Ensemble and Pre-Training Approach for Echo State Network and Extreme Learning Machine Models.

ABSTRACT

The echo state network (ESN) is a recurrent neural network that has yielded state-of-the-art results in many areas owing to its rapid learning ability and the fact that the weights of input neurons and hidden neurons are fixed throughout the learning process. However, the setting procedure for initializing the ESN's recurrent structure may lead to difficulties in designing a sound reservoir that matches a specific task. This paper proposes an improved pre-training method to adjust the model's parameters and topology to obtain an adaptive reservoir for a given application. Two strategies, namely global random selection and ensemble training, are introduced to pre-train the randomly initialized ESN model. Specifically, particle swarm optimization is applied to optimize chosen fixed and global weight values within the network, and the reliability and stability of the pre-trained model are enhanced by employing the ensemble training strategy. In addition, we test the feasibility of the model for time series prediction on six benchmarks and two real-life datasets. The experimental results show a clear enhancement in the ESN learning results. Furthermore, the proposed global random selection and ensemble training strategies are also applied to pre-train the extreme learning machine (ELM), which has a similar training process to the ESN model. Numerical experiments are subsequently carried out on the above-mentioned eight datasets. The experimental findings consistently show that the performance of the proposed pre-trained ELM model is also improved significantly. The suggested two strategies can thus enhance the ESN and ELM models' prediction accuracy and adaptability.