Status:
Personal website:
+44 1865 273525
Research groups:
Address
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Further details:
My main research interest is neural differential equations (ODEs/CDEs/SDEs). More generally deep learning and time series.
On than that, I enjoy martial arts, ice skating and scuba diving. My supervisor is Professor Terry Lyons.
I am the author of the torchcde and Signatory projects, and a core developer for the torchsde project.
See also my website.
Miscellaneous pieces of work:
- Seminar slides on neural differential equations (An overview of the field)
- Interpolating PDE solutions using feedforward neural networks (Numerical PDE super-resolution)
- Limits of Fisher–KPP equations, branching Brownian motion and a spatial lambda-Fleming–Viot model for population expansion (Stochastic analysis + PDE analysis for modelling population expansion.)
- Polynomial Approximation of Holomorphic Functions (My Master's Dissertation)
Teaching:
TA for C8.2 Stochastic Analysis and PDEs
(Hilary Term 2019)
TA for C4.1 Further Functional Analysis
(Michaelmas Term 2018)
Tutor for C8.2 Stochastic Analysis and PDEs
(Trinity Term 2018)
Major / recent publications:
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
Patrick Kidger, Terry Lyons
International Conference on Learning Representations (2021)
Neural SDEs as Infinite-Dimensional GANs
Patrick Kidger, James Foster, Xuechen Li, Harald Oberhauser, Terry Lyons
Machine Learning and the Physical Sciences, NeurIPS (2020)
"Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code
Patrick Kidger, Ricky T. Q. Chen, Terry Lyons
Machine Learning and the Physical Sciences, NeurIPS (2020)
Neural Rough Differential Equations for Long Time Series
James Morrill, Cristopher Salvi, Patrick Kidger, James Foster, Terry Lyons
Machine Learning and the Physical Sciences, NeurIPS (2020)
A Generalised Signature Method for Time Series
James Morrill, Adeline Fermanian, Patrick Kidger, Terry Lyons
arXiv:2006.00873
Generalised Interpretable Shapelets for Irregular Time Series
Patrick Kidger, James Morrill, Terry Lyons
arXiv:2005.13948
Neural Controlled Differential Equations for Irregular Time Series
Patrick Kidger, James Morrill, James Foster, Terry Lyons
Neural Information Processing Systems (2020, Spotlight)
YouTube presentation
Universal Approximation with Deep Narrow Networks
Patrick Kidger, Terry Lyons
Conference on Learning Theory (2020)
50 second presentation
13 minute presentation
Deep Signature Transforms
Patrick Kidger, Patric Bonnier, Imanol Perez Arribas, Cristopher Salvi, Terry Lyons
Neural Information Processing Systems (2019)