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Closed-form Continuous-Depth Models

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 Added by Ramin Hasani
 Publication date 2021
and research's language is English




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Continuous-depth neural models, where the derivative of the models hidden state is defined by a neural network, have enabled strong sequential data processing capabilities. However, these models rely on advanced numerical differential equation (DE) solvers resulting in a significant overhead both in terms of computational cost and model complexity. In this paper, we present a new family of models, termed Closed-form Continuous-depth (CfC) networks, that are simple to describe and at least one order of magnitude faster while exhibiting equally strong modeling abilities compared to their ODE-based counterparts. The models are hereby derived from the analytical closed-form solution of an expressive subset of time-continuous models, thus alleviating the need for complex DE solvers all together. In our experimental evaluations, we demonstrate that CfC networks outperform advanced, recurrent models over a diverse set of time-series prediction tasks, including those with long-term dependencies and irregularly sampled data. We believe our findings open new opportunities to train and deploy rich, continuous neural models in resource-constrained settings, which demand both performance and efficiency.



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We introduce a new stochastic verification algorithm that formally quantifies the behavioral robustness of any time-continuous process formulated as a continuous-depth model. The algorithm solves a set of global optimization (Go) problems over a given time horizon to construct a tight enclosure (Tube) of the set of all process executions starting from a ball of initial states. We call our algorithm GoTube. Through its construction, GoTube ensures that the bounding tube is conservative up to a desired probability. GoTube is implemented in JAX and optimized to scale to complex continuous-depth models. Compared to advanced reachability analysis tools for time-continuous neural networks, GoTube provably does not accumulate over-approximation errors between time steps and avoids the infamous wrapping effect inherent in symbolic techniques. We show that GoTube substantially outperforms state-of-the-art verification tools in terms of the size of the initial ball, speed, time-horizon, task completion, and scalability, on a large set of experiments. GoTube is stable and sets the state-of-the-art for its ability to scale up to time horizons well beyond what has been possible before.
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