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Time and State Dependent Neural Delay Differential Equations |
Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard Ordinary Differential Equations (ODE), or data-driven approximations such as Neural Ordinary Differential Equations (NODE). To circumvent this issue, latent variables are typically introduced to solve the dynamics of the system in a higher dimensional space and obtain the solution as a projection to the original space. However, this solution lacks physical interpretability. In contrast, Delay Differential Equations (DDEs), and their data-driven approximated counterparts, naturally appear as good candidates to characterize such systems. In this work we revisit the recently proposed Neural DDE by introducing Neural State-Dependent DDE (SDDDE), a general and flexible framework that can model multiple and state- and time-dependent delays. We show that our method is competitive and outperforms other continuous-class models on a wide variety of delayed dynamical systems. Code is available at the repository https://github.com/thibmonsel/Time-and-State-Dependent-Neural-Delay-Differential-Equations |
inproceedings |
Proceedings of Machine Learning Research |
PMLR |
2640-3498 |
monsel24a |
0 |
Time and State Dependent Neural Delay Differential Equations |
1 |
20 |
1-20 |
1 |
false |
Monsel, Thibault and Semeraro, Onofrio and Mathelin, Lionel and Charpiat, Guillaume |
|
2024-10-06 |
Proceedings of the 1st ECAI Workshop on "Machine Learning Meets Differential Equations: From Theory to Applications" |
255 |
inproceedings |
|