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Continuous-time neural processes are performant sequential decision-makers that are built by differential equations (DE). However, their expressive power when they are deployed on computers is bottlenecked by numerical DE solvers. This…

Long-term traffic flow forecasting plays a crucial role in intelligent transportation as it allows traffic managers to adjust their decisions in advance. However, the problem is challenging due to spatio-temporal correlations and complex…

Machine Learning · Computer Science 2024-08-14 Zibo Liu , Zhe Jiang , Shigang Chen

Time-series data in real-world medical settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In such contexts, traditional sequence-based recurrent models struggle. To overcome this, researchers…

Machine Learning · Statistics 2024-03-18 Fernando Moreno-Pino , Álvaro Arroyo , Harrison Waldon , Xiaowen Dong , Álvaro Cartea

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

Time-series data in real-world settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In these settings, traditional sequence-based recurrent models struggle. To overcome this, researchers often…

Machine Learning · Statistics 2025-01-14 Fernando Moreno-Pino , Álvaro Arroyo , Harrison Waldon , Xiaowen Dong , Álvaro Cartea

We incorporate prior graph topology information into a Neural Controlled Differential Equation (NCDE) to predict the future states of a dynamical system defined on a graph. The informed NCDE infers the future dynamics at the vertices of…

Machine Learning · Computer Science 2024-10-28 Michael Detzel , Gabriel Nobis , Jackie Ma , Wojciech Samek

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

Machine Learning · Statistics 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

Recurrent neural networks (RNN) as used in machine learning are commonly formulated in discrete time, i.e. as recursive maps. This brings a lot of advantages for training models on data, e.g. for the purpose of time series prediction or…

Dynamical Systems · Mathematics 2020-07-02 Zahra Monfared , Daniel Durstewitz

Neural ordinary differential equations describe how values change in time. This is the reason why they gained importance in modeling sequential data, especially when the observations are made at irregular intervals. In this paper we propose…

Machine Learning · Computer Science 2021-10-26 Marin Biloš , Johanna Sommer , Syama Sundar Rangapuram , Tim Januschowski , Stephan Günnemann

Irregularly measured time series are common in many of the applied settings in which time series modelling is a key statistical tool, including medicine. This provides challenges in model choice, often necessitating imputation or similar…

Neural ordinary differential equations (Neural ODEs) are an effective framework for learning dynamical systems from irregularly sampled time series data. These models provide a continuous-time latent representation of the underlying…

Machine Learning · Computer Science 2023-03-06 Edward De Brouwer , Rahul G. Krishnan

The intersection of machine learning and dynamical systems has generated considerable interest recently. Neural Ordinary Differential Equations (NODEs) represent a rich overlap between these fields. In this paper, we develop a continuous…

Optimization and Control · Mathematics 2023-06-16 Maria Oprea , Mark Walth , Robert Stephany , Gabriella Torres Nothaft , Arnaldo Rodriguez-Gonzalez , William Clark

Dynamic graphs exhibit complex temporal dynamics due to the interplay between evolving node features and changing network structures. Recently, Graph Neural Controlled Differential Equations (Graph Neural CDEs) successfully adapted Neural…

Machine Learning · Computer Science 2025-10-28 Torben Berndt , Benjamin Walker , Tiexin Qin , Jan Stühmer , Andrey Kormilitzin

Neural ordinary differential equations (ODEs) have been attracting increasing attention in various research domains recently. There have been some works studying optimization issues and approximation capabilities of neural ODEs, but their…

Machine Learning · Computer Science 2022-03-04 Hanshu Yan , Jiawei Du , Vincent Y. F. Tan , Jiashi Feng

This paper focuses on representation learning for dynamic graphs with temporal interactions. A fundamental issue is that both the graph structure and the nodes own their own dynamics, and their blending induces intractable complexity in the…

Machine Learning · Computer Science 2025-10-02 Tiexin Qin , Benjamin Walker , Terry Lyons , Hong Yan , Haoliang Li

There is a wave of interest in using unsupervised neural networks for solving differential equations. The existing methods are based on feed-forward networks, {while} recurrent neural network differential equation solvers have not yet been…

Machine Learning · Computer Science 2021-09-07 Marios Mattheakis , Hayden Joy , Pavlos Protopapas

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

Neural ordinary differential equations (NODEs) treat computation of intermediate feature vectors as trajectories of ordinary differential equation parameterized by a neural network. In this paper, we propose a novel model, delay…

Machine Learning · Computer Science 2020-12-15 Srinivas Anumasa , P. K. Srijith

To understand the fundamental trade-offs between training stability, temporal dynamics and architectural complexity of recurrent neural networks~(RNNs), we directly analyze RNN architectures using numerical methods of ordinary differential…

Machine Learning · Computer Science 2019-05-01 Murphy Yuezhen Niu , Lior Horesh , Isaac Chuang

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv