In plain words: Adding noise to the training data of a system that predicts chaotic systems can help, if the noise amount is tuned like any other setting. On two chaotic systems this improved accuracy, stability, and how far ahead it could predict versus clean training.
Abstract
Can noise be beneficial to machine-learning prediction of chaotic systems? Utilizing reservoir computers as a paradigm, we find that injecting noise to the training data can induce a stochastic resonance with significant benefits to both short-term prediction of the state variables and long-term prediction of the attractor of the system. A key to inducing the stochastic resonance is to include the amplitude of the noise in the set of hyperparameters for optimization. By so doing, the prediction accuracy, stability and horizon can be dramatically improved. The stochastic resonance phenomenon is demonstrated using two prototypical high-dimensional chaotic systems.
Zheng-Meng Zhai, Ling-Wei Kong, Ying-Cheng Lai
arXiv:2211.09955 · cs.LG, math.DS · submitted Nov 15, 2022
abstract · pdf · html · 7 pages, 4 figures