Homotopy-based training of NeuralODEs for accurate dynamics discovery

Neural Ordinary Differential Equations (NeuralODEs) present an attractive way to extract dynamical laws from time series data, as they bridge neural networks with the differential equation-based modeling paradigm of the physical sciences. However, these models often display long training times and suboptimal results, especially for longer duration data. While a common strategy in the literature imposes strong constraints to the NeuralODE architecture to inherently promote stable model dynamics, such methods are ill-suited for dynamics discovery as the unknown governing equation is not guaranteed to satisfy the assumed constraints. In this paper, we develop a new training method for NeuralODEs, based on synchronization and homotopy optimization, that does not require changes to the model architecture. We show that synchronizing the model dynamics and the training data tames the originally irregular loss landscape, which homotopy optimization can then leverage to enhance training. Through benchmark experiments, we demonstrate our method achieves competitive or better training loss while often requiring less than half the number of training epochs compared to other model-agnostic techniques. Furthermore, models trained with our method display better extrapolation capabilities, highlighting the effectiveness of our method.

Paper

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Peer review

Reviewer U4Km6/10 · confidence 4/52023-07-04

Summary

This paper proposes a novel method for training NeuralODEs, based on synchronization and homotopy optimization. They show that the addition of the synchronization module can smooth the loss landscape, on which homotopy optimization can be applied to enhance training. The new training method achieves competitive results in convergence speed and interpolation and extrapolation accuracy when compared with other baseline methods, especially for long training data. In addition,they demonstrate the robustness of the method experimentally.

Strengths

1. The method of homotopy optimization has been introduced into the training of various neural networks, but this paper combines the idea of homotopy optimization with synchronization, and proposes a method that is very suitable for training NeuralODE on dynamical system-related tasks. 2. The new training method can effectively improve the efficiency of network training and has the potential to alleviate a series of problems caused by irregular loss landscape. 3. Compared with other methods, this method has no restrictions on the model structure or parameters at all, so it is more general. 4. The experiments are valid.

Weaknesses

1. The explanations in this paper are all experimental and lack rigorous theoretical support. For example, whether it is possible to analyze if the hessian trace of loss can be strictly bounded by the traditional method after adding coupling items for homotopy optimization. 2. The authors only test the proposed method in low-dimensional toy models. 3. It is mentioned in the paper that there are many stabilized models that improve training by limiting the expressivity of the model, but these methods are not compared experimentally with this new method to verify the advantages of this new method.

Questions

1. Is it possible to add some theoretical discussions on the smoothness of the loss landscape? 2. Could you provide experimental results on more highly complex real-world datasets?

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

3 good

Contribution

2 fair

Limitations

The authors have adequately addressed the limitations.

Reviewer 84Va7/10 · confidence 4/52023-07-05

Summary

Training neural ODE models on long sequences of data from a dynamical system is difficult. The authors argue empirically that this is due to a poorly conditioned loss landscape leading to difficulties in optimization. To rectify this difficulty the authors use tools from the literature on synchronization (which gives conditions for when two dynamical systems will converge based on an error correction coupling term. They provide a homotopy between the synchronized dynamical system and the original one and argue that the optimization dynamics will be nice on the sychronized system and progressively less nice along the homotopy to the original system. However by gradually training the parameters and moving along the homotopy the method “ratchets up the difficulty” in a way that makes the ultimate optimization problem easier. They demonstrate the success of the system on a collection of commonly used dynamical systems taken from the neural ODE literature when compared to vanilla SGD and a multiple-shooting algorithm that handles the longer time horizons by breaking them up. The authors show that their method archives better accuracy, robustness, and convergence than the baselines on these problems.

Strengths

The work combines the idea of synchonization with the standard Neural ODE training to improve the performance on long-horizon data. Since “long-horizon” data is not that long when training Neural ODEs, this is a welcome development. The idea of synchronization is intuitive and theoretically justified as well as empirically demonstrated to be useful through the loss landscape Hessian. The empirical results are not broad but they are deep; the authors study many variations of the problem on a small number of dynamical systems (3) against a small number of baselines (2). However, the method performs well under noise, sparsity, and long data on these and with better test performance and more quickly.

Weaknesses

The theoretical explanation leaves a little bit lacking. I would love to know more about the properties of the dynamical system as it is more or less synchronized. If there were traces of such in an image I think it would be intuitive. It took me a while to work out that as \lambda -> \infty any setting of the parameters is optimal and I think it might be good to explicitly say / visualize that. Any more detailed theoretical statements about this method would also be welcomed.

Questions

How is K chosen? I couldn’t find it in the main paper and the idea is intuitive even if K=I but I’d like to know? Would this method work for control systems as well? Seems like the counterfactual nature of the problem could be interesting.

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

4 excellent

Contribution

3 good

Limitations

This seems pretty general and seems to widely apply to the breadth of neural ODE architectures and dynamical systems.

Reviewer bK9U6/10 · confidence 3/52023-07-06

Summary

The authors present a new method for training Neural Ordinary Differential Equations (NeuralODEs), a modeling approach that merges neural networks with the paradigm of differential equations from physical sciences. While NeuralODEs offer significant potential for extracting dynamic laws from time series data, they often suffer from long training times and subpar results. In this paper, the authors propose a training method built on synchronization and homotopy optimization. Their results demonstrate that the new method achieves competitive or even better training loss, often requiring fewer epochs compared to traditional model-agnostic techniques, and also exhibits better extrapolation capabilities.

Strengths

1. The paper addresses a notable challenge in the field of NeuralODEs: the long training times and subpar results. Their proposed solution is both innovative and logical, introducing a novel concept in the NeuralODE literature. 2. The authors demonstrate the advantages of their method convincingly, showing that it improves the training loss and requires fewer epochs for training.

Weaknesses

1. The method's extension to high-dimensional systems or partially observed states is yet to be explored, limiting its current applicability. 2. The paper could have benefited from more real-world application examples, demonstrating the utility of the method beyond the context of benchmark experiments.

Questions

1. How does the efficacy of homotopy and multiple-shooting methods change with the size of the NeuralODE model? Is it possible to find a balance between model size and training method for optimal performance? 2. What are the effects of data sparsity and noise on the performance of different training methods for NeuralODEs, particularly the homotopy training method? 3. How can this methodology be extended to high-dimensional systems or systems with partially observed states? 4. What are the practical implications and potential applications of this training method in various industries or scientific disciplines?

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

The paper mainly uses synthetic datasets for testing the performance of training algorithms. The findings might not generalize to real-world datasets, which can exhibit unique complexities and noise structures.

Reviewer jYQA6/10 · confidence 4/52023-07-07

Summary

The paper proposes a homotopy-based training method for NeuralODE models, in particular for the case with cases with long sequence of training data. Comprehensive experimental results demonstrated the effectiveness of the proposed method.

Strengths

1. The proposed method is based on homotopy method, which is a classic global optimization method, with sound theoretical foundation. 2. Comprehensive experimental results. Good results when compared with the baseline methods 3. The paper explains key concepts and results well.

Weaknesses

1. The argument on the loss function landscape lacks theoretical insights. The connection is established by empirical results. 2. Although the overall idea of using homotopy is good, some details are not properly addressed. See the questions and limitation part for more details. 3. A few key references related to homotopy methods are not cited. The references by JH He really put homotopy methods in the mainstream of scientific computing: https://scholar.google.com/citations?user=tzM7c2cAAAAJ&hl=en

Questions

1. I question the statement around Line 196, on the usage of cubic splines and its potential consequences. Cubic spline is a relatively high-order method that may be inaccurate when the underlying dynamic system is **stiff** (or there are widely spread time constants). Will the cubic spline interpolation be able to handle responses from _stiff_ systems? 2. I question the convergence of the homotopy method when constant $\Delta \lambda$ is used. The introduction of homotopy to the original ODE effectively increases the order of the ODE by 1, and transform it into a DAE. The authors should address whether there is the potential of non-convergence, and when it happens, how to address it.

