# Universal Approximation of Linear Time-Invariant (LTI) Systems through RNNs: Power of Randomness in Reservoir Computing

arXiv: https://arxiv.org/abs/2308.02464 · HTML: https://mlsanity.com/paper/2308.02464/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 16 of its 58 references that are in the map.
- First posted on arXiv 4 Aug 2023.

## Builds on (most cited first, 16 of 16)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- [Neural Machine Translation by Jointly Learning to Align and Translate](https://mlsanity.com/paper/1409.0473/) (2014)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [RWKV: Reinventing RNNs for the Transformer Era](https://mlsanity.com/paper/2305.13048/) (2023)
- [Speech Recognition with Deep Recurrent Neural Networks](https://mlsanity.com/paper/1303.5778/) (2013)
- [Opening the Black Box of Deep Neural Networks via Information](https://mlsanity.com/paper/1703.00810/) (2017)
- [Fundamentals of Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) Network](https://mlsanity.com/paper/1808.03314/) (2018)
- [Artificial Intelligence-Enabled Cellular Networks: A Critical Path to Beyond-5G and 6G](https://mlsanity.com/paper/1907.07862/) (2019)
- [Risk bounds for reservoir computing](https://mlsanity.com/paper/1910.13886/) (2019)
- [Echo State Networks trained by Tikhonov least squares are L2(μ) approximators of ergodic dynamical systems](https://mlsanity.com/paper/2005.06967/) (2020)
- [Optimizing Memory in Reservoir Computers](https://mlsanity.com/paper/2201.01605/) (2022)
- [RCNet: Incorporating Structural Information into Deep RNN for MIMO-OFDM Symbol Detection with Limited Training](https://mlsanity.com/paper/2003.06923/) (2020)
- [Investigating echo state networks dynamics by means of recurrence analysis](https://mlsanity.com/paper/1601.07381/) (2016)
- [Deep Echo State Q-Network (DEQN) and Its Application in Dynamic Spectrum Sharing for 5G and Beyond](https://mlsanity.com/paper/2010.05449/) (2020)
- [RC-Struct: A Structure-based Neural Network Approach for MIMO-OFDM Detection](https://mlsanity.com/paper/2110.02219/) (2021)

## Abstract (arXiv)

Recurrent neural networks (RNNs) are known to be universal approximators of dynamic systems under fairly mild and general assumptions. However, RNNs usually suffer from the issues of vanishing and exploding gradients in 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 especially in scenarios where training samples are extremely limited. On the other hand, the theoretical grounding to support this observed performance has yet been fully developed. In this work, we show that RC can universally approximate a general linear time-invariant (LTI) system. Specifically, we present a clear signal processing interpretation of RC and utilize this understanding in the problem of approximating a generic LTI system. Under this setup, we analytically characterize the optimum probability density function for configuring (instead of training and/or randomly generating) the recurrent weights of the underlying RNN of the RC. Extensive numerical evaluations are provided to validate the optimality of the derived distribution for configuring the recurrent weights of the RC to approximate a general LTI system. Our work results in clear signal processing-based model interpretability of RC and provides theoretical explanation/justification for the power of randomness in randomly generating instead of training RC's recurrent weights. Furthermore, it provides a complete optimum analytical characterization for configuring the untrained recurrent weights, marking an important step towards explainable machine learning (XML) to incorporate domain knowledge for efficient learning.
