On Neural Differential Equations

I was invited to give a talk on Neural Differential Equations at the amazing Scientific Machine Learning seminar, run by CMU. In this talk I discuss:
Recent work on neural SDEs;
Software for diffeqs, and in particular Diffrax;
Background on neural ODEs and neural CDEs;
My doctoral thesis -- a textbook for neural differential equations.

Links:
(Doctoral thesis) On Neural Differential Equations: https://arxiv.org/abs/2202.02435
(ICML) Neural SDEs as Infinite-Dimensional GANs: https://arxiv.org/abs/2102.03657
(NeurIPS) Efficient and Accurate Gradients for Neural SDEs: https://arxiv.org/abs/2105.13493
(Software for JAX) Diffrax: https://github.com/patrick-kidger/dif...