Timeline for Neural ODEs gradient calculation for multiple time steps
Current License: CC BY-SA 4.0
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Jul 2, 2020 at 14:36 | comment | added | Simon Alford | I see. The first ๐๐ฟ/๐๐ณ($t_1$) comes from the paper. I'm not sure where โ๐๐ฟ/๐๐ญ($t_1$) comes fromโthis term isn't mentioned in the paper. It looks like this term is needed for using the gradient. I'm guessing there's something going on with the chain rule here. | |
Jul 2, 2020 at 11:52 | comment | added | secondrate | Hi, thanks for the comment. Actually, I don't understand how they came up with the adjustments, i.e. why is it $\frac{dL}{d\mathbf{z}(t_1)}$ and why is it $-\frac{dL}{d\mathbf{t}(t_1)}$? I'm wondering if someone can demonstrate mathematically how to procedurally compute the gradient of the loss on the intervals $[t_1,t_2]$ and $[t_0,t_1]$. This would then explain to me why it has to be done. | |
Jul 2, 2020 at 7:30 | history | answered | Simon Alford | CC BY-SA 4.0 |