Experimental study of Neural ODE training with adaptive solver for
dynamical systems modeling
- URL: http://arxiv.org/abs/2211.06972v1
- Date: Sun, 13 Nov 2022 17:48:04 GMT
- Title: Experimental study of Neural ODE training with adaptive solver for
dynamical systems modeling
- Authors: Alexandre Allauzen and Thiago Petrilli Maffei Dardis and Hannah Plath
- Abstract summary: Some ODE solvers called adaptive can adapt their evaluation strategy depending on the complexity of the problem at hand.
This paper describes a simple set of experiments to show why adaptive solvers cannot be seamlessly leveraged as a black-box for dynamical systems modelling.
- Score: 72.84259710412293
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: Neural Ordinary Differential Equations (ODEs) was recently introduced as a
new family of neural network models, which relies on black-box ODE solvers for
inference and training. Some ODE solvers called adaptive can adapt their
evaluation strategy depending on the complexity of the problem at hand, opening
great perspectives in machine learning. However, this paper describes a simple
set of experiments to show why adaptive solvers cannot be seamlessly leveraged
as a black-box for dynamical systems modelling. By taking the Lorenz'63 system
as a showcase, we show that a naive application of the Fehlberg's method does
not yield the expected results. Moreover, a simple workaround is proposed that
assumes a tighter interaction between the solver and the training strategy. The
code is available on github:
https://github.com/Allauzen/adaptive-step-size-neural-ode
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