Risk bounds for reservoir computing

30 Oct 2019  ·  Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega ·

We analyze the practices of reservoir computing in the framework of statistical learning theory. In particular, we derive finite sample upper bounds for the generalization error committed by specific families of reservoir computing systems when processing discrete-time inputs under various hypotheses on their dependence structure... Non-asymptotic bounds are explicitly written down in terms of the multivariate Rademacher complexities of the reservoir systems and the weak dependence structure of the signals that are being handled. This allows, in particular, to determine the minimal number of observations needed in order to guarantee a prescribed estimation accuracy with high probability for a given reservoir family. At the same time, the asymptotic behavior of the devised bounds guarantees the consistency of the empirical risk minimization procedure for various hypothesis classes of reservoir functionals. read more

PDF Abstract
No code implementations yet. Submit your code now

Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here