用数学方法零次模拟选参数,让随机计算更快更准。
Free-Probability Kernels for Zero-Rollout Hyperparameter Selection in Reservoir Computing

- 基于自由概率推导出时间核,无需实际运行网络即可评估参数效果。
- 零次模拟下平均得分0.772,接近全量模拟的0.774,节省15.6万次运行。
- 适合数据少、算力有限时快速选最优参数,尤其适合时间序列预测。
残差计算(RC)将固定递归系统与轻量读出层结合,但超参数调优需大量模拟运行。本文提出一种确定性方法:利用自由概率理论推导跨延迟传播系数,构建大宽度下的确定性时间核,近似有限规模网络的特征几何结构。仅需一段带标签的小样本序列,通过核岭回归即可对候选工作状态排序,无需实例化或滚动运行网络。在十个合成时间序列任务中,零次模拟平均得分为0.772,接近全量模拟的0.774,节省156,600次运行。在四个公开电力变压器温度(ETT)预测数据集上,五种保留候选均在三个数据集上复现了全量搜索最优配置。在多变量蜂窝流量预测中,每单元仅需15次运行即达到462次全量运行性能,优于随机搜索与贝叶斯优化。结果表明,自由概率核可作为验证资源稀缺时的高效代理工具。
原文摘要 · Abstract (English)
Reservoir computing (RC) couples a fixed recurrent dynamical system with a trained lightweight readout, but this efficiency is partly lost during hyperparameter selection: the recurrent gain, input scale, and leakage rate determine the reservoir's stability and temporal processing regime and are usually tuned through many rollouts. We introduce a deterministic, pilot-informed selector for leaky linear reservoirs followed by coordinate-wise nonlinear features. Free probability yields cross-lag propagation coefficients that summarize how the reservoir mixes past inputs. In the large-width limit, these coefficients define a deterministic temporal kernel that approximates the finite-reservoir feature geometry. Kernel ridge regression on a short labelled pilot sequence therefore ranks candidate operating regimes without instantiating or rolling out a reservoir, and the selected configuration transfers across widths. Across ten synthetic temporal benchmarks, zero-rollout selection obtains a mean deployment score of $0.772$, compared with $0.774$ for exhaustive simulation-based search, while avoiding $156\,600$ selection rollouts. With a small rollout budget, the proposed ranking provides the strongest mean performance at every tested budget and reaches the exhaustive reference using $4.8\%$ of its rollout cost. On four public electricity-transformer-temperature (ETT) forecasting datasets, five retained candidates recover the exhaustive operating point on three datasets. On multivariate cellular-traffic forecasting, 15 rollouts per cell reach the 462-rollout exhaustive reference and outperform random search and Bayesian optimization at low budgets. These results position free-probability kernels as deterministic surrogates for selecting reservoir operating regimes when validation rollouts are scarce.
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