AI RESEARCH
Explicit and Effectively Symmetric Schemes for Neural SDEs on Lie Groups
arXiv CS.LG
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ArXi:2509.20599v2 Announce Type: replace Backpropagation through (neural) SDE solvers is traditionally approached in two ways: discretise-then-optimise, which offers accurate gradients but incurs prohibitive memory costs; and optimise-then-discretise, which achieves constant memory cost by solving an auxiliary backward SDE, but suffers from slower evaluation and gradient approximation errors.