is available at the response. Machine-learning techniques have been previously implemented to estimate the states of a dynamical system from limited measurements. We consider situations in which knowledge of the non-measurable states of the drive system is needed in order for the response system to synchronize with the drive. We use a reservoir computer to estimate the non-measurable states of the drive system from its measured states and then employ these measured states to achieve complete synchronization of the response system with the drive.

Interpretable Design of Reservoir Computing Networks Using Realization Theory

The reservoir computing networks (RCNs) have been successfully employed as a tool in learning and complex decision-making tasks. Despite their efficiency and low training cost, practical applications of RCNs rely heavily on empirical design. In this article, we develop an algorithm to design RCNs using the realization theory of linear dynamical systems. In particular, we introduce the notion of α -stable realization and provide an efficient approach to prune the size of a linear RCN without deteriorating the training accuracy. Furthermore, we derive a necessary and sufficient condition on the irreducibility of the number of hidden nodes in linear RCNs based on the concepts of controllability and observability from systems theory. Leveraging the linear RCN design, we provide a tractable procedure to realize RCNs with nonlinear activation functions. We present numerical experiments on forecasting time-delay systems and chaotic systems to validate the proposed RCN design methods and demonstrate their efficacy.

Machine learning based prediction of phase ordering dynamics

Machine learning has proven exceptionally competent in numerous applications of studying dynamical systems. In this article, we demonstrate the effectiveness of reservoir computing, a famous machine learning architecture, in learning a high-dimensional spatiotemporal pattern. We employ an echo-state network to predict the phase ordering dynamics of 2D binary systems-Ising magnet and binary alloys. Importantly, we emphasize that a single reservoir can be competent enough to process the information from a large number of state variables involved in the specific task at minimal computational training cost. Two significant equations of phase ordering kinetics, the time-dependent Ginzburg-Landau and Cahn-Hilliard-Cook equations, are used to depict the result of numerical simulations. Consideration of systems with both conserved and non-conserved order parameters portrays the scalability of our employed scheme.

Predicting chaotic dynamics from incomplete input via reservoir computing with (D+1)-dimension input and output

Predicting future evolution based on incomplete information of the past is still a challenge even though data-driven machine learning approaches have been successfully applied to forecast complex nonlinear dynamics. The widely adopted reservoir computing (RC) can hardly deal with this since it usually requires complete observations of the past. In this paper, a scheme of RC with (D+1)-dimension input and output (I/O) vectors is proposed to solve this problem, i.e., the incomplete input time series or dynamical trajectories of a system, in which certain portion of states are randomly removed. In this scheme, the I/O vectors coupled to the reservoir are changed to (D+1)-dimension, where the first D dimensions store the state vector as in the conventional RC, and the additional dimension is the corresponding time interval. We have successfully applied this approach to predict the future evolution of the logistic map and Lorenz, Rössler, and Kuramoto-Sivashinsky systems, where the inputs are the dynamical trajectories with missing data. The dropoff rate dependence of the valid prediction time (VPT) is analyzed. The results show that it can make forecasting with much longer VPT when the dropoff rate θ is lower. The reason for the failure at high θ is analyzed. The predictability of our RC is determined by the complexity of the dynamical systems involved. The more complex they are, the more difficult they are to predict. Perfect reconstructions of chaotic attractors are observed. This scheme is a pretty good generalization to RC and can treat input time series with regular and irregular time intervals. It is easy to use since it does not change the basic architecture of conventional RC. Furthermore, it can make multistep-ahead prediction just by changing the time interval in the output vector into a desired value, which is superior to conventional RC that can only do one-step-ahead forecasting based on complete regular input data.

