Machine learning
Neural ODE
A Neural ODE, introduced by Chen and colleagues in 2018, models a hidden state as the continuous solution of an ordinary differential equation whose dynamics are parameterised by a neural network. It generalises the limiting case of residual connections, making it well suited to irregularly spaced time series and physics-based modelling.
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Sources
- Chen, T. Q., Rubanova, Y., Bettencourt, J. & Duvenaud, D. (2018). Neural Ordinary Differential Equations. Advances in Neural Information Processing Systems (NeurIPS). link ↗
- Rubanova, Y., Chen, T. Q. & Duvenaud, D. (2019). Latent ODEs for Irregularly-Sampled Time Series. Advances in Neural Information Processing Systems (NeurIPS). link ↗