On Second Order Behaviour in Augmented Neural ODEs.

Neural Ordinary Differential Equations (NODEs) are a new class of models that transform data continuously through infinite-depth architectures. The continuous nature of NODEs has made them particularly suitable for learning the dynamics of complex physical systems. While previous work has mostly been focused on first order ODEs, the dynamics of many systems, especially in classical physics, are governed by second order laws. In this work, we take a closer look at Second Order Neural ODEs (SONODEs). We show how the adjoint sensitivity method can be extended to SONODEs and prove that an alternative first order optimisation method is computationally more efficient. Furthermore, we extend the theoretical understanding of the broader class of Augmented NODEs (ANODEs) by showing they can also learn higher order dynamics, but at the cost of interpretability. This indicates that the advantages of ANODEs go beyond the extra space offered by the augmented dimensions, as originally thought. Finally, we compare SONODEs and ANODEs on synthetic and real dynamical systems and demonstrate that the inductive biases of the former generally result in faster training and better performance.Comment: Contains 27 pages, 14 figure

Neural ODEs with stochastic vector field mixtures

It was recently shown that neural ordinary differential equation models cannot solve fundamental and seemingly straightforward tasks even with high-capacity vector field representations. This paper introduces two other fundamental tasks to the set that baseline methods cannot solve, and proposes mixtures of stochastic vector fields as a model class that is capable of solving these essential problems. Dynamic vector field selection is of critical importance for our model, and our approach is to propagate component uncertainty over the integration interval with a technique based on forward filtering. We also formalise several loss functions that encourage desirable properties on the trajectory paths, and of particular interest are those that directly encourage fewer expected function evaluations. Experimentally, we demonstrate that our model class is capable of capturing the natural dynamics of human behaviour; a notoriously volatile application area. Baseline approaches cannot adequately model this problem

Multiscale Computations on Neural Networks: From the Individual Neuron Interactions to the Macroscopic-Level Analysis

We show how the Equation-Free approach for multi-scale computations can be exploited to systematically study the dynamics of neural interactions on a random regular connected graph under a pairwise representation perspective. Using an individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of simulated annealing we compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level. We also exploit the scheme to perform a rare-events analysis by estimating an effective Fokker-Planck describing the evolving probability density function of the corresponding coarse-grained observables

Optimising network interactions through device agnostic models

Physically implemented neural networks hold the potential to achieve the performance of deep learning models by exploiting the innate physical properties of devices as computational tools. This exploration of physical processes for computation requires to also consider their intrinsic dynamics, which can serve as valuable resources to process information. However, existing computational methods are unable to extend the success of deep learning techniques to parameters influencing device dynamics, which often lack a precise mathematical description. In this work, we formulate a universal framework to optimise interactions with dynamic physical systems in a fully data-driven fashion. The framework adopts neural stochastic differential equations as differentiable digital twins, effectively capturing both deterministic and stochastic behaviours of devices. Employing differentiation through the trained models provides the essential mathematical estimates for optimizing a physical neural network, harnessing the intrinsic temporal computation abilities of its physical nodes. To accurately model real devices' behaviours, we formulated neural-SDE variants that can operate under a variety of experimental settings. Our work demonstrates the framework's applicability through simulations and physical implementations of interacting dynamic devices, while highlighting the importance of accurately capturing system stochasticity for the successful deployment of a physically defined neural network

Mechanistic Neural Networks for Scientific Machine Learning

This paper presents Mechanistic Neural Networks, a neural network design for machine learning applications in the sciences. It incorporates a new Mechanistic Block in standard architectures to explicitly learn governing differential equations as representations, revealing the underlying dynamics of data and enhancing interpretability and efficiency in data modeling. Central to our approach is a novel Relaxed Linear Programming Solver (NeuRLP) inspired by a technique that reduces solving linear ODEs to solving linear programs. This integrates well with neural networks and surpasses the limitations of traditional ODE solvers enabling scalable GPU parallel processing. Overall, Mechanistic Neural Networks demonstrate their versatility for scientific machine learning applications, adeptly managing tasks from equation discovery to dynamic systems modeling. We prove their comprehensive capabilities in analyzing and interpreting complex scientific data across various applications, showing significant performance against specialized state-of-the-art methods