Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the adjoint method, many downstream tasks such as active learning, exploration in reinforcement learning, robust control, or filtering require accurate estimates of predictive uncertainties. In this work, we propose a novel approach towards estimating epistemically uncertain neural ODEs, avoiding the numerical integration bottleneck.

Calculation of Bayesian posteriors and model evidences typically requires numerical integration. Bayesian quadrature (BQ), a surrogate-model-based approach to numerical integration, is capable of superb sample efficiency, but its lack of parallelisation has hindered its practical applications. In this work, we propose a parallelised (batch) BQ method, employing techniques from kernel quadrature, that possesses an empirically exponential convergence rate.Additionally, just as with Nested Sampling, our method permits simultaneous inference of both posteriors and model evidence.Samples from our BQ surrogate model are re-selected to give a sparse set of samples, via a kernel recombination algorithm, requiring negligible additional time to increase the batch size.Empirically, we find that our approach significantly outperforms the sampling efficiency of both state-of-the-art BQ techniques and Nested Sampling in various real-world datasets, including lithium-ion battery analytics.

It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical integration.

Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-n convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging settings where integrands are expensive to evaluate or where integrands are high dimensional. These rules are based on the assumption that the integrand has a certain degree of smoothness, which is expressed as that the integrand belongs to a certain reproducing kernel Hilbert space (RKHS). However, this assumption can be violated in practice (e.g., when the integrand is a black box function), and no general theory has been established for the convergence of kernel quadratures in such misspecified settings. Our contribution is in proving that kernel quadratures can be consistent even when the integrand does not belong to the assumed RKHS, i.e., when the integrand is less smooth than assumed. Specifically, we derive convergence rates that depend on the (unknown) lesser smoothness of the integrand, where the degree of smoothness is expressed via powers of RKHSs or via Sobolev spaces.

We present a neural-network emulator for the thermal and chemical evolution in Population III star formation. The emulator accurately reproduces the thermochemical evolution over a wide density range spanning 21 orders of magnitude (10$^{-3}$-10$^{18}$ cm$^{-3}$), tracking six primordial species: H, H$_2$, e$^{-}$, H$^{+}$, H$^{-}$, and H$_2^{+}$. To handle the broad dynamic range, we partition the density range into five subregions and train separate deep operator networks (DeepONets) in each region. When applied to randomly sampled thermochemical states, the emulator achieves relative errors below 10% in over 90% of cases for both temperature and chemical abundances (except for the rare species H$_2^{+}$). The emulator is roughly ten times faster on a CPU and more than 1000 times faster for batched predictions on a GPU, compared with conventional numerical integration. Furthermore, to ensure robust predictions under many iterations, we introduce a novel timescale-based update method, where a short-timestep update of each variable is computed by rescaling the predicted change over a longer timestep equal to its characteristic variation timescale. In one-zone collapse calculations, the results from the timescale-based method agree well with traditional numerical integration even with many iterations at a timestep as short as 10$^{-4}$ of the free-fall time. This proof-of-concept study suggests the potential for neural network-based chemical emulators to accelerate hydrodynamic simulations of star formation.