Neural Ordinary Differential Equations (Neural ODEs) represent a novel approach to modeling dynamical systems using deep learning techniques. Unlike traditional neural networks, which rely on discrete layers, Neural ODEs treat the hidden state of a computation as a continuous function over time, governed by an ordinary differential equation. This allows for the representation of complex temporal dynamics in a more flexible manner. The core idea is to define a neural network that parameterizes the derivative of the hidden state, expressed as
where is the hidden state at time , is a neural network, and denotes the parameters of the network. By using numerical solvers, such as the Runge-Kutta method, one can compute the hidden state at different time points, effectively allowing for the integration of neural networks into continuous-time models. This approach not only enhances the efficiency of training but also enables better handling of irregularly sampled data in various applications, ranging from physics simulations to generative modeling.
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