Ensemble Recognition in Reproducing Kernel Hilbert Spaces through Aggregated Measurements

In this paper, we study the problem of learning dynamical properties of ensemble systems from their collective behaviors using statistical approaches in reproducing kernel Hilbert space (RKHS). Specifically, we provide a framework to identify and cluster multiple ensemble systems through computing the maximum mean discrepancy (MMD) between their aggregated measurements in an RKHS, without any prior knowledge of the system dynamics of ensembles. Then, leveraging on a gradient flow of the newly proposed notion of aggregated Markov parameters, we present a systematic framework to recognize and identify an ensemble systems using their linear approximations. Finally, we demonstrate that the proposed approaches can be extended to cluster multiple unknown ensembles in RKHS using their aggregated measurements. Numerical experiments show that our approach is reliable and robust to ensembles with different types of system dynamics.

Interpretable Design of Reservoir Computing Networks using Realization Theory

The reservoir computing networks (RCNs) have been successfully employed as a tool in learning and complex decision-making tasks. Despite their efficiency and low training cost, practical applications of RCNs rely heavily on empirical design. In this paper, we develop an algorithm to design RCNs using the realization theory of linear dynamical systems. In particular, we introduce the notion of $\alpha$-stable realization, and provide an efficient approach to prune the size of a linear RCN without deteriorating the training accuracy. Furthermore, we derive a necessary and sufficient condition on the irreducibility of number of hidden nodes in linear RCNs based on the concepts of controllability and observability matrices. Leveraging the linear RCN design, we provide a tractable procedure to realize RCNs with nonlinear activation functions. Finally, we present numerical experiments on forecasting time-delay systems and chaotic systems to validate the proposed RCN design methods and demonstrate their efficacy.