Reservoir computers (RCs) and recurrent neural networks (RNNs) can mimic any finite-state automaton in theory, and some workers demonstrated that this can hold in practice. We test the capability of generalized linear models, RCs, and Long Short-Term Memory (LSTM) RNN architectures to predict the stochastic processes generated by a large suite of probabilistic deterministic finite-state automata (PDFA) in the small-data limit according to two metrics: predictive accuracy and distance to a predictive rate-distortion curve. The latter provides a sense of whether or not the RNN is a lossy predictive feature extractor in the information-theoretic sense. PDFAs provide an excellent performance benchmark in that they can be systematically enumerated, the randomness and correlation structure of their generated processes are exactly known, and their optimal memory-limited predictors are easily computed. With less data than is needed to make a good prediction, LSTMs surprisingly lose at predictive accuracy, but win at lossy predictive feature extraction. These results highlight the utility of causal states in understanding the capabilities of RNNs to predict.
Keywords: finite state machines; hidden Markov models; long short-term memory; recurrent neural networks; reservoir computers; time series prediction.