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Jacobian Norm Regularisation and Conditioning in Neural ODEs

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Part of the Communications in Computer and Information Science book series (CCIS,volume 1734)

Abstract

A recent line of work regularises the dynamics of neural ordinary differential equations (neural ODEs), in order to reduce the number of function evaluations needed by a numerical ODE solver during training. For instance, in the context of continuous normalising flows, the Frobenius norm of Jacobian matrices are regularised under the hypothesis that complex dynamics relate to an ill-conditioned ODE and require more function evaluations from the solver. Regularising the Jacobian norm also relates to sensitivity analysis in the broader neural network literature, where it is believed that regularised models should be more robust to random and adversarial perturbations in their input. We investigate the conditioning of neural ODEs under different Jacobian regularisation strategies, in a binary classification setting. Regularising the Jacobian norm indeed reduces the number of function evaluations required, but at a cost to generalisation. Moreover, naively regularising the Jacobian norm can make the ODE system more ill-conditioned, contrary to what is believed in the literature. As an alternative, we regularise the condition number of the Jacobian and observe a lower number of function evaluations without a significant decrease in generalisation performance. We also find that Jacobian regularisation does not guarantee adversarial robustness, but it can lead to larger margin classifiers.

Keywords

  • Neural ODEs
  • Regularisation
  • Sensitivity

This work is based on research supported by the National Research Foundation of South Africa (grant number 138341).

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Correspondence to Shane Josias .

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Josias, S., Brink, W. (2022). Jacobian Norm Regularisation and Conditioning in Neural ODEs. In: Pillay, A., Jembere, E., Gerber, A. (eds) Artificial Intelligence Research. SACAIR 2022. Communications in Computer and Information Science, vol 1734. Springer, Cham. https://doi.org/10.1007/978-3-031-22321-1_3

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  • DOI: https://doi.org/10.1007/978-3-031-22321-1_3

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