Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothing
- URL: http://arxiv.org/abs/2602.02157v1
- Date: Mon, 02 Feb 2026 14:35:46 GMT
- Title: Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothing
- Authors: Egor Serov, Ilya Kuleshov, Alexey Zaytsev,
- Abstract summary: We propose a novel approach to Neural CDE path construction that replaces exact with Kernel and Gaussian Process (GP) smoothing.<n>We show that our method, MVC-CDE with GP, achieves state-of-the-art accuracy while significantly reducing NFEs and total inference time.
- Score: 0.8782033967242784
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Neural Controlled Differential Equations (Neural CDEs) provide a powerful continuous-time framework for sequence modeling, yet the roughness of the driving control path often restricts their efficiency. Standard splines introduce high-frequency variations that force adaptive solvers to take excessively small steps, driving up the Number of Function Evaluations (NFE). We propose a novel approach to Neural CDE path construction that replaces exact interpolation with Kernel and Gaussian Process (GP) smoothing, enabling explicit control over trajectory regularity. To recover details lost during smoothing, we propose an attention-based Multi-View CDE (MV-CDE) and its convolutional extension (MVC-CDE), which employ learnable queries to inform path reconstruction. This framework allows the model to distribute representational capacity across multiple trajectories, each capturing distinct temporal patterns. Empirical results demonstrate that our method, MVC-CDE with GP, achieves state-of-the-art accuracy while significantly reducing NFEs and total inference time compared to spline-based baselines.
Related papers
- Uniform-in-time convergence bounds for Persistent Contrastive Divergence Algorithms [0.29494468099506904]
We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities.<n>We are able to derive explicit bounds for the error between the PCD and the MLE solution for the model parameter.
arXiv Detail & Related papers (2025-10-02T12:12:33Z) - Self-Supervised Coarsening of Unstructured Grid with Automatic Differentiation [55.88862563823878]
In this work, we present an original algorithm to coarsen an unstructured grid based on the concepts of differentiable physics.<n>We demonstrate performance of the algorithm on two PDEs: a linear equation which governs slightly compressible fluid flow in porous media and the wave equation.<n>Our results show that in the considered scenarios, we reduced the number of grid points up to 10 times while preserving the modeled variable dynamics in the points of interest.
arXiv Detail & Related papers (2025-07-24T11:02:13Z) - MultiPDENet: PDE-embedded Learning with Multi-time-stepping for Accelerated Flow Simulation [48.41289705783405]
We propose a PDE-embedded network with multiscale time stepping (MultiPDENet)<n>In particular, we design a convolutional filter based on the structure of finite difference with a small number of parameters to optimize.<n>A Physics Block with a 4th-order Runge-Kutta integrator at the fine time scale is established that embeds the structure of PDEs to guide the prediction.
arXiv Detail & Related papers (2025-01-27T12:15:51Z) - Trajectory Flow Matching with Applications to Clinical Time Series Modeling [77.58277281319253]
Trajectory Flow Matching (TFM) trains a Neural SDE in a simulation-free manner, bypassing backpropagation through the dynamics.<n>We demonstrate improved performance on three clinical time series datasets in terms of absolute performance and uncertainty prediction.
arXiv Detail & Related papers (2024-10-28T15:54:50Z) - Ensemble Kalman Filtering Meets Gaussian Process SSM for Non-Mean-Field and Online Inference [47.460898983429374]
We introduce an ensemble Kalman filter (EnKF) into the non-mean-field (NMF) variational inference framework to approximate the posterior distribution of the latent states.
This novel marriage between EnKF and GPSSM not only eliminates the need for extensive parameterization in learning variational distributions, but also enables an interpretable, closed-form approximation of the evidence lower bound (ELBO)
We demonstrate that the resulting EnKF-aided online algorithm embodies a principled objective function by ensuring data-fitting accuracy while incorporating model regularizations to mitigate overfitting.
arXiv Detail & Related papers (2023-12-10T15:22:30Z) - Learning Space-Time Continuous Neural PDEs from Partially Observed
States [13.01244901400942]
We introduce a grid-independent model learning partial differential equations (PDEs) from noisy and partial observations on irregular grids.
We propose a space-time continuous latent neural PDE model with an efficient probabilistic framework and a novel design encoder for improved data efficiency and grid independence.
arXiv Detail & Related papers (2023-07-09T06:53:59Z) - A Neural RDE approach for continuous-time non-Markovian stochastic
control problems [4.155942878350882]
We propose a novel framework for continuous-time non-Markovian control problems by means of neural rough differential equations (Neural RDEs)
Non-Markovianity naturally arises in control problems due to the time delay effects in the system coefficients or the driving noises.
By modelling the control process as the solution of a Neural RDE driven by the state process, we show that the control-state joint dynamics are governed by an uncontrolled, augmented Neural RDE.
arXiv Detail & Related papers (2023-06-25T14:30:33Z) - Non-adversarial training of Neural SDEs with signature kernel scores [4.721845865189578]
State-of-the-art performance for irregular time series generation has been previously obtained by training these models adversarially as GANs.
In this paper, we introduce a novel class of scoring rules on pathspace based on signature kernels.
arXiv Detail & Related papers (2023-05-25T17:31:18Z) - Deep Learning Approximation of Diffeomorphisms via Linear-Control
Systems [91.3755431537592]
We consider a control system of the form $dot x = sum_i=1lF_i(x)u_i$, with linear dependence in the controls.
We use the corresponding flow to approximate the action of a diffeomorphism on a compact ensemble of points.
arXiv Detail & Related papers (2021-10-24T08:57:46Z) - DiffPD: Differentiable Projective Dynamics with Contact [65.88720481593118]
We present DiffPD, an efficient differentiable soft-body simulator with implicit time integration.
We evaluate the performance of DiffPD and observe a speedup of 4-19 times compared to the standard Newton's method in various applications.
arXiv Detail & Related papers (2021-01-15T00:13:33Z) - Gaussian Process-based Min-norm Stabilizing Controller for
Control-Affine Systems with Uncertain Input Effects and Dynamics [90.81186513537777]
We propose a novel compound kernel that captures the control-affine nature of the problem.
We show that this resulting optimization problem is convex, and we call it Gaussian Process-based Control Lyapunov Function Second-Order Cone Program (GP-CLF-SOCP)
arXiv Detail & Related papers (2020-11-14T01:27:32Z) - Neural Rough Differential Equations for Long Time Series [19.004296236396947]
We use rough path theory to extend the formulation of Neural CDEs.
Instead of directly embedding into path space, we represent the input signal over small time intervals through its textitlog-signature
This is the approach for solving textitrough differential equations (RDEs)
arXiv Detail & Related papers (2020-09-17T13:43:47Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.