Merge pull request #196 from Jay-sanjay/patch-1

 Changing weight initializers to follow standard

Project.toml

@@ -13,27 +13,32 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MLJLinearModels = "6ee0df7b-362f-4a72-a706-9e79364fb692"
 NNlib = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
+PartialFunctions = "570af359-4316-4cb7-8c74-252c00c2016b"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+WeightInitializers = "d49dbf32-c5c2-4618-8acc-27bb2598ef2d"
 
 [compat]
 Adapt = "3.3.3, 4"
 Aqua = "0.8"
 CellularAutomata = "0.0.2"
 DifferentialEquations = "7"
 Distances = "0.10"
-Distributions = "0.24.5, 0.25"
+Distributions = "0.25.36"
 LIBSVM = "0.8"
 LinearAlgebra = "1.10"
 MLJLinearModels = "0.9.2"
 NNlib = "0.8.4, 0.9"
 Optim = "1"
-Random = "1"
+PartialFunctions = "1.2"
+Random = "1.10"
 SafeTestsets = "0.1"
 SparseArrays = "1.10"
 Statistics = "1.10"
 Test = "1"
-julia = "1.6"
+WeightInitializers = "0.1.5"
+julia = "1.10"
 
 [extras]
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"

README.md

@@ -51,14 +51,15 @@ test = data[:, (shift + train_len):(shift + train_len + predict_len - 1)]
 Now that we have the data we can initialize the ESN with the chosen parameters. Given that this is a quick example we are going to change the least amount of possible parameters. For more detailed examples and explanations of the functions please refer to the documentation.
 
 ```julia
+input_size = 3
 res_size = 300
-esn = ESN(input_data;
-    reservoir = RandSparseReservoir(res_size, radius = 1.2, sparsity = 6 / res_size),
-    input_layer = WeightedLayer(),
+esn = ESN(input_data, input_size, res_size;
+    reservoir = rand_sparse(; radius = 1.2, sparsity = 6 / res_size),
+    input_layer = weighted_init,
     nla_type = NLAT2())
 ```
 
-The echo state network can now be trained and tested. If not specified, the training will always be Ordinary Least Squares regression. The full range of training methods is detailed in the documentation.
+The echo state network can now be trained and tested. If not specified, the training will always be ordinary least squares regression. The full range of training methods is detailed in the documentation.
 
 ```julia
 output_layer = train(esn, target_data)
@@ -103,3 +104,7 @@ If you use this library in your work, please cite:
   url     = {http://jmlr.org/papers/v23/22-0611.html}
 }
 ```
+
+## Acknowledgements
+
+This project was possible thanks to initial funding through the [Google summer of code](https://summerofcode.withgoogle.com/) 2020 program. Francesco M. further acknowledges [ScaDS.AI](https://scads.ai/) and [RSC4Earth](https://rsc4earth.de/) for supporting the current progress on the library.

docs/src/esn_tutorials/hybrid.md

@@ -1,6 +1,6 @@
 # Hybrid Echo State Networks
 
-Following the idea of giving physical information to machine learning models, the hybrid echo state networks [^1] try to achieve this results by feeding model data into the ESN. In this example, it is explained how to create and leverage such models in ReservoirComputing.jl. The full script for this example is available [here](https://github.com/MartinuzziFrancesco/reservoir-computing-examples/blob/main/hybrid/hybrid.jl). This example was run on Julia v1.7.2.
+Following the idea of giving physical information to machine learning models, the hybrid echo state networks [^1] try to achieve this results by feeding model data into the ESN. In this example, it is explained how to create and leverage such models in ReservoirComputing.jl.
 
 ## Generating the data
 
@@ -47,25 +47,29 @@ function prior_model_data_generator(u0, tspan, tsteps, model = lorenz)
 end
 ```
 
-Given the initial condition, time span, and time steps, this function returns the data for the chosen model. Now, using the `Hybrid` method, it is possible to input all this information to the model.
+Given the initial condition, time span, and time steps, this function returns the data for the chosen model. Now, using the `KnowledgeModel` method, it is possible to input all this information to `HybridESN`.
 
 ```@example hybrid
 using ReservoirComputing, Random
 Random.seed!(42)
 
-hybrid = Hybrid(prior_model_data_generator, u0, tspan_train, train_len)
+km = KnowledgeModel(prior_model_data_generator, u0, tspan_train, train_len)
 
-esn = ESN(input_data,
-    reservoir = RandSparseReservoir(300),
-    variation = hybrid)
+in_size = 3
+res_size = 300
+hesn = HybridESN(km,
+    input_data,
+    in_size,
+    res_size;
+    reservoir = rand_sparse)
 ```
 
 ## Training and Prediction
 
 The training and prediction of the Hybrid ESN can proceed as usual:
 
