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Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint…
Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…
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…
We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing…
Causal inference in continuous-time sequential decision problems is challenged by hidden confounders. We show that, in latent state-space models with time-varying interventions, observability of the latent dynamics from observed data is…
In temporal ordered clustering, given a single snapshot of a dynamic network in which nodes arrive at distinct time instants, we aim at partitioning its nodes into $K$ ordered clusters $\mathcal{C}_1 \prec \cdots \prec \mathcal{C}_K$ such…
Continuous deep learning models, referred to as Neural Ordinary Differential Equations (Neural ODEs), have received considerable attention over the last several years. Despite their burgeoning impact, there is a lack of formal analysis…
Background. Commonly, Deep Neural Networks (DNNs) generalize well on samples drawn from a distribution similar to that of the training set. However, DNNs' predictions are brittle and unreliable when the test samples are drawn from a…
Deep Neural Networks for classification behave unpredictably when confronted with inputs not stemming from the training distribution. This motivates out-of-distribution detection (OOD) mechanisms. The usual lack of prior information on…
Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…
The idea of neural Ordinary Differential Equations (ODE) is to approximate the derivative of a function (data model) instead of the function itself. In residual networks, instead of having a discrete sequence of hidden layers, the…
We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the…
A set of novel approaches for estimating epistemic uncertainty in deep neural networks with a single forward pass has recently emerged as a valid alternative to Bayesian Neural Networks. On the premise of informative representations, these…
We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…
Machine learning algorithms have been successfully used to approximate nonlinear maps under weak assumptions on the structure and properties of the maps. We present deep neural networks using dense and convolutional layers to solve an…
Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…
The order/dimension of models derived on the basis of data is commonly restricted by the number of observations, or in the context of monitored systems, sensing nodes. This is particularly true for structural systems (e.g., civil or…
Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…
The aim of this work is to enable inference of deep networks that retain high accuracy for the least possible model complexity, with the latter deduced from the data during inference. To this end, we revisit deep networks that comprise…
Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…