Related papers: Multiple shooting for training neural differential…
Multiple-shooting is a parameter estimation approach for ordinary differential equations. In this approach, the trajectory is broken into small intervals, each of which can be integrated independently. Equality constraints are then applied…
Training dynamic models, such as neural ODEs, on long trajectories is a hard problem that requires using various tricks, such as trajectory splitting, to make model training work in practice. These methods are often heuristics with poor…
Training of neural networks amounts to nonconvex optimization problems that are typically solved by using backpropagation and (variants of) stochastic gradient descent. In this work we propose an alternative approach by viewing the training…
Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…
To increase the predictive power of a model, one needs to estimate its unknown parameters. Almost all parameter estimation techniques in ordinary differential equation models suffer from either a small convergence region or enormous…
We shed new light on the \textit{smoothness} of optimization problems arising in prediction error parameter estimation of linear and nonlinear systems. We show that for regions of the parameter space where the model is not contractive, the…
This paper presents an adaptive multiple-shooting method to solve stochastic multi-point boundary value problems. The heuristic to choose the shooting points is based on separating the effects of drift and diffusion terms and comparing the…
Modeling dynamical systems plays a crucial role in capturing and understanding complex physical phenomena. When physical models are not sufficiently accurate or hardly describable by analytical formulas, one can use generic function…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
Stochastic Gradient Descent is used for large datasets to train models to reduce the training time. On top of that data parallelism is widely used as a method to efficiently train neural networks using multiple worker nodes in parallel.…
Differential Dynamic Programming (DDP) is a popular technique used to generate motion for dynamic-legged robots in the recent past. However, in most cases, only the first-order partial derivatives of the underlying dynamics are used,…
The combination of the multiple shooting strategy with the generalized Gauss-Newton algorithm turns out in a recognized method for estimating parameters in ordinary differential equations (ODEs) from noisy discrete observations. A key issue…
In this paper, we propose a parallel shooting algorithm for solving nonlinear model predictive control problems using sequential quadratic programming. This algorithm is built on a two-phase approach where we first test and assess…
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…
Simulation and modeling are essential in product development, integrated into the design and manufacturing process to enhance efficiency and quality. They are typically represented as complex nonlinear differential algebraic equations. The…
Multi-shot pedestrian re-identification problem is at the core of surveillance video analysis. It matches two tracks of pedestrians from different cameras. In contrary to existing works that aggregate single frames features by time series…
The shooting method is used to solve a boundary value problem with separated and explicit constraints. To obtain approximations of an unknown initial values there are considered arguments based on the adjoint differential system attached to…
We detail a novel class of implicit neural models. Leveraging time-parallel methods for differential equations, Multiple Shooting Layers (MSLs) seek solutions of initial value problems via parallelizable root-finding algorithms. MSLs…
The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…
This paper presents a data driven universal ball trajectory prediction method integrated with physics equations. Existing methods are designed for specific ball types and struggle to generalize. This challenge arises from three key factors.…