Online learning for reservoirpy.nodes.NVAR

[Fel1xJulian]

Is there a good online learning implementation for the NVAR function?
Working on a time series prediction problem and need the algorithm to adjust on the fly to new data as it becomes available and adjust the model accordingly (actual data vs. predicted value).
Would be grateful for any helpful pointers towards already available implementations.

[neuronalX]

If you want to perfrom online training, did you try RLS (also called FORCE) training?
https://reservoirpy.readthedocs.io/en/latest/api/generated/reservoirpy.nodes.RLS.html#

Examples in user guide here: https://reservoirpy.readthedocs.io/en/latest/user_guide/learning_rules.html

[Fel1xJulian]

Thanks for pointing that out.
Are you aware of any publications/tutorials that have already used such an implementation? Haven’t been able to find any, would be especially interested in a rigorous comparison to ‘traditional’ RC