Generative vs Predictive

The library provides two different methods for prediction denoted as Predictive() and Generative(), following the two major applications of Reservoir Computing models found in the literature. Both these methods are given as argument for the trained model. While copy-pastable example will be provided further on in the documentation it is better the clarify the difference early on to focus more on the library implementation going forward.


In the first method, the user user can use Reservoir Computing models in a similar fashion as standard Machine Learning models. This means using a set of features as input and a set of labels as outputs. In this case the features and labels can be vectors of different dimensions, as $X=\{x_1,...,x_n\} \ x_i \in \mathbb{R}^{N}$ and $Y=\{y_1,...,y_n\} \ y_i \in \mathbb{R}^{M}$ where $X$ is the feature set and $Y$ the label set. Given the difference in dimensionality for the prediction call it will be needed to feed to the function the feature set to be labeled, for example calling Predictive(X) using the set given in this example.

!this allows for one step ahaed or h steps ahaed prediction


The generative method allows the user to extend the forecasting capabilities of the model, letting the predicted results to be fed back in the model to generate the next prediction. By doing so the model is able to run autonomously, without any feature dataset as input. The call for this model needs only the number of steps that the user intend to forecast, for example calling Generative(100) to generate one hundred time steps.