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There is a wave of interest in using unsupervised neural networks for solving differential equations. The existing methods are based on feed-forward networks, {while} recurrent neural network differential equation solvers have not yet been reported. We introduce an unsupervised reservoir computing (RC), an echo-state recurrent neural network capable of discovering approximate solutions that satisfy ordinary differential equations (ODEs). We suggest an approach to calculate time derivatives of recurrent neural network outputs without using backpropagation. The internal weights of an RC are fixed, while only a linear output layer is trained, yielding efficient training. However, RC performance strongly depends on finding the optimal hyper-parameters, which is a computationally expensive process. We use Bayesian optimization to efficiently discover optimal sets in a high-dimensional hyper-parameter space and numerically show that one set is robust and can be used to solve an ODE for different initial conditions and time ranges. A closed-form formula for the optimal output weights is derived to solve first order linear equations in a backpropagation-free learning process. We extend the RC approach by solving nonlinear system of ODEs using a hybrid optimization method consisting of gradient descent and Bayesian optimization. Evaluation of linear and nonlinear systems of equations demonstrates the efficiency of the RC ODE solver.
We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted directly.
We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box di
Machine learning approaches have recently been leveraged as a substitute or an aid for physical/mathematical modeling approaches to dynamical systems. To develop an efficient machine learning method dedicated to modeling and prediction of multiscale
Applications that exploit the architectural details of high-performance computing (HPC) systems have become increasingly invaluable in academia and industry over the past two decades. The most important hardware development of the last decade in HPC
The instability of Generative Adversarial Network (GAN) training has frequently been attributed to gradient descent. Consequently, recent methods have aimed to tailor the models and training procedures to stabilise the discrete updates. In contrast,