DL and PDEs

Cuchulainn · May 25th, 2019, 7:15 pm

ISayMoo
You chose not to answer the most important question

"But ... what's the problem, i.e. the question that is trying to get out?"

So, next time I will write

These questions are not even wrong. (JUST KIDDING)
But ... SERIOUSLY what's the problem, i.e. the question that is trying to get out?

Makes sure don't act the 6-year old.

Cuchulainn · May 25th, 2019, 7:34 pm

Instead of applying NNs to ODEs, apply ODEs to NNs: https://arxiv.org/abs/1806.07366

Another thing: this is an article of 10 pages and > 100 references! Something really odd here. Maybe it's ML style?

ISayMoo · May 25th, 2019, 8:01 pm

I think it's nice when people are conscious about giving credit for previous work.

ISayMoo · May 25th, 2019, 8:04 pm

ISayMoo
You chose not to answer the most important question

"But ... what's the problem, i.e. the question that is trying to get out?"

So, next time I will write

These questions are not even wrong. (JUST KIDDING)
But ... SERIOUSLY what's the problem, i.e. the question that is trying to get out?

Makes sure don't act the 6-year old.

Seriously: the first Section explains what their goal is.

Cuchulainn · August 13th, 2019, 10:14 am

Question on FDM and ML

On model validation, an idea might be to adapt current techniques to PDE, e.g. holdout sets, cross-validation + variations etc. (e.g. book by van der Plas Python Data Science Handbook (pages 361-370)).

Feedback from august members welcome.

ISayMoo · August 13th, 2019, 11:29 am

I would look into methods used to test interpolation algorithms (which is what pricing models really are).

DL and PDEs

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Re: DL and PDEs