Frequency Domain Reservoir Computing
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Abstract (arXiv)
While the quadratic sequence-length bottleneck of transformers has fueled a resurgence in recurrent models, effectively capturing complex dynamics requires architectures that balance efficient training with highly expressive latent states. Echo State Networks (ESNs) offer a compelling approach by utilizing fixed recurrent weights to circumvent backpropagation through time, enabling a closed-form training solution. However, achieving the expressivity needed for complex tasks demands large reservoirs, exposing an O(N2) state-update bottleneck that prevents ESNs from matching the scale of contemporary recurrent models. To address this limitation, we introduce Frequency Domain Reservoir Computing (FRESCO), an ESN architecture operating entirely in the frequency domain while avoiding domain-shift overheads to achieve O(N) complexity for dense, non-linear recurrent updates. By employing a novel dimensional zero-padding input embedding, a packed FDh readout, and a natively applied frequency-domain non-linearity, FRESCO drastically reduces computational costs and energy consumption of training and inference. Furthermore, FRESCO matches the state-of-the-art predictive performance on memory benchmarks, sequential classification, and multivariate long-horizon forecasting, offering a scalable path forward for dense recurrent architectures.
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References · 16
- 2017Attention Is All You Needcited by 59,932
- 2023Mamba: Linear-Time Sequence Modeling with Selective State Spacescited by 4,616
- 2021Efficiently Modeling Long Sequences with Structured State Spacescited by 2,424
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
- 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,030
- 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 906
- 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 869
- 2020HiPPO: Recurrent Memory with Optimal Polynomial Projectionscited by 600
- 2022Hungry Hungry Hippos: Towards Language Modeling with State Space Modelscited by 495
- 2018The UCR Time Series Archivecited by 421
- 2023Resurrecting Recurrent Neural Networks for Long Sequencescited by 397
4 more
- 2026Mamba-3: Improved Sequence Modeling using State Space Principlescited by 76
- 2024aeon: a Python toolkit for learning from time seriescited by 46
- 2021Parallelizing Legendre Memory Unit Trainingcited by 22
- 2025Echo State Networks as State-Space Models: A Systems Perspectivecited by 2
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