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Neural SDEs combine many of the best qualities of both RNNs and SDEs: memory efficient training, high-capacity function approximation, and strong priors on model space. This makes them a natural choice for modelling many types of temporal…

Machine Learning · Computer Science 2021-10-20 Patrick Kidger , James Foster , Xuechen Li , Terry Lyons

Symmetry is a key property of numerical methods. The geometric properties of symmetric schemes make them an attractive option for integrating Hamiltonian systems, whilst their ability to exactly recover the initial condition without the…

Numerical Analysis · Mathematics 2026-05-12 Daniil Shmelev , Kurusch Ebrahimi-Fard , Nikolas Tapia , Cristopher Salvi

Training Neural ODEs requires backpropagating through an ODE solve. The state-of-the-art backpropagation method is recursive checkpointing that balances recomputation with memory cost. Here, we introduce a class of algebraically reversible…

Machine Learning · Computer Science 2025-01-30 Sam McCallum , James Foster

Backward stochastic differential equation (BSDE)-based deep learning methods provide an alternative to Physics-Informed Neural Networks (PINNs) for solving high-dimensional partial differential equations (PDEs), offering potential…

Machine Learning · Computer Science 2026-01-15 Sungje Park , Stephen Tu

Residual neural networks can be viewed as the forward Euler discretization of an Ordinary Differential Equation (ODE) with a unit time step. This has recently motivated researchers to explore other discretization approaches and train ODE…

Machine Learning · Computer Science 2019-07-02 Amir Gholami , Kurt Keutzer , George Biros

Small language models (SLMs) are increasingly deployed on edge devices, making their safety alignment crucial yet challenging. Current shallow alignment methods that rely on direct refusal of malicious queries fail to provide robust…

Cryptography and Security · Computer Science 2025-11-11 Haonan Shi , Guoli Wang , Tu Ouyang , An Wang

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

Neural Ordinary Differential Equations (Neural ODEs) are the continuous analog of Residual Neural Networks (ResNets). We investigate whether the discrete dynamics defined by a ResNet are close to the continuous one of a Neural ODE. We first…

Machine Learning · Computer Science 2022-09-16 Michael E. Sander , Pierre Ablin , Gabriel Peyré

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

Neural-ODE parameterize a differential equation using continuous depth neural network and solve it using numerical ODE-integrator. These models offer a constant memory cost compared to models with discrete sequence of hidden layers in which…

Machine Learning · Computer Science 2025-03-27 Sheikh Waqas Akhtar

We propose Lie group embedded dynamical neural networks (LieEDNN) and the corresponding learning algorithms based on gradient descent and metric projection on smooth manifold, where we treat Lie group as an intrinsic representation for…

Machine Learning · Computer Science 2026-05-27 Tianwei Wang , Bryan Chen , Qian Zuo , Qiyue Xia , Xin Li , Wei Pang

We present a comprehensive evaluation of the robustness and explainability of ResNet-like models in the context of Unintended Radiated Emission (URE) classification and suggest a new approach leveraging Neural Stochastic Differential…

Machine Learning · Computer Science 2023-09-28 Sumit Kumar Jha , Susmit Jha , Rickard Ewetz , Alvaro Velasquez

Despite the promise of scientific machine learning (SciML) in combining data-driven techniques with mechanistic modeling, existing approaches for incorporating hard constraints in neural differential equations (NDEs) face significant…

Machine Learning · Computer Science 2025-05-28 Avik Pal , Alan Edelman , Christopher Rackauckas

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

Distributed optimization methods are often applied to solving huge-scale problems like training neural networks with millions and even billions of parameters. In such applications, communicating full vectors, e.g., (stochastic) gradients,…

Optimization and Control · Mathematics 2022-05-31 Marina Danilova , Eduard Gorbunov

The choice of how to retain information about past gradients dramatically affects the convergence properties of state-of-the-art stochastic optimization methods, such as Heavy-ball, Nesterov's momentum, RMSprop and Adam. Building on this…

Machine Learning · Computer Science 2020-03-13 Antonio Orvieto , Jonas Kohler , Aurelien Lucchi

Fractional-order differential equations (FDEs) enhance traditional differential equations by extending the order of differential operators from integers to real numbers, offering greater flexibility in modeling complex dynamical systems…

Machine Learning · Computer Science 2025-03-24 Qiyu Kang , Xuhao Li , Kai Zhao , Wenjun Cui , Yanan Zhao , Weihua Deng , Wee Peng Tay

Embedding discrete solvers as differentiable layers has given modern deep learning architectures combinatorial expressivity and discrete reasoning capabilities. The derivative of these solvers is zero or undefined, therefore a meaningful…

Machine Learning · Computer Science 2024-12-16 Subham Sekhar Sahoo , Anselm Paulus , Marin Vlastelica , Vít Musil , Volodymyr Kuleshov , Georg Martius

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

Machine Learning · Computer Science 2024-10-28 Mikko Lehtimäki , Lassi Paunonen , Marja-Leena Linne

In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…

Numerical Analysis · Mathematics 2020-02-18 Xiaoyue Li , Xuerong Mao , Hongfu Yang
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