ControlSynth Neural ODEs: Modeling Dynamical Systems with Guaranteed Convergence

Neural ODEs (NODEs) are continuous-time neural networks (NNs) that can process data without the limitation of time intervals. They have advantages in learning and understanding the evolution of complex real dynamics. Many previous works have focused on NODEs in concise forms, while numerous physical systems taking straightforward forms, in fact, belong to their more complex quasi-classes, thus appealing to a class of general NODEs with high scalability and flexibility to model those systems. This, however, may result in intricate nonlinear properties. In this paper, we introduce ControlSynth Neural ODEs (CSODEs). We show that despite their highly nonlinear nature, convergence can be guaranteed via tractable linear inequalities. In the composition of CSODEs, we introduce an extra control term for learning the potential simultaneous capture of dynamics at different scales, which could be particularly useful for partial differential equation-formulated systems. Finally, we compare several representative NNs with CSODEs on important physical dynamics under the inductive biases of CSODEs, and illustrate that CSODEs have better learning and predictive abilities in these settings.

Paper

References (29)

Scroll for more · 17 remaining

Similar papers

Peer review

Reviewer x1sG7/10 · confidence 3/52024-06-23

Summary

The paper introduces an extension to Neural ODEs. At it's core this is an architectural change to Neural ODEs, adding more important structure to the dynamics function through a control signal $u(t)$. The paper shows that this can lead to rich non-linear dynamics with convergence guarantees. Extensive experiments on various synthetic and real systems show that structuring the dynamics in this way leads to faster training, better performance and reliable scaling.

Strengths

This is a really solid paper in my opinion. The paper identifies a problem with Neural ODEs, proposes a theoretically grounded solution. As far as I can tell the theory is correct. The evaluation is extensive, generally exploring all important aspects of the work. The appendix is rich with important details, showing further results.

Weaknesses

The paper would be improved most by restructuring the writing. I believe the related work section would be better after the introduction rather than before the conclusion. Section 2 needs to be slightly improved. The description jumps straight into the mathematical detail without very much explanation of $u(t)$ or the subnetworks. I believe the paper would be improved significantly by reducing Section 3 by moving details to the appendix and giving a more intuitive explanation of the main result. Additionally use the space to give a more accessible explanation of CSODE in Section 2. There should be some sort of comparison to Neural CDE, since it also uses control signals and is considered SOTA for Neural ODE methods. Other methods that could be compared to to improve the evaluation is Latent ODE and ODE-RNN. Section 6 on scaling is good but should involve comparisons to other models. Since a claim of the paper is that CSODE has guarantees especially for larger models then this should be shown against NODE and NODE variants. Additionally for the scatter plot in Figure 6, as far as I can tell this is about including more subnetworks, this is not clear from the plot legend or figure caption. Another claim is that this method inherently works at different spatial scales. There does not appear to be an experiment testing this, is this possible?

Questions

- Why is the Euler method used for ODE integration and not Dopri5? This is the standard ODE solver used in Neural ODE works. - Is it possible to include results for Neural CDE/ODE-RNN/Latent ODE?

Rating

7

Confidence

3

Soundness

3

Presentation

3

Contribution

4

Limitations

- Limitations are well addressed in the conclusion. - A thorough broader impact statement is provided in the appendix.

Authorsrebuttal2024-08-08

Revised Section 3 (Part 1)

Dear Reviewer, To demonstrate the more specific effects after adjustment, please allow us to provide the complete Theoretical Results Section for your reference. Due to length constraints, we have divided it into two parts, each presented in separate comment boxes. (Part 1): ## Theoretical Results: Convergence Analysis Consider the CSODEs given in Equation (1), where $f_j: \mathbb{R}^{k_j} \to \mathbb{R}^{k_j}$ are nonlinear activation functions. For them, an imposed condition on $f_j^i$ (the $i$-th element of the vector-valued $f_j$) is presented as follows: **Assumption 1:** For any $i \in \{1,\dots, k_j\}$ and $j \in \{1,\dots,M\}$, $s f^i_j(s) >0$ for all $s \in \mathbb{R} \backslash \{ 0 \}$. **Remark 1:** Assumption 1 applies to many activation functions, such as $\tanh$ and parametric ReLU. It picks up the activation functions passing through the origin and the quadrants I and III. For more explanations, the reader is referred to Appendix B.1. In this study, to analyze the convergence property of the NN (1), we first define the concept of *convergence*: **Definition 1:** The model (1) is convergent if it admits a unique bounded solution for $t \in \mathbb{R}$ that is globally asymptotically stable (GAS). In order to investigate the convergence, two properties have to be satisfied, that is, the boundedness and the GAS guarantees of the solution $x^{*}$ for Equation (1). In this respect, two assumptions are given as follows. **Assumption 2:** Assume that the functions $f_j^i$ are continuous and strictly increasing for any $i \in \{1,\dots, k_j\}$ and $j \in \{1,\dots,M\}$. Assumption 2 aligns with CSODE's structure, reflecting continuity and monotonicity of activation functions. This relates to model dynamics and is satisfied by most common activations. In the analysis of convergence, one needs to study two models in the same form but with different initial conditions and their contracting properties. To that end, along with Equation (1), we consider the model $\dot{y}(t)=A_{0}y(t)+\sum_{j=1}^{M}A_{j}f_{j}(W_jy(t))+g(u(t))$ with the same input but different initial conditions $y(0)\in\mathbb{R}^{n}$. Let $\xi:=y-x$. Then the corresponding error system is $$\dot{\xi}=A_{0}\xi+\sum_{j=1}^{M}A_{j}p_{j}(x,\xi),$$ where $p_{j}(x,\xi) =f_{j}(W_j(\xi+x))-f_{j}(W_jx)$. Note that for any fixed $x\in\mathbb{R}^{n}$, the functions $p_j$ in the variable $\xi \in\mathbb{R}^{n}$ satisfy the properties formulated in Assumptions 1, 2. The following assumption is imposed for analyzing the contracting property of Equation (2). **Assumption 3:** Assume that there exist positive semidefinite diagonal matrices $S_{0}^{j},S_{1}^{j},S_{2}^{j},S_{3}^{j,r},H_{0}^{j},H_{1}^{j},H_{2}^{j},H_{3}^{j,r} \left(j,r\in \{1,\dots,M\}\right)$ with appropriate dimensions such that $$\begin{aligned} p_{j}(x,\xi)^{\top} p_{j}(x,\xi) & \leq \xi^{\top} W_j^\top S_{0}^{j} W_j \xi+2\xi^{\top} W_j^\top S_{1}^{j}p_{j}(x,\xi) +2\xi^{\top} W_j^\top S_{2}^{j}f_{j}(W_j\xi) \\ & +2\sum_{r=1}^{M}p_{j}(x,\xi)^{\top} W_j^\top W_j S_{3}^{j,r} W_r^\top W_r f_{r}(W_r \xi) \end{aligned}$$ and $$\begin{aligned} f_{j}(W_j \xi)^{\top}f_{j}(W_j \xi) & \leq \xi^{\top} W_j^\top H_{0}^{j} W_j\xi+2\xi^{\top} W_j^\top H_{1}^{j}p_{j}(x,\xi)+2\xi^{\top} W_j^\top H_{2}^{j}f_{j}(W_j \xi) \\ & + 2\sum_{r=1}^{M}p_{j}(x,\xi)^{\top} W_j^\top W_j H_{3}^{j,r} W_r^\top W_r f_{r}(W_r \xi) \end{aligned}$$ for all $x,y\in\mathbb{R}^{n}$ and $\xi=x-y$. Notice that Assumption 3 is at least more relaxed than Lipschitz continuity (see Appendix B.2 for an intuitive example of activation functions satisfying Assumption 3). ...

Authorsrebuttal2024-08-08

Revised Section 3 (Part 2)

... (Part 2): ### Convergence Conditions We are now ready to show the convergence conditions for the CSODEs: **Theorem 1:** Let Assumptions 1-3 be satisfied. If there exist positive semidefinite symmetric matrices $P, \tilde{P}$; positive semidefinite diagonal matrices $\Lambda^j, \tilde{\Lambda}^j$ for $j = 1, \ldots, M$, $\Xi^s$ for $s = 0, \ldots, M$, $\Upsilon_{s,r}$ for $0 \leq s < r \leq M$, $\tilde{\Upsilon}_{j,j'}$ for $j, j' = 1, \ldots, M$, $\Gamma_j, \Omega_j$ for $j = 1, \ldots, M$, $\tilde{\Xi}^0$; positive definite symmetric matrix $\Phi$; and positive scalars $\gamma, \theta$ such that the linear matrix inequalities (LMI) in Appendix B.3 hold true. Then, a forward complete system (1) is convergent. Proof in Appendix C.3. Note that the used conditions on $f_j^i$ in Assumption 3 can be relaxed to "non-decreasing", which enlarges the scope of activation functions, including non-smooth functions like ReLU, then the resulting modifications for the formulations of Theorem 1 can be readily obtained, highlighting the CSODE framework's adaptability. Those LMI conditions ensure system convergence. From an energy perspective, this indicates the error system's generalized energy (represented by the energy (or Lyapunov) function) is monotonically non-increasing, leading to convergence towards the equilibrium point: origin. These conditions can be easily verified, thanks to CSODE's structural characteristics and LMIs' highly adjustable elements. The matrices, such as $\tilde{\Xi}^0$ and $\tilde{\Upsilon}_{j,j'}$, in the LMIs act as compensation terms balancing the effects of linear and nonlinear terms, ensuring the derivative of the energy function $\tilde{V}$ remains non-positive. Properties of $f_j$ (Assumptions 1 and 2) provide facilitation in constructing these matrices. Assumption 3 allows for non-restrictive conditions on activation functions, avoiding strong global Lipschitz continuity assumptions and providing precise local asymptotic stability characterization.

