Asia
Appendices
Each dataset contains miscellaneous series, categorized into six domains (micro, industry, macro, finance, demographic, other). Thus, