Ali Rodan

Minimum Complexity Echo State Network

Reservoir computing (RC) refers to a new class of state-space models with a fixed state transition structure (the reservoir) and an adaptable readout form the state space. The reservoir is supposed to be sufficiently complex so as to capture a large number of features of the input stream that can be exploited by the reservoir-to-output readout mapping. The field of RC has been growing rapidly with many successful applications. However, RC has been criticized for not being principled enough. Reservoir construction is largely driven by a series of randomized model-building stages, with both researchers and practitioners having to rely on a series of trials and errors. To initialize a systematic study of the field, we concentrate on one of the most popular classes of RC methods, namely echo state network, and ask: What is the minimal complexity of reservoir construction for obtaining competitive models and what is the memory capacity (MC) of such simplified reservoirs? On a number of widely used time series benchmarks of different origin and characteristics, as well as by conducting a theoretical analysis we show that a simple deterministically constructed cycle reservoir is comparable to the standard echo state network methodology. The (short-term) of linear cyclic reservoirs can be made arbitrarily close to the proved optimal value.

Learning in the Model Space for Cognitive Fault Diagnosis

The emergence of large sensor networks has facilitated the collection of large amounts of real-time data to monitor and control complex engineering systems. However, in many cases the collected data may be incomplete or inconsistent, while the underlying environment may be time-varying or unformulated. In this paper, we develop an innovative cognitive fault diagnosis framework that tackles the above challenges. This framework investigates fault diagnosis in the model space instead of the signal space. Learning in the model space is implemented by fitting a series of models using a series of signal segments selected with a sliding window. By investigating the learning techniques in the fitted model space, faulty models can be discriminated from healthy models using a one-class learning algorithm. The framework enables us to construct a fault library when unknown faults occur, which can be regarded as cognitive fault isolation. This paper also theoretically investigates how to measure the pairwise distance between two models in the model space and incorporates the model distance into the learning algorithm in the model space. The results on three benchmark applications and one simulated model for the Barcelona water distribution network confirm the effectiveness of the proposed framework.

Simple deterministically constructed cycle reservoirs with regular jumps

A new class of state-space models, reservoir models, with a fixed state transition structure (the “reservoir”) and an adaptable readout from the state space, has recently emerged as a way for time series processing and modeling. Echo state network (ESN) is one of the simplest, yet powerful, reservoir models. ESN models are generally constructed in a randomized manner. In our previous study (Rodan & Tiňo, 2011), we showed that a very simple, cyclic, deterministically generated reservoir can yield performance competitive with standard ESN. In this contribution, we extend our previous study in three aspects. First, we introduce a novel simple deterministic reservoir model, cycle reservoir with jumps (CRJ), with highly constrained weight values, that has superior performance to standard ESN on a variety of temporal tasks of different origin and characteristics. Second, we elaborate on the possible link between reservoir characterizations, such as eigenvalue distribution of the reservoir matrix or pseudo-Lyapunov exponent of the input-driven reservoir dynamics, and the model performance. It has been suggested that a uniform coverage of the unit disk by such eigenvalues can lead to superior model performance. We show that despite highly constrained eigenvalue distribution, CRJ consistently outperforms ESN (which has much more uniform eigenvalue coverage of the unit disk). Also, unlike in the case of ESN, pseudo-Lyapunov exponents of the selected optimal CRJ models are consistently negative. Third, we present a new framework for determining the short-term memory capacity of linear reservoir models to a high degree of precision. Using the framework, we study the effect of shortcut connections in the CRJ reservoir topology on its memory capacity.

Negative Correlation Learning for Customer Churn Prediction: A Comparison Study

Recently, telecommunication companies have been paying more attention toward the problem of identification of customer churn behavior. In business, it is well known for service providers that attracting new customers is much more expensive than retaining existing ones. Therefore, adopting accurate models that are able to predict customer churn can effectively help in customer retention campaigns and maximizing the profit. In this paper we will utilize an ensemble of Multilayer perceptrons (MLP) whose training is obtained using negative correlation learning (NCL) for predicting customer churn in a telecommunication company. Experiments results confirm that NCL based MLP ensemble can achieve better generalization performance (high churn rate) compared with ensemble of MLP without NCL (flat ensemble) and other common data mining techniques used for churn analysis.

Bidirectional reservoir networks trained using SVM\(+\) privileged information for manufacturing process modeling

In the last decade, a wide range of machine learning approaches were proposed and experimented to model highly nonlinear manufacturing processes. However, improving the performance of such models is challenging due to the complexity and high dimensionality of the manufacturing processes in general. In this paper, we propose bidirectional echo state reservoir networks (Bi-ESNs) trained using support vector machine privileged information method (SVM

Empirical Evaluation of the Cycle Reservoir with Regular Jumps for Time Series Forecasting: A Comparison Study

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Echo State Network with SVM-readout for customer churn prediction

+) to model a winding machine process. The proposed model will be applied, tested and compared to reported models in the literature such as classical ESN with linear regression, ESN with a linear SVM readout, genetic programming, feedfoward neural network with backpropagation, radial basis function network, adaptive neural fuzzy inference system and local linear wavelet neural network. The developed results show that Bi-ESNs trained with SVM