Reviewer Wqu15/10 · confidence 2/52024-07-09

Summary

The authors present a new class of continuous-time neural networks, ControlSynth ODEs. This new class of ODEs are able to learn the dynamics of physical systems faster and more precisely. In addition the authors provide theoretical convergence guarantees for these new models, and demonstrate their effectiveness compared to traditional Neural ODEs.

Strengths

Although the analysis is difficult to follow, the theoretical convergence guarantees make these an attractive model. In the benchmark experiments, adaptive CSODEs achieve are superior compared to the other models.

Weaknesses

The explanation of the model is far too condensed and unclear.

Questions

It would be beneficial to outline what architectural changes are made from standard NODEs to CSODEs. In addition, to what hypothesis motivated these changes. Why are they termed ControlSynth ODEs? The name is uninformative. What are the inductive biases of these models?

Rating

5

Confidence

2

Soundness

2

Presentation

1

Contribution

2

Limitations

The limitations of the method are unclear. What are the inductive biases of these models? How does sensitivity to hyperparameters emanate during training? Why is this specific architecture more difficult to train than the alternatives?

Authorsrebuttal2024-08-13

We are deeply grateful for your review and feedback. Your comments and the time you've invested have been instrumental in enhancing the quality of our manuscript. We sincerely thank you for your valuable contributions to this work. We also greatly appreciate your recognition of our efforts.

Reviewer tUtW8/10 · confidence 4/52024-07-13

Summary

The paper introduces ControlSynth Neural ODEs (CSODEs), a novel approach to modeling dynamical systems with neural ordinary differential equations (NODEs). The proposed models constraint the system to a convergent once. The CSODE framework incorporates an additional control term to ensure the existence of the solutions. The authors present theoretical guarantees for convergence and demonstrate the superior performance of CSODEs compared to other NODE variants in their experiments.

Strengths

* **Experiments**: The authors validate their model on learning dynamical systems. This is a welcome change from several papers testing neural odes on problems like image classifications and such, where neural odes tend not to be the best solution. Hopefully more papers do the same! * **Technical Rigor**: The paper provides detailed theoretical analysis and proofs for the convergence of CSODEs.

Weaknesses

Overall the paper looks solid. 1 questions regarding the training pointed out in the next section.

Questions

In the preliminary experiments section, neural odes seems not to converge properly. Was an alternate optimizer like LBFGS or BFGS tried? In most cases where vanilla neural ODEs tend to not converge, it is more often than not an optimizer issue rather than a model issue.

Rating

8

Confidence

4

Soundness

3

Presentation

3

Contribution

3

Limitations

N/A

Authorsrebuttal2024-08-13

Dear Reviewer, Thank you for your positive feedback and for recognizing the value of our contribution! We are grateful for your time and effort in reviewing our work and are pleased to hear that the additional experiments addressed your concerns about optimization. Your support and revised score are greatly appreciated.

Reviewer JYd35/10 · confidence 3/52024-07-13

Summary

In this paper, a method called ControlSynth Neural ODEs is proposed. This method is essentially defined as a neural ordinary differential equation with a control input. In particular, the authors focus on the convergence, of which definition requires the existence of a solution and also the asymptotic stability of the solution. In this paper, theoretical conditions to satisfy the convergence are presented. Some numerical experiments are also provided.

Strengths

In my opinion, the main contribution is the theoretical analysis of convergence. In fact, stability is very important for the use of neural ordinary differential equations, which are often unstable when used for modeling.

Weaknesses

In this paper, conditions for convergence are presented. Thus, it is expected that the control input and the neural ordinary differential equations should be trained so that these conditions are satisfied. However, I could not find any description of how to achieve this in the paper. In fact, the conditions for the convergence assume the existence of several matrices, and it seems difficult to design an optimization algorithm for training while satisfying these conditions.

