Maggette


Total Posts: 1156 
Joined: Jun 2007 


Hi,
just stumbled on this kind of research here
Sounds interesting. Anybody an opinion?
Edit: somehow thinks that could be interesting in a time series context. Thx 
Ich kam hierher und sah dich und deine Leute lächeln,
und sagte mir: Maggette, scheiss auf den small talk,
lass lieber deine Fäuste sprechen...




Well, if Raj addresses this topic then it might be worthy to have a closer look.
However, the more stuff I (have to) learn, the more I recall an outstanding professor, who taught us the strategic management. In particular, he emphasized that most of successfuly companies adhere not to the strategy of the 1st step but rather to a strategy of the (fast) 2nd step.
Concretely it means that I will watch Raj's video to grasp the main idea quickly, however, I will dwell only after this new approach shows a couple of successful applications (and moreover, after they implement it in Keras :)) 
www.yetanotherquant.com  Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students 

bullero


Total Posts: 57 
Joined: Feb 2018 


So this is basically just a network with infinite number of layers?
Edit: I mean, what is the "new" idea here besides additional number of mathematical layers. Sounds like a pure mathematical trick where one changes the problem domain from optimization to finite difference world. Am I missing something? 



nikol


Total Posts: 794 
Joined: Jun 2005 


deviation:
NN pruning improves things https://www.engadget.com/2019/05/06/mitresearchersdiscoverneuralsubnetworks/
It is like with multivariate fit, where parameters are added/removed after they are found to be significant or irrelevant 



>So this is basically just a network with infinite number of layers? Well, yes, but as Raj means in his video: one may (probably) apply the whole arsenal of ODE stuff to train such networks. 
www.yetanotherquant.com  Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students 


bullero


Total Posts: 57 
Joined: Feb 2018 


Yeah that's basically changing the problem domain from optimisation to ODE solving 

