Interpolated Adjoint Method for Neural ODEs

03/11/2020

∙

by   Talgat Daulbaev, et al.

∙

12

∙

share

In this paper, we propose a method, which allows us to alleviate or completely avoid the notorious problem of numerical instability and stiffness of the adjoint method for training neural ODE. On the backward pass, we propose to use the machinery of smooth function interpolation to restore the trajectory obtained during the forward integration. We show the viability of our approach, both in theory and practice.