Using machine learning to anticipate tipping points and extrapolate to post-tipping dynamics of non-stationary dynamical systems

The ability of machine learning (ML) models to "extrapolate" to situations outside of the range spanned by their training data is crucial for predicting the long-term behavior of non-stationary dynamical systems (e.g., prediction of terrestrial climate change), since the future trajectories of such systems may (perhaps after crossing a tipping point) explore regions of state space which were not explored in past time-series measurements used as training data. We investigate the extent to which ML methods can yield useful results by extrapolation of such training data in the task of forecasting non-stationary dynamics, as well as conditions under which such methods fail. In general, we find that ML can be surprisingly effective even in situations that might appear to be extremely challenging, but do (as one would expect) fail when "too much" extrapolation is required. For the latter case, we show that good results can potentially be obtained by combining the ML approach with an available inaccurate conventional model based on scientific knowledge.

Learn one size to infer all: Exploiting translational symmetries in delay-dynamical and spatiotemporal systems using scalable neural networks

We design scalable neural networks adapted to translational symmetries in dynamical systems, capable of inferring untrained high-dimensional dynamics for different system sizes. We train these networks to predict the dynamics of delay-dynamical and spatiotemporal systems for a single size. Then, we drive the networks by their own predictions. We demonstrate that by scaling the size of the trained network, we can predict the complex dynamics for larger or smaller system sizes. Thus, the network learns from a single example and by exploiting symmetry properties infers entire bifurcation diagrams.

Reservoir computing based on an external-cavity semiconductor laser with optical feedback modulation

We numerically and experimentally investigate reservoir computing based on a single semiconductor laser with optical feedback modulation. In this scheme, an input signal is injected into a semiconductor laser via intensity or phase modulation of the optical feedback signal. We perform a chaotic time-series prediction task using the reservoir and compare the performances of intensity and phase modulation schemes. Our results indicate that the feedback signal of the phase modulation scheme outperforms that of the intensity modulation scheme. Further, we investigate the performance dependence of reservoir computing on parameter values and observe that the prediction error improves for large injection currents, unlike the results in a semiconductor laser with an optical injection input. The physical origin of the superior performance of the phase modulation scheme is analyzed using external cavity modes obtained from steady-state analysis in the phase space. The analysis indicates that high-dimensional mapping can be achieved from the input signal to the trajectory of the response laser output by using phase modulation of the feedback signal.

Time shifts to reduce the size of reservoir computers

A reservoir computer is a type of dynamical system arranged to do computation. Typically, a reservoir computer is constructed by connecting a large number of nonlinear nodes in a network that includes recurrent connections. In order to achieve accurate results, the reservoir usually contains hundreds to thousands of nodes. This high dimensionality makes it difficult to analyze the reservoir computer using tools from the dynamical systems theory. Additionally, the need to create and connect large numbers of nonlinear nodes makes it difficult to design and build analog reservoir computers that can be faster and consume less power than digital reservoir computers. We demonstrate here that a reservoir computer may be divided into two parts: a small set of nonlinear nodes (the reservoir) and a separate set of time-shifted reservoir output signals. The time-shifted output signals serve to increase the rank and memory of the reservoir computer, and the set of nonlinear nodes may create an embedding of the input dynamical system. We use this time-shifting technique to obtain excellent performance from an opto-electronic delay-based reservoir computer with only a small number of virtual nodes. Because only a few nonlinear nodes are required, construction of a reservoir computer becomes much easier, and delay-based reservoir computers can operate at much higher speeds.

Reducing echo state network size with controllability matrices

Echo state networks are a fast training variant of recurrent neural networks excelling at approximating nonlinear dynamical systems and time series prediction. These machine learning models act as nonlinear fading memory filters. While these models benefit from quick training and low complexity, computation demands from a large reservoir matrix are a bottleneck. Using control theory, a reduced size replacement reservoir matrix is found. Starting from a large, task-effective reservoir matrix, we form a controllability matrix whose rank indicates the active sub-manifold and candidate replacement reservoir size. Resulting time speed-ups and reduced memory usage come with minimal error increase to chaotic climate reconstruction or short term prediction. Experiments are performed on simple time series signals and the Lorenz-1963 and Mackey-Glass complex chaotic signals. Observing low error models shows variation of active rank and memory along a sequence of predictions.

