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A general framework for neural delay differential equations with various delay types.

Jiaxuan Zhang1,2, Qunxi Zhu2,3,4, Wei Lin1,2,3,4,5

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This study introduces Generalized Neural Delay Differential Equations (GNDDEs) for modeling complex systems with various delays. A novel simulation-free training method enables efficient system reconstruction from irregular time series data.

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Area of Science:

  • Machine Learning
  • Dynamical Systems
  • Neural Networks

Background:

  • Neural Delay Differential Equations (NDDEs) offer a continuous-depth neural network framework.
  • Previous NDDEs primarily handled constant delays.

Purpose of the Study:

  • To generalize NDDEs to handle diverse delay types (time-dependent, state-dependent).
  • To develop a simulation-free training strategy for vector field reconstruction.
  • To enable adaptive, model-free identification of delay functions and model-based parameter identification.

Main Methods:

  • Introduction of Generalized NDDEs (GNDDEs) to accommodate various delay functions.
  • Implementation of a simulation-free training approach using regression between preprocessed target and parameterized vector fields.
  • Bypassing numerical differential equation solving for time-series regression.

Main Results:

  • Demonstrated effectiveness and computational efficiency of GNDDEs across various delay differential equation problems.
  • Successful system reconstruction from irregularly sampled time series without prior model knowledge.
  • Adaptive identification of delay functions and model parameters achieved.

Conclusions:

  • GNDDEs provide a versatile framework for modeling complex delay systems.
  • The simulation-free training strategy enhances applicability and efficiency.
  • This work expands the utility of continuous-depth neural networks in delay system modeling.