Multi-scale dynamics by adjusting the leaking rate to enhance the performance of deep echo state networks

Abstract

The deep echo state network (Deep-ESN) architecture, which comprises a multi-layered reservoir layer, exhibits superior performance compared to conventional echo state networks (ESNs) owing to the divergent layer-specific time-scale responses in the Deep-ESN. Although researchers have attempted to use experimental trial-and-error grid searches and Bayesian optimization methods to adjust the hyperparameters, suitable guidelines for setting hyperparameters to adjust the time scale of the dynamics in each layer from the perspective of dynamical characteristics have not been established. In this context, we hypothesized that evaluating the dependence of the multi-time-scale dynamical response on the leaking rate as a typical hyperparameter of the time scale in each neuron would help to achieve a guideline for optimizing the hyperparameters of the Deep-ESN.First, we set several leaking rates for each layer of the Deep-ESN and performed multi-scale entropy (MSCE) analysis to analyze the impact of the leaking rate on the dynamics in each layer. Second, we performed layer-by-layer cross-correlation analysis between adjacent layers to elucidate the structural mechanisms to enhance the performance.As a result, an optimum task-specific leaking rate value for producing layer-specific multi-time-scale responses and a queue structure with layer-to-layer signal transmission delays for retaining past applied input enhance the Deep-ESN prediction performance.These findings can help to establish ideal design guidelines for setting the hyperparameters of Deep-ESNs.