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MNIST Classification using Neural ODEs

To understand Neural ODEs, users should look up these lecture notes. We recommend users to directly use DiffEqFlux.jl, instead of implementing Neural ODEs from scratch.

Package Imports

julia
using Lux,
    ComponentArrays,
    SciMLSensitivity,
    LuxCUDA,
    Optimisers,
    OrdinaryDiffEqTsit5,
    Random,
    Statistics,
    Zygote,
    OneHotArrays,
    InteractiveUtils,
    Printf
using MLDatasets: MNIST
using MLUtils: DataLoader, splitobs

CUDA.allowscalar(false)

Loading MNIST

julia
function loadmnist(batchsize, train_split)
    # Load MNIST: Only 1500 for demonstration purposes
    N = parse(Bool, get(ENV, "CI", "false")) ? 1500 : nothing
    dataset = MNIST(; split=:train)
    if N !== nothing
        imgs = dataset.features[:, :, 1:N]
        labels_raw = dataset.targets[1:N]
    else
        imgs = dataset.features
        labels_raw = dataset.targets
    end

    # Process images into (H,W,C,BS) batches
    x_data = Float32.(reshape(imgs, size(imgs, 1), size(imgs, 2), 1, size(imgs, 3)))
    y_data = onehotbatch(labels_raw, 0:9)
    (x_train, y_train), (x_test, y_test) = splitobs((x_data, y_data); at=train_split)

    return (
        # Use DataLoader to automatically minibatch and shuffle the data
        DataLoader(collect.((x_train, y_train)); batchsize, shuffle=true),
        # Don't shuffle the test data
        DataLoader(collect.((x_test, y_test)); batchsize, shuffle=false),
    )
end
loadmnist (generic function with 1 method)

Define the Neural ODE Layer

First we will use the @compact macro to define the Neural ODE Layer.

julia
function NeuralODECompact(
    model::Lux.AbstractLuxLayer; solver=Tsit5(), tspan=(0.0f0, 1.0f0), kwargs...
)
    return @compact(; model, solver, tspan, kwargs...) do x, p
        dudt(u, p, t) = vec(model(reshape(u, size(x)), p))
        # Note the `p.model` here
        prob = ODEProblem(ODEFunction{false}(dudt), vec(x), tspan, p.model)
        @return solve(prob, solver; kwargs...)
    end
end
NeuralODECompact (generic function with 1 method)

We recommend using the compact macro for creating custom layers. The below implementation exists mostly for historical reasons when @compact was not part of the stable API. Also, it helps users understand how the layer interface of Lux works.

The NeuralODE is a ContainerLayer, which stores a model. The parameters and states of the NeuralODE are same as those of the underlying model.

julia
struct NeuralODE{M<:Lux.AbstractLuxLayer,So,T,K} <: Lux.AbstractLuxWrapperLayer{:model}
    model::M
    solver::So
    tspan::T
    kwargs::K
end

function NeuralODE(
    model::Lux.AbstractLuxLayer; solver=Tsit5(), tspan=(0.0f0, 1.0f0), kwargs...
)
    return NeuralODE(model, solver, tspan, kwargs)
end
Main.var"##230".NeuralODE

OrdinaryDiffEq.jl can deal with non-Vector Inputs! However, certain discrete sensitivities like ReverseDiffAdjoint can't handle non-Vector inputs. Hence, we need to convert the input and output of the ODE solver to a Vector.

julia
function (n::NeuralODE)(x, ps, st)
    function dudt(u, p, t)
        u_, st = n.model(reshape(u, size(x)), p, st)
        return vec(u_)
    end
    prob = ODEProblem{false}(ODEFunction{false}(dudt), vec(x), n.tspan, ps)
    return solve(prob, n.solver; n.kwargs...), st
end

@views diffeqsol_to_array(l::Int, x::ODESolution) = reshape(last(x.u), (l, :))
@views diffeqsol_to_array(l::Int, x::AbstractMatrix) = reshape(x[:, end], (l, :))
diffeqsol_to_array (generic function with 2 methods)

Create and Initialize the Neural ODE Layer

julia
function create_model(
    model_fn=NeuralODE;
    dev=gpu_device(),
    use_named_tuple::Bool=false,
    sensealg=InterpolatingAdjoint(; autojacvec=ZygoteVJP()),
)
    # Construct the Neural ODE Model
    model = Chain(
        FlattenLayer(),
        Dense(784 => 20, tanh),
        model_fn(
            Chain(Dense(20 => 10, tanh), Dense(10 => 10, tanh), Dense(10 => 20, tanh));
            save_everystep=false,
            reltol=1.0f-3,
            abstol=1.0f-3,
            save_start=false,
            sensealg,
        ),
        Base.Fix1(diffeqsol_to_array, 20),
        Dense(20 => 10),
    )

    rng = Random.default_rng()
    Random.seed!(rng, 0)

    ps, st = Lux.setup(rng, model)
    ps = dev((use_named_tuple ? ps : ComponentArray(ps)))
    st = dev(st)

    return model, ps, st
end
create_model (generic function with 2 methods)

Define Utility Functions

julia
const logitcrossentropy = CrossEntropyLoss(; logits=Val(true))

function accuracy(model, ps, st, dataloader)
    total_correct, total = 0, 0
    st = Lux.testmode(st)
    for (x, y) in dataloader
        target_class = onecold(y)
        predicted_class = onecold(first(model(x, ps, st)))
        total_correct += sum(target_class .== predicted_class)
        total += length(target_class)
    end
    return total_correct / total
end
accuracy (generic function with 1 method)

Training

julia
function train(model_function; cpu::Bool=false, kwargs...)
    dev = cpu ? cpu_device() : gpu_device()
    model, ps, st = create_model(model_function; dev, kwargs...)

    # Training
    train_dataloader, test_dataloader = dev(loadmnist(128, 0.9))

    tstate = Training.TrainState(model, ps, st, Adam(0.001f0))

    ### Lets train the model
    nepochs = 9
    for epoch in 1:nepochs
        stime = time()
        for (x, y) in train_dataloader
            _, _, _, tstate = Training.single_train_step!(
                AutoZygote(), logitcrossentropy, (x, y), tstate
            )
        end
        ttime = time() - stime

        tr_acc = accuracy(model, tstate.parameters, tstate.states, train_dataloader) * 100
        te_acc = accuracy(model, tstate.parameters, tstate.states, test_dataloader) * 100
        @printf "[%d/%d]\tTime %.4fs\tTraining Accuracy: %.5f%%\tTest \
                 Accuracy: %.5f%%\n" epoch nepochs ttime tr_acc te_acc
    end
    return nothing
end

train(NeuralODECompact)
[1/9]	Time 141.9071s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.7932s	Training Accuracy: 58.22222%	Test Accuracy: 57.33333%
[3/9]	Time 0.7138s	Training Accuracy: 67.85185%	Test Accuracy: 70.66667%
[4/9]	Time 0.8391s	Training Accuracy: 74.29630%	Test Accuracy: 74.66667%
[5/9]	Time 0.7189s	Training Accuracy: 76.29630%	Test Accuracy: 76.00000%
[6/9]	Time 0.9072s	Training Accuracy: 78.74074%	Test Accuracy: 80.00000%
[7/9]	Time 0.6778s	Training Accuracy: 82.22222%	Test Accuracy: 81.33333%
[8/9]	Time 0.6891s	Training Accuracy: 83.62963%	Test Accuracy: 83.33333%
[9/9]	Time 0.6831s	Training Accuracy: 85.18519%	Test Accuracy: 82.66667%
julia
train(NeuralODE)
[1/9]	Time 32.0078s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.5954s	Training Accuracy: 57.18519%	Test Accuracy: 57.33333%
[3/9]	Time 0.8293s	Training Accuracy: 68.37037%	Test Accuracy: 68.00000%
[4/9]	Time 0.5832s	Training Accuracy: 73.77778%	Test Accuracy: 75.33333%
[5/9]	Time 0.5829s	Training Accuracy: 76.14815%	Test Accuracy: 77.33333%
[6/9]	Time 0.6132s	Training Accuracy: 79.48148%	Test Accuracy: 80.66667%
[7/9]	Time 0.8844s	Training Accuracy: 81.25926%	Test Accuracy: 80.66667%
[8/9]	Time 0.5881s	Training Accuracy: 83.40741%	Test Accuracy: 82.66667%
[9/9]	Time 0.5879s	Training Accuracy: 84.81481%	Test Accuracy: 82.00000%

We can also change the sensealg and train the model! GaussAdjoint allows you to use any arbitrary parameter structure and not just a flat vector (ComponentArray).

julia
train(NeuralODE; sensealg=GaussAdjoint(; autojacvec=ZygoteVJP()), use_named_tuple=true)
[1/9]	Time 40.0685s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.5831s	Training Accuracy: 58.44444%	Test Accuracy: 58.00000%
[3/9]	Time 0.5759s	Training Accuracy: 66.96296%	Test Accuracy: 68.00000%
[4/9]	Time 0.5652s	Training Accuracy: 72.44444%	Test Accuracy: 73.33333%
[5/9]	Time 0.6036s	Training Accuracy: 76.37037%	Test Accuracy: 76.00000%
[6/9]	Time 0.5773s	Training Accuracy: 78.81481%	Test Accuracy: 79.33333%
[7/9]	Time 0.5710s	Training Accuracy: 80.51852%	Test Accuracy: 81.33333%
[8/9]	Time 0.5817s	Training Accuracy: 82.74074%	Test Accuracy: 83.33333%
[9/9]	Time 0.8733s	Training Accuracy: 85.25926%	Test Accuracy: 82.66667%

But remember some AD backends like ReverseDiff is not GPU compatible. For a model this size, you will notice that training time is significantly lower for training on CPU than on GPU.

julia
train(NeuralODE; sensealg=InterpolatingAdjoint(; autojacvec=ReverseDiffVJP()), cpu=true)
[1/9]	Time 41.2763s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.3806s	Training Accuracy: 58.74074%	Test Accuracy: 56.66667%
[3/9]	Time 0.3698s	Training Accuracy: 69.92593%	Test Accuracy: 71.33333%
[4/9]	Time 0.3592s	Training Accuracy: 72.81481%	Test Accuracy: 74.00000%
[5/9]	Time 0.3599s	Training Accuracy: 76.37037%	Test Accuracy: 78.66667%
[6/9]	Time 0.3561s	Training Accuracy: 79.03704%	Test Accuracy: 80.66667%
[7/9]	Time 0.3590s	Training Accuracy: 81.62963%	Test Accuracy: 80.66667%
[8/9]	Time 0.3592s	Training Accuracy: 83.33333%	Test Accuracy: 80.00000%
[9/9]	Time 0.3574s	Training Accuracy: 85.40741%	Test Accuracy: 82.00000%

For completeness, let's also test out discrete sensitivities!

julia
train(NeuralODE; sensealg=ReverseDiffAdjoint(), cpu=true)
[1/9]	Time 36.6461s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 10.2996s	Training Accuracy: 58.66667%	Test Accuracy: 57.33333%
[3/9]	Time 9.7619s	Training Accuracy: 69.70370%	Test Accuracy: 71.33333%
[4/9]	Time 9.6088s	Training Accuracy: 72.74074%	Test Accuracy: 74.00000%
[5/9]	Time 9.9604s	Training Accuracy: 76.14815%	Test Accuracy: 78.66667%
[6/9]	Time 9.7436s	Training Accuracy: 79.03704%	Test Accuracy: 80.66667%
[7/9]	Time 9.7680s	Training Accuracy: 81.55556%	Test Accuracy: 80.66667%
[8/9]	Time 9.9559s	Training Accuracy: 83.40741%	Test Accuracy: 80.00000%
[9/9]	Time 9.8615s	Training Accuracy: 85.25926%	Test Accuracy: 81.33333%

