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Stable Neural Flows

Stefano Massaroli, Michael Poli, Michelangelo Bin, Jinkyoo Park, Atsushi Yamashita, Hajime Asama

arXiv:2003.08063v1cs.LGmath.OCstat.ML

TL;DR

The paper addresses instability, perturbation sensitivity, and solver overhead in unconstrained neural ODEs. It introduces stable neural flows based on neural-network energy functionals, formulates training as optimal control with adjoint sensitivity analysis, and evaluates the model on classification and function approximation tasks.

  • Problem

    Unconstrained neural ODEs can exhibit unstable, stiff, or chaotic dynamics, making them sensitive to input perturbations and costly for numerical solvers.

    Source: §I · p. 1
  • Method

    Stable neural flows use the negative gradient of a neural-network-parametrized energy functional and train its parameters through an optimal-control formulation with adjoint-based adaptation.

    Source: §I · p. 1, §II · p. 2, §III · p. 3
  • Results

    The proposed model class is evaluated on nonlinear classification and function approximation tasks, with classification flows reported to converge to desired values before the terminal depth.

    Source: B. Nonlinear classification via stable… · p. 5
  • Takeaways & Limitations

    Energy-based neural ODEs provide intrinsic stability properties and are augmented with regularizers intended to accelerate convergence to steady state.

    Source: §I · p. 1, §V · p. 5

Abstract

from arXiv · show

We introduce a provably stable variant of neural ordinary differential equations (neural ODEs) whose trajectories evolve on an energy functional parametrised by a neural network. Stable neural flows provide an implicit guarantee on asymptotic stability of the depth-flows, leading to robustness against input perturbations and low computational burden for the numerical solver. The learning procedure is cast as an optimal control problem, and an approximate solution is proposed based on adjoint sensivity analysis. We further introduce novel regularizers designed to ease the optimization process and speed up convergence. The proposed model class is evaluated on non-linear classification and function approximation tasks.

I. INTRODUCTION

Neural ODEs model input–output maps as depth-indexed dynamical flows, but unconstrained dynamics can be unstable, sensitive to perturbations, and costly for numerical solvers. Stable neural flows address this by steering trajectories along negative gradients of a neural-network-parametrized energy functional, with preliminaries defining the data stream, model, projections, and well-posedness conditions.

I. INTRODUCTION

  • Neural ODEs define the input–output map through an ODE flow ẋ(s)=f(s,x(s)) with initial state x(0)=u over a compact depth domain.The vector field is parametrized by neural-network weights, while the paper restricts its analysis to depth-invariant weights.Source: §I · p. 1, A. Preliminaries · p. 2
  • Unconstrained neural ODEs may produce unstable or stiff dynamics, increasing sensitivity to input perturbations and numerical-solver overhead while permitting chaotic behavior.These effects can make generalization to unseen data unreliable because errors propagate from small feature deviations.Source: §I · p. 1

II. STABLE NEURAL FLOWS

  • Stable neural flows replace unconstrained vector fields with neural-network-parametrized energy functionals whose negative gradients steer the trajectories.The energy-based construction is introduced as a stable neural ODE variant with trajectories evolving along energy level sets.Source: §I · p. 1, §II · p. 2

A. Preliminaries

  • The framework treats parameter learning as optimization of a smooth data-fitting cost over model parameters, with input and output projections mapping data into and out of the latent state.The neural ODE receives u_t, evolves the state over the depth domain, and produces the estimate ŷ_t through h_y.Source: A. Preliminaries · p. 2
  • Under Lipschitz vector fields, each input has a unique solution over the full depth domain, yielding a parameterized mapping from weights and inputs to trajectories and outputs.The resulting trajectory map is denoted φ_s(w,u_t), and the output can be written as ŷ_t=γ(w,u_t).Source: A. Preliminaries · p. 2

B. Stable Neural Flows

Stable neural flows constrain neural ODE trajectories to follow the negative gradient of a bounded neural energy, yielding forward completeness and local asymptotic stability under stated conditions.

  • Stable neural flows use a bounded, neural-network-parametrized energy whose negative gradient steers the state dynamics.The energy may depend explicitly on each input, producing a data-dependent family of energy functionals.Source: B. Stable Neural Flows · p. 2
  • The model’s solutions are forward complete on any compact depth domain, and suitable parameters can reach an arbitrary level of steady state.The steady state is understood as closeness to an invariant set.Source: B. Stable Neural Flows · p. 2
  • Under the proposition’s neighborhood and derivative conditions, closed sets satisfying the energy-minimum condition are locally asymptotically stable.The proof uses the energy as a Lyapunov function with nonpositive derivative along trajectories.Source: B. Stable Neural Flows · p. 2
  • Almost all initial conditions converge toward a stable set associated with an isolated set of local energy minima, excluding local maxima and saddle-point basins.Each isolated set of local minima has a basin of attraction.Source: B. Stable Neural Flows · p. 2

C. Variants of the Model

The model is extended with port–Hamiltonian-inspired dynamics and a second-order mechanical formulation while preserving energy dissipation and stability.

