LFT: Neural Ordinary Differential Equations With Learnable Final-Time

IEEE Trans Neural Netw Learn Syst. 2024 May;35(5):6918-6927. doi: 10.1109/TNNLS.2022.3213308. Epub 2024 May 2.

Abstract

Since the last decade, deep neural networks have shown remarkable capability in learning representations. The recently proposed neural ordinary differential equations (NODEs) can be viewed as the continuous-time equivalence of residual neural networks. It has been shown that NODEs have a tremendous advantage over the conventional counterparts in terms of spatial complexity for modeling continuous-time processes. However, existing NODEs methods entail their final time to be specified in advance, precluding the models from choosing a desirable final time and limiting their expressive capabilities. In this article, we propose learnable final-time (LFT) NODEs to overcome this limitation. LFT rebuilds the NODEs learning process as a final-time-free optimal control problem and employs the calculus of variations to derive the learning algorithm of NODEs. In contrast to existing NODEs methods, the new approach empowers the NODEs models to choose their suitable final time, thus being more flexible in adjusting the model depth for given tasks. Additionally, we analyze the gradient estimation errors caused by numerical ordinary differential equations (ODEs) solvers and employ checkpoint-based methods to obtain accurate gradients. We demonstrate the effectiveness of the proposed method with experimental results on continuous normalizing flows (CNFs) and feedforward models.