65th SAMS Congress
06-08 December 2022
Stellenbosch University
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Jacobian norm regularisation and conditioning in neural ODEs
Shane Josias\(^*\), Applied Mathematics & School for Data Science and Computational Thinking, Stellenbosch University
Willie Brink, Applied Mathematics, Stellenbosch University

SAMS Subject Classification Number: 23

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 Gaussian 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.