Optimizing the combination of data-driven and model-based elements in hybrid reservoir computing.

Abstract

Hybrid reservoir computing combines purely data-driven machine learning predictions with a physical model to improve the forecasting of complex systems. In this study, we investigate in detail the predictive capabilities of three different architectures for hybrid reservoir computing: the input hybrid (IH), output hybrid (OH), and full hybrid (FH), which combines IH and OH. By using nine different three-dimensional chaotic model systems and the high-dimensional spatiotemporal chaotic Kuramoto-Sivashinsky system, we demonstrate that all hybrid reservoir computing approaches significantly improve the prediction results, provided that the model is sufficiently accurate. For accurate models, we find that the OH and FH results are equivalent and significantly outperform the IH results, especially for smaller reservoir sizes. For totally inaccurate models, the predictive capabilities of IH and FH may decrease drastically, while the OH architecture remains as accurate as the purely data-driven results. Furthermore, OH allows for the separation of the reservoir and the model contributions to the output predictions. This enables an interpretation of the roles played by the data-driven and model-based elements in output hybrid reservoir computing, resulting in higher explainability of the prediction results. Overall, our findings suggest that the OH approach is the most favorable architecture for hybrid reservoir computing, when taking accuracy, interpretability, robustness to model error, and simplicity into account.