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Neural networks inspired by differential equations have proliferated for the past several years. Neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples of them. In…

Machine Learning · Computer Science 2021-11-17 Sheo Yon Jhin , Heejoo Shin , Seoyoung Hong , Solhee Park , Noseong Park

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

Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelling functions of irregular time series. In order to interpret…

Machine Learning · Computer Science 2021-06-22 James Morrill , Patrick Kidger , Lingyi Yang , Terry Lyons

Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

Machine Learning · Computer Science 2021-06-22 James Morrill , Cristopher Salvi , Patrick Kidger , James Foster , Terry Lyons

Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…

Machine Learning · Computer Science 2025-08-05 Haoran Li , Muhao Guo , Yang Weng , Hanghang Tong

Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…

Machine Learning · Computer Science 2022-09-13 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

The vector field of a controlled differential equation (CDE) describes the relationship between a control path and the evolution of a solution path. Neural CDEs (NCDEs) treat time series data as observations from a control path,…

Machine Learning · Computer Science 2025-10-24 Benjamin Walker , Andrew D. McLeod , Tiexin Qin , Yichuan Cheng , Haoliang Li , Terry Lyons

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations…

Machine Learning · Computer Science 2022-09-22 Sheo Yon Jhin , Jaehoon Lee , Minju Jo , Seungji Kook , Jinsung Jeon , Jihyeon Hyeong , Jayoung Kim , Noseong Park

Neural controlled differential equations (NCDEs), which are continuous analogues to recurrent neural networks (RNNs), are a specialized model in (irregular) time-series processing. In comparison with similar models, e.g., neural ordinary…

Machine Learning · Computer Science 2023-01-12 Sheo Yon Jhin , Minju Jo , Seungji Kook , Noseong Park , Sungpil Woo , Sunhwan Lim

Neural ordinary differential equations (neural ODEs) are a popular type of deep learning model that operate with continuous-depth architectures. To assess how well such models perform on unseen data, it is crucial to understand their…

Machine Learning · Computer Science 2025-08-27 Madhusudan Verma , Manoj Kumar

Time series modeling and analysis have become critical in various domains. Conventional methods such as RNNs and Transformers, while effective for discrete-time and regularly sampled data, face significant challenges in capturing the…

Machine Learning · Computer Science 2025-09-30 YongKyung Oh , Seungsu Kam , Jonghun Lee , Dong-Young Lim , Sungil Kim , Alex Bui

Neural Controlled Differential Equations (Neural CDEs) provide a powerful continuous-time framework for sequence modeling, yet the roughness of the driving control path often restricts their efficiency. Standard splines introduce…

Machine Learning · Computer Science 2026-02-03 Egor Serov , Ilya Kuleshov , Alexey Zaytsev

Neural Differential Equations (NDEs) excel at modeling continuous-time dynamics, effectively handling challenges such as irregular observations, missing values, and noise. Despite their advantages, NDEs face a fundamental challenge in…

Machine Learning · Statistics 2025-11-19 Jonghun Lee , YongKyung Oh , Sungil Kim , Dong-Young Lim

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

Neural ordinary differential equations (neural ODEs) are a popular family of continuous-depth deep learning models. In this work, we consider a large family of parameterized ODEs with continuous-in-time parameters, which include…

Machine Learning · Statistics 2023-10-13 Pierre Marion

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

Machine Learning · Computer Science 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

Neural ODEs (NODEs) are continuous-time neural networks (NNs) that can process data without the limitation of time intervals. They have advantages in learning and understanding the evolution of complex real dynamics. Many previous works…

Machine Learning · Computer Science 2024-11-05 Wenjie Mei , Dongzhe Zheng , Shihua Li

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

Neural Controlled Differential Equations (Neural CDEs, NCDEs) are a unique branch of methods, specifically tailored for analysing temporal sequences. However, they come with drawbacks, the main one being the number of parameters, required…

Machine Learning · Computer Science 2025-12-25 Ilya Kuleshov , Alexey Zaytsev
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