Title
Differentiable Multiple Shooting Layers.
Abstract
We detail a novel class of implicit neural models. Leveraging time-parallel methods for differential equations, Multiple Shooting Layers (MSLs) seek solutions of initial value problems via parallelizable root-finding algorithms. MSLs broadly serve as drop-in replacements for neural ordinary differential equations (Neural ODEs) with improved efficiency in number of function evaluations (NFEs) and wall-clock inference time. We develop the algorithmic framework of MSLs, analyzing the different choices of solution methods from a theoretical and computational perspective. MSLs are showcased in long horizon optimal control of ODEs and PDEs and as latent models for sequence generation. Finally, we investigate the speedups obtained through application of MSL inference in neural controlled differential equations (Neural CDEs) for time series classification of medical data.
Year
Venue
DocType
2021
Annual Conference on Neural Information Processing Systems
Conference
Citations 
PageRank 
References 
0
0.34
0
Authors
7
Name
Order
Citations
PageRank
Stefano Massaroli102.37
Michael Poli200.34
sho sonoda311.73
Taji Suzuki400.34
Jinkyoo Park500.68
Atsushi Yamashita632167.29
Hajime Asama7826237.10