 ```@example hybrid
-output_layer = train(esn, target_data, StandardRidge(0.3))
+output_layer = train(hesn, target_data, StandardRidge(0.3))
 output = esn(Generative(predict_len), output_layer)
 ```
 

docs/src/esn_tutorials/lorenz_basic.md

@@ -1,6 +1,6 @@
 # Lorenz System Forecasting
 
-This example expands on the readme Lorenz system forecasting to better showcase how to use methods and functions provided in the library for Echo State Networks. Here the prediction method used is `Generative`, for a more detailed explanation of the differences between `Generative` and `Predictive` please refer to the other examples given in the documentation. The full script for this example is available [here](https://github.com/MartinuzziFrancesco/reservoir-computing-examples/blob/main/lorenz_basic/lorenz_basic.jl). This example was run on Julia v1.7.2.
+This example expands on the readme Lorenz system forecasting to better showcase how to use methods and functions provided in the library for Echo State Networks. Here the prediction method used is `Generative`, for a more detailed explanation of the differences between `Generative` and `Predictive` please refer to the other examples given in the documentation.
 
 ## Generating the data
 
@@ -46,25 +46,25 @@ using ReservoirComputing
 
 #define ESN parameters
 res_size = 300
+in_size = 3
 res_radius = 1.2
 res_sparsity = 6 / 300
 input_scaling = 0.1
 
 #build ESN struct
-esn = ESN(input_data;
-    variation = Default(),
-    reservoir = RandSparseReservoir(res_size, radius = res_radius, sparsity = res_sparsity),
-    input_layer = WeightedLayer(scaling = input_scaling),
+esn = ESN(input_data, in_size, res_size;
+    reservoir = rand_sparse(; radius = res_radius, sparsity = res_sparsity),
+    input_layer = weighted_init(; scaling = input_scaling),
     reservoir_driver = RNN(),
     nla_type = NLADefault(),
     states_type = StandardStates())
 ```
 
 Most of the parameters chosen here mirror the default ones, so a direct call is not necessary. The readme example is identical to this one, except for the explicit call. Going line by line to see what is happening, starting from `res_size`: this value determines the dimensions of the reservoir matrix. In this case, a size of 300 has been chosen, so the reservoir matrix will be 300 x 300. This is not always the case, since some input layer constructions can modify the dimensions of the reservoir, but in that case, everything is taken care of internally.
 
-The `res_radius` determines the scaling of the spectral radius of the reservoir matrix; a proper scaling is necessary to assure the Echo State Property. The default value in the `RandSparseReservoir()` method is 1.0 in accordance with the most commonly followed guidelines found in the literature (see [^2] and references therein). The `sparsity` of the reservoir matrix in this case is obtained by choosing a degree of connections and dividing that by the reservoir size. Of course, it is also possible to simply choose any value between 0.0 and 1.0 to test behaviors for different sparsity values. In this example, the call to the parameters inside `RandSparseReservoir()` was done explicitly to showcase the meaning of each of them, but it is also possible to simply pass the values directly, like so `RandSparseReservoir(1.2, 6/300)`.
+The `res_radius` determines the scaling of the spectral radius of the reservoir matrix; a proper scaling is necessary to assure the Echo State Property. The default value in the `rand_sparse` method is 1.0 in accordance with the most commonly followed guidelines found in the literature (see [^2] and references therein). The `sparsity` of the reservoir matrix in this case is obtained by choosing a degree of connections and dividing that by the reservoir size. Of course, it is also possible to simply choose any value between 0.0 and 1.0 to test behaviors for different sparsity values.
 
-The value of `input_scaling` determines the upper and lower bounds of the uniform distribution of the weights in the `WeightedLayer()`. Like before, this value can be passed either as an argument or as a keyword argument `WeightedLayer(0.1)`. The value of 0.1 represents the default. The default input layer is the `DenseLayer`, a fully connected layer. The details of the weighted version can be found in [^3], for this example, this version returns the best results.
+The value of `input_scaling` determines the upper and lower bounds of the uniform distribution of the weights in the `weighted_init`. The value of 0.1 represents the default. The default input layer is the `scaled_rand`, a dense matrix. The details of the weighted version can be found in [^3], for this example, this version returns the best results.
 
 The reservoir driver represents the dynamics of the reservoir. In the standard ESN definition, these dynamics are obtained through a Recurrent Neural Network (RNN), and this is reflected by calling the `RNN` driver for the `ESN` struct. This option is set as the default, and unless there is the need to change parameters, it is not needed. The full equation is the following:
 

src/ReservoirComputing.jl

@@ -9,20 +9,21 @@ using LinearAlgebra
 using MLJLinearModels
 using NNlib
 using Optim
+using PartialFunctions
+using Random
 using SparseArrays
 using Statistics
+using WeightInitializers
 
 export NLADefault, NLAT1, NLAT2, NLAT3
 export StandardStates, ExtendedStates, PaddedStates, PaddedExtendedStates
 export StandardRidge, LinearModel
-export AbstractLayer, create_layer
-export WeightedLayer, DenseLayer, SparseLayer, MinimumLayer, InformedLayer, NullLayer
-export BernoulliSample, IrrationalSample
-export AbstractReservoir, create_reservoir
-export RandSparseReservoir, PseudoSVDReservoir, DelayLineReservoir
-export DelayLineBackwardReservoir, SimpleCycleReservoir, CycleJumpsReservoir, NullReservoir
+export scaled_rand, weighted_init, sparse_init, informed_init, minimal_init
+export rand_sparse, delay_line, delay_line_backward, cycle_jumps, simple_cycle, pseudo_svd
 export RNN, MRNN, GRU, GRUParams, FullyGated, Minimal
-export ESN, Default, Hybrid, train
+export ESN, train
+export HybridESN, KnowledgeModel
+export DeepESN
 export RECA, train
 export RandomMapping, RandomMaps
 export Generative, Predictive, OutputLayer
@@ -72,6 +73,31 @@ function Predictive(prediction_data)
     Predictive(prediction_data, prediction_len)
 end
 
+#fallbacks for initializers
+for initializer in (:rand_sparse, :delay_line, :delay_line_backward, :cycle_jumps,
+    :simple_cycle, :pseudo_svd,
+    :scaled_rand, :weighted_init, :sparse_init, :informed_init, :minimal_init)
+    NType = ifelse(initializer === :rand_sparse, Real, Number)
+    @eval function ($initializer)(dims::Integer...; kwargs...)
+        return $initializer(_default_rng(), Float32, dims...; kwargs...)
+    end
+    @eval function ($initializer)(rng::AbstractRNG, dims::Integer...; kwargs...)
+        return $initializer(rng, Float32, dims...; kwargs...)
+    end
+    @eval function ($initializer)(::Type{T},
+            dims::Integer...; kwargs...) where {T <: $NType}
+        return $initializer(_default_rng(), T, dims...; kwargs...)
+    end
+    @eval function ($initializer)(rng::AbstractRNG; kwargs...)
+        return __partial_apply($initializer, (rng, (; kwargs...)))
+    end
+    @eval function ($initializer)(rng::AbstractRNG,
+            ::Type{T}; kwargs...) where {T <: $NType}
+        return __partial_apply($initializer, ((rng, T), (; kwargs...)))
+    end
+    @eval ($initializer)(; kwargs...) = __partial_apply($initializer, (; kwargs...))
+end
+
 #general
 include("states.jl")
 include("predict.jl")
@@ -84,7 +110,9 @@ include("train/supportvector_regression.jl")
 include("esn/esn_input_layers.jl")
 include("esn/esn_reservoirs.jl")
 include("esn/esn_reservoir_drivers.jl")
-include("esn/echostatenetwork.jl")
+include("esn/esn.jl")
+include("esn/deepesn.jl")
+include("esn/hybridesn.jl")
 include("esn/esn_predict.jl")
 
 #reca

src/esn/deepesn.jl

@@ -0,0 +1,46 @@
+struct DeepESN{I, S, N, T, O, M, B, ST, W, IS} <: AbstractEchoStateNetwork
+    res_size::I
+    train_data::S
+    nla_type::N
+    input_matrix::T
+    reservoir_driver::O
+    reservoir_matrix::M
+    bias_vector::B
+    states_type::ST
+    washout::W
+    states::IS
+end
+
+function DeepESN(train_data,
+        in_size::Int,
+        res_size::Int;
+        depth::Int = 2,
+        input_layer = fill(scaled_rand, depth),
+        bias = fill(zeros64, depth),
+        reservoir = fill(rand_sparse, depth),
+        reservoir_driver = RNN(),
+        nla_type = NLADefault(),
+        states_type = StandardStates(),
+        washout::Int = 0,
+        rng = _default_rng(),
+        T = Float64,
+        matrix_type = typeof(train_data))
+    if states_type isa AbstractPaddedStates
+        in_size = size(train_data, 1) + 1
+        train_data = vcat(Adapt.adapt(matrix_type, ones(1, size(train_data, 2))),
+            train_data)
+    end
+
+    reservoir_matrix = [reservoir[i](rng, T, res_size, res_size) for i in 1:depth]
+    input_matrix = [i == 1 ? input_layer[i](rng, T, res_size, in_size) :
+                    input_layer[i](rng, T, res_size, res_size) for i in 1:depth]
+    bias_vector = [bias[i](rng, res_size) for i in 1:depth]
+    inner_res_driver = reservoir_driver_params(reservoir_driver, res_size, in_size)
+    states = create_states(inner_res_driver, train_data, washout, reservoir_matrix,
+        input_matrix, bias_vector)
+    train_data = train_data[:, (washout + 1):end]
+
+    DeepESN(res_size, train_data, nla_type, input_matrix,
+        inner_res_driver, reservoir_matrix, bias_vector, states_type, washout,
+        states)
+end