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We propose a deep signature/log-signature FBSDE algorithm to solve forward-backward stochastic differential equations (FBSDEs) with state and path dependent features. By incorporating the deep signature/log-signature transformation into the…

机器学习 · 计算机科学 2022-08-22 Qi Feng , Man Luo , Zhaoyu Zhang

Neural operators, as a powerful approximation to the non-linear operators between infinite-dimensional function spaces, have proved to be promising in accelerating the solution of partial differential equations (PDE). However, it requires a…

机器学习 · 计算机科学 2024-05-08 Xinquan Huang , Wenlei Shi , Xiaotian Gao , Xinran Wei , Jia Zhang , Jiang Bian , Mao Yang , Tie-Yan Liu

Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

机器学习 · 计算机科学 2021-06-22 James Morrill , Cristopher Salvi , Patrick Kidger , James Foster , Terry Lyons

Neural ordinary differential equations (NODEs) -- parametrizations of differential equations using neural networks -- have shown tremendous promise in learning models of unknown continuous-time dynamical systems from data. However, every…

机器学习 · 计算机科学 2023-01-02 Franck Djeumou , Cyrus Neary , Eric Goubault , Sylvie Putot , Ufuk Topcu

Time-series data in real-world settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In these settings, traditional sequence-based recurrent models struggle. To overcome this, researchers often…

机器学习 · 统计学 2025-01-14 Fernando Moreno-Pino , Álvaro Arroyo , Harrison Waldon , Xiaowen Dong , Álvaro Cartea

Sequential and temporal data arise in many fields of research, such as quantitative finance, medicine, or computer vision. A novel approach for sequential learning, called the signature method and rooted in rough path theory, is considered.…

机器学习 · 统计学 2020-12-10 Adeline Fermanian

Signature kernels, inner products of path signatures, underpin several machine learning algorithms for multivariate time series analysis. For bounded variation paths, signature kernels were recently shown to solve a Goursat PDE. However,…

机器学习 · 计算机科学 2025-06-03 Maud Lemercier , Terry Lyons , Cristopher Salvi

We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log-ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to…

数值分析 · 数学 2023-07-25 Christian Bayer , Simon Breneis , Terry Lyons

The goal of neuro-symbolic AI is to integrate symbolic and subsymbolic AI approaches, to overcome the limitations of either. Prominent systems include Logic Tensor Networks (LTN) or DeepProbLog, which offer neural predicates and end-to-end…

人工智能 · 计算机科学 2025-06-18 Stephen Roth , Lennart Baur , Derian Boer , Stefan Kramer

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. In a previous work [arXiv:2104.13962], we explored the use of Neural Ordinary Differential Equations (NODE) as…

Time-series data in real-world medical settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In such contexts, traditional sequence-based recurrent models struggle. To overcome this, researchers…

机器学习 · 统计学 2024-03-18 Fernando Moreno-Pino , Álvaro Arroyo , Harrison Waldon , Xiaowen Dong , Álvaro Cartea

Learning dynamics governed by differential equations is crucial for predicting and controlling the systems in science and engineering. Neural Ordinary Differential Equation (NODE), a deep learning model integrated with differential…

机器学习 · 计算机科学 2021-11-09 Shiqi Gong , Qi Meng , Yue Wang , Lijun Wu , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

In this work, we consider the image super-resolution (SR) problem. The main challenge of image SR is to recover high-frequency details of a low-resolution (LR) image that are important for human perception. To address this essentially…

计算机视觉与模式识别 · 计算机科学 2017-11-22 Wenhan Yang , Jiashi Feng , Jianchao Yang , Fang Zhao , Jiaying Liu , Zongming Guo , Shuicheng Yan

Transformer-based pretrained language models (LMs) are ubiquitous across natural language understanding, but cannot be applied to long sequences such as stories, scientific articles and long documents, due to their quadratic complexity.…

计算与语言 · 计算机科学 2022-12-29 Maor Ivgi , Uri Shaham , Jonathan Berant

Deep Learning is having a remarkable impact on the design of Reduced Order Models (ROMs) for Partial Differential Equations (PDEs), where it is exploited as a powerful tool for tackling complex problems for which classical methods might…

机器学习 · 计算机科学 2023-10-19 Nicola Rares Franco , Daniel Fraulin , Andrea Manzoni , Paolo Zunino

Conventional solvers are often computationally expensive for constrained optimization, particularly in large-scale and time-critical problems. While this leads to a growing interest in using neural networks (NNs) as fast optimal solution…

最优化与控制 · 数学 2024-09-24 Minsoo Kim , Hongseok Kim

The vector field of a controlled differential equation (CDE) describes the relationship between a control path and the evolution of a solution path. Neural CDEs (NCDEs) treat time series data as observations from a control path,…

机器学习 · 计算机科学 2025-10-24 Benjamin Walker , Andrew D. McLeod , Tiexin Qin , Yichuan Cheng , Haoliang Li , Terry Lyons

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…

机器学习 · 计算机科学 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Learning robust representations across extremely heterogeneous modalities remains a fundamental challenge in multi-modal vision. As a critical and profound instantiation of this challenge, high-resolution (HR) joint optical and synthetic…

计算机视觉与模式识别 · 计算机科学 2026-04-21 Bowen Peng , Yongxiang Liu , Jie Zhou , Xiaodong Chen , Tianpeng Liu , Xiaogang Yu , Li Liu

Deep learning-based reduced order models (DL-ROMs) have been recently proposed to overcome common limitations shared by conventional reduced order models (ROMs) - built, e.g., through proper orthogonal decomposition (POD) - when applied to…

数值分析 · 数学 2021-11-03 Stefania Fresca , Andrea Manzoni
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