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Residual neural networks can be viewed as the forward Euler discretization of an Ordinary Differential Equation (ODE) with a unit time step. This has recently motivated researchers to explore other discretization approaches and train ODE based networks. However, an important challenge of neural ODEs is their prohibitive memory cost during gradient backpropogation. Recently a method proposed in arXiv:1806.07366, claimed that this memory overhead can be reduced from LNt, where Nt is the number of time steps, down to O(L) by solving forward ODE backwards in time, where L is the depth of the network. However, we will show that this approach may lead to several problems: (i) it may be numerically unstable for ReLU/non-ReLU activations and general convolution operators, and (ii) the proposed optimize-then-discretize approach may lead to divergent training due to inconsistent gradients for small time step sizes. We discuss the underlying problems, and to address them we propose ANODE, a neural ODE framework which avoids the numerical instability related problems noted above. ANODE has a memory footprint of O(L) + O(Nt), with the same computational cost as reversing ODE solve. We furthermore, discuss a memory efficient algorithm which can further reduce this footprint with a tradeoff of additional computational cost. We show results on Cifar-10/100 datasets using ResNet and SqueezeNext neural networks.
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Neural differential recurrent neural network with adaptive time steps
The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that are non-stationary and may have sharp changes like spikes. We propose an RNN-based model, called RNN-ODE-Adap, that uses a neural ODE to represent the time development of the hidden states, and we adaptively select time steps based on the steepness of changes of the data over time so as to train the model more efficiently for the "spike-like" time series. Theoretically, RNN-ODE-Adap yields provably a consistent estimation of the intensity function for the Hawkes-type time series data. We also provide an approximation analysis of the RNN-ODE model showing the benefit of adaptive steps. The proposed model is demonstrated to achieve higher prediction accuracy with reduced computational cost on simulated dynamic system data and point process data and on a real electrocardiography dataset.
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- Award ID(s):
- 2031849
- PAR ID:
- 10627700
- Publisher / Repository:
- Short version published at the Symbiosis of Deep Learning and Differential Equations III (DLDE III) at NeurIPS 2023.
- Date Published:
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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