Deep learning as a dynamical system

Image: Donny Darko

A recurring movement within neural network learning research which tries to render the learning of prediction functions tractable by considering them as dynamical systems, and using the theory of stability in the context of Hamiltonians, optimal control and/or ODE solvers, to make it all work.

I’ve been interested by this since seeing the (Haber and Ruthotto 2018) paper, but it’s got a real kick from the (Chen et al. 2018) won the prize at NeurIPS for learning the ODEs themselves.

Convnets/Resnets as discrete ODE approximations

Arguing that neural networks are in the limit approximants to quadrature solutions of certain ODES, work and gain insights and new tricks into neural nets by using ODE tricks. This is mostly what Haber and Rhutthoto et al do. “Stability of training” is a useful outcome here. Related, but not quite the same, notion of stability, as in input-stability in learning. (Haber and Ruthotto 2018; Haber et al. 2017; Chang, Meng, Haber, Ruthotto, et al. 2018; Ruthotto and Haber 2018)

Andersson, Joel A. E., Joris Gillis, Greg Horn, James B. Rawlings, and Moritz Diehl. 2019. “CasADi: A Software Framework for Nonlinear Optimization and Optimal Control.” Mathematical Programming Computation 11 (1): 1–36.

Anil, Cem, James Lucas, and Roger Grosse. 2018. “Sorting Out Lipschitz Function Approximation,” November.

Arjovsky, Martin, Amar Shah, and Yoshua Bengio. 2016. “Unitary Evolution Recurrent Neural Networks.” In Proceedings of the 33rd International Conference on International Conference on Machine Learning - Volume 48, 1120–8. ICML’16. New York, NY, USA:

Babtie, Ann C., Paul Kirk, and Michael P. H. Stumpf. 2014. “Topological Sensitivity Analysis for Systems Biology.” Proceedings of the National Academy of Sciences 111 (52): 18507–12.

Chang, Bo, Lili Meng, Eldad Haber, Lars Ruthotto, David Begert, and Elliot Holtham. 2018. “Reversible Architectures for Arbitrarily Deep Residual Neural Networks.” In.

Chang, Bo, Lili Meng, Eldad Haber, Frederick Tung, and David Begert. 2018. “Multi-Level Residual Networks from Dynamical Systems View.” In PRoceedings of ICLR.

Chen, Tianqi, Ian Goodfellow, and Jonathon Shlens. 2015. “Net2Net: Accelerating Learning via Knowledge Transfer.” November 17, 2015.

Chen, Tian Qi, Yulia Rubanova, Jesse Bettencourt, and David K Duvenaud. 2018. “Neural Ordinary Differential Equations.” In Advances in Neural Information Processing Systems 31, edited by S. Bengio, H. Wallach, H. Larochelle, K. Grauman, N. Cesa-Bianchi, and R. Garnett, 6572–83. Curran Associates, Inc.

E, Weinan. 2017. “A Proposal on Machine Learning via Dynamical Systems.” Communications in Mathematics and Statistics 5 (1): 1–11.

E, Weinan, Jiequn Han, and Qianxiao Li. 2018. “A Mean-Field Optimal Control Formulation of Deep Learning.” July 3, 2018.

Grathwohl, Will, Ricky T. Q. Chen, Jesse Bettencourt, Ilya Sutskever, and David Duvenaud. 2018. “FFJORD: Free-Form Continuous Dynamics for Scalable Reversible Generative Models.” October 2, 2018.

Haber, Eldad, Keegan Lensink, Eran Treister, and Lars Ruthotto. 2019. “IMEXnet A Forward Stable Deep Neural Network.” In International Conference on Machine Learning, 2525–34. PMLR.

Haber, Eldad, Felix Lucka, and Lars Ruthotto. 2018. “Never Look Back - A Modified EnKF Method and Its Application to the Training of Neural Networks Without Back Propagation.” May 21, 2018.

Haber, Eldad, and Lars Ruthotto. 2018. “Stable Architectures for Deep Neural Networks.” Inverse Problems 34 (1): 014004.

Haber, Eldad, Lars Ruthotto, Elliot Holtham, and Seong-Hwan Jun. 2017. “Learning Across Scales - A Multiscale Method for Convolution Neural Networks.” March 6, 2017.

Han, Jiequn, Arnulf Jentzen, and Weinan E. 2018. “Solving High-Dimensional Partial Differential Equations Using Deep Learning.” Proceedings of the National Academy of Sciences 115 (34): 8505–10.

Hardt, Moritz, Benjamin Recht, and Yoram Singer. 2015. “Train Faster, Generalize Better: Stability of Stochastic Gradient Descent.” September 3, 2015.

Haro, A. 2008. “Automatic Differentiation Methods in Computational Dynamical Systems: Invariant Manifolds and Normal Forms of Vector Fields at Fixed Points.” IMA Note.

He, Junxian, Daniel Spokoyny, Graham Neubig, and Taylor Berg-Kirkpatrick. 2019. “Lagging Inference Networks and Posterior Collapse in Variational Autoencoders.” In PRoceedings of ICLR.

Jing, Li, Yichen Shen, Tena Dubcek, John Peurifoy, Scott Skirlo, Yann LeCun, Max Tegmark, and Marin Soljačić. 2017. “Tunable Efficient Unitary Neural Networks (EUNN) and Their Application to RNNs.” In PMLR, 1733–41.

Meng, Qi, Yue Wang, Wei Chen, Taifeng Wang, Zhi-Ming Ma, and Tie-Yan Liu. 2016. “Generalization Error Bounds for Optimization Algorithms via Stability.” In, 10:441–74.

Mhammedi, Zakaria, Andrew Hellicar, Ashfaqur Rahman, and James Bailey. 2017. “Efficient Orthogonal Parametrisation of Recurrent Neural Networks Using Householder Reflections.” In PMLR, 2401–9.

Rackauckas, Christopher. 2019. “The Essential Tools of Scientific Machine Learning (Scientific ML).” The Winnower, August.

Rackauckas, Christopher, Yingbo Ma, Vaibhav Dixit, Xingjian Guo, Mike Innes, Jarrett Revels, Joakim Nyberg, and Vijay Ivaturi. 2018. “A Comparison of Automatic Differentiation and Continuous Sensitivity Analysis for Derivatives of Differential Equation Solutions.” December 5, 2018.

Roeder, Geoffrey, Paul K. Grant, Andrew Phillips, Neil Dalchau, and Edward Meeds. 2019. “Efficient Amortised Bayesian Inference for Hierarchical and Nonlinear Dynamical Systems.” May 28, 2019.

Ruthotto, Lars, and Eldad Haber. 2018. “Deep Neural Networks Motivated by Partial Differential Equations.” April 11, 2018.

Saemundsson, Steindor, Alexander Terenin, Katja Hofmann, and Marc Peter Deisenroth. 2020. “Variational Integrator Networks for Physically Structured Embeddings.” March 2, 2020.

Şimşekli, Umut, Ozan Sener, George Deligiannidis, and Murat A. Erdogdu. 2020. “Hausdorff Dimension, Stochastic Differential Equations, and Generalization in Neural Networks.” June 16, 2020.

Vorontsov, Eugene, Chiheb Trabelsi, Samuel Kadoury, and Chris Pal. 2017. “On Orthogonality and Learning Recurrent Networks with Long Term Dependencies.” In PMLR, 3570–8.

Wang, Chuang, Hong Hu, and Yue M. Lu. 2019. “A Solvable High-Dimensional Model of GAN.” October 28, 2019.

Wiatowski, Thomas, and Helmut Bölcskei. 2015. “A Mathematical Theory of Deep Convolutional Neural Networks for Feature Extraction.” In Proceedings of IEEE International Symposium on Information Theory.

Wiatowski, Thomas, Philipp Grohs, and Helmut Bölcskei. 2018. “Energy Propagation in Deep Convolutional Neural Networks.” IEEE Transactions on Information Theory 64 (7): 1–1.

Yıldız, Çağatay, Markus Heinonen, and Harri Lähdesmäki. 2019. “ODE$2̂$VAE: Deep Generative Second Order ODEs with Bayesian Neural Networks.” October 24, 2019.

Zammit-Mangion, Andrew, and Christopher K. Wikle. 2020. “Deep Integro-Difference Equation Models for Spatio-Temporal Forecasting.” Spatial Statistics 37 (June): 100408.