Questions

As it is stated that the convergence is guaranteed in this paper, I imagine that there must be some tricks in designing the control input and the learning algorithm so that the conditions for the convergence are always satisfied. How are they designed?

Rating

5

Confidence

3

Soundness

3

Presentation

3

Contribution

2

Limitations

There seems to be no problem.

Reviewer x1sG2024-08-07

Score stays the same, confidence stays the same

Thank you to the authors for the detailed response. I have read through the other reviews and all repsonses. I am satisfied with this paper and my score remains the same. I would ideally like to see the new figure 6, but there has been no pdf uploaded. Please make sure to carry out the polishing of the writing, because it is very important. I appreciate we cannot see a revision, so I will trust the authors. Maybe it's possible to give some of the changes made to section 3 in a reply?

Authorsrebuttal2024-08-08

The Changes Made to Section 3 and Figure 6

Dear Reviewer, Thank you very much for your detailed feedback and continued support. Your suggestions are crucial to improving the quality of our paper. We have made significant changes to Figure 6 and Section 3 based on your comments. The following are specific improvements: ## About New Figure 6 Thank you for your valuable feedback on Figure 6 and your efforts to improve the readability of our paper. We deeply appreciate your trust in our work and your commitment to helping us enhance its quality. We sincerely apologize for the lack of clarity in our original presentation and the absence of the new detailed figure in our initial global response. We regret that our previous global response focused more on explaining the paper's approach, motivation, and additional experimental details, without including the PDF of the improved figure. Unfortunately, we are no longer able to edit the global rebuttal and upload a PDF. We recognized the importance of clarity and precision for selling the contribution. As such, we have made significant improvements to Figure 6: 1. We've reduced the number of compared models from five to three for better clarity. 2. The color scheme has been changed to use more distinguishable colors for each model. 3. In addition to colors, we now use different marker shapes for each model configuration. 4. The legend no longer obscures scatter points. We've also revised the caption to be more explicit: > "Figure 6: Performance comparison of CSODE models with varying numbers of sub-networks. The scatter plot illustrates the relationship between training and validation losses for three distinct sub-network configurations (e.g., 1, 3, and 5 sub-networks) at a fixed width of 512. Each configuration is represented by a unique color and marker shape. This visualization demonstrates how increasing the number of sub-networks affects the model's performance and generalization capability." > These changes are part of our ongoing effort to improve the clarity and accessibility of our work. We are grateful for your insights, which have helped us identify points for improvement. Your feedback is invaluable in our pursuit of presenting our research in a clear and understandable manner possible. We appreciate your patience and the opportunity to refine our work. Thank you again for your thoughtful review and constructive suggestion. ## About New Section 3 We have significantly revised the theoretical results section to enhance its readability and intuition while maintaining rigor. Key changes include: 1. Structure and Intuition: We reorganized the chapter, focusing on core results and adding intuitive explanations. For example, we now explain how LMI conditions relate to the system's stability through the concept of "generalized energy" decreasing monotonically. We also provide more context for the role of compensating matrices in balancing linear and nonlinear terms. 2. Assumptions and CSODE Structure: We simplified the presentation of assumptions, clarifying how they differ from traditional Lipschitz continuity requirements. We have highlighted the flexibility that the CSODE framework provides in constructing Lyapunov functions. Particularly, we emphasize how Assumption 3 allows for more adaptable stability analysis, capturing the local behavior of the error $\xi$ rather than relying solely on global properties. 3. Technical Details and Activation Functions: Complex derivations were moved to appendices, improving the readability of the main text. We simplified the activation function discussion, retaining key points like the potential relaxation to "non-decreasing" functions. This expansion to include non-smooth functions like ReLU illustrates the broader applicability of our analysis. These changes aim to make theoretical results more accessible while showcasing the CSODE framework's potential in analyzing complex nonlinear systems. We welcome your feedback on these points and are prepared for further refinements to ensure clarity and accuracy. We will attempt to incorporate the revised Section 3 into the next official comment as a reply.

Reviewer x1sG2024-08-08

Thank you for the response

Thank you very much to the authors for the swift response. I have no further questions, I am satisfied with the responses and the whole paper.

Reviewer tUtW2024-08-12

I thank the authors for running additional experiments. My main concern with the paper was indeed the optimization issue and it seems that even after "better convergence" of the Neural ODEs, ControlSynth NODEs maintain an edge. I believe this is a valuable contribution and I will revise my score to 8!

Reviewer JYd32024-08-13

Thank you very much for the detailed reply. If I understand it correctly, the conditions in Theorem 1 are checked numerically after training, and the trained models should be retrained if the conditions are not satisfied. Is this understanding correct?

Authorsrebuttal2024-08-13

Dear Reviewer, We are deeply grateful for your insightful question. Your question not only demonstrates your meticulous review of our research, but also provides us with a great opportunity to clarify and deepen our perspectives. We would like to emphasize that Theorem 1 and its conditions are not intended to be checked numerically after training, nor do we propose retraining if the conditions are not satisfied. This is because such a process was never the motivation behind our model training design. While we do not recommend it as a standard practice, we acknowledge that in certain scenarios, incorporating examinations followed by appropriate sub-networks additions and optimizer modifications could potentially serve as prescription. However, this was not the focus of our current study. It's worth noting that such sufficient conditions are very common in the control theory community and are frequently used to analyze system stability. Our approach was indeed inspired by these concepts. Please allow us to elaborate further on our approach: 1. **Relationship between Theoretical Foundation and Practical Application:** Theorem 1 indeed provides the theoretical basis for CSODE's convergence, but this does not mean that we expect or require strict verification of these conditions during actual training. This theorem serves more to prove that the CSODE structure has the potential to reach a convergent state theoretically. 2. **Structural Advantages of CSODE:** The primary intention of CSODE's design was to provide greater flexibility and a broader parameter search space for the model through its unique structure (including additional control terms, sub-networks and matrices). This structure allows the model to naturally find convergent solutions more easily during training, without explicitly enforcing the conditions in the theorem. 3. **Relaxation of Conditions:** When deriving Theorem 1, we deliberately designed relatively relaxed conditions. The purpose was to make these conditions more easily satisfied naturally in regular learning processes, rather than serving as strict constraints. 4. **Experimental Validation:** Our experimental results strongly support our theoretical insights. The results show that CSODE indeed outperforms other models in terms of convergence and performance, validating the practical value of our theoretical analysis. 5. **Clarification of the Term "Guaranteed Convergence":** We acknowledge that using the term "Guaranteed Convergence" may have caused misunderstanding, and we apologize for this. More accurately, this concept is more like providing a theoretical "safety net" or "insurance policy" for the model's convergence, rather than a guarantee that needs to be strictly checked after training. 6. **Bridge between Theory and Practice:** The true value of Theorem 1 lies in providing a theoretical explanation for CSODE's superior performance. It helps us understand why CSODE performs well in practice, rather than serving as a constraint or checkpoint during the training process. 7. **Clarification of Research Motivation:** Our main motivation was to design a model that is structurally more conducive to reaching a convergent system. Through the design of CSODE, we hoped to create a model that "naturally towards convergence," rather than one that requires external enforcement or frequent checks to ensure convergence. 8. **Future Research Directions:** Your question inspires us to consider how we can more closely integrate these theoretical insights into actual training processes in future research, possibly through some soft constraints or regularization techniques. In summary, Theorem 1 should be viewed as the theoretical cornerstone of CSODE's performance, not as a practical constraint in the training process. While it could potentially be utilized as a constraint, our current work does not recommend this approach so far. Once again, thank you for your valuable feedback, which helps us communicate our research ideas more clearly. If you have any further questions or need additional clarification, we are more than happy to continue the discussion.

Reviewer JYd32024-08-13

Thank you so much for the detailed reply. I believe that I finally understand the contributions of this paper and I changed my score. Actually, I was confused by the term "Guaranteed Convergence."

Authorsrebuttal2024-08-13

Dear Reviewer, We are deeply grateful for your thorough review and feedback. Your comments have been instrumental in enhancing the quality and clarity of our manuscript. Your acknowledgment of our efforts is deeply appreciated and serves as a significant encouragement for our ongoing research. We remain confident in the fundamental contributions and novelty of our work. The theoretical framework we've developed provides a solid foundation for understanding and improving the convergence properties of continuous-time neural networks, which we believe will have far-reaching implications in the field. We sincerely apologize for any confusion our choice of words may have caused. We appreciate you bringing this to our attention, as it has provided us with a valuable opportunity to clarify our intentions and improve the precision of our language. Your questions have sparked a meaningful dialogue, allowing us to elaborate on the theoretical foundations of our work and their practical implications. This exchange has not only improved our current manuscript but will also guide us in being more meticulous in our explanations and terminology in future research. We are convinced that these clarifications have further strengthened the impact and accessibility of our work for the broader scientific community.

Reviewer Wqu12024-08-13

I have read the response and I have updated my score.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

© 2026 NYSGPT2525 LLC