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The echo state networks (ESNs) have been widely used for time series prediction, due to their excellent learning performance and fast convergence speed. However, the obtained output weight of ESN by pseudoinverse is always ill-posed. In order to solve this problem, the ESN with batch gradient method and smoothing l0 regularization (ESN-BGSL0) is studied. By introducing a smooth l0 regularizer into the traditional error function, some redundant output weights of ESN-BGSL0 are driven to zeros and pruned. Two examples are performed to illustrate the efficiency of the proposed algorithm in terms of estimation accuracy and network compactness. © 2019, ICST Institute for Computer Sciences, Social Informatics and Telecommunications Engineering.
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