Characteristic Neural Ordinary Differential Equations
- URL: http://arxiv.org/abs/2111.13207v1
- Date: Thu, 25 Nov 2021 18:25:09 GMT
- Title: Characteristic Neural Ordinary Differential Equations
- Authors: Xingzi Xu, Ali Hasan, Khalil Elkhalil, Jie Ding, Vahid Tarokh
- Abstract summary: We propose a framework for extending Neural Ordinary Differential Equations (NODEs) beyond ODEs.
While NODEs model the evolution of the latent state as the solution to an ODE, the proposed C-NODE models the evolution of the latent state as the solution of a family of first-order quasi-linear partial differential equations (PDE)
We prove that the C-NODE framework extends the classical NODE by exhibiting functions that cannot be represented by NODEs but are representable by C-NODEs.
- Score: 30.20663139358168
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose Characteristic Neural Ordinary Differential Equations (C-NODEs), a
framework for extending Neural Ordinary Differential Equations (NODEs) beyond
ODEs. While NODEs model the evolution of the latent state as the solution to an
ODE, the proposed C-NODE models the evolution of the latent state as the
solution of a family of first-order quasi-linear partial differential equations
(PDE) on their characteristics, defined as curves along which the PDEs reduce
to ODEs. The reduction, in turn, allows the application of the standard
frameworks for solving ODEs to PDE settings. Additionally, the proposed
framework can be cast as an extension of existing NODE architectures, thereby
allowing the use of existing black-box ODE solvers. We prove that the C-NODE
framework extends the classical NODE by exhibiting functions that cannot be
represented by NODEs but are representable by C-NODEs. We further investigate
the efficacy of the C-NODE framework by demonstrating its performance in many
synthetic and real data scenarios. Empirical results demonstrate the
improvements provided by the proposed method for CIFAR-10, SVHN, and MNIST
datasets under a similar computational budget as the existing NODE methods.
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