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Echo State Networks - tutorial

Self-contained implementation of Echo State Networks.

Hyperparameter optimization is carried out via Bayesian Optimization using Recycle Validation and K-fold cross Validation as described in Racca and Magri (https://doi.org/10.1016/j.neunet.2021.05.004).

Sparse matrix implementation provides fast training and low memory requirements.

As an example, the networks are used to time-accurately predict the chaotic Lorenz system.

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Tutorial: Echo state networks. A.Racca and L.Magri, Neural Networks (2021), https://doi.org/10.1016/j.neunet.2021.05.004.

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