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The neural ordinary differential equation (neural ODE) model has attracted increasing attention in time series analysis for its capability to process irregular time steps, i.e., data are not observed over equally-spaced time intervals. In…

Machine Learning · Computer Science 2021-07-23 Mingyuan Bai , S. T. Boris Choy , Junping Zhang , Junbin Gao

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…

Machine Learning · Computer Science 2021-08-18 Alexander Norcliffe , Cristian Bodnar , Ben Day , Jacob Moss , Pietro Liò

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

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

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…

Machine Learning · Computer Science 2023-02-09 Valerii Iakovlev , Cagatay Yildiz , Markus Heinonen , Harri Lähdesmäki

By learning the mappings between infinite function spaces using carefully designed neural networks, the operator learning methodology has exhibited significantly more efficiency than traditional methods in solving complex problems such as…

Numerical Analysis · Mathematics 2023-03-06 Ziyuan Liu , Haifeng Wang , Hong Zhang , Kaijuna Bao , Xu Qian , Songhe Song

Neural ordinary differential equations (Neural ODEs) are an effective framework for learning dynamical systems from irregularly sampled time series data. These models provide a continuous-time latent representation of the underlying…

Machine Learning · Computer Science 2023-03-06 Edward De Brouwer , Rahul G. Krishnan

Neural ordinary differential equations (neural ODEs) have emerged as a novel network architecture that bridges dynamical systems and deep learning. However, the gradient obtained with the continuous adjoint method in the vanilla neural ODE…

Machine Learning · Computer Science 2023-06-12 Hong Zhang , Wenjun Zhao

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical…

Machine Learning · Computer Science 2024-10-16 Dibyajyoti Chakraborty , Seung Whan Chung , Troy Arcomano , Romit Maulik

In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…

Optimization and Control · Mathematics 2025-02-11 Jianfeng Luo , Xiaojun Chen

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…

Computer Vision and Pattern Recognition · Computer Science 2022-09-20 Seyedalireza Khoshsirat , Chandra Kambhamettu

Deep neural networks are an attractive alternative for simulating complex dynamical systems, as in comparison to traditional scientific computing methods, they offer reduced computational costs during inference and can be trained directly…

Machine Learning · Computer Science 2024-05-01 Katarzyna Michałowska , Somdatta Goswami , George Em Karniadakis , Signe Riemer-Sørensen

Neural Ordinary Differential Equations model dynamical systems with ODEs learned by neural networks. However, ODEs are fundamentally inadequate to model systems with long-range dependencies or discontinuities, which are common in…

Machine Learning · Computer Science 2022-06-15 Samuel Holt , Zhaozhi Qian , Mihaela van der Schaar

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution…

Machine Learning · Computer Science 2020-06-26 Cedric Flamant , Pavlos Protopapas , David Sondak

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

Numerical Analysis · Mathematics 2024-10-10 Colby Fronk , Linda Petzold

Large-scale deep learning models contribute to significant performance improvements on varieties of downstream tasks. Current data and model parallelism approaches utilize model replication and partition techniques to support the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-19 Youhe Jiang , Fangcheng Fu , Xupeng Miao , Xiaonan Nie , Bin Cui

This paper addresses the training of Neural Ordinary Differential Equations (neural ODEs), and in particular explores the interplay between numerical integration techniques, stability regions, step size, and initialization techniques. It is…

Machine Learning · Computer Science 2024-08-07 Theodor Westny , Arman Mohammadi , Daniel Jung , Erik Frisk

Design and optimal control problems are among the fundamental, ubiquitous tasks we face in science and engineering. In both cases, we aim to represent and optimize an unknown (black-box) function that associates a performance/outcome to a…

Machine Learning · Computer Science 2021-10-27 Sifan Wang , Mohamed Aziz Bhouri , Paris Perdikaris

With increasing data and model complexities, the time required to train neural networks has become prohibitively large. To address the exponential rise in training time, users are turning to data parallel neural networks (DPNN) to utilize…

Machine Learning · Computer Science 2022-02-09 Daniel Coquelin , Charlotte Debus , Markus Götz , Fabrice von der Lehr , James Kahn , Martin Siggel , Achim Streit