Alternate Implementation using Stateful Layer

Starting v0.5.5, Lux provides a StatefulLuxLayer which can be used to avoid the Boxing of st. Using the @compact API avoids this problem entirely.

julia
struct StatefulNeuralODE{M<:Lux.AbstractLuxLayer,So,T,K} <:
       Lux.AbstractLuxWrapperLayer{:model}
    model::M
    solver::So
    tspan::T
    kwargs::K
end

function StatefulNeuralODE(
    model::Lux.AbstractLuxLayer; solver=Tsit5(), tspan=(0.0f0, 1.0f0), kwargs...
)
    return StatefulNeuralODE(model, solver, tspan, kwargs)
end

function (n::StatefulNeuralODE)(x, ps, st)
    st_model = StatefulLuxLayer{true}(n.model, ps, st)
    dudt(u, p, t) = st_model(u, p)
    prob = ODEProblem{false}(ODEFunction{false}(dudt), x, n.tspan, ps)
    return solve(prob, n.solver; n.kwargs...), st_model.st
end

Train the new Stateful Neural ODE

julia
train(StatefulNeuralODE)
[1/9]	Time 36.3067s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.7768s	Training Accuracy: 58.22222%	Test Accuracy: 55.33333%
[3/9]	Time 0.6284s	Training Accuracy: 68.29630%	Test Accuracy: 68.66667%
[4/9]	Time 0.6146s	Training Accuracy: 73.11111%	Test Accuracy: 76.00000%
[5/9]	Time 0.9489s	Training Accuracy: 75.92593%	Test Accuracy: 76.66667%
[6/9]	Time 0.5931s	Training Accuracy: 78.96296%	Test Accuracy: 80.66667%
[7/9]	Time 0.6010s	Training Accuracy: 80.81481%	Test Accuracy: 81.33333%
[8/9]	Time 0.5962s	Training Accuracy: 83.25926%	Test Accuracy: 82.66667%
[9/9]	Time 0.6279s	Training Accuracy: 84.59259%	Test Accuracy: 82.00000%

We might not see a significant difference in the training time, but let us investigate the type stabilities of the layers.

Type Stability

julia
model, ps, st = create_model(NeuralODE)

model_stateful, ps_stateful, st_stateful = create_model(StatefulNeuralODE)

x = gpu_device()(ones(Float32, 28, 28, 1, 3));

NeuralODE is not type stable due to the boxing of st

julia
@code_warntype model(x, ps, st)
MethodInstance for (::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##230".NeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing})(::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}, ::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = ViewAxis(1:0, Shaped1DAxis((0,))), layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = ViewAxis(15681:15700, Shaped1DAxis((20,))))), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = ViewAxis(101:110, Shaped1DAxis((10,))))), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = ViewAxis(201:220, Shaped1DAxis((20,))))))), layer_4 = ViewAxis(16241:16240, Shaped1DAxis((0,))), layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))))}}}, ::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}})
  from (c::Lux.Chain)(x, ps, st::NamedTuple) @ Lux /var/lib/buildkite-agent/builds/gpuci-4/julialang/lux-dot-jl/src/layers/containers.jl:509
Arguments
  c::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##230".NeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}
  x::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}
  ps::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = ViewAxis(1:0, Shaped1DAxis((0,))), layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = ViewAxis(15681:15700, Shaped1DAxis((20,))))), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = ViewAxis(101:110, Shaped1DAxis((10,))))), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = ViewAxis(201:220, Shaped1DAxis((20,))))))), layer_4 = ViewAxis(16241:16240, Shaped1DAxis((0,))), layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))))}}}
  st::Core.Const((layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = (layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = NamedTuple()), layer_4 = NamedTuple(), layer_5 = NamedTuple()))
Body::TUPLE{CUDA.CUARRAY{FLOAT32, 2, CUDA.DEVICEMEMORY}, NAMEDTUPLE{(:LAYER_1, :LAYER_2, :LAYER_3, :LAYER_4, :LAYER_5), <:TUPLE{@NAMEDTUPLE{}, @NAMEDTUPLE{}, ANY, @NAMEDTUPLE{}, @NAMEDTUPLE{}}}}
1 ─ %1 = Lux.applychain::Core.Const(Lux.applychain)
│   %2 = Base.getproperty(c, :layers)::@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##230".NeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}
│   %3 = (%1)(%2, x, ps, st)::TUPLE{CUDA.CUARRAY{FLOAT32, 2, CUDA.DEVICEMEMORY}, NAMEDTUPLE{(:LAYER_1, :LAYER_2, :LAYER_3, :LAYER_4, :LAYER_5), <:TUPLE{@NAMEDTUPLE{}, @NAMEDTUPLE{}, ANY, @NAMEDTUPLE{}, @NAMEDTUPLE{}}}}
└──      return %3

We avoid the problem entirely by using StatefulNeuralODE

julia
@code_warntype model_stateful(x, ps_stateful, st_stateful)
MethodInstance for (::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##230".StatefulNeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing})(::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}, ::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = ViewAxis(1:0, Shaped1DAxis((0,))), layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = ViewAxis(15681:15700, Shaped1DAxis((20,))))), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = ViewAxis(101:110, Shaped1DAxis((10,))))), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = ViewAxis(201:220, Shaped1DAxis((20,))))))), layer_4 = ViewAxis(16241:16240, Shaped1DAxis((0,))), layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))))}}}, ::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}})
  from (c::Lux.Chain)(x, ps, st::NamedTuple) @ Lux /var/lib/buildkite-agent/builds/gpuci-4/julialang/lux-dot-jl/src/layers/containers.jl:509
Arguments
  c::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##230".StatefulNeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}
  x::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}
  ps::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = ViewAxis(1:0, Shaped1DAxis((0,))), layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = ViewAxis(15681:15700, Shaped1DAxis((20,))))), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = ViewAxis(101:110, Shaped1DAxis((10,))))), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = ViewAxis(201:220, Shaped1DAxis((20,))))))), layer_4 = ViewAxis(16241:16240, Shaped1DAxis((0,))), layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))))}}}
  st::Core.Const((layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = (layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = NamedTuple()), layer_4 = NamedTuple(), layer_5 = NamedTuple()))
Body::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
1 ─ %1 = Lux.applychain::Core.Const(Lux.applychain)
│   %2 = Base.getproperty(c, :layers)::@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##230".StatefulNeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}
│   %3 = (%1)(%2, x, ps, st)::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
└──      return %3

Note, that we still recommend using this layer internally and not exposing this as the default API to the users.

Finally checking the compact model

julia
model_compact, ps_compact, st_compact = create_model(NeuralODECompact)

