1、问题如下:这里假定对输出权重 W 做了 2 范数正则,正则化系数为 λ。记
网络状态矩阵为 X,输出序列矩阵 为 Y,请写出输出权重 λ 的计算公式。
答:首先我们要优化的目标是:
对 求导:
令其导数为 0,解出 W:
2、代码如下
% A minimalistic Echo State Networks demo with Mackey-Glass (delay 17) data
% in "plain" Matlab.
% by Mantas Lukosevicius 2012
% http://minds.jacobs-university.de/mantas
% load the data
trainLen = 3000;
testLen = 1000;
initLen = 100;
data = load('MackeyGlass-t17.txt');
% plot some of it
% figure(10);
% plot(data(1:1000));
% title('A sample of data');
% generate the ESN reservoir
inSize = 1; outSize = 1;
resSize = 500;
a = 0.3; % leaking rate
%rand( 'seed', 42 );
Win = (rand(resSize,1+inSize)-0.5) .* 1;
W = rand(resSize,resSize)-0.5;
% Option 1 - direct scaling (quick&dirty, reservoir-specific):
% W = W .* 0.13;
% Option 2 - normalizing and setting spectral radius (correct, slower):
disp 'Computing spectral radius...';
opt.disp = 0;
rhoW = abs(eigs(W,1,'LM',opt));
disp 'done.'