用双曲空间建模混沌流,预测寿命比传统方法长得多。
HypER: Hyperbolic Echo State Networks for Capturing Stretch-and-Fold Dynamics in Chaotic Flows
- 神经元放在双曲球面,连接按双曲距离衰减,贴合混沌拉伸折叠结构。
- 在洛伦兹、罗素等系统上,预测有效时长远超欧氏和图结构ESN,显著提升。
- 适合做长期混沌系统预测,尤其对心率、太阳黑子等真实数据有效。
在混沌流中,微小误差会指数级放大,导致长期预测困难。现有回声状态网络(ESN)虽能缓解此问题,但其欧几里得几何结构与混沌的拉伸-折叠特性不匹配。本文提出双曲嵌入储备池(HypER),将神经元采样于庞加莱球内,连接权重随双曲距离指数衰减。该负曲率构造将指数度量直接嵌入隐空间,使储备池的局部扩张-收缩谱与系统的李雅普诺夫方向对齐,同时保留稀疏性、漏积分和谱半径控制等标准ESN特性。训练仅需岭回归读出层。在洛伦兹-63、罗素系统及超混沌陈-尤塔吸引子上,HypER consistently 延长了平均有效预测时长,经30次独立实验验证具有统计显著优势;在真实数据集(圣塔菲、MIT-BIH心率变异性、国际太阳黑子数)上也表现更优。进一步建立了HypER状态发散速率的下界,与李雅普诺夫增长一致。
原文摘要 · Abstract (English)
Forecasting chaotic dynamics beyond a few Lyapunov times is difficult because infinitesimal errors grow exponentially. Existing Echo State Networks (ESNs) mitigate this growth but employ reservoirs whose Euclidean geometry is mismatched to the stretch-and-fold structure of chaos. We introduce the Hyperbolic Embedding Reservoir (HypER), an ESN whose neurons are sampled in the Poincare ball and whose connections decay exponentially with hyperbolic distance. This negative-curvature construction embeds an exponential metric directly into the latent space, aligning the reservoir's local expansion-contraction spectrum with the system's Lyapunov directions while preserving standard ESN features such as sparsity, leaky integration, and spectral-radius control. Training is limited to a Tikhonov-regularized readout. On the chaotic Lorenz-63 and Roessler systems, and the hyperchaotic Chen-Ueta attractor, HypER consistently lengthens the mean valid-prediction horizon beyond Euclidean and graph-structured ESN baselines, with statistically significant gains confirmed over 30 independent runs; parallel results on real-world benchmarks, including heart-rate variability from the Santa Fe and MIT-BIH datasets and international sunspot numbers, corroborate its advantage. We further establish a lower bound on the rate of state divergence for HypER, mirroring Lyapunov growth.
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