On the correlation between reservoir metrics and performance for time series classification under the influence of...

Reservoir computing provides a simpler paradigm of training recurrent networks by initialising and adapting the recurrent connections separately to a supervised linear readout. This creates a problem, though. As the recurrent weights and topology are now separated from adapting to the task, there is a burden on the reservoir designer to construct an effective network that happens to produce state vectors that can be mapped linearly into the desired outputs. Guidance in forming a reservoir can be through the use of some established metrics which link a number of theoretical properties of the reservoir computing paradigm to quantitative measures that can be used to evaluate the effectiveness of a given design. We provide a comprehensive empirical study of four metrics; class separation, kernel quality, Lyapunov's exponent and spectral radius. These metrics are each compared over a number of repeated runs, for different reservoir computing set-ups that include three types of network topology and three mechanisms of weight adaptation through synaptic plasticity. Each combination of these methods is tested on two time-series classification problems. We find that the two metrics that correlate most strongly with the classification performance are Lyapunov's exponent and kernel quality. It is also evident in the comparisons that these two metrics both measure a similar property of the reservoir dynamics. We also find that class separation and spectral radius are both less reliable and less effective in predicting performance.