kvantas / CfC

Solution of neural ODEs

Closed-form Continuous-depth Models

Closed-form Continuous-depth Models are powerful sequential neural information processing units. https://arxiv.org/abs/2106.13898

Requirements

• Python3.6 or newer
• Tensorflow 2.4 or newer
• PyTorch 1.8 or newer
• pytorch-lightning 1.3.0 or newer
• scikit-learn 0.24.2 or newer

Module description

• tf_cfc.py Implementation of the CfC (various versions) in Tensorflow 2.x
• torch_cfc.py Implementation of the CfC (various versions) in PyTorch
• train_physio.py Trains the CfC models on the Physionet 2012 dataset in PyTorch (code adapted from Rubanova et al. 2019)
• train_xor.py Trains the CfC models on the XOR dataset in Tensorflow (code adapted from Lechner & Hasani, 2020)
• train_imdb.py Trains the CfC models on the IMDB dataset in Tensorflow (code adapted from Keras examples website)
• train_walker.py Trains the CfC models on the Walker2d dataset in Tensorflow (code adapted from Lechner & Hasani, 2020)
• irregular_sampled_datasets.py Datasets (same splits) from Lechner & Hasani (2020)
• duv_physionet.py and duv_utils.py Physionet dataset (same split) from Rubanova et al. (2019)

Usage

All training scripts except the following three flags

• no_gate Runs the CfC without the (1-sigmoid) part
• minimal Runs the CfC direct solution
• use_ltc Runs an LTC with a semi-implicit ODE solver instead of a CfC
• use_mixed Mixes the CfC's RNN-state with a LSTM to avoid vanishing gradients

If none of these flags are provided, the full CfC model is used

For instance

python3 train_physio.py

train the full CfC model on the Physionet dataset.

Similarly

train_walker.py --minimal

runs the direct CfC solution on the walker2d dataset.

For downloading the Walker2d dataset of Lechner & Hasani 2020, run

source download_dataset.sh

Cite

  title={Closed-form Continuous-Depth Models},
  author={Hasani, Ramin and Lechner, Mathias and Amini, Alexander and Liebenwein, Lucas and Tschaikowski, Max and Teschl, Gerald and Rus, Daniela},
  journal={arXiv preprint arXiv:2106.13898},
  year={2021}
}