# On The Verification of Neural ODEs with Stochastic Guarantees

arXiv: https://arxiv.org/abs/2012.08863 · HTML: https://mlsanity.com/paper/2012.08863/

## Key facts

- Cited by 24 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Dec 2020.

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## Abstract (arXiv)

We show that Neural ODEs, an emerging class of time-continuous neural networks, can be verified by solving a set of global-optimization problems. For this purpose, we introduce Stochastic Lagrangian Reachability (SLR), an abstraction-based technique for constructing a tight Reachtube (an over-approximation of the set of reachable states over a given time-horizon), and provide stochastic guarantees in the form of confidence intervals for the Reachtube bounds. SLR inherently avoids the infamous wrapping effect (accumulation of over-approximation errors) by performing local optimization steps to expand safe regions instead of repeatedly forward-propagating them as is done by deterministic reachability methods. To enable fast local optimizations, we introduce a novel forward-mode adjoint sensitivity method to compute gradients without the need for backpropagation. Finally, we establish asymptotic and non-asymptotic convergence rates for SLR.
