Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference
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Abstract (arXiv)
The vector field of a controlled differential equation (CDE) describes the relationship between a control path and the evolution of a solution path. Neural CDEs (NCDEs) treat time series data as observations from a control path, parameterise a CDE's vector field using a neural network, and use the solution path as a continuously evolving hidden state. As their formulation makes them robust to irregular sampling rates, NCDEs are a powerful approach for modelling real-world data. Building on neural rough differential equations (NRDEs), we introduce Log-NCDEs, a novel, effective, and efficient method for training NCDEs. The core component of Log-NCDEs is the Log-ODE method, a tool from the study of rough paths for approximating a CDE's solution. Log-NCDEs are shown to outperform NCDEs, NRDEs, the linear recurrent unit, S5, and MAMBA on a range of multivariate time series datasets with up to 50,000 observations.
Key facts. Cited by 34 papers in the map (data through 7 Oct 2026). Builds on 10 of its 33 references that are in the map. First posted on arXiv 28 Feb 2024.
Builds on
10 of 33 references.
References · 10
- 2018Neural Ordinary Differential Equationscited by 3,733
- 2021Efficiently Modeling Long Sequences with Structured State Spacescited by 2,424
- 2017Sigmoid-Weighted Linear Units for Neural Network Function Approximation in Reinforcement Learningcited by 935
- 2022Simplified State Space Layers for Sequence Modelingcited by 776
- 2020Neural Controlled Differential Equations for Irregular Time Seriescited by 501
- 2023Resurrecting Recurrent Neural Networks for Long Sequencescited by 397
- 2022On Neural Differential Equationscited by 264
- 2017Spectral Norm Regularization for Improving the Generalizability of Deep Learningcited by 178
- 2020Neural Rough Differential Equations for Long Time Seriescited by 140
- 2016A Primer on the Signature Method in Machine Learningcited by 100
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Citing papers per year: 2024: 3; 2025: 12; 2026: 19.
34 papers.
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- 2024Theoretical Foundations of Deep Selective State-Space Modelscited by 73
- 2024Oscillatory State-Space Modelscited by 35
- 2025Comprehensive Review of Neural Differential Equations for Time Series Analysiscited by 20
- 2024Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patchingcited by 16
- 2025Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Modelscited by 16
- 2025Structured Sparse Transition Matrices to Enable State Tracking in State-Space Modelscited by 15
- 2025Parallelization of Non-linear State-Space Models: Scaling Up Liquid-Resistance Liquid-Capacitance Networks for Efficient Sequence Modelingcited by 10
- 2025Learning to Dissipate Energy in Oscillatory State-Space Modelscited by 7
- 2025Learning long range dependencies through time reversal symmetry breakingcited by 6
- 2025Weight-Space Linear Recurrent Neural Networkscited by 5
- 2025Random Feature Representation Boostingcited by 4
- 2026Strong Stochastic Flow Mapscited by 4
22 more
- 2025Permutation Equivariant Neural Controlled Differential Equations for Dynamic Graph Representation Learningcited by 3
- 2026Data-Driven Open-Loop Simulation for Digital-Twin Operator Decision Support in Wastewater Treatmentcited by 2
- 2025Autonomous-Flow-Based Generationcited by 1
- 2026Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothingcited by 1
- 2026Why Depth Matters in Parallelizable Sequence Models: A Lie Algebraic Viewcited by 1
- 2025BioOSS: A Bio-Inspired Oscillatory State System with Spatio-Temporal Dynamicscited by 0
- 2025ASecond-Order SpikingSSM for Wearablescited by 0
- 2026Rotation-free Online Handwritten Character Recognition Using Linear Recurrent Unitscited by 0
- 2026U-Former ODE: Fast Probabilistic Forecasting of Irregular Time Seriescited by 0
- 2026From Path Signatures to Sequential Modeling: Incremental Signature Contributions for Offline RLcited by 0
- 2026Extending SSMs with the Exponentially Weighted Signaturecited by 0
- 2026Scalable Memristive-Friendly Reservoir Computing for Time Series Classificationcited by 0
- 2026TIDES: Implicit Time-Awareness in Selective State Space Modelscited by 0
- 2026Reshape and Recur: Improving SSMs with Input Reshaping and Depth Recurrencecited by 0
- 2026Flash PD-SSM: Memory-Optimized Structured Sparse State-Space Modelscited by 0
- 2026Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEscited by 0
- 2026Oscillatory State-Space Models as Inductive Biases for Physics-Informed Neural PDE Solverscited by 0
- 2026Learning Manifold and Ito Dynamics with Branched Neural Rough Differential Equationscited by 0
- 2026INDEQS: Informed Neural controlled Differential EQuationScited by 0
- 2026Liquid Gated Attentioncited by 0
- 2026Riccati State Space Models: Non-iterative Parallelization for Nonlinear Sequence Modelingcited by 0
- 2026CAMOS: Coupled Oscillatory State-Space Model for Multimodal Clinical Time-Seriescited by 0
- 2026CAMOS: Coupled Oscillatory State-Space Model for Multimodal Clinical Time-Series30 Sep 2026
- 2026Riccati State Space Models: Non-iterative Parallelization for Nonlinear Sequence Modeling28 Sep 2026
- 2026Liquid Gated Attention31 Aug 2026
- 2026INDEQS: Informed Neural controlled Differential EQuationS17 Jun 2026
- 2026Learning Manifold and Ito Dynamics with Branched Neural Rough Differential Equations3 Jun 2026
