Universal Approximation of Linear Time-Invariant (LTI) Systems through RNNs: Power of Randomness in Reservoir Computing
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Recurrent neural networks (RNNs) are known to be universal approximators of dynamic systems under fairly mild and general assumptions, making them good tools to process temporal information. However, RNNs usually suffer from the issues of vanishing and exploding gradients in the standard RNN training. Reservoir computing (RC), a special RNN where the recurrent weights are randomized and left untrained, has been introduced to overcome these issues and has demonstrated superior empirical performance in fields as diverse as natural language processing and wireless communications especially in scenarios where training samples are extremely limited. On the contrary, the theoretical grounding to support this observed performance has not been fully developed at the same pace. In this work, we show that RNNs can provide universal approximation of linear time-invariant (LTI) systems. Specifically, we show that RC can universally approximate a general LTI system. We present a clear signal processing interpretation of RC and utilize this understanding in the problem of simulating a generic LTI system through RC. Under this setup, we analytically characterize the optimal probability distribution function for generating the recurrent weights of the underlying RNN of the RC. We provide extensive numerical evaluations to validate the optimality of the derived optimum distribution of the recurrent weights of the RC for the LTI system simulation problem. Our work results in clear signal processing-based model interpretability of RC and provides theoretical explanation for the power of randomness in setting instead of training RC's recurrent weights. It further provides a complete optimum analytical characterization for the untrained recurrent weights, marking an important step towards explainable machine learning (XML) which is extremely important for applications where training samples are limited.
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