自动化学报2017，Vol.43Issue(7)：1160-1168,9.DOI:10.16383/j.aas.2017.c160541
基于罚函数内点法的泄露积分型回声状态网的参数优化
Parameter Optimization of Leaky Integrator Echo State Network with Internal-point Penalty Function Method
摘要
Abstract
To improve leaky integrator echo state network (Leaky-ESN) performance,internal-point penalty function (IPF) method is used to optimize the global parameters of Leaky-ESN,such as leakage rate,spectral radius of internal connection weight matrix,scaling of input,etc.,which overcomes loss of superiority and performance of Leaky-ESN because of using trial and error method to select parameter values.The global parameters of Leaky-ESN have to guarantee the echo state network to meet the echo state property,thus inequality constraints exist between them.Some researchers put forward the method using the stochastic gradient descent (GD) to optimize leakage rate,spectral radius of interhal connection weight matrix,and scaling of input,which can improve the approximation precision of the Leaky-ESN to some certain extent.However,the stochastic gradient descent method is a basic algorithm to solve unconstrained optimization problems.Without considering parameters which need satisfy the constraint conditions of the echo state property (inequality constraints) during using stochastic gradient descent method,the parameter value is not the optimal solution.Internal-point penalty function method can solve the optimized problem with inequality constraints,a wide scope of application,fast convergence speed,strong ability of global optimization.Therefore,in this paper,internal-point penalty function method is used to optimize the global parameters of Leaky-ESN,and time series prediction is selected as an example to examine the performance of the optimized Leaky-ESN.Simulation results show the effectiveness of the proposed approach.关键词
回声状态网/时间序列预测/有约束优化/罚函数内点法/牛顿法Key words
Echo state network (ESN)/time series prediction/constrained optimization/internal-point penalty function (IPF) method/Newton method引用本文复制引用
伦淑娴,胡海峰..基于罚函数内点法的泄露积分型回声状态网的参数优化[J].自动化学报,2017,43(7):1160-1168,9.基金项目
国家自然科学基金(61573072,21506014),辽宁省自然科学基金(2014020143),2011年辽宁省第一批科学技术计划项目(2011402001),辽宁省教育厅科学技术研究项目(L2015008)资助 Supported by National Nature Science Foundation of China(61573072,21506014),Nature Science Foundation of Liaoning Province (2014020143),the First Batch of Science and Technology Projects of Liaoning Province (2011402001),Science and Technology Research Projects of the Department of Education of Liaoning Province (L2015008) （61573072,21506014）