- 2026Strong Stochastic Flow Maps31 May 2026
- 2026Oscillatory State-Space Models as Inductive Biases for Physics-Informed Neural PDE Solvers29 May 2026
- 2026Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs28 May 2026
- 2026Flash PD-SSM: Memory-Optimized Structured Sparse State-Space Models18 May 2026
- 2026Reshape and Recur: Improving SSMs with Input Reshaping and Depth Recurrence15 May 2026
- 2026TIDES: Implicit Time-Awareness in Selective State Space Models10 May 2026
- 2026Data-Driven Open-Loop Simulation for Digital-Twin Operator Decision Support in Wastewater Treatment22 Apr 2026
22 more
- 2026Scalable Memristive-Friendly Reservoir Computing for Time Series Classification21 Apr 2026
- 2026Extending SSMs with the Exponentially Weighted Signature19 Mar 2026
- 2026Why Depth Matters in Parallelizable Sequence Models: A Lie Algebraic View5 Mar 2026
- 2026From Path Signatures to Sequential Modeling: Incremental Signature Contributions for Offline RL12 Feb 2026
- 2026U-Former ODE: Fast Probabilistic Forecasting of Irregular Time Series12 Feb 2026
- 2026Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothing2 Feb 2026
- 2026Rotation-free Online Handwritten Character Recognition Using Linear Recurrent Units2 Feb 2026
- 2025Autonomous-Flow-Based Generation13 Nov 2025
- 2025ASecond-Order SpikingSSM for Wearables16 Oct 2025
- 2025BioOSS: A Bio-Inspired Oscillatory State System with Spatio-Temporal Dynamics12 Oct 2025
- 2025Structured Sparse Transition Matrices to Enable State Tracking in State-Space Models26 Sep 2025
- 2025Permutation Equivariant Neural Controlled Differential Equations for Dynamic Graph Representation Learning25 Jun 2025
- 2025Learning long range dependencies through time reversal symmetry breaking5 Jun 2025
- 2025Weight-Space Linear Recurrent Neural Networks1 Jun 2025
- 2025Parallelization of Non-linear State-Space Models: Scaling Up Liquid-Resistance Liquid-Capacitance Networks for Efficient Sequence Modeling27 May 2025
- 2025Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models23 May 2025
- 2025Learning to Dissipate Energy in Oscillatory State-Space Models17 May 2025
- 2025Comprehensive Review of Neural Differential Equations for Time Series Analysis14 Feb 2025
- 2025Random Feature Representation Boosting30 Jan 2025
- 2024Oscillatory State-Space Models4 Oct 2024
- 2024Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching31 May 2024
- 2024Theoretical Foundations of Deep Selective State-Space Models29 Feb 2024
- 2024Theoretical Foundations of Deep Selective State-Space Modelscited by 73
- 2025Parallelization of Non-linear State-Space Models: Scaling Up Liquid-Resistance Liquid-Capacitance Networks for Efficient Sequence Modelingcited by 10
- 2026Why Depth Matters in Parallelizable Sequence Models: A Lie Algebraic Viewcited by 1
- 2026TIDES: Implicit Time-Awareness in Selective State Space Modelscited by 0
- 2026TIDES: Implicit Time-Awareness in Selective State Space Models10 May 2026
- 2026Why Depth Matters in Parallelizable Sequence Models: A Lie Algebraic View5 Mar 2026
- 2025Parallelization of Non-linear State-Space Models: Scaling Up Liquid-Resistance Liquid-Capacitance Networks for Efficient Sequence Modeling27 May 2025
- 2024Theoretical Foundations of Deep Selective State-Space Models29 Feb 2024
- 2026Strong Stochastic Flow Mapscited by 4
- 2026Strong Stochastic Flow Maps31 May 2026
- 2024Oscillatory State-Space Modelscited by 35
- 2025Comprehensive Review of Neural Differential Equations for Time Series Analysiscited by 20
- 2024Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patchingcited by 16
- 2025Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Modelscited by 16
- 2025Structured Sparse Transition Matrices to Enable State Tracking in State-Space Modelscited by 15
- 2025Learning to Dissipate Energy in Oscillatory State-Space Modelscited by 7
- 2025Learning long range dependencies through time reversal symmetry breakingcited by 6
- 2025Weight-Space Linear Recurrent Neural Networkscited by 5
- 2025Random Feature Representation Boostingcited by 4
- 2025Permutation Equivariant Neural Controlled Differential Equations for Dynamic Graph Representation Learningcited by 3
- 2026Data-Driven Open-Loop Simulation for Digital-Twin Operator Decision Support in Wastewater Treatmentcited by 2
- 2025Autonomous-Flow-Based Generationcited by 1
12 most cited of 28 All 28 (JSON)
- 2026CAMOS: Coupled Oscillatory State-Space Model for Multimodal Clinical Time-Series30 Sep 2026
- 2026Riccati State Space Models: Non-iterative Parallelization for Nonlinear Sequence Modeling28 Sep 2026
- 2026Liquid Gated Attention31 Aug 2026
- 2026INDEQS: Informed Neural controlled Differential EQuationS17 Jun 2026
- 2026Learning Manifold and Ito Dynamics with Branched Neural Rough Differential Equations3 Jun 2026
- 2026Oscillatory State-Space Models as Inductive Biases for Physics-Informed Neural PDE Solvers29 May 2026
- 2026Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs28 May 2026
- 2026Flash PD-SSM: Memory-Optimized Structured Sparse State-Space Models18 May 2026
- 2026Reshape and Recur: Improving SSMs with Input Reshaping and Depth Recurrence15 May 2026
- 2026Data-Driven Open-Loop Simulation for Digital-Twin Operator Decision Support in Wastewater Treatment22 Apr 2026
- 2026Scalable Memristive-Friendly Reservoir Computing for Time Series Classification21 Apr 2026
- 2026Extending SSMs with the Exponentially Weighted Signature19 Mar 2026
12 newest of 28 All 28 (JSON)
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