@code_warntype model_compact(x, ps_compact, st_compact)
MethodInstance for (::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.CompactLuxLayer{:₋₋₋no_special_dispatch₋₋₋, Main.var"##230".var"#2#3", Nothing, @NamedTuple{model::Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}}, Lux.CompactMacroImpl.ValueStorage{@NamedTuple{}, @NamedTuple{solver::Returns{OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}}, tspan::Returns{Tuple{Float32, Float32}}}}, Tuple{Tuple{Symbol}, Tuple{Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing})(::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}, ::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = ViewAxis(1:0, Shaped1DAxis((0,))), layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = ViewAxis(15681:15700, Shaped1DAxis((20,))))), layer_3 = ViewAxis(15701:16240, Axis(model = ViewAxis(1:540, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = ViewAxis(101:110, Shaped1DAxis((10,))))), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = ViewAxis(201:220, Shaped1DAxis((20,))))))),)), layer_4 = ViewAxis(16241:16240, Shaped1DAxis((0,))), layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))))}}}, ::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}})
  from (c::Lux.Chain)(x, ps, st::NamedTuple) @ Lux /var/lib/buildkite-agent/builds/gpuci-4/julialang/lux-dot-jl/src/layers/containers.jl:509
Arguments
  c::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.CompactLuxLayer{:₋₋₋no_special_dispatch₋₋₋, Main.var"##230".var"#2#3", Nothing, @NamedTuple{model::Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}}, Lux.CompactMacroImpl.ValueStorage{@NamedTuple{}, @NamedTuple{solver::Returns{OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}}, tspan::Returns{Tuple{Float32, Float32}}}}, Tuple{Tuple{Symbol}, Tuple{Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}
  x::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}
  ps::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = ViewAxis(1:0, Shaped1DAxis((0,))), layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = ViewAxis(15681:15700, Shaped1DAxis((20,))))), layer_3 = ViewAxis(15701:16240, Axis(model = ViewAxis(1:540, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = ViewAxis(101:110, Shaped1DAxis((10,))))), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = ViewAxis(201:220, Shaped1DAxis((20,))))))),)), layer_4 = ViewAxis(16241:16240, Shaped1DAxis((0,))), layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = ViewAxis(201:210, Shaped1DAxis((10,))))))}}}
  st::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}
Body::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
1 ─ %1 = Lux.applychain::Core.Const(Lux.applychain)
│   %2 = Base.getproperty(c, :layers)::@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.CompactLuxLayer{:₋₋₋no_special_dispatch₋₋₋, Main.var"##230".var"#2#3", Nothing, @NamedTuple{model::Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}}, Lux.CompactMacroImpl.ValueStorage{@NamedTuple{}, @NamedTuple{solver::Returns{OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}}, tspan::Returns{Tuple{Float32, Float32}}}}, Tuple{Tuple{Symbol}, Tuple{Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##230".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}
│   %3 = (%1)(%2, x, ps, st)::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
└──      return %3

Appendix

julia
using InteractiveUtils
InteractiveUtils.versioninfo()

if @isdefined(MLDataDevices)
    if @isdefined(CUDA) && MLDataDevices.functional(CUDADevice)
        println()
        CUDA.versioninfo()
    end

    if @isdefined(AMDGPU) && MLDataDevices.functional(AMDGPUDevice)
        println()
        AMDGPU.versioninfo()
    end
end
Julia Version 1.11.5
Commit 760b2e5b739 (2025-04-14 06:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 48 × AMD EPYC 7402 24-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver2)
Threads: 48 default, 0 interactive, 24 GC (on 2 virtual cores)
Environment:
  JULIA_CPU_THREADS = 2
  LD_LIBRARY_PATH = /usr/local/nvidia/lib:/usr/local/nvidia/lib64
  JULIA_PKG_SERVER = 
  JULIA_NUM_THREADS = 48
  JULIA_CUDA_HARD_MEMORY_LIMIT = 100%
  JULIA_PKG_PRECOMPILE_AUTO = 0
  JULIA_DEBUG = Literate
  JULIA_DEPOT_PATH = /root/.cache/julia-buildkite-plugin/depots/01872db4-8c79-43af-ab7d-12abac4f24f6

CUDA runtime 12.8, artifact installation
CUDA driver 12.8
NVIDIA driver 560.35.3

CUDA libraries: 
- CUBLAS: 12.8.4
- CURAND: 10.3.9
- CUFFT: 11.3.3
- CUSOLVER: 11.7.3
- CUSPARSE: 12.5.8
- CUPTI: 2025.1.1 (API 26.0.0)
- NVML: 12.0.0+560.35.3

Julia packages: 
- CUDA: 5.7.2
- CUDA_Driver_jll: 0.12.1+1
- CUDA_Runtime_jll: 0.16.1+0

Toolchain:
- Julia: 1.11.5
- LLVM: 16.0.6

Environment:
- JULIA_CUDA_HARD_MEMORY_LIMIT: 100%

1 device:
  0: NVIDIA A100-PCIE-40GB MIG 1g.5gb (sm_80, 3.826 GiB / 4.750 GiB available)

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