hbnode
Heavy Ball Neural Ordinary Differential Equations
We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two properties that imply practical advantages over NODEs: (i) The adjoint state of an HBNODE also satisfies an HBNODE, accelerating both forward and backward ODE solvers, thus significantly reducing the number of function evaluations (NFEs) and improving the utility of the trained models.
Heavy Ball Neural Ordinary Differential Equations
We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two properties that imply practical advantages over NODEs: (i) The adjoint state of an HBNODE also satisfies an HBNODE, accelerating both forward and backward ODE solvers, thus significantly reducing the number of function evaluations (NFEs) and improving the utility of the trained models. We verify the advantages of HBNODEs over NODEs on benchmark tasks, including image classification, learning complex dynamics, and sequential modeling. Our method requires remarkably fewer forward and backward NFEs, is more accurate, and learns long-term dependencies more effectively than the other ODE-based neural network models.
Modulated Neural ODEs
Auzina, Ilze Amanda, Yıldız, Çağatay, Magliacane, Sara, Bethge, Matthias, Gavves, Efstratios
Neural ordinary differential equations (NODEs) have been proven useful for learning non-linear dynamics of arbitrary trajectories. However, current NODE methods capture variations across trajectories only via the initial state value or by auto-regressive encoder updates. In this work, we introduce Modulated Neural ODEs (MoNODEs), a novel framework that sets apart dynamics states from underlying static factors of variation and improves the existing NODE methods. In particular, we introduce $\textit{time-invariant modulator variables}$ that are learned from the data. We incorporate our proposed framework into four existing NODE variants. We test MoNODE on oscillating systems, videos and human walking trajectories, where each trajectory has trajectory-specific modulation. Our framework consistently improves the existing model ability to generalize to new dynamic parameterizations and to perform far-horizon forecasting. In addition, we verify that the proposed modulator variables are informative of the true unknown factors of variation as measured by $R^2$ scores.
Learning POD of Complex Dynamics Using Heavy-ball Neural ODEs
Baker, Justin, Cherkaev, Elena, Narayan, Akil, Wang, Bao
Proper orthogonal decomposition (POD) allows reduced-order modeling of complex dynamical systems at a substantial level, while maintaining a high degree of accuracy in modeling the underlying dynamical systems. Advances in machine learning algorithms enable learning POD-based dynamics from data and making accurate and fast predictions of dynamical systems. In this paper, we leverage the recently proposed heavy-ball neural ODEs (HBNODEs) [Xia et al. NeurIPS, 2021] for learning data-driven reduced-order models (ROMs) in the POD context, in particular, for learning dynamics of time-varying coefficients generated by the POD analysis on training snapshots generated from solving full order models. HBNODE enjoys several practical advantages for learning POD-based ROMs with theoretical guarantees, including 1) HBNODE can learn long-term dependencies effectively from sequential observations and 2) HBNODE is computationally efficient in both training and testing. We compare HBNODE with other popular ROMs on several complex dynamical systems, including the von K\'{a}rm\'{a}n Street flow, the Kurganov-Petrova-Popov equation, and the one-dimensional Euler equations for fluids modeling.
Heavy Ball Neural Ordinary Differential Equations
Xia, Hedi, Suliafu, Vai, Ji, Hangjie, Nguyen, Tan M., Bertozzi, Andrea L., Osher, Stanley J., Wang, Bao
We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two properties that imply practical advantages over NODEs: (i) The adjoint state of an HBNODE also satisfies an HBNODE, accelerating both forward and backward ODE solvers, thus significantly reducing the number of function evaluations (NFEs) and improving the utility of the trained models. (ii) The spectrum of HBNODEs is well structured, enabling effective learning of long-term dependencies from complex sequential data. We verify the advantages of HBNODEs over NODEs on benchmark tasks, including image classification, learning complex dynamics, and sequential modeling. Our method requires remarkably fewer forward and backward NFEs, is more accurate, and learns long-term dependencies more effectively than the other ODE-based neural network models. Code is available at \url{https://github.com/hedixia/HeavyBallNODE}.