论文标题

调查回声状态网络适当的正交分解

Investigation of Proper Orthogonal Decomposition for Echo State Networks

论文作者

Jordanou, Jean Panaioti, Antonelo, Eric Aislan, Camponogara, Eduardo, Gildin, Eduardo

论文摘要

回声状态网络(ESN)是一种复发性神经网络,在表示时间序列和非线性动态系统中产生有希望的结果。尽管它们配备了非常有效的训练程序,但储层计算策略(例如ESN)需要高阶网络,即许多神经元,导致大量幅度高于模型输入和输出的数量。许多状态不仅使时间步骤计算更加昂贵,而且可能会构成鲁棒性问题,尤其是在将ESN应用于模型预测控制(MPC)和其他最佳控制问题等问题时。解决这一复杂性问题的一种方法是通过模型秩序降低策略,例如适当的正交分解(POD)及其变体(POD-DEIM),从而找到与已经训练的高维ESN的等效下层表示。为此,这项工作旨在调查和分析回波状态网络中POD方法的性能,从而通过与原始(全阶)ESN相比,通过POD减少网络的内存能力(MC)评估其有效性。我们还对两个数值案例研究进行了实验:NARMA10差异方程和一个包含两个井和一个立管的油平台。结果表明,将原始ESN与POD降低的对应物进行比较几乎没有损失,并且pod降低的ESN的性能往往优于相同大小的正常ESN。此外,与原始ESN相比,pod降低的网络的加速度约为80美元。

Echo State Networks (ESN) are a type of Recurrent Neural Network that yields promising results in representing time series and nonlinear dynamic systems. Although they are equipped with a very efficient training procedure, Reservoir Computing strategies, such as the ESN, require high-order networks, i.e., many neurons, resulting in a large number of states that are magnitudes higher than the number of model inputs and outputs. A large number of states not only makes the time-step computation more costly but also may pose robustness issues, especially when applying ESNs to problems such as Model Predictive Control (MPC) and other optimal control problems. One way to circumvent this complexity issue is through Model Order Reduction strategies such as the Proper Orthogonal Decomposition (POD) and its variants (POD-DEIM), whereby we find an equivalent lower order representation to an already trained high dimension ESN. To this end, this work aims to investigate and analyze the performance of POD methods in Echo State Networks, evaluating their effectiveness through the Memory Capacity (MC) of the POD-reduced network compared to the original (full-order) ESN. We also perform experiments on two numerical case studies: a NARMA10 difference equation and an oil platform containing two wells and one riser. The results show that there is little loss of performance comparing the original ESN to a POD-reduced counterpart and that the performance of a POD-reduced ESN tends to be superior to a normal ESN of the same size. Also, the POD-reduced network achieves speedups of around $80\%$ compared to the original ESN.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源