On Neural Differential Equations

I was invited to give a talk on Neural Differential Equations at the amazing Scientific Machine Learning seminar, run by CMU. In this talk I discuss:
- Recent work on neural SDEs;
- Software for diffeqs, and in particular Diffrax;
- Background on neural ODEs and neural CDEs;
- My doctoral thesis -- a textbook for neural differential equations.
Links:
- (Doctoral thesis) On Neural Differential Equations: arxiv.org/abs/2202.02435
- (ICML) Neural SDEs as Infinite-Dimensional GANs: arxiv.org/abs/2102.03657
- (NeurIPS) Efficient and Accurate Gradients for Neural SDEs: arxiv.org/abs/2105.13493
- (Software for JAX) Diffrax: github.com/patrick-kidger/dif...

[@gayatrigattani2615]

Hii Patrick, Thank you so much for this video. It was damn helpful. Also can you help me with where can I study neural controlled differential equations thoroughly?

[@gelwood_]

Can Diffrax be used on a function that doesn't have a solution?