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

4 excellent

Contribution

3 good

Limitations

No negative societal impact perceived.

Reviewer 9EGS6/10 · confidence 3/52023-07-09

Summary

This paper presents a new training method for Neural Ordinary Differential Equations (NeuralODEs) that aims to improve their performance in extracting dynamical laws from time series data. The proposed method is based on synchronization and homotopy optimization, which does not require changes to the model architecture. The authors demonstrate that their method achieves competitive or better training loss while often requiring less than half the number of training epochs compared to other techniques. Furthermore, models trained with their method display better extrapolation capabilities.

Strengths

[+] The paper is well-organized and clearly written, which makes it easy to follow and understand the proposed method. The introduction to the relevant background is sufficient, and the presentation of the experimental part is well-structured. [+] The proposed method is well motivated, and some visualizations play a significant role in understanding the problems with traditional methods and the performance of the newly proposed method. [+] The newly proposed method is very easy to integrate with models. In fact, the new method does not change the model but only changes the training process. It is simple to use and has excellent results. [-] Considering that there are five main hyperparameters, if there are targeted sensitivity experiments in the experiments to demonstrate how the selection of hyperparameters affects the experimental results to some extent, the experimental results might be more convincing. [-] The few systems involved in the experimental part are low-dimensional ODE systems. Can the proposed algorithm be applied to higher-dimensional problems? What new challenges might be encountered? [?] What is the relationship between the K in the algorithm framework and the hyperparameters: Coupling strength (k)? [?] It would be better if there is an analysis of computational complexity or a comparison of computation time with the baseline algorithm.

Weaknesses

see above

Questions

see above

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

4 excellent

Contribution

3 good

Limitations

see above

Reviewer U4Km2023-08-12

Thank you for your reply. Although no strict theoretical proof has been given, the above explanation explains the rationality of the method to a certain extent. However, its extrapolation prediction on more complex real-world systems is poor, which shows that its applicable scenarios are very limited. For the above reasons, I maintain the previous score.

Reviewer bK9U2023-08-12

The author has substantially addressed most of my concerns. I will keep my score.

Reviewer jYQA2023-08-15

Cubic Spline and others

Thanks to the authors for the responses and extra experiments. - Stiffness I am glad the authors are exploring the Robertson equation in the scipy package. However in my view it's not the extreme case. A good example can be found in Matlab discussion of stiff ODE's, such as stiff van der Pol equation with $\mu=1000$. I was wondering if cubic spline can handle the extremely sharp transition around $t=750$. (search for *matlab*, *solve-stiff-odes* to find the webpage). - Convergence I understand the authors' argument. I will come back to this issue again before the discussion period ends.

Authorsrebuttal2023-08-16

Additional results on the van der Pol equation

We thank the reviewer for kindly pointing us to the van der Pol equation, as well as the relevant references. We have replicated the code in the matlab documentation in Python and have used our cubic spline code to generate the interpolants. We present the results in the following anonymous link: https://drive.google.com/file/d/1xOZ3UnpUKmkB_X7ICuB226pgAprfTHK4/view?usp=sharing The results show that the cubic spline does incur some Gibb's phenomenon-like high frequency artifact at the waveform edges, but the severity of this artifact is not that large as witnessed by the zoomed-in figure in the right panel of our attached figure in the link above. We would also like to mention our noise studies on the Lotka-Volterra system (Figure 19, 20 of our appendix: please look at the appendix.pdf file in the zip file of our Supplementary materials instead of the one at the end of the main paper pdf) where we found that oscillatory artifacts in the cubic spline does not carry over to the trained model predictions. We are happy to continue the discussion with the reviewer.

Reviewer jYQA2023-08-20

Thanks to the authors for the additional experiments. My view is that the cubic spline part can be further improved, but not necessarily a showstopper of the method. I believe the method is sound and there is sufficient value to the neurIPS audience.

Reviewer 9EGS2023-08-16

Thanks for the author's response. I will keep my positive socre.

Program Chairsdecision2023-09-21

Decision

Accept (poster)

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