Data-driven stochastic model for cross-interacting processes with different time scales

In this work, we propose a new data-driven method for modeling cross-interacting processes with different time scales represented by time series with different sampling steps. It is a generalization of a nonlinear stochastic model of an evolution operator based on neural networks and designed for the case of time series with a constant sampling step. The proposed model has a more complex structure. First, it describes each process by its own stochastic evolution operator with its own time step. Second, it takes into account possible nonlinear connections within each pair of processes in both directions. These connections are parameterized asymmetrically, depending on which process is faster and which process is slower. They make this model essentially different from the set of independent stochastic models constructed individually for each time scale. All evolution operators and connections are trained and optimized using the Bayesian framework, forming a multi-scale stochastic model. We demonstrate the performance of the model on two examples. The first example is a pair of coupled oscillators, with the couplings in both directions which can be turned on and off. Here, we show that inclusion of the connections into the model allows us to correctly reproduce observable effects related to coupling. The second example is a spatially distributed data generated by a global climate model running in the middle 19th century external conditions. In this case, the multi-scale model allows us to reproduce the coupling between the processes which exists in the observed data but is not captured by the model constructed individually for each process.

Optimizing memory in reservoir computers

A reservoir computer is a way of using a high dimensional dynamical system for computation. One way to construct a reservoir computer is by connecting a set of nonlinear nodes into a network. Because the network creates feedback between nodes, the reservoir computer has memory. If the reservoir computer is to respond to an input signal in a consistent way (a necessary condition for computation), the memory must be fading; that is, the influence of the initial conditions fades over time. How long this memory lasts is important for determining how well the reservoir computer can solve a particular problem. In this paper, I describe ways to vary the length of the fading memory in reservoir computers. Tuning the memory can be important to achieve optimal results in some problems; too much or too little memory degrades the accuracy of the computation.

Reservoir computing with random and optimized time-shifts

We investigate the effects of application of random time-shifts to the readouts of a reservoir computer in terms of both accuracy (training error) and performance (testing error). For different choices of the reservoir parameters and different "tasks," we observe a substantial improvement in both accuracy and performance. We then develop a simple but effective technique to optimize the choice of the time-shifts, which we successfully test in numerical experiments.

Dynamical system analysis of a data-driven model constructed by reservoir computing

This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical characteristics can be reconstructed much more precisely by a data-driven model than by computing directly from training data. With this idea, we predict the laminar lasting time distribution of a particular macroscopic variable of chaotic fluid flow, which cannot be calculated from a direct numerical simulation of the Navier-Stokes equation because of its high computational cost.

0.75 Gbit/s high-speed classical key distribution with mode-shift keying chaos synchronization of Fabry-Perot lasers

High-speed physical key distribution is diligently pursued for secure communication. In this paper, we propose and experimentally demonstrate a scheme of high-speed key distribution using mode-shift keying chaos synchronization between two multi-longitudinal-mode Fabry-Perot lasers commonly driven by a super-luminescent diode. Legitimate users dynamically select one of the longitudinal modes according to private control codes to achieve mode-shift keying chaos synchronization. The two remote chaotic light waveforms are quantized to generate two raw random bit streams, and then those bits corresponding to chaos synchronization are sifted as shared keys by comparing the control codes. In this method, the transition time, i.e., the chaos synchronization recovery time is determined by the rising time of the control codes rather than the laser transition response time, so the key distribution rate is improved greatly. Our experiment achieved a 0.75-Gbit/s key distribution rate with a bit error rate of 3.8 × 10^-3 over 160-km fiber transmission with dispersion compensation. The entropy rate of the laser chaos is evaluated as 16 Gbit/s, which determines the ultimate final key rate together with the key generation ratio. It is therefore believed that the method pays a way for Gbit/s physical key distribution.

