Skip to main content

Reachability Analysis of a General Class of Neural Ordinary Differential Equations

  • Conference paper
  • First Online:
Formal Modeling and Analysis of Timed Systems (FORMATS 2022)

Abstract

Continuous deep learning models, referred to as Neural Ordinary Differential Equations (Neural ODEs), have received considerable attention over the last several years. Despite their burgeoning impact, there is a lack of formal analysis techniques for these systems. In this paper, we consider a general class of neural ODEs with varying architectures and layers, and introduce a novel reachability framework that allows for the formal analysis of their behavior. The methods developed for the reachability analysis of neural ODEs are implemented in a new tool called NNVODE. Specifically, our work extends an existing neural network verification tool to support neural ODEs. We demonstrate the capabilities and efficacy of our methods through the analysis of a set of benchmarks that include neural ODEs used for classification, and in control and dynamical systems, including an evaluation of the efficacy and capabilities of our approach with respect to existing software tools within the continuous-time systems reachability literature, when it is possible to do so.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

Notes

  1. 1.

    NNV manual: https://github.com/verivital/nnv/blob/master/docs/manual.pdf.

  2. 2.

    CORA manual: https://tumcps.github.io/CORA/data/Cora2021Manual.pdf.

  3. 3.

    GoTube can be found at https://github.com/DatenVorsprung/GoTube.

  4. 4.

    Flowstar version 2.1.0 is available at https://flowstar.org/.

  5. 5.

    JuliaReach can be found at https://juliareach.github.io/.

  6. 6.

    NNV Release: https://zenodo.org/record/6840545#.YtGlrzfMKUk.

  7. 7.

    Adversarial perturbations are applied before normalization, pixel values z\(_p\) \(\in \) [0, 255].

References

  1. Althoff, M.: An introduction to CORA 2015. In: Proceedings of the Workshop on Applied Verification for Continuous and Hybrid Systems (2015)

    Google Scholar 

  2. Althoff, M.: Reachability analysis of nonlinear systems using conservative polynomialization and non-convex sets. In: Proceedings of the 16th International Conference on Hybrid Systems: Computation and Control, HSCC 2013, pp. 173–182. Association for Computing Machinery, New York (2013). https://doi.org/10.1145/2461328.2461358

  3. Bak, S.: nnenum: verification of ReLU neural networks with optimized abstraction refinement. In: Dutle, A., Moscato, M.M., Titolo, L., Muñoz, C.A., Perez, I. (eds.) NFM 2021. LNCS, vol. 12673, pp. 19–36. Springer, Cham (2021). https://doi.org/10.1007/978-3-030-76384-8_2

    Chapter  Google Scholar 

  4. Bak, S., Bogomolov, S., Duggirala, P.S., Gerlach, A.R., Potomkin, K.: Reachability of black-box nonlinear systems after Koopman operator linearization. In: Jungers, R.M., Ozay, N., Abate, A. (eds.) 7th IFAC Conference on Analysis and Design of Hybrid Systems, ADHS 2021, Brussels, Belgium, 7–9 July 2021 (2021). IFAC-PapersOnLine 54, 253–258. Elsevier. https://doi.org/10.1016/j.ifacol.2021.08.507

  5. Bak, S., Duggirala, P.S.: Simulation-equivalent reachability of large linear systems with inputs. In: Majumdar, R., Kunčak, V. (eds.) CAV 2017. LNCS, vol. 10426, pp. 401–420. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-63387-9_20

    Chapter  Google Scholar 

  6. Bogomolov, S., Forets, M., Frehse, G., Potomkin, K., Schilling, C.: JuliaReach: a toolbox for set-based reachability. In: Proceedings of the 22nd ACM International Conference on Hybrid Systems: Computation and Control, pp. 39–44 (2019)

    Google Scholar 

  7. Carrara, F., Caldelli, R., Falchi, F., Amato, G.: On the robustness to adversarial examples of neural ode image classifiers. In: 2019 IEEE International Workshop on Information Forensics and Security (WIFS), pp. 1–6 (2019). https://doi.org/10.1109/WIFS47025.2019.9035109

  8. Chen, R.T.Q., Rubanova, Y., Bettencourt, J., Duvenaud, D.: Neural ordinary differential equations. In: Advances in Neural Information Processing Systems (2018)

