Neural Ordinary Differential Equations

Last modified: July 21, 2026

#flows continuous normalizing flows

Continuous-Depth Residual Models

In traditional Residual Networks (ResNets), the model is built from a sequence of layers that make discrete jumps. Each layer transforms the data by adding a small change to it: $h_{t+1} = h_t + f(h_t, \theta_t)$.

  • From Jumps to Flow:
    • As you add more layers and make the steps smaller, this process starts to look like a continuous flow.
  • Neural ODEs:
    • Instead of specifying a fixed number of layers, a Neural Ordinary Differential Equation (ODE) defines the rate of change of the hidden state using a neural network:$$\large \frac{dh(t)}{dt} = f(h(t), t, \theta)$$
  • Depth as Time:
    • In this view, the “depth” of the model is like “time.” To get the final output, you don’t pass through layers; you use an ODE solver to calculate the state of the data at the final “time” or depth.

[!NOTE] Note They treat the ODE solver as a black box, and compute gradients using the adjoint sensitivity method (Pontryagin et al., 1962).