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Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

Machine Learning · Computer Science 2019-07-10 Yulia Rubanova , Ricky T. Q. Chen , David Duvenaud

Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…

Numerical Analysis · Mathematics 2021-10-04 Suyong Kim , Weiqi Ji , Sili Deng , Yingbo Ma , Christopher Rackauckas

We propose a novel second-order optimization framework for training the emerging deep continuous-time models, specifically the Neural Ordinary Differential Equations (Neural ODEs). Since their training already involves expensive gradient…

Machine Learning · Computer Science 2021-11-09 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

Neural Stochastic Differential Equations (Neural SDEs) provide a principled framework for modeling continuous-time stochastic processes and have been widely adopted in fields ranging from physics to finance. Recent advances suggest that…

Machine Learning · Computer Science 2026-03-17 Yuanjian Xu , Yuan Shuai , Jianing Hao , Guang Zhang

Deep neural networks have become invaluable tools for supervised machine learning, e.g., classification of text or images. While often offering superior results over traditional techniques and successfully expressing complicated patterns in…

Machine Learning · Computer Science 2019-02-19 Eldad Haber , Lars Ruthotto

We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…

Machine Learning · Computer Science 2026-03-25 Chao Han , Stefanos Ioannou , Luca Manneschi , T. J. Hayward , Michael Mangan , Aditya Gilra , Eleni Vasilaki

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, which allow more general…

Machine Learning · Computer Science 2021-04-21 Tianjun Zhang , Zhewei Yao , Amir Gholami , Kurt Keutzer , Joseph Gonzalez , George Biros , Michael Mahoney

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no…

Machine Learning · Computer Science 2020-11-06 Patrick Kidger , James Morrill , James Foster , Terry Lyons

Dissipative partial differential equations that exhibit chaotic dynamics tend to evolve to attractors that exist on finite-dimensional manifolds. We present a data-driven reduced order modeling method that capitalizes on this fact by…

Machine Learning · Computer Science 2022-07-20 Alec J. Linot , Michael D. Graham

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin

In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…

Dynamical Systems · Mathematics 2025-07-08 Dennis Chemnitz , Maximilian Engel , Christian Kuehn , Sara-Viola Kuntz

Increasing the layer number of on-chip photonic neural networks (PNNs) is essential to improve its model performance. However, the successively cascading of network hidden layers results in larger integrated photonic chip areas. To address…

Machine Learning · Computer Science 2023-02-08 Yun Zhao , Hang Chen , Min Lin , Haiou Zhang , Tao Yan , Xing Lin , Ruqi Huang , Qionghai Dai

Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…

Quantitative Methods · Quantitative Biology 2016-09-28 Jingchen Feng , Stuart Sevier , Bin Huang , Dongya Jia , Herbert Levine

We propose a novel approach for image segmentation that combines Neural Ordinary Differential Equations (NODEs) and the Level Set method. Our approach parametrizes the evolution of an initial contour with a NODE that implicitly learns from…

Computer Vision and Pattern Recognition · Computer Science 2019-12-30 Rafael Valle , Fitsum Reda , Mohammad Shoeybi , Patrick Legresley , Andrew Tao , Bryan Catanzaro

Neural Stochastic Differential Equations (NSDE) have been trained as both Variational Autoencoders, and as GANs. However, the resulting Stochastic Differential Equations can be hard to interpret or analyse due to the generic nature of the…

Machine Learning · Computer Science 2022-11-18 Simon M. Koop , Mark A. Peletier , Jacobus W. Portegies , Vlado Menkovski

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

We propose a novel Stochastic Differential Equation (SDE) framework to address the problem of learning uncertainty-aware representations for graph-structured data. While Graph Neural Ordinary Differential Equations (GNODEs) have shown…

Machine Learning · Computer Science 2025-09-15 Richard Bergna , Sergio Calvo-Ordoñez , Felix L. Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani