Backpropagation algorithms and Reservoir Computing in Recurrent Neural Networks for the forecasting of complex spatiotemporal dynamics

• Published in: Neural networks Vol. 126; pp. 191 - 217
• Main Authors: Vlachas, P.R., Pathak, J., Hunt, B.R., Sapsis, T.P., Girvan, M., Ott, E., Koumoutsakos, P.
• Format: Journal Article
• Language: English
• Published: United States Elsevier Ltd 01.06.2020
• Subjects: Complex systems; Kuramoto–Sivashinsky; Lorenz-96; Reservoir Computing; RNN, LSTM, GRU; Time series forecasting; Time series forecasting; Lorenz-96; RNN, LSTM, GRU; Reservoir Computing; Complex systems; Kuramoto–Sivashinsky
• ISSN: 0893-6080; 1879-2782
• DOI: 10.1016/j.neunet.2020.02.016

We examine the efficiency of Recurrent Neural Networks in forecasting the spatiotemporal dynamics of high dimensional and reduced order complex systems using Reservoir Computing (RC) and Backpropagation through time (BPTT) for gated network architectures. We highlight advantages and limitations of each method and discuss their implementation for parallel computing architectures. We quantify the relative prediction accuracy of these algorithms for the long-term forecasting of chaotic systems using as benchmarks the Lorenz-96 and the Kuramoto–Sivashinsky (KS) equations. We find that, when the full state dynamics are available for training, RC outperforms BPTT approaches in terms of predictive performance and in capturing of the long-term statistics, while at the same time requiring much less training time. However, in the case of reduced order data, large scale RC models can be unstable and more likely than the BPTT algorithms to diverge. In contrast, RNNs trained via BPTT show superior forecasting abilities and capture well the dynamics of reduced order systems. Furthermore, the present study quantifies for the first time the Lyapunov Spectrum of the KS equation with BPTT, achieving similar accuracy as RC. This study establishes that RNNs are a potent computational framework for the learning and forecasting of complex spatiotemporal systems.