Adaptive Checkpoint Adjoint Method for Gradient Estimation in Neural ODE

Part of Proceedings of the International Conference on Machine Learning 1 pre-proceedings (ICML 2020)

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Juntang Zhuang, Nicha Dvornek, Xiaoxiao Li, Sekhar Tatikonda, Xenophon Papademetris, James Duncan


<p>The empirical performance of neural ordinary differential equations (NODEs) is significantly inferior to discrete-layer models on benchmark tasks (e.g. image classification). We demonstrate an explanation is the inaccuracy of existing gradient estimation methods: the adjoint method has numerical errors in reverse-mode integration; the naive method suffers from a redundantly deep computation graph. We propose the Adaptive Checkpoint Adjoint (ACA) method: ACA applies a trajectory checkpoint strategy which records the forward- mode trajectory as the reverse-mode trajectory to guarantee accuracy; ACA deletes redundant components for shallow computation graphs; and ACA supports adaptive solvers. On image classification tasks, compared with the adjoint and naive method, ACA achieves half the error rate in half the training time; NODE trained with ACA outperforms ResNet in both accuracy and test-retest reliability. On time-series modeling, ACA outperforms competing methods. Furthermore, NODE with ACA can incorporate physical knowledge to achieve better accuracy.</p>