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In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Reservoir computing is a powerful machine learning paradigm for online time series processing. It has reached state-of-the-art performance in tasks such as chaotic time series prediction and continuous speech recognition thanks to its…

Quantum Physics · Physics 2021-08-03 Johannes Nokkala

Reservoir computing is a computational framework suited for temporal/sequential data processing. It is derived from several recurrent neural network models, including echo state networks and liquid state machines. A reservoir computing…

Background/introduction: Cross-Validation (CV) is still uncommon in time series modeling. Echo State Networks (ESNs), as a prime example of Reservoir Computing (RC) models, are known for their fast and precise one-shot learning, that often…

Machine Learning · Computer Science 2021-03-05 Mantas Lukoševičius , Arnas Uselis

Physical reservoir computing is a computational framework that offers an energy- and computation-efficient alternative to conventional training of neural networks. In reservoir computing, input signals are mapped into the high-dimensional…

Soft Condensed Matter · Physics 2026-01-12 Veit-Lorenz Heuthe , Lukas Seemann , Samuel Tovey , Clemens Bechinger

Reservoir Computing (RC) is an appealing approach in Machine Learning that combines the high computational capabilities of Recurrent Neural Networks with a fast and easy training method. Likewise, successful implementation of neuro-inspired…

Adaptation and Self-Organizing Systems · Physics 2021-07-13 Guillermo B. Morales , Claudio R. Mirasso , Miguel C. Soriano

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…

Numerical Analysis · Mathematics 2023-04-14 Shinhoo Kang , Emil M. Constantinescu

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

We introduce a novel class of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) paradigm, called Residual Reservoir Memory Networks (ResRMNs). ResRMN combines a linear memory reservoir with a non-linear…

Machine Learning · Computer Science 2026-02-02 Matteo Pinna , Andrea Ceni , Claudio Gallicchio

Neural networks with randomly generated hidden weights (RaNNs) have been extensively studied, both as a standalone learning method and as an initialization for fully trainable deep learning methods. In this work, we study RaNN expressivity…

Numerical Analysis · Mathematics 2026-05-26 Muhammed Ali Mehmood , Lukas Gonon

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

Quantum reservoir computing has emerged as a promising paradigm for harnessing quantum systems to process temporal data efficiently by bypassing the costly training of gradient-based learning methods. Here, we demonstrate the capability of…

Quantum Physics · Physics 2026-03-20 Qingyu Li , Chiranjib Mukhopadhyay , Ludovico Minati , Abolfazl Bayat

Despite their successes, deep neural networks may make unreliable predictions when faced with test data drawn from a distribution different to that of the training data, constituting a major problem for AI safety. While this has recently…

Machine Learning · Computer Science 2020-07-16 Erik Daxberger , José Miguel Hernández-Lobato

Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link…

Machine Learning · Computer Science 2021-06-11 Alain-Sam Cohen , Rama Cont , Alain Rossier , Renyuan Xu

We propose Characteristic-Neural Ordinary Differential Equations (C-NODEs), a framework for extending Neural Ordinary Differential Equations (NODEs) beyond ODEs. While NODEs model the evolution of a latent variables as the solution to an…

Machine Learning · Computer Science 2022-11-10 Xingzi Xu , Ali Hasan , Khalil Elkhalil , Jie Ding , Vahid Tarokh

We propose a novel framework for solving continuous-time non-Markovian stochastic control problems by means of neural rough differential equations (Neural RDEs) introduced in Morrill et al. (2021). Non-Markovianity naturally arises in…

Reservoir Computing is a class of simple yet efficient Recurrent Neural Networks where internal weights are fixed at random and only a linear output layer is trained. In the large size limit, such random neural networks have a deep…

Machine Learning · Statistics 2021-02-18 Jonathan Dong , Ruben Ohana , Mushegh Rafayelyan , Florent Krzakala

In this work we present a fast, globally convergent, iterative algorithm for computing the asymptotically stable states of nonlinear large--scale systems of quadratic autonomous Ordinary Differential Equations (ODEs) modeling, e.g., the…

Numerical Analysis · Mathematics 2023-01-02 Silvia Berra , Alessandro La Torraca , Federico Benvenuto , Sara Sommariva

Making accurate predictions of chaotic time series is a complex challenge. Reservoir computing, a neuromorphic-inspired approach, has emerged as a powerful tool for this task. It exploits the memory and nonlinearity of dynamical systems…

Machine Learning · Computer Science 2025-05-26 Rodrigo Martínez-Peña , Román Orús

We address a physics-informed neural network based on the concept of random projections for the numerical solution of IVPs of nonlinear ODEs in linear-implicit form and index-1 DAEs, which may also arise from the spatial discretization of…

Numerical Analysis · Mathematics 2024-11-05 Gianluca Fabiani , Evangelos Galaris , Lucia Russo , Constantinos Siettos
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