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Related papers: Learning by solving differential equations

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We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

Neuroscientists fit morphologically and biophysically detailed neuron simulations to physiological data, often using evolutionary algorithms. However, such gradient-free approaches are computationally expensive, making convergence slow when…

Neurons and Cognition · Quantitative Biology 2024-07-23 Ilenna Simone Jones , Konrad Paul Kording

ODENet is a deep neural network architecture in which a stacking structure of ResNet is implemented with an ordinary differential equation (ODE) solver. It can reduce the number of parameters and strike a balance between accuracy and…

Machine Learning · Computer Science 2023-03-13 Hirohisa Watanabe , Hiroki Matsutani

We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…

Numerical Analysis · Mathematics 2023-01-02 Jean-François Chassagneux , Junchao Chen , Noufel Frikha

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…

Numerical Analysis · Mathematics 2025-09-18 Fabio Durastante , Mariarosa Mazza

We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…

Computational Physics · Physics 2020-06-02 Liam L. H. Lau , Denis Werth

The optimal power flow (OPF) problem can be rapidly and reliably solved by employing responsive online solvers based on neural networks. The dynamic nature of renewable energy generation and the variability of power grid conditions…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Kejun Chen , Shourya Bose , Yu Zhang

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…

Machine Learning · Statistics 2014-10-27 Michael Schober , David Duvenaud , Philipp Hennig

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient Descent Ascent (GDA) method when derived naively. However,…

Optimization and Control · Mathematics 2023-08-01 Tatjana Chavdarova , Michael I. Jordan , Manolis Zampetakis

The Runge--Kutta (RK) discontinuous Galerkin (DG) method is a mainstream numerical algorithm for solving hyperbolic equations. In this paper, we use the linear advection equation in one and two dimensions as a model problem to prove the…

Numerical Analysis · Mathematics 2024-10-02 Zheng Sun

Diffusion probabilistic models generate samples by learning to reverse a noise-injection process that transforms data into noise. A key development is the reformulation of the reverse sampling process as a deterministic probability flow…

Machine Learning · Computer Science 2025-08-15 Daniel Zhengyu Huang , Jiaoyang Huang , Zhengjiang Lin

The task of integrating a large number of independent ODE systems arises in various scientific and engineering areas. For nonstiff systems, common explicit integration algorithms can be used on GPUs, where individual GPU threads…

Mathematical Software · Computer Science 2016-11-09 Kyle E Niemeyer , Chih-Jen Sung

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Machine Learning · Computer Science 2020-05-21 Mansura Habiba , Barak A. Pearlmutter

We describe a gradient-based method to discover local error maximizers of a deep neural network (DNN) used for regression, assuming the availability of an "oracle" capable of providing real-valued supervision (a regression target) for…

Machine Learning · Computer Science 2021-07-29 Xi Li , George Kesidis , David J. Miller , Maxime Bergeron , Ryan Ferguson , Vladimir Lucic

Since the advent of the ``Neural Ordinary Differential Equation (Neural ODE)'' paper, learning ODEs with deep learning has been applied to system identification, time-series forecasting, and related areas. Exploiting the diffeomorphic…

Machine Learning · Statistics 2025-08-27 Yuji Okamoto , Tomoya Takeuchi , Yusuke Sakemi

While test-time fine-tuning is beneficial in few-shot learning, the need for multiple backpropagation steps can be prohibitively expensive in real-time or low-resource scenarios. To address this limitation, we propose an approach that…

Machine Learning · Computer Science 2025-04-23 Donggyun Kim , Chanwoo Kim , Seunghoon Hong

We introduce two block coordinate descent algorithms for solving optimization problems with ordinary differential equations (ODEs) as dynamical constraints. The algorithms do not need to implement direct or adjoint sensitivity analysis…

Machine Learning · Computer Science 2022-08-30 Ion Matei , Maksym Zhenirovskyy , Johan de Kleer , John Maxwell