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Using backpropagation to compute gradients of objective functions for optimization has remained a mainstay of machine learning. Backpropagation, or reverse-mode differentiation, is a special case within the general family of automatic…

Machine Learning · Computer Science 2022-02-18 Atılım Güneş Baydin , Barak A. Pearlmutter , Don Syme , Frank Wood , Philip Torr

After the tremendous development of neural networks trained by backpropagation, it is a good time to develop other algorithms for training neural networks to gain more insights into networks. In this paper, we propose a new algorithm for…

Machine Learning · Computer Science 2020-07-01 Benyamin Ghojogh , Fakhri Karray , Mark Crowley

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. Here, we explore the use of Neural Ordinary Differential Equations, a recently introduced family of…

Machine Learning · Computer Science 2021-04-30 Sourav Dutta , Peter Rivera-Casillas , Matthew W. Farthing

Neural networks are achieving state of the art and sometimes super-human performance on learning tasks across a variety of domains. Whenever these problems require learning in a continual or sequential manner, however, neural networks…

Machine Learning · Computer Science 2019-10-17 Mehrdad Farajtabar , Navid Azizan , Alex Mott , Ang Li

Neural networks have the ability to serve as universal function approximators, but they are not interpretable and don't generalize well outside of their training region. Both of these issues are problematic when trying to apply standard…

Machine Learning · Computer Science 2023-08-21 Colby Fronk , Linda Petzold

Neural ordinary differential equations (ODEs) are an emerging class of deep learning models for dynamical systems. They are particularly useful for learning an ODE vector field from observed trajectories (i.e., inverse problems). We here…

Machine Learning · Computer Science 2023-05-23 Katharina Ott , Michael Tiemann , Philipp Hennig

We present a novel model Graph Neural Stochastic Differential Equations (Graph Neural SDEs). This technique enhances the Graph Neural Ordinary Differential Equations (Graph Neural ODEs) by embedding randomness into data representation using…

Machine Learning · Computer Science 2023-08-25 Richard Bergna , Felix Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato

The well-known generalization problem hinders the application of artificial neural networks in continuous-time prediction tasks with varying latent dynamics. In sharp contrast, biological systems can neatly adapt to evolving environments…

Machine Learning · Computer Science 2025-03-10 Jindou Jia , Zihan Yang , Meng Wang , Kexin Guo , Jianfei Yang , Xiang Yu , Lei Guo

Neural differential equation models have garnered significant attention in recent years for their effectiveness in machine learning applications.Among these, fractional differential equations (FDEs) have emerged as a promising tool due to…

Machine Learning · Computer Science 2025-03-21 Wenjun Cui , Qiyu Kang , Xuhao Li , Kai Zhao , Wee Peng Tay , Weihua Deng , Yidong Li

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

Exploiting low-precision computations has become a standard strategy in deep learning to address the growing computational costs imposed by ever larger models and datasets. However, naively performing all computations in low precision can…

Machine Learning · Computer Science 2026-05-01 Elena Celledoni , Brynjulf Owren , Lars Ruthotto , Tianjiao Nicole Yang

Differential equations are frequently used in engineering domains, such as modeling and control of industrial systems, where safety and performance guarantees are of paramount importance. Traditional physics-based modeling approaches…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Aaron Tuor , Jan Drgona , Draguna Vrabie

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

Recurrent neural networks (RNNs) are particularly well-suited for modeling long-term dependencies in sequential data, but are notoriously hard to train because the error backpropagated in time either vanishes or explodes at an exponential…

Machine Learning · Computer Science 2019-08-28 Anil Kag , Ziming Zhang , Venkatesh Saligrama

We perform scalable approximate inference in continuous-depth Bayesian neural networks. In this model class, uncertainty about separate weights in each layer gives hidden units that follow a stochastic differential equation. We demonstrate…

Machine Learning · Statistics 2022-02-01 Winnie Xu , Ricky T. Q. Chen , Xuechen Li , David Duvenaud

Neural Ordinary Differential Equations (NODEs) are a novel neural architecture, built around initial value problems with learned dynamics which are solved during inference. Thought to be inherently more robust against adversarial…

Machine Learning · Computer Science 2023-03-10 Mustafa Zeqiri , Mark Niklas Müller , Marc Fischer , Martin Vechev

The estimation of origin-destination (OD) matrices is a crucial aspect of Intelligent Transport Systems (ITS). It involves adjusting an initial OD matrix by regressing the current observations like traffic counts of road sections (e.g.,…

Artificial Intelligence · Computer Science 2023-10-10 Zheli Xiong , Defu Lian , Enhong Chen , Gang Chen , Xiaomin Cheng

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

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

The gradients used to train neural networks are typically computed using backpropagation. While an efficient way to obtain exact gradients, backpropagation is computationally expensive, hinders parallelization, and is biologically…

Machine Learning · Computer Science 2026-01-14 Katharina Flügel , Daniel Coquelin , Marie Weiel , Charlotte Debus , Achim Streit , Markus Götz