Optimizing Reservoir Computers for Signal Classification

Reservoir computers are a type of recurrent neural network for which the network connections are not changed. To train the reservoir computer, a set of output signals from the network are fit to a training signal by a linear fit. As a result, training of a reservoir computer is fast, and reservoir computers may be built from analog hardware, resulting in high speed and low power consumption. To get the best performance from a reservoir computer, the hyperparameters of the reservoir computer must be optimized. In signal classification problems, parameter optimization may be computationally difficult; it is necessary to compare many realizations of the test signals to get good statistics on the classification probability. In this work, it is shown in both a spiking reservoir computer and a reservoir computer using continuous variables that the optimum classification performance occurs for the hyperparameters that maximize the entropy of the reservoir computer. Optimizing for entropy only requires a single realization of each signal to be classified, making the process much faster to compute.

Low dimensional manifolds in reservoir computers

A reservoir computer is a complex dynamical system, often created by coupling nonlinear nodes in a network. The nodes are all driven by a common driving signal. Reservoir computers can contain hundreds to thousands of nodes, resulting in a high dimensional dynamical system, but the reservoir computer variables evolve on a lower dimensional manifold in this high dimensional space. This paper describes how this manifold dimension depends on the parameters of the reservoir computer, and how the manifold dimension is related to the performance of the reservoir computer at a signal estimation task. It is demonstrated that increasing the coupling between nodes while controlling the largest Lyapunov exponent of the reservoir computer can optimize the reservoir computer performance. It is also noted that the sparsity of the reservoir computer network does not have any influence on performance.

Using machine learning to predict statistical properties of non-stationary dynamical processes: System climate,regime transitions, and the effect of stochasticity

We develop and test machine learning techniques for successfully using past state time series data and knowledge of a time-dependent system parameter to predict the evolution of the "climate" associated with the long-term behavior of a non-stationary dynamical system, where the non-stationary dynamical system is itself unknown. By the term climate, we mean the statistical properties of orbits rather than their precise trajectories in time. By the term non-stationary, we refer to systems that are, themselves, varying with time. We show that our methods perform well on test systems predicting both continuous gradual climate evolution as well as relatively sudden climate changes (which we refer to as "regime transitions"). We consider not only noiseless (i.e., deterministic) non-stationary dynamical systems, but also climate prediction for non-stationary dynamical systems subject to stochastic forcing (i.e., dynamical noise), and we develop a method for handling this latter case. The main conclusion of this paper is that machine learning has great promise as a new and highly effective approach to accomplishing data driven prediction of non-stationary systems.

Predictive learning of multi-channel isochronal chaotic synchronization by utilizing parallel optical reservoir computers based on three laterally coupled semiconductor lasers with delay-time feedback

In this work, we utilize three parallel optical reservoir computers to model three optical dynamic systems, respectively. Here, the three laser-elements in the response laser array with both delay-time feedback and optical injection are utilized as nonlinear nodes to realize three optical chaotic reservoir computers (RCs). The nonlinear dynamics of three laser-elements in the driving laser array are predictively learned by these three parallel RCs. We show that these three parallel reservoir computers can reproduce the nonlinear dynamics of the three laser-elements in the driving laser array with self-feedback. Very small training errors for their predictions can be realized by the optimization of two key parameters such as the delay-time and the interval of the virtual nodes. Moreover, these three parallel RCs to be trained will well synchronize with three chaotic laser-elements in the driving laser array, respectively, even when there are some parameter mismatches between the response laser array and the driving laser array. Our findings show that optical reservoir computing approach possibly provide a successful path for the realization of the high-quality chaotic synchronization between the driving laser and the response laser when their rate-equations imperfectly match each other.

