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A Possible Improvement on Numerical Stability and Speed #16

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wangzcl opened this issue Jan 26, 2022 · 0 comments
Open

A Possible Improvement on Numerical Stability and Speed #16

wangzcl opened this issue Jan 26, 2022 · 0 comments

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@wangzcl
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wangzcl commented Jan 26, 2022

Hello Clemens, thank you for your ESN implementation, which really helps me a lot in my research. Youuse np.linalg.pinv in your evaluation of W_out at line 192, pyESN.py, which can make it unstable. When I tried to transplant it from Numpy (default float type double) to PyTorch (default float type float32), the network cannot run correctly . It may be better to use self.W_out = np.linalg.lstsq(extended_states[transient:, :], self.inverse_out_activation(teachers_scaled[transient:, :])).T or self.W_out = np.linalg.solve(extended_states[transient:, :], self.inverse_out_activation(teachers_scaled[transient:, :])).T. Thanks!

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