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Poster
in
Workshop: Structured Probabilistic Inference and Generative Modeling

Conditional Flow Matching for Time Series Modelling

Ella Tamir · Najwa Laabid · Markus Heinonen · Vikas Garg · Arno Solin

Keywords: [ Conditional Flow Matching ] [ Neural ODEs ] [ Time-Series Modelling ]


Abstract:

Learning dynamical systems from long trajectories is a challenging problem due to the complexity of the loss landscape. Inspired by conditional flow matching in generative modeling, we propose a new approach for training neural ODEs based on regressing vector fields of conditional probability paths defined per trajectory. Our Conditional Flow Matching for Time Series (CFM-TS) objective outperforms neural ODEs trained with the adjoint method on three simulated tasks, including a pendulum system where the neural ODE loss does not converge at all.

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