Ordinary differential equations in machine learning : continuous mappings

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Date

2023-08-25

Authors

Γεωργαντόπουλος, Παναγιώτης

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Abstract

In this thesis the use of Ordinary Differential Equations as machine learning models such as the Neural Ordinary Differential Equations (NODEs) and Continuous Normalizing Flows (CNFs), is investigated. Those models constitute an alternative to neural networks based on residual architectures whose the number of layers could be considered that result from the sampling of the trajectory of a NODE or a CNF. It is well known that the modeling of a highly non linear function by a deep neural network leads to a highly non linear prob- lem that is not amenable to close form solution. By modeling a deep neural network by a NODE, numerical integrators can be used for their training by solving in each solver’s step the resulting adjoint equations. By doing so, in contrast to the classical back-propagation algorithm that demands the storing of all the intermediate partial derivatives with respect to the network’s parameters in memory, the use of constant sized memory is needed. To showcase the performance of of NODEs and CNFs on basic machine learning problems, we test the use of NODEs and CNFs in simple classification and non-parametric density matching problems respectively, and compare their performances against typical ResNet based models.

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Keywords

Neural ordinary differential equations, Continuous state space modeling, Continuous depth neural networks, Continuous normalizing flows

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