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We propose a method for training ordinary differential equations by using a control-theoretic Lyapunov condition for stability. Our approach, called LyaNet, is based on a novel Lyapunov loss formulation that encourages the inference dynamics to converge quickly to the correct prediction. Theoretically, we show that minimizing Lyapunov loss guarantees exponential convergence to the correct solution and enables a novel robustness guarantee. We also provide practical algorithms, including one that avoids the cost of backpropagating through a solver or using the adjoint method. Relative to standard Neural ODE training, we empirically find that LyaNet can offer improved prediction performance, faster convergence of inference dynamics, and improved adversarial robustness. Our code is available at https://github.com/ivandariojr/LyapunovLearning.
Author Information
Ivan Dario Jimenez Rodriguez (California Institute of Technology)
Aaron Ames (Caltech)
Yisong Yue (Caltech)
Yisong Yue is an assistant professor in the Computing and Mathematical Sciences Department at the California Institute of Technology. He was previously a research scientist at Disney Research. Before that, he was a postdoctoral researcher in the Machine Learning Department and the iLab at Carnegie Mellon University. He received a Ph.D. from Cornell University and a B.S. from the University of Illinois at Urbana-Champaign. Yisong's research interests lie primarily in the theory and application of statistical machine learning. He is particularly interested in developing novel methods for interactive machine learning and structured prediction. In the past, his research has been applied to information retrieval, recommender systems, text classification, learning from rich user interfaces, analyzing implicit human feedback, data-driven animation, behavior analysis, sports analytics, policy learning in robotics, and adaptive planning & allocation problems.
Related Events (a corresponding poster, oral, or spotlight)
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2022 Spotlight: LyaNet: A Lyapunov Framework for Training Neural ODEs »
Tue. Jul 19th 03:35 -- 03:40 PM Room Room 327 - 329
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