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Main Authors: Xu, Yewei, Chen, Shi, Li, Qin
Format: Preprint
Published: 2023
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Online Access:https://arxiv.org/abs/2306.02192
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author Xu, Yewei
Chen, Shi
Li, Qin
author_facet Xu, Yewei
Chen, Shi
Li, Qin
contents Does the use of auto-differentiation yield reasonable updates for deep neural networks (DNNs)? Specifically, when DNNs are designed to adhere to neural ODE architectures, can we trust the gradients provided by auto-differentiation? Through mathematical analysis and numerical evidence, we demonstrate that when neural networks employ high-order methods, such as Linear Multistep Methods (LMM) or Explicit Runge-Kutta Methods (ERK), to approximate the underlying ODE flows, brute-force auto-differentiation often introduces artificial oscillations in the gradients that prevent convergence. In the case of Leapfrog and 2-stage ERK, we propose simple post-processing techniques that effectively eliminates these oscillations, correct the gradient computation and thus returns the accurate updates.
format Preprint
id arxiv_https___arxiv_org_abs_2306_02192
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Correcting Auto-Differentiation in Neural-ODE Training
Xu, Yewei
Chen, Shi
Li, Qin
Machine Learning
Numerical Analysis
65D25 (Primary), 65L06, 90C31 (Secondary)
Does the use of auto-differentiation yield reasonable updates for deep neural networks (DNNs)? Specifically, when DNNs are designed to adhere to neural ODE architectures, can we trust the gradients provided by auto-differentiation? Through mathematical analysis and numerical evidence, we demonstrate that when neural networks employ high-order methods, such as Linear Multistep Methods (LMM) or Explicit Runge-Kutta Methods (ERK), to approximate the underlying ODE flows, brute-force auto-differentiation often introduces artificial oscillations in the gradients that prevent convergence. In the case of Leapfrog and 2-stage ERK, we propose simple post-processing techniques that effectively eliminates these oscillations, correct the gradient computation and thus returns the accurate updates.
title Correcting Auto-Differentiation in Neural-ODE Training
topic Machine Learning
Numerical Analysis
65D25 (Primary), 65L06, 90C31 (Secondary)
url https://arxiv.org/abs/2306.02192