1) Port–Hamiltonian inspired model:

  • The port–Hamiltonian-inspired variant preserves stability when A(x)+A⊤(x) ≺ 0, while allowing combinations of negative gradient directions.This gives the model more freedom to steer states toward energy minima.Source: 1) Port–Hamiltonian inspired model · p. 2

2) Second–order model:

  • The second-order model represents the state as position and momentum and introduces a trainable positive parameter α within a mechanical-dynamics formulation.Its stability analysis uses a total energy combining kinetic energy with the learned potential ε(q, w).Source: 2) Second–order model · pp. 2–3
  • The second-order system eventually converges to a fixed point (q∗, 0_nv), where q∗ is a local minimizer of ε.A stability-preserving generalization is also defined using symmetric matrix conditions.Source: 2) Second–order model · p. 3

3) Stochastic Model:

The stochastic extension models stable neural flows as drift–diffusion dynamics driven by an energy function, with stability characterized through probability-density evolution and free-energy decay.

3) Stochastic Model:

  • The stochastic model resembles a drift–diffusion process in which the energy ε(x, w) acts as a drift potential and β is an optimisable diffusion coefficient.Source: 3) Stochastic Model · p. 3
  • The density follows a Kolmogorov forward equation and converges to a Boltzmann stationary distribution while the associated free-energy Lyapunov functional decays.Source: 3) Stochastic Model · p. 3
  • Experimental evaluation of the stochastic model is left for future work because optimisation requires stochastic adjoint-sensitivity analysis.Source: 3) Stochastic Model · p. 3

III. TRAINING THE MODEL

  • Training the model parameters is formulated by minimising a smooth data-fitting cost over the available input–output samples.Source: §III · p. 3

A. Training Process: an Optimal Control Perspective

Training is posed as a constrained optimal-control problem, with gradient descent used for approximate parameter optimisation and adjoint methods used to compute O(1)-memory gradients.

A. Training Process: an Optimal Control Perspective

B. Terminal Cost Gradients

  • For terminal costs, the adjoint system is solved backward and its initial value recovers the parameter gradient for stable first- and second-order neural ODE models.Source: B. Terminal Cost Gradients · pp. 3–4

C. Back–Propagated Cost Gradients

The adjoint-gradient construction extends from terminal losses to integral losses distributed throughout the depth domain.

C. Back–Propagated Cost Gradients

D. Gradients with Respect to Integration Bound

The integration bound can be optimised jointly with the neural-flow parameters, linking its gradient to terminal energy for stable flows.

D. Gradients with Respect to Integration Bound

E. Gradients with respect to input and output projections

The gradients of learned input and output projections are derived for both terminal and back-propagated costs.

F. On Training Regularisers

A terminal regularization term is added to encourage faster convergence toward steady state, while remaining applicable to vanilla neural ODEs.

  • A terminal cost term is added to the loss because bounded-depth flows are not guaranteed to reach steady state.The regularizer is intended as a soft constraint that accelerates convergence.Source: F. On Training Regularisers · p. 5
  • The same regularization term can also encourage regularity and stability in standard vanilla neural ODEs.Source: F. On Training Regularisers · p. 5

IV. EXPERIMENTAL EVALUATION

The experiments use an adaptive Dormand–Prince ODE solver with fixed absolute and relative tolerances and a specified regularization weight.

  • All experiments use a Dormand–Prince adaptive-step solver with absolute and relative tolerances of 10^-6.Source: §IV · p. 5
  • The scalar γ for the regularized loss is set to 10^-2 throughout the experiments.Source: §IV · p. 5

A. Function approximation

The paper evaluates stable neural flows on function approximation and nonlinear classification, then summarizes their energy-based stability design and future direction toward neural-ODE observers and controllers.

A. Function approximation

  • The model learns the function y = −u by shaping a learned energy landscape whose minimum configuration represents the desired mapping.The energy function is conditioned on u_t and the learned flow follows steepest directions.Source: A. Function approximation · p. 5

B. Nonlinear classification via stable neural flows

V. CONCLUSION AND FUTURE WORK

  • Stable neural flows replace an unconstrained vector field with an energy manifold whose gradient drives the data flows, with regularizers designed to accelerate steady-state convergence.Source: §V · p. 5
  • The paper identifies future work involving observers and controllers based on neural ODEs.Source: §V · p. 6
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