xesn: Echo state networks powered by Xarray and Dask

Abstract

Xesn is a Python package that allows scientists to easily design Echo State Networks (ESNs) for forecasting problems. ESNs are a Recurrent Neural Network architecture introduced by Jaeger (2001) that are part of a class of techniques termed Reservoir Computing. One defining characteristic of these techniques is that all internal weights are determined by a handful of global, scalar parameters, thereby avoiding problems during backpropagation and reducing training time significantly. Because this architecture is conceptually simple, many scientists implement ESNs from scratch, leading to questions about computational performance. Xesn offers a straightforward, standard implementation of ESNs that operates efficiently on CPU and GPU hardware. The package leverages optimization tools to automate the parameter selection process, so that scientists can reduce the time finding a good architecture and focus on using ESNs for their domain application. Importantly, the package flexibly handles forecasting tasks for out-of-core, multi-dimensional datasets, eliminating the need to write parallel programming code. Xesn was initially developed to handle the problem of forecasting weather dynamics, and so it integrates naturally with Python packages that have become familiar to weather and climate scientists such as Xarray (Hoyer & Hamman, 2017). However, the software is ultimately general enough to be utilized in other domains where ESNs have been useful, such as in signal processing (Jaeger & Haas, 2004).