Research map / Learning theory and algorithms / Kernels and regression theory
Statistical Mixing Guarantees for Contractive Echo State Networks
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Develops a transport-based learning theory for contractive echo state networks with stochastic inputs, treating the reservoir as a Markov process and proving Wasserstein contraction to give statistical mixing guarantees for learning from a single dependent trajectory.
Problem
Reservoir computing features come from a single highly dependent trajectory, so the effective amount of usable data for learning readout regressions is unclear.
Approach
Views a contractive echo state network driven by stochastic inputs as a Markov process and proves a Wasserstein contraction, which yields statistical guarantees for learning from dependent reservoir features via mixing.
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