    Google Scholar 

  9. Chen, X., Ábrahám, E., Sankaranarayanan, S.: Flow*: an analyzer for non-linear hybrid systems. In: Sharygina, N., Veith, H. (eds.) CAV 2013. LNCS, vol. 8044, pp. 258–263. Springer, Heidelberg (2013). https://doi.org/10.1007/978-3-642-39799-8_18

    Chapter  Google Scholar 

  10. Doyen, L., Frehse, G., Pappas, G.J., Platzer, A.: Verification of hybrid systems. In: Clarke, E., Henzinger, T., Veith, H., Bloem, R. (eds.) Handbook of Model Checking, pp. 1047–1110. Springer, Cham (2018). https://doi.org/10.1007/978-3-319-10575-8_30

    Chapter  MATH  Google Scholar 

  11. Dupont, E., Doucet, A., Teh, Y.W.: Augmented neural ODEs. In: Wallach, H., Larochelle, H., Beygelzimer, A., d’Alché-Buc, F., Fox, E., Garnett, R. (eds.) Advances in Neural Information Processing Systems, vol. 32. Curran Associates, Inc. (2019)

    Google Scholar 

  12. Dutta, S., Chen, X., Sankaranarayanan, S.: Reachability analysis for neural feedback systems using regressive polynomial rule inference. In: Proceedings of the 22nd ACM International Conference on Hybrid Systems: Computation and Control, HSCC 2019, pp. 157–168. ACM, New York (2019). https://doi.org/10.1145/3302504.3311807

  13. Ehlers, R.: Formal verification of piece-wise linear feed-forward neural networks. In: D’Souza, D., Narayan Kumar, K. (eds.) ATVA 2017. LNCS, vol. 10482, pp. 269–286. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-68167-2_19. https://doi.org/10/gh25vg

  14. Fan, J., Huang, C., Chen, X., Li, W., Zhu, Q.: ReachNN*: a tool for reachability analysis of neural-network controlled systems. In: Hung, D.V., Sokolsky, O. (eds.) ATVA 2020. LNCS, vol. 12302, pp. 537–542. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-59152-6_30

    Chapter  Google Scholar 

  15. Frehse, G., et al.: SpaceEx: scalable verification of hybrid systems. In: Gopalakrishnan, G., Qadeer, S. (eds.) CAV 2011. LNCS, vol. 6806, pp. 379–395. Springer, Heidelberg (2011). https://doi.org/10.1007/978-3-642-22110-1_30

    Chapter  Google Scholar 

  16. Gholaminejad, A., Keutzer, K., Biros, G.: ANODE: unconditionally accurate memory-efficient gradients for neural ODEs. In: Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence, IJCAI-2019, pp. 730–736. International Joint Conferences on Artificial Intelligence Organization, July 2019. https://doi.org/10.24963/ijcai.2019/103

  17. Goodfellow, I., Shlens, J., Szegedy, C.: Explaining and harnessing adversarial examples. In: International Conference on Learning Representations (2015)

    Google Scholar 

  18. Gruenbacher, S., Cyranka, J., Lechner, M., Islam, M.A., Smolka, S.A., Grosu, R.: Lagrangian reachtubes: the next generation (2020)

    Google Scholar 

  19. Gruenbacher, S., Hasani, R.M., Lechner, M., Cyranka, J., Smolka, S.A., Grosu, R.: On the verification of neural ODEs with stochastic guarantees. In: AAAI (2021)

    Google Scholar 

  20. Gruenbacher, S., et al.: GoTube: scalable stochastic verification of continuous-depth models. In: Proceedings of the AAAI Conference on Artificial Intelligence, pp. 6755–6764 (2022)

    Google Scholar 

  21. Hao, K.: A radical new neural network design could overcome big challenges in AI, April 2020. https://www.technologyreview.com/2018/12/12/1739/a-radical-new-neural-network-design-could-overcome-big-challenges-in-ai/

  22. Huang, C., Fan, J., Li, W., Chen, X., Zhu, Q.: ReachNN: reachability analysis of neural-network controlled systems. ACM Trans. Embed. Comput. Syst. 18(5s), 1–22 (2019)

    Article  Google Scholar 

  23. Ivanov, R., Carpenter, T., Weimer, J., Alur, R., Pappas, G., Lee, I.: Verisig 2.0: verification of neural network controllers using Taylor model preconditioning. In: Silva, A., Leino, K.R.M. (eds.) CAV 2021. LNCS, vol. 12759, pp. 249–262. Springer, Cham (2021). https://doi.org/10.1007/978-3-030-81685-8_11

    Chapter  Google Scholar 

  24. Ivanov, R., Carpenter, T.J., Weimer, J., Alur, R., Pappas, G.J., Lee, I.: Case study: verifying the safety of an autonomous racing car with a neural network controller. Association for Computing Machinery, New York (2020)

    Google Scholar 

  25. Ivanov, R., Jothimurugan, K., Hsu, S., Vaidya, S., Alur, R., Bastani, O.: Compositional learning and verification of neural network controllers. ACM Trans. Embed. Comput. Syst. 20(5s), 1–26 (2021). https://doi.org/10.1145/3477023

    Article  Google Scholar 

  26. Ivanov, R., Weimer, J., Alur, R., Pappas, G.J., Lee, I.: Verisig: verifying safety properties of hybrid systems with neural network controllers. In: Proceedings of the 22nd ACM International Conference on Hybrid Systems: Computation and Control, HSCC 2019, pp. 169–178. ACM, New York (2019). https://doi.org/10.1145/3302504.3311806

  27. Johnson, T.T., et al.: ARCH-COMP21 category report: artificial intelligence and neural network control systems (AINNCS) for continuous and hybrid systems plants. In: Frehse, G., Althoff, M. (eds.) 8th International Workshop on Applied Verification of Continuous and Hybrid Systems (ARCH 2021). EPiC Series in Computing, vol. 80, pp. 90–119. EasyChair (2021). https://doi.org/10.29007/kfk9

  28. Johnson, T.T., et al.: ARCH-COMP20 category report: artificial intelligence and neural network control systems (AINNCS) for continuous and hybrid systems plants. In: Frehse, G., Althoff, M. (eds.) ARCH 2020. 7th International Workshop on Applied Verification of Continuous and Hybrid Systems (ARCH 2020). EPiC Series in Computing, vol. 74, pp. 107–139. EasyChair (2020). https://doi.org/10.29007/9xgv

  29. Katz, G., Barrett, C., Dill, D.L., Julian, K., Kochenderfer, M.J.: Reluplex: an efficient SMT solver for verifying deep neural networks. In: Majumdar, R., Kunčak, V. (eds.) CAV 2017. LNCS, vol. 10426, pp. 97–117. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-63387-9_5

    Chapter  Google Scholar 

  30. Katz, G., et al.: The marabou framework for verification and analysis of deep neural networks. In: Dillig, I., Tasiran, S. (eds.) CAV 2019. LNCS, vol. 11561, pp. 443–452. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-25540-4_26

    Chapter  Google Scholar 

  31. Kidger, P., Morrill, J., Foster, J., Lyons, T.: Neural controlled differential equations for irregular time series. In: Advances in Neural Information Processing Systems (2020)

    Google Scholar 

  32. Li, D., Bak, S., Bogomolov, S.: Reachability analysis of nonlinear systems using hybridization and dynamics scaling. In: Bertrand, N., Jansen, N. (eds.) FORMATS 2020. LNCS, vol. 12288, pp. 265–282. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-57628-8_16

    Chapter  MATH  Google Scholar 

  33. Liu, C., Arnon, T., Lazarus, C., Strong, C., Barrett, C., Kochenderfer, M.J.: Algorithms for verifying deep neural networks. Found. Trends Optim. 4(3–4), 244–404 (2021). https://doi.org/10.1561/2400000035

    Article  Google Scholar 

  34. Lopez, D.M., Musau, P., Hamilton, N., Johnson, T.T.: Reachability analysis of a general class of neural ordinary differential equations (2022). https://doi.org/10.48550/ARXIV.2207.06531

  35. Manzanas Lopez, D., et al.: ARCH-COMP19 category report: artificial intelligence and neural network control systems (AINNCS) for continuous and hybrid systems plants. In: Frehse, G., Althoff, M. (eds.) ARCH 2019. 6th International Workshop on Applied Verification of Continuous and Hybrid Systems. EPiC Series in Computing, vol. 61, pp. 103–119. EasyChair, April 2019. https://doi.org/10.29007/rgv8

  36. Massaroli, S., Poli, M., Park, J., Yamashita, A., Asama, H.: Dissecting neural ODEs. In: Larochelle, H., Ranzato, M., Hadsell, R., Balcan, M.F., Lin, H. (eds.) Advances in Neural Information Processing Systems, vol. 33, pp. 3952–3963. Curran Associates, Inc. (2020)

    Google Scholar 

  37. Morrill, J., Salvi, C., Kidger, P., Foster, J., Lyons, T.: Neural rough differential equations for long time series (2021)

    Google Scholar 

  38. Musau, P., Johnson, T.T.: Continuous-time recurrent neural networks (CTRNNs) (benchmark proposal). In: 5th Applied Verification for Continuous and Hybrid Systems Workshop (ARCH), Oxford, UK, July 2018. https://doi.org/10.29007/6czp

  39. Norcliffe, A., Bodnar, C., Day, B., Simidjievski, N., Lió, P.: On second order behaviour in augmented neural ODEs. In: Larochelle, H., Ranzato, M., Hadsell, R., Balcan, M.F., Lin, H. (eds.) Advances in Neural Information Processing Systems, vol. 33, pp. 5911–5921. Curran Associates, Inc. (2020)

    Google Scholar 

  40. Ruan, W., Huang, X., Kwiatkowska, M.: Reachability analysis of deep neural networks with provable guarantees. In: The 27th International Joint Conference on Artificial Intelligence (IJCAI 2018) (2018)

    Google Scholar 

  41. Rubanova, Y., Chen, R.T.Q., Duvenaud, D.K.: Latent ordinary differential equations for irregularly-sampled time series. In: Wallach, H., Larochelle, H., Beygelzimer, A., d’Alché-Buc, F., Fox, E., Garnett, R. (eds.) Advances in Neural Information Processing Systems, vol. 32. Curran Associates, Inc. (2019)

    Google Scholar 

  42. Singh, G., Gehr, T., Mirman, M., Püschel, M., Vechev, M.: Fast and effective robustness certification. In: Proceedings of the 32nd International Conference on Neural Information Processing Systems, NIPS 2018, Red Hook, NY, USA, pp. 10825–10836. Curran Associates Inc. (2018)

    Google Scholar 

  43. Tran, H.-D., Bak, S., Xiang, W., Johnson, T.T.: Verification of deep convolutional neural networks using ImageStars. In: Lahiri, S.K., Wang, C. (eds.) CAV 2020. LNCS, vol. 12224, pp. 18–42. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-53288-8_2

    Chapter  MATH  Google Scholar 

  44. Tran, H.D., Cei, F., Lopez, D.M., Johnson, T.T., Koutsoukos, X.: Safety verification of cyber-physical systems with reinforcement learning control. In: ACM SIGBED International Conference on Embedded Software (EMSOFT 2019). ACM, October 2019

    Google Scholar 

  45. Tran, H.-D., et al.: Star-based reachability analysis of deep neural networks. In: ter Beek, M.H., McIver, A., Oliveira, J.N. (eds.) FM 2019. LNCS, vol. 11800, pp. 670–686. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-30942-8_39

    Chapter  Google Scholar 

  46. Tran, H.-D., et al.: NNV: the neural network verification tool for deep neural networks and learning-enabled cyber-physical systems. In: Lahiri, S.K., Wang, C. (eds.) CAV 2020. LNCS, vol. 12224, pp. 3–17. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-53288-8_1

    Chapter  Google Scholar 

  47. Wang, S., Pei, K., Whitehouse, J., Yang, J., Jana, S.: Formal security analysis of neural networks using symbolic intervals. In: 27th USENIX Security Symposium (USENIX Security 2018), pp. 1599–1614 (2018)

    Google Scholar 

  48. Yan, H., Du, J., Tan, V.Y.F., Feng, J.: On robustness of neural ordinary differential equations (2020)

    Google Scholar 

Download references

Acknowledgements

The material presented in this paper is based upon work supported by the National Science Foundation (NSF) through grant numbers 1910017 and 2028001, the Defense Advanced Research Projects Agency (DARPA) under contract number FA8750-18-C-0089, and the Air Force Office of Scientific Research (AFOSR) under contract number FA9550-22-1-0019. Any opinions, findings, and conclusions or recommendations expressed in this paper are those of the authors and do not necessarily reflect the views of AFOSR, DARPA, or NSF.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Diego Manzanas Lopez .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2022 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Manzanas Lopez, D., Musau, P., Hamilton, N.P., Johnson, T.T. (2022). Reachability Analysis of a General Class of Neural Ordinary Differential Equations. In: Bogomolov, S., Parker, D. (eds) Formal Modeling and Analysis of Timed Systems. FORMATS 2022. Lecture Notes in Computer Science, vol 13465. Springer, Cham. https://doi.org/10.1007/978-3-031-15839-1_15

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-15839-1_15

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-15838-4

  • Online ISBN: 978-3-031-15839-1

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics