Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a search over a space of plausible dynamical systems. However, controlling the computational cost for these models is difficult since it relies on the number of steps the adaptive solver takes. Most prior works have used higher-order methods to reduce prediction timings while greatly increasing training time or reducing both training and prediction timings by relying on specific training algorithms, which are harder to use as a drop-in replacement due to strict requirements on automatic differentiation. In this manuscript, we use internal cost heuristics of adaptive differential equation solvers at stochastic time points to guide the training toward learning a dynamical system that is easier to integrate. We "close the black-box" and allow the use of our method with any adjoint technique for gradient calculations of the differential equation solution. We perform experimental studies to compare our method to global regularization to show that we attain similar performance numbers without compromising the flexibility of implementation on ordinary differential equations (ODEs) and stochastic differential equations (SDEs). We develop two sampling strategies to trade off between performance and training time. Our method reduces the number of function evaluations to 0.556-0.733x and accelerates predictions by 1.3-2x.

In realistic scenarios, multivariate timeseries evolve over case-by-case time-scales. This is particularly clear in medicine, where the rate of clinical events varies by ward, patient, and application. Increasingly complex models have been shown to effectively predict patient outcomes, but have failed to adapt granularity to these inherent temporal resolutions. As such, we introduce a novel, more realistic, approach to generating patient outcome predictions at an adaptive rate based on uncertainty accumulation in Bayesian recurrent models. We use a Recurrent Neural Network (RNN) and a Bayesian embedding layer with a new aggregation method to demonstrate adaptive prediction timing. Our model predicts more frequently when events are dense or the model is certain of event latent representations, and less frequently when readings are sparse or the model is uncertain. At 48 hours after patient admission, our model achieves equal performance compared to its static-windowed counterparts, while generating patient- and event-specific prediction timings that lead to improved predictive performance over the crucial first 12 hours of the patient stay.