Papers › Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models

Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models

23 May 2025arXiv:2505.17761archive 2025-07-28

Benjamin Walker, Lingyi Yang, Nicola Muca Cirone, Cristopher Salvi, Terry Lyons

Structured Linear Controlled Differential Equations (SLiCEs) provide a unifying framework for sequence models with structured, input-dependent state-transition matrices that retain the maximal expressivity of dense matrices whilst being cheaper to compute. The framework encompasses existing architectures, such as input-dependent block-diagonal linear recurrent neural networks and DeltaNet's diagonal-plus-low-rank structure, as well as two novel variants based on sparsity and the Walsh--Hadamard transform. We prove that, unlike the diagonal state-transition matrices of S4 and Mamba, SLiCEs employing block-diagonal, sparse, or Walsh--Hadamard matrices match the maximal expressivity of dense matrices. Empirically, SLiCEs solve the A₅ state-tracking benchmark with a single layer, achieve best-in-class length generalisation on regular language tasks among parallel-in-time models, and match the state-of-the-art performance of log neural controlled differential equations on six multivariate time-series classification datasets while cutting the average time per training step by a factor of twenty.

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depth benjamin-walker/log-neural-cdes/models/LinearNeuralCDEs.py official repository ran · honoured contract MIT (permissive) · 43bc67dcbc9b1030 · report
hadamard_matrix benjamin-walker/structured-linear-cdes/models/slcde.py official repository ran · honoured contract fingerprinted MIT (permissive) · 452a96ba0f01db31 · report
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MambaTime Series Classification

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Mamba

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