Two methods to approximate the Koopman operator with a reservoir computer

The Koopman operator provides a powerful framework for data-driven analysis of dynamical systems. In the last few years, a wealth of numerical methods providing finite-dimensional approximations of the operator have been proposed [e.g., extended dynamic mode decomposition (EDMD) and its variants]. While convergence results for EDMD require an infinite number of dictionary elements, recent studies have shown that only a few dictionary elements can yield an efficient approximation of the Koopman operator, provided that they are well-chosen through a proper training process. However, this training process typically relies on nonlinear optimization techniques. In this paper, we propose two novel methods based on a reservoir computer to train the dictionary. These methods rely solely on linear convex optimization. We illustrate the efficiency of the method with several numerical examples in the context of data reconstruction, prediction, and computation of the Koopman operator spectrum. These results pave the way for the use of the reservoir computer in the Koopman operator framework.

On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD

Machine learning has become a widely popular and successful paradigm, especially in data-driven science and engineering. A major application problem is data-driven forecasting of future states from a complex dynamical system. Artificial neural networks have evolved as a clear leader among many machine learning approaches, and recurrent neural networks are considered to be particularly well suited for forecasting dynamical systems. In this setting, the echo-state networks or reservoir computers (RCs) have emerged for their simplicity and computational complexity advantages. Instead of a fully trained network, an RC trains only readout weights by a simple, efficient least squares method. What is perhaps quite surprising is that nonetheless, an RC succeeds in making high quality forecasts, competitively with more intensively trained methods, even if not the leader. There remains an unanswered question as to why and how an RC works at all despite randomly selected weights. To this end, this work analyzes a further simplified RC, where the internal activation function is an identity function. Our simplification is not presented for the sake of tuning or improving an RC, but rather for the sake of analysis of what we take to be the surprise being not that it does not work better, but that such random methods work at all. We explicitly connect the RC with linear activation and linear readout to well developed time-series literature on vector autoregressive (VAR) averages that includes theorems on representability through the Wold theorem, which already performs reasonably for short-term forecasts. In the case of a linear activation and now popular quadratic readout RC, we explicitly connect to a nonlinear VAR, which performs quite well. Furthermore, we associate this paradigm to the now widely popular dynamic mode decomposition; thus, these three are in a sense different faces of the same thing. We illustrate our observations in terms of popular benchmark examples including Mackey-Glass differential delay equations and the Lorenz63 system.

Do reservoir computers work best at the edge of chaos?

It has been demonstrated that cellular automata had the highest computational capacity at the edge of chaos [N. H. Packard, in Dynamic Patterns in Complex Systems, edited by J. A. S. Kelso, A. J. Mandell, and M. F. Shlesinger (World Scientific, Singapore, 1988), pp. 293-301; C. G. Langton, Physica D 42(1), 12-37 (1990); J. P. Crutchfield and K. Young, in Complexity, Entropy, and the Physics of Information, edited by W. H. Zurek (Addison-Wesley, Redwood City, CA, 1990), pp. 223-269], the parameter at which their behavior transitioned from ordered to chaotic. This same concept has been applied to reservoir computers; a number of researchers have stated that the highest computational capacity for a reservoir computer is at the edge of chaos, although others have suggested that this rule is not universally true. Because many reservoir computers do not show chaotic behavior but merely become unstable, it is felt that a more accurate term for this instability transition is the "edge of stability." Here, I find two examples where the computational capacity of a reservoir computer decreases as the edge of stability is approached: in one case because generalized synchronization breaks down and in the other case because the reservoir computer is a poor match to the problem being solved. The edge of stability as an optimal operating point for a reservoir computer is not in general true, although it may be true in some cases.

Calibrated reservoir computers

We observe the presence of infinitely fine-scaled alternations within the performance landscape of reservoir computers aimed for chaotic data forecasting. We investigate the emergence of the observed structures by means of variations of the transversal stability of the synchronization manifold relating the observational and internal dynamical states. Finally, we deduce a simple calibration method in order to attenuate the thus evidenced performance uncertainty.

Mapping topological characteristics of dynamical systems into neural networks: A reservoir computing approach

Significant advances have recently been made in modeling chaotic systems with the reservoir computing approach, especially for prediction. We find that although state prediction of the trained reservoir computer will gradually deviate from the actual trajectory of the original system, the associated geometric features remain invariant. Specifically, we show that the typical geometric metrics including the correlation dimension, the multiscale entropy, and the memory effect are nearly identical between the trained reservoir computer and its learned chaotic systems. We further demonstrate this fact on a broad range of chaotic systems ranging from discrete and continuous chaotic systems to hyperchaotic systems. Our findings suggest that the successfully reservoir computer may be topologically conjugate to an observed dynamical system.

Path length statistics in reservoir computers

Because reservoir computers are high dimensional dynamical systems, designing a good reservoir computer is difficult. In many cases, the designer must search a large nonlinear parameter space, and each step of the search requires simulating the full reservoir computer. In this work, I show that a simple statistic based on the mean path length between nodes in the reservoir computer is correlated with better reservoir computer performance. The statistic predicts the diversity of signals produced by the reservoir computer, as measured by the covariance matrix of the reservoir computer. This statistic by itself is not sufficient to predict reservoir computer performance because not only must the reservoir computer produce a diverse set of signals, it must be well matched to the training signals. Nevertheless, this path length statistic allows the designer to eliminate some network configurations from consideration without having to actually simulate the reservoir computer, reducing the complexity of the design process.

Reducing network size and improving prediction stability of reservoir computing

Reservoir computing is a very promising approach for the prediction of complex nonlinear dynamical systems. Besides capturing the exact short-term trajectories of nonlinear systems, it has also proved to reproduce its characteristic long-term properties very accurately. However, predictions do not always work equivalently well. It has been shown that both short- and long-term predictions vary significantly among different random realizations of the reservoir. In order to gain an understanding on when reservoir computing works best, we investigate some differential properties of the respective realization of the reservoir in a systematic way. We find that removing nodes that correspond to the largest weights in the output regression matrix reduces outliers and improves overall prediction quality. Moreover, this allows to effectively reduce the network size and, therefore, increase computational efficiency. In addition, we use a nonlinear scaling factor in the hyperbolic tangent of the activation function. This adjusts the response of the activation function to the range of values of the input variables of the nodes. As a consequence, this reduces the number of outliers significantly and increases both the short- and long-term prediction quality for the nonlinear systems investigated in this study. Our results demonstrate that a large optimization potential lies in the systematical refinement of the differential reservoir properties for a given dataset.

Dimension of reservoir computers

A reservoir computer is a complex dynamical system, often created by coupling nonlinear nodes in a network. The nodes are all driven by a common driving signal. In this work, three dimension estimation methods, false nearest neighbor, covariance dimension, and Kaplan-Yorke dimension, are used to estimate the dimension of the reservoir dynamical system. It is shown that the signals in the reservoir system exist on a relatively low dimensional surface. Changing the spectral radius of the reservoir network can increase the fractal dimension of the reservoir signals, leading to an increase in a testing error.

Using machine learning to assess short term causal dependence and infer network links

We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time-series measurements of its state variables. Our technique leverages the results of a machine learning process for short time prediction to achieve our goal. The basic idea is to use the machine learning to estimate the elements of the Jacobian matrix of the dynamical flow along an orbit. The type of machine learning that we employ is reservoir computing. We present numerical tests on link inference of a network of interacting dynamical nodes. It is seen that dynamical noise can greatly enhance the effectiveness of our technique, while observational noise degrades the effectiveness. We believe that the competition between these two opposing types of noise will be the key factor determining the success of causal inference in many of the most important application situations.

Collective dynamics of rate neurons for supervised learning in a reservoir computing system

In this paper, we study collective dynamics of the network of rate neurons which constitute a central element of a reservoir computing system. The main objective of the paper is to identify the dynamic behaviors inside the reservoir underlying the performance of basic machine learning tasks, such as generating patterns with specified characteristics. We build a reservoir computing system which includes a reservoir-a network of interacting rate neurons-and an output element that generates a target signal. We study individual activities of interacting rate neurons, while implementing the task and analyze the impact of the dynamic parameter-a time constant-on the quality of implementation.

Stability analysis of reservoir computers dynamics via Lyapunov functions

A Lyapunov design method is used to analyze the nonlinear stability of a generic reservoir computer for both the cases of continuous-time and discrete-time dynamics. Using this method, for a given nonlinear reservoir computer, a radial region of stability around a fixed point is analytically determined. We see that the training error of the reservoir computer is lower in the region where the analysis predicts global stability but is also affected by the particular choice of the individual dynamics for the reservoir systems. For the case that the dynamics is polynomial, it appears to be important for the polynomial to have nonzero coefficients corresponding to at least one odd power (e.g., linear term) and one even power (e.g., quadratic term).

Good and bad predictions: Assessing and improving the replication of chaotic attractors by means of reservoir computing

The prediction of complex nonlinear dynamical systems with the help of machine learning techniques has become increasingly popular. In particular, reservoir computing turned out to be a very promising approach especially for the reproduction of the long-term properties of a nonlinear system. Yet, a thorough statistical analysis of the forecast results is missing. Using the Lorenz and Rössler system, we statistically analyze the quality of prediction for different parametrizations-both the exact short-term prediction as well as the reproduction of the long-term properties (the "climate") of the system as estimated by the correlation dimension and largest Lyapunov exponent. We find that both short- and long-term predictions vary significantly among the realizations. Thus, special care must be taken in selecting the good predictions as realizations, which deliver better short-term prediction also tend to better resemble the long-term climate of the system. Instead of only using purely random Erdös-Renyi networks, we also investigate the benefit of alternative network topologies such as small world or scale-free networks and show which effect they have on the prediction quality. Our results suggest that the overall performance with respect to the reproduction of the climate of both the Lorenz and Rössler system is worst for scale-free networks. For the Lorenz system, there seems to be a slight benefit of using small world networks, while for the Rössler system, small world and Erdös-Renyi networks performed equivalently well. In general, the observation is that reservoir computing works for all network topologies investigated here.

Network structure effects in reservoir computers

A reservoir computer is a complex nonlinear dynamical system that has been shown to be useful for solving certain problems, such as prediction of chaotic signals, speech recognition, or control of robotic systems. Typically, a reservoir computer is constructed by connecting a large number of nonlinear nodes in a network, driving the nodes with an input signal and using the node outputs to fit a training signal. In this work, we set up reservoirs where the edges (or connections) between all the network nodes are either +1 or 0 and proceed to alter the network structure by flipping some of these edges from +1 to -1. We use this simple network because it turns out to be easy to characterize; we may use the fraction of edges flipped as a measure of how much we have altered the network. In some cases, the network can be rearranged in a finite number of ways without changing its structure; these rearrangements are symmetries of the network, and the number of symmetries is also useful for characterizing the network. We find that changing the number of edges flipped in the network changes the rank of the covariance of a matrix consisting of the time series from the different nodes in the network and speculate that this rank is important for understanding the reservoir computer performance.

Machine-learning inference of fluid variables from data using reservoir computing

We infer both microscopic and macroscopic behaviors of a three-dimensional chaotic fluid flow using reservoir computing. In our procedure of the inference, we assume no prior knowledge of a physical process of a fluid flow except that its behavior is complex but deterministic. We present two ways of inference of the complex behavior: the first, called partial inference, requires continued knowledge of partial time-series data during the inference as well as past time-series data, while the second, called full inference, requires only past time-series data as training data. For the first case, we are able to infer long-time motion of microscopic fluid variables. For the second case, we show that the reservoir dynamics constructed from only past data of energy functions can infer the future behavior of energy functions and reproduce the energy spectrum. It is also shown that we can infer time-series data from only one measurement by using the delay coordinates. This implies that the obtained reservoir systems constructed without the knowledge of microscopic data are equivalent to the dynamical systems describing the macroscopic behavior of energy functions.