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Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no…

机器学习 · 计算机科学 2020-11-06 Patrick Kidger , James Morrill , James Foster , Terry Lyons

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

机器学习 · 计算机科学 2022-09-20 Lucas Böttcher , Thomas Asikis

Controlling continuous-time dynamical systems is generally a two step process: first, identify or model the system dynamics with differential equations, then, minimize the control objectives to achieve optimal control function and optimal…

人工智能 · 计算机科学 2024-04-23 Cheng Chi

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations…

机器学习 · 计算机科学 2022-09-22 Sheo Yon Jhin , Jaehoon Lee , Minju Jo , Seungji Kook , Jinsung Jeon , Jihyeon Hyeong , Jayoung Kim , Noseong Park

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…

最优化与控制 · 数学 2020-07-07 Joubine Aghili , Olga Mula

Neural ordinary differential equations (Neural ODEs) define continuous time dynamical systems with neural networks. The interest in their application for modelling has sparked recently, spanning hybrid system identification problems and…

Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelling functions of irregular time series. In order to interpret…

机器学习 · 计算机科学 2021-06-22 James Morrill , Patrick Kidger , Lingyi Yang , Terry Lyons

Control problems frequently arise in scientific and industrial applications, where the objective is to steer a dynamical system from an initial state to a desired target state. Recent advances in deep learning and automatic differentiation…

系统与控制 · 电气工程与系统科学 2026-01-09 Lucas Böttcher

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

机器学习 · 计算机科学 2019-11-05 Xinshi Chen

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

机器学习 · 计算机科学 2025-02-03 Macheng Shen , Chen Cheng

The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…

最优化与控制 · 数学 2019-02-08 Panos Parpas , Corey Muir

Neural ODEs (NODEs) are continuous-time neural networks (NNs) that can process data without the limitation of time intervals. They have advantages in learning and understanding the evolution of complex real dynamics. Many previous works…

机器学习 · 计算机科学 2024-11-05 Wenjie Mei , Dongzhe Zheng , Shihua Li

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 Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020). However, no theoretical analysis of their performance has been provided yet, and it…

机器学习 · 统计学 2024-07-03 Linus Bleistein , Agathe Guilloux

Accurately learning solution operators for time-dependent partial differential equations (PDEs) from sparse and irregular data remains a challenging task. Recurrent DeepONet extensions inherit the discrete-time limitations of…

计算工程、金融与科学 · 计算机科学 2025-07-04 Diab W. Abueidda , Mbebo Nonna , Panos Pantidis , Mostafa E. Mobasher

Multivariate time series forecasting has long received significant attention in real-world applications, such as energy consumption and traffic prediction. While recent methods demonstrate good forecasting abilities, they have three…

机器学习 · 计算机科学 2022-11-24 Ming Jin , Yu Zheng , Yuan-Fang Li , Siheng Chen , Bin Yang , Shirui Pan

We present a novel approach (DyNODE) that captures the underlying dynamics of a system by incorporating control in a neural ordinary differential equation framework. We conduct a systematic evaluation and comparison of our method and…

机器学习 · 计算机科学 2020-09-10 Victor M. Martinez Alvarez , Rareş Roşca , Cristian G. Fălcuţescu

Neural networks inspired by differential equations have proliferated for the past several years. Neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples of them. In…

机器学习 · 计算机科学 2021-11-17 Sheo Yon Jhin , Heejoo Shin , Seoyoung Hong , Solhee Park , Noseong Park

Time series modeling and analysis have become critical in various domains. Conventional methods such as RNNs and Transformers, while effective for discrete-time and regularly sampled data, face significant challenges in capturing the…

机器学习 · 计算机科学 2025-09-30 YongKyung Oh , Seungsu Kam , Jonghun Lee , Dong-Young Lim , Sungil Kim , Alex Bui

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

机器学习 · 计算机科学 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran
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