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Log neural controlled differential equations: the lie brackets make a difference

Abstract:

The vector field of a controlled differential equation (CDE) describes the relationship between a control path and the evolution of a solution path. Neural CDEs (NCDEs) treat time series data as observations from a control path, parameterise a CDE’s vector field using a neural network, and use the solution path as a continuously evolving hidden state. As their formulation makes them robust to irregular sampling rates, NCDEs are a powerful approach for modelling real-world data. ...

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Publication status:
Accepted
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
ORCID:
0000-0002-7357-297X
Acceptance date:
2024-05-01
Event title:
41st International Conference on Machine Learning (ICML 2024)
Event location:
Vienna, Austria
Event website:
https://icml.cc/Conferences/2024
Event start date:
2024-07-21
Event end date:
2024-07-27
Language:
English
Pubs id:
1677254
Local pid:
pubs:1677254
Deposit date:
2024-06-11

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