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May 18

FP4 Explore, BF16 Train: Diffusion Reinforcement Learning via Efficient Rollout Scaling

Reinforcement-Learning-based post-training has recently emerged as a promising paradigm for aligning text-to-image diffusion models with human preferences. In recent studies, increasing the rollout group size yields pronounced performance improvements, indicating substantial room for further alignment gains. However, scaling rollouts on large-scale foundational diffusion models (e.g., FLUX.1-12B) imposes a heavy computational burden. To alleviate this bottleneck, we explore the integration of FP4 quantization into Diffusion RL rollouts. Yet, we identify that naive quantized pipelines inherently introduce risks of performance degradation. To overcome this dilemma between efficiency and training integrity, we propose Sol-RL (Speed-of-light RL), a novel FP4-empowered Two-stage Reinforcement Learning framework. First, we utilize high-throughput NVFP4 rollouts to generate a massive candidate pool and extract a highly contrastive subset. Second, we regenerate these selected samples in BF16 precision and optimize the policy exclusively on them. By decoupling candidate exploration from policy optimization, Sol-RL integrates the algorithmic mechanisms of rollout scaling with the system-level throughput gains of NVFP4. This synergistic algorithm-hardware design effectively accelerates the rollout phase while reserving high-fidelity samples for optimization. We empirically demonstrate that our framework maintains the training integrity of BF16 precision pipeline while fully exploiting the throughput gains enabled by FP4 arithmetic. Extensive experiments across SANA, FLUX.1, and SD3.5-L substantiate that our approach delivers superior alignment performance across multiple metrics while accelerating training convergence by up to 4.64times, unlocking the power of massive rollout scaling at a fraction of the cost.

nvidia NVIDIA
·
Apr 7 1

Generate, Filter, Control, Replay: A Comprehensive Survey of Rollout Strategies for LLM Reinforcement Learning

Reinforcement learning (RL) has become a central post-training tool for improving the reasoning abilities of large language models (LLMs). In these systems, the rollout, the trajectory sampled from a prompt to termination, including intermediate reasoning steps and optional tool or environment interactions, determines the data the optimizer learns from, yet rollout design is often underreported. This survey provides an optimizer-agnostic view of rollout strategies for RL-based post-training of reasoning LLMs. We formalize rollout pipelines with unified notation and introduce Generate-Filter-Control-Replay (GFCR), a lifecycle taxonomy that decomposes rollout pipelines into four modular stages: Generate proposes candidate trajectories and topologies; Filter constructs intermediate signals via verifiers, judges, critics; Control allocates compute and makes continuation/branching/stopping decisions under budgets; and Replay retains and reuses artifacts across rollouts without weight updates, including self-evolving curricula that autonomously generate new training tasks. We complement GFCR with a criterion taxonomy of reliability, coverage, and cost sensitivity that characterizes rollout trade-offs. Using this framework, we synthesize methods spanning RL with verifiable rewards, process supervision, judge-based gating, guided and tree/segment rollouts, adaptive compute allocation, early-exit and partial rollouts, throughput optimization, and replay/recomposition for self-improvement. We ground the framework with case studies in math, code/SQL, multimodal reasoning, tool-using agents, and agentic skill benchmarks that evaluate skill induction, reuse, and cross-task transfer. Finally, we provide a diagnostic index that maps common rollout pathologies to GFCR modules and mitigation levers, alongside open challenges for building reproducible, compute-efficient, and trustworthy rollout pipelines.

McAuley-Lab McAuley-Lab
·
Apr 7 3

PDE-Refiner: Achieving Accurate Long Rollouts with Neural PDE Solvers

Time-dependent partial differential equations (PDEs) are ubiquitous in science and engineering. Recently, mostly due to the high computational cost of traditional solution techniques, deep neural network based surrogates have gained increased interest. The practical utility of such neural PDE solvers relies on their ability to provide accurate, stable predictions over long time horizons, which is a notoriously hard problem. In this work, we present a large-scale analysis of common temporal rollout strategies, identifying the neglect of non-dominant spatial frequency information, often associated with high frequencies in PDE solutions, as the primary pitfall limiting stable, accurate rollout performance. Based on these insights, we draw inspiration from recent advances in diffusion models to introduce PDE-Refiner; a novel model class that enables more accurate modeling of all frequency components via a multistep refinement process. We validate PDE-Refiner on challenging benchmarks of complex fluid dynamics, demonstrating stable and accurate rollouts that consistently outperform state-of-the-art models, including neural, numerical, and hybrid neural-numerical architectures. We further demonstrate that PDE-Refiner greatly enhances data efficiency, since the denoising objective implicitly induces a novel form of spectral data augmentation. Finally, PDE-Refiner's connection to diffusion models enables an accurate and efficient assessment of the model's predictive uncertainty, allowing us to estimate when the surrogate becomes inaccurate.

  • 5 authors
·
Aug 10, 2023

Rollout-Training Co-Design for Efficient LLM-Based Multi-Agent Reinforcement Learning

Despite algorithm-level innovations for multi-agent reinforcement learning (MARL), the underlying networked infrastructure for large-scale MARL training remains underexplored. Existing training frameworks primarily optimize for single-agent scenarios and fail to address the unique system-level challenges of MARL, including rollout-training synchronization barriers, rollout load imbalance, and training resource underutilization. To bridge this gap, we propose FlexMARL, the first end-to-end training framework that holistically optimizes rollout, training, and their orchestration for large-scale LLM-based MARL. Specifically, FlexMARL introduces the joint orchestrator to manage data flow under the rollout-training disaggregated architecture. Building upon the experience store, a novel micro-batch driven asynchronous pipeline eliminates the synchronization barriers while providing strong consistency guarantees. Rollout engine adopts a parallel sampling scheme combined with hierarchical load balancing, which adapts to skewed inter/intra-agent request patterns. Training engine achieves on-demand hardware binding through agent-centric resource allocation. The training states of different agents are swapped via unified and location-agnostic communication. Empirical results on a large-scale production cluster demonstrate that FlexMARL achieves up to 7.3x speedup and improves hardware utilization by up to 5.6x compared to existing frameworks.

  • 16 authors
·
Feb 9

SCott: Accelerating Diffusion Models with Stochastic Consistency Distillation

The iterative sampling procedure employed by diffusion models (DMs) often leads to significant inference latency. To address this, we propose Stochastic Consistency Distillation (SCott) to enable accelerated text-to-image generation, where high-quality generations can be achieved with just 1-2 sampling steps, and further improvements can be obtained by adding additional steps. In contrast to vanilla consistency distillation (CD) which distills the ordinary differential equation solvers-based sampling process of a pretrained teacher model into a student, SCott explores the possibility and validates the efficacy of integrating stochastic differential equation (SDE) solvers into CD to fully unleash the potential of the teacher. SCott is augmented with elaborate strategies to control the noise strength and sampling process of the SDE solver. An adversarial loss is further incorporated to strengthen the sample quality with rare sampling steps. Empirically, on the MSCOCO-2017 5K dataset with a Stable Diffusion-V1.5 teacher, SCott achieves an FID (Frechet Inceptio Distance) of 22.1, surpassing that (23.4) of the 1-step InstaFlow (Liu et al., 2023) and matching that of 4-step UFOGen (Xue et al., 2023b). Moreover, SCott can yield more diverse samples than other consistency models for high-resolution image generation (Luo et al., 2023a), with up to 16% improvement in a qualified metric. The code and checkpoints are coming soon.

  • 8 authors
·
Mar 3, 2024

Group Distributionally Robust Optimization-Driven Reinforcement Learning for LLM Reasoning

Recent progress in Large Language Model (LLM) reasoning is increasingly driven by the refinement of post-training loss functions and alignment strategies. However, standard Reinforcement Learning (RL) paradigms like Group Relative Policy Optimization (GRPO) remain constrained by static uniformity: uniform prompt sampling and a fixed number of rollouts per prompt. For heterogeneous, heavy-tailed reasoning data, this creates structural inefficiencies that waste compute on already-solved patterns while under-training the long tail of hard problems. To address this, we propose Multi-Adversary Group Distributionally Robust Optimization (GDRO), an optimization-first framework that moves beyond uniform reasoning models by dynamically adapting the training distribution. We introduce an Online Difficulty Classifier that partitions prompts into dynamic pass@k difficulty groups. We then propose two independent GDRO games for post-training: (1) Prompt-GDRO, which employs an EMA-debiased multiplicative-weights bandit sampler to target the intensive difficulty margin and upweight persistently hard groups without frequency bias; and (2) Rollout-GDRO, which uses a shadow-price controller to reallocate rollouts across groups, maximizing gradient variance reduction on hard tasks under a fixed mean budget (compute-neutral). We provide no-regret guarantees for both controllers and additionally a variance-proxy analysis motivating a square-root optimal rollout allocation for Rollout-GDRO. We validate our framework on the DAPO 14.1k dataset using Qwen3-Base models. Prompt-GDRO and Rollout-GDRO achieve average relative gains of +10.6% and +10.1%, respectively, in pass@8 accuracy across 1.7B, 4B, and 8B scales compared to the GRPO baseline. Qualitative analysis shows an emergent curriculum: the adversaries shift resources to the evolving reasoning frontier, enhancing the reasoning model's performance.

tencent Tencent
·
Jan 27 2

ECHO: Entropy-Confidence Hybrid Optimization for Test-Time Reinforcement Learning

Test-time reinforcement learning generates multiple candidate answers via repeated rollouts and performs online updates using pseudo-labels constructed by majority voting. To reduce overhead and improve exploration, prior work introduces tree structured rollouts, which share reasoning prefixes and branch at key nodes to improve sampling efficiency. However, this paradigm still faces two challenges: (1) high entropy branching can trigger rollout collapse, where the branching budget concentrates on a few trajectories with consecutive high-entropy segments, rapidly reducing the number of effective branches; (2) early pseudo-labels are noisy and biased, which can induce self-reinforcing overfitting, causing the policy to sharpen prematurely and suppress exploration. To address these issues, we propose Entropy Confidence Hybrid Group Relative Policy Optimization (ECHO). During rollout, ECHO jointly leverages local entropy and group level confidence to adaptively control branch width, and further introduces online confidence-based pruning to terminate persistently low confidence branches, avoiding high entropy traps and mitigating collapse. During policy updates, ECHO employs confidence adaptive clipping and an entropy confidence hybrid advantage shaping approach to enhance training robustness and mitigate early stage bias. Experiments demonstrate that ECHO achieves consistent gains on multiple mathematical and visual reasoning benchmarks, and generalizes more effectively under a limited rollout budget.

  • 5 authors
·
Feb 1

G^2RPO: Granular GRPO for Precise Reward in Flow Models

The integration of online reinforcement learning (RL) into diffusion and flow models has recently emerged as a promising approach for aligning generative models with human preferences. Stochastic sampling via Stochastic Differential Equations (SDE) is employed during the denoising process to generate diverse denoising directions for RL exploration. While existing methods effectively explore potential high-value samples, they suffer from sub-optimal preference alignment due to sparse and narrow reward signals. To address these challenges, we propose a novel Granular-GRPO (G^2RPO ) framework that achieves precise and comprehensive reward assessments of sampling directions in reinforcement learning of flow models. Specifically, a Singular Stochastic Sampling strategy is introduced to support step-wise stochastic exploration while enforcing a high correlation between the reward and the injected noise, thereby facilitating a faithful reward for each SDE perturbation. Concurrently, to eliminate the bias inherent in fixed-granularity denoising, we introduce a Multi-Granularity Advantage Integration module that aggregates advantages computed at multiple diffusion scales, producing a more comprehensive and robust evaluation of the sampling directions. Experiments conducted on various reward models, including both in-domain and out-of-domain evaluations, demonstrate that our G^2RPO significantly outperforms existing flow-based GRPO baselines,highlighting its effectiveness and robustness.

Skywork-SWE: Unveiling Data Scaling Laws for Software Engineering in LLMs

Software engineering (SWE) has recently emerged as a crucial testbed for next-generation LLM agents, demanding inherent capabilities in two critical dimensions: sustained iterative problem-solving (e.g., >50 interaction rounds) and long-context dependency resolution (e.g., >32k tokens). However, the data curation process in SWE remains notoriously time-consuming, as it heavily relies on manual annotation for code file filtering and the setup of dedicated runtime environments to execute and validate unit tests. Consequently, most existing datasets are limited to only a few thousand GitHub-sourced instances. To this end, we propose an incremental, automated data-curation pipeline that systematically scales both the volume and diversity of SWE datasets. Our dataset comprises 10,169 real-world Python task instances from 2,531 distinct GitHub repositories, each accompanied by a task specified in natural language and a dedicated runtime-environment image for automated unit-test validation. We have carefully curated over 8,000 successfully runtime-validated training trajectories from our proposed SWE dataset. When fine-tuning the Skywork-SWE model on these trajectories, we uncover a striking data scaling phenomenon: the trained model's performance for software engineering capabilities in LLMs continues to improve as the data size increases, showing no signs of saturation. Notably, our Skywork-SWE model achieves 38.0% pass@1 accuracy on the SWE-bench Verified benchmark without using verifiers or multiple rollouts, establishing a new state-of-the-art (SOTA) among the Qwen2.5-Coder-32B-based LLMs built on the OpenHands agent framework. Furthermore, with the incorporation of test-time scaling techniques, the performance further improves to 47.0% accuracy, surpassing the previous SOTA results for sub-32B parameter models. We release the Skywork-SWE-32B model checkpoint to accelerate future research.

  • 11 authors
·
Jun 23, 2025 3

Manifold-Aware Exploration for Reinforcement Learning in Video Generation

Group Relative Policy Optimization (GRPO) methods for video generation like FlowGRPO remain far less reliable than their counterparts for language models and images. This gap arises because video generation has a complex solution space, and the ODE-to-SDE conversion used for exploration can inject excess noise, lowering rollout quality and making reward estimates less reliable, which destabilizes post-training alignment. To address this problem, we view the pre-trained model as defining a valid video data manifold and formulate the core problem as constraining exploration within the vicinity of this manifold, ensuring that rollout quality is preserved and reward estimates remain reliable. We propose SAGE-GRPO (Stable Alignment via Exploration), which applies constraints at both micro and macro levels. At the micro level, we derive a precise manifold-aware SDE with a logarithmic curvature correction and introduce a gradient norm equalizer to stabilize sampling and updates across timesteps. At the macro level, we use a dual trust region with a periodic moving anchor and stepwise constraints so that the trust region tracks checkpoints that are closer to the manifold and limits long-horizon drift. We evaluate SAGE-GRPO on HunyuanVideo1.5 using the original VideoAlign as the reward model and observe consistent gains over previous methods in VQ, MQ, TA, and visual metrics (CLIPScore, PickScore), demonstrating superior performance in both reward maximization and overall video quality. The code and visual gallery are available at https://dungeonmassster.github.io/SAGE-GRPO-Page/.

Neural Network Models for Software Development Effort Estimation: A Comparative Study

Software development effort estimation (SDEE) is one of the main tasks in software project management. It is crucial for a project manager to efficiently predict the effort or cost of a software project in a bidding process, since overestimation will lead to bidding loss and underestimation will cause the company to lose money. Several SDEE models exist; machine learning models, especially neural network models, are among the most prominent in the field. In this study, four different neural network models: Multilayer Perceptron, General Regression Neural Network, Radial Basis Function Neural Network, and Cascade Correlation Neural Network are compared with each other based on: (1) predictive accuracy centered on the Mean Absolute Error criterion, (2) whether such a model tends to overestimate or underestimate, and (3) how each model classifies the importance of its inputs. Industrial datasets from the International Software Benchmarking Standards Group (ISBSG) are used to train and validate the four models. The main ISBSG dataset was filtered and then divided into five datasets based on the productivity value of each project. Results show that the four models tend to overestimate in 80percent of the datasets, and the significance of the model inputs varies based on the selected model. Furthermore, the Cascade Correlation Neural Network outperforms the other three models in the majority of the datasets constructed on the Mean Absolute Residual criterion.

  • 4 authors
·
Nov 29, 2016

Closing the ODE-SDE gap in score-based diffusion models through the Fokker-Planck equation

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic differential equations (SDEs) and ordinary differential equations (ODEs). Empirically, it has been reported that ODE based samples are inferior to SDE based samples. In this paper we rigorously describe the range of dynamics and approximations that arise when training score-based diffusion models, including the true SDE dynamics, the neural approximations, the various approximate particle dynamics that result, as well as their associated Fokker--Planck equations and the neural network approximations of these Fokker--Planck equations. We systematically analyse the difference between the ODE and SDE dynamics of score-based diffusion models, and link it to an associated Fokker--Planck equation. We derive a theoretical upper bound on the Wasserstein 2-distance between the ODE- and SDE-induced distributions in terms of a Fokker--Planck residual. We also show numerically that conventional score-based diffusion models can exhibit significant differences between ODE- and SDE-induced distributions which we demonstrate using explicit comparisons. Moreover, we show numerically that reducing the Fokker--Planck residual by adding it as an additional regularisation term leads to closing the gap between ODE- and SDE-induced distributions. Our experiments suggest that this regularisation can improve the distribution generated by the ODE, however that this can come at the cost of degraded SDE sample quality.

  • 5 authors
·
Nov 27, 2023

Automated Benchmark Generation for Repository-Level Coding Tasks

Code Agent development is an extremely active research area, where a reliable performance metric is critical for tracking progress and guiding new developments. This demand is underscored by the meteoric rise in popularity of SWE-Bench. This benchmark challenges code agents to generate patches addressing GitHub issues given the full repository as context. The correctness of generated patches is then evaluated by executing a human-written test suite extracted from the repository after the issue's resolution. However, constructing benchmarks like SWE-Bench requires substantial manual effort to set up historically accurate execution environments for testing. Crucially, this severely limits the number of considered repositories, e.g., just 12 for SWE-Bench. Considering so few repositories, selected for their popularity runs the risk of leading to a distributional mismatch, i.e., the measured performance may not be representative of real-world scenarios potentially misguiding development efforts. In this work, we address this challenge and introduce SetUpAgent, a fully automated system capable of historically accurate dependency setup, test execution, and result parsing. Using SetUpAgent, we generate two new datasets: (i) SWEE-Bench an extended version of SWE-Bench encompassing hundreds of repositories, and (ii) SWA-Bench a benchmark focusing on applications rather than libraries. Comparing these datasets to SWE-Bench with respect to their characteristics and code agent performance, we find significant distributional differences, including lower issue description quality and detail level, higher fix complexity, and most importantly up to 40% lower agent success rates.

  • 3 authors
·
Mar 10, 2025

VADE: Variance-Aware Dynamic Sampling via Online Sample-Level Difficulty Estimation for Multimodal RL

Group-based policy optimization methods like GRPO and GSPO have become standard for training multimodal models, leveraging group-wise rollouts and relative advantage estimation. However, they suffer from a critical gradient vanishing problem when all responses within a group receive identical rewards, causing advantage estimates to collapse and training signals to diminish. Existing attempts to mitigate this issue fall into two paradigms: filtering-based and sampling-based methods. Filtering-based methods first generate rollouts broadly and then retroactively filter out uninformative groups, leading to substantial computational overhead. Sampling-based methods proactively select effective samples before rollout but rely on static criteria or prior dataset knowledge, lacking real-time adaptability. To address these issues, we propose VADE, a Variance-Aware Dynamic sampling framework via online sample-level difficulty Estimation. Our framework integrates three key components: online sample-level difficulty estimation using Beta distributions, a Thompson sampler that maximizes information gain through the estimated correctness probability, and a two-scale prior decay mechanism that maintains robust estimation under policy evolution. This three components design enables VADE to dynamically select the most informative samples, thereby amplifying training signals while eliminating extra rollout costs. Extensive experiments on multimodal reasoning benchmarks show that VADE consistently outperforms strong baselines in both performance and sample efficiency, while achieving a dramatic reduction in computational overhead. More importantly, our framework can serves as a plug-and-play component to be seamlessly integrated into existing group-based RL algorithms. Code and models are available at https://VADE-RL.github.io.

  • 8 authors
·
Nov 24, 2025

ABC: Any-Subset Autoregression via Non-Markovian Diffusion Bridges in Continuous Time and Space

Generating continuous-time, continuous-space stochastic processes (e.g., videos, weather forecasts) conditioned on partial observations (e.g., first and last frames) is a fundamental challenge. Existing approaches, (e.g., diffusion models), suffer from key limitations: (1) noise-to-data evolution fails to capture structural similarity between states close in physical time and has unstable integration in low-step regimes; (2) random noise injected is insensitive to the physical process's time elapsed, resulting in incorrect dynamics; (3) they overlook conditioning on arbitrary subsets of states (e.g., irregularly sampled timesteps, future observations). We propose ABC: Any-Subset Autoregressive Models via Non-Markovian Diffusion Bridges in Continuous Time and Space. Crucially, we model the process with one continual SDE whose time variable and intermediate states track the real time and process states. This has provable advantages: (1) the starting point for generating future states is the already-close previous state, rather than uninformative noise; (2) random noise injection scales with physical time elapsed, encouraging physically plausible dynamics with similar time-adjacent states. We derive SDE dynamics via changes-of-measure on path space, yielding another advantage: (3) path-dependent conditioning on arbitrary subsets of the state history and/or future. To learn these dynamics, we derive a path- and time-dependent extension of denoising score matching. Our experiments show ABC's superiority to competing methods on multiple domains, including video generation and weather forecasting.

  • 6 authors
·
May 4

Scaling Test-Time Compute for Agentic Coding

Test-time scaling has become a powerful way to improve large language models. However, existing methods are best suited to short, bounded outputs that can be directly compared, ranked or refined. Long-horizon coding agents violate this premise: each attempt produces an extended trajectory of actions, observations, errors, and partial progress taken by the agent. In this setting, the main challenge is no longer generating more attempts, but representing prior experience in a form that can be effectively selected from and reused. We propose a test-time scaling framework for agentic coding based on compact representations of rollout trajectories. Our framework converts each rollout into a structured summary that preserves its salient hypotheses, progress, and failure modes while discarding low-signal trace details. This representation enables two complementary forms of inference-time scaling. For parallel scaling, we introduce Recursive Tournament Voting (RTV), which recursively narrows a population of rollout summaries through small-group comparisons. For sequential scaling, we adapt Parallel-Distill-Refine (PDR) to the agentic setting by conditioning new rollouts on summaries distilled from prior attempts. Our method consistently improves the performance of frontier coding agents across SWE-Bench Verified and Terminal-Bench v2.0. For example, by using our method Claude-4.5-Opus improves from 70.9% to 77.6% on SWE-Bench Verified (mini-SWE-agent) and 46.9% to 59.1% on Terminal-Bench v2.0 (Terminus 1). Our results suggest that test-time scaling for long-horizon agents is fundamentally a problem of representation, selection, and reuse.

facebook AI at Meta
·
Apr 15 2

Consistent3D: Towards Consistent High-Fidelity Text-to-3D Generation with Deterministic Sampling Prior

Score distillation sampling (SDS) and its variants have greatly boosted the development of text-to-3D generation, but are vulnerable to geometry collapse and poor textures yet. To solve this issue, we first deeply analyze the SDS and find that its distillation sampling process indeed corresponds to the trajectory sampling of a stochastic differential equation (SDE): SDS samples along an SDE trajectory to yield a less noisy sample which then serves as a guidance to optimize a 3D model. However, the randomness in SDE sampling often leads to a diverse and unpredictable sample which is not always less noisy, and thus is not a consistently correct guidance, explaining the vulnerability of SDS. Since for any SDE, there always exists an ordinary differential equation (ODE) whose trajectory sampling can deterministically and consistently converge to the desired target point as the SDE, we propose a novel and effective "Consistent3D" method that explores the ODE deterministic sampling prior for text-to-3D generation. Specifically, at each training iteration, given a rendered image by a 3D model, we first estimate its desired 3D score function by a pre-trained 2D diffusion model, and build an ODE for trajectory sampling. Next, we design a consistency distillation sampling loss which samples along the ODE trajectory to generate two adjacent samples and uses the less noisy sample to guide another more noisy one for distilling the deterministic prior into the 3D model. Experimental results show the efficacy of our Consistent3D in generating high-fidelity and diverse 3D objects and large-scale scenes, as shown in Fig. 1. The codes are available at https://github.com/sail-sg/Consistent3D.

  • 5 authors
·
Jan 17, 2024

Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an alternative approach, utilizing neural networks combined with ODE solvers to learn continuous latent representations through parameterized vector fields. Neural Stochastic Differential Equations (Neural SDEs) extend Neural ODEs by incorporating a diffusion term, although this addition is not trivial, particularly when addressing irregular intervals and missing values. Consequently, careful design of drift and diffusion functions is crucial for maintaining stability and enhancing performance, while incautious choices can result in adverse properties such as the absence of strong solutions, stochastic destabilization, or unstable Euler discretizations, significantly affecting Neural SDEs' performance. In this study, we propose three stable classes of Neural SDEs: Langevin-type SDE, Linear Noise SDE, and Geometric SDE. Then, we rigorously demonstrate their robustness in maintaining excellent performance under distribution shift, while effectively preventing overfitting. To assess the effectiveness of our approach, we conduct extensive experiments on four benchmark datasets for interpolation, forecasting, and classification tasks, and analyze the robustness of our methods with 30 public datasets under different missing rates. Our results demonstrate the efficacy of the proposed method in handling real-world irregular time series data.

  • 3 authors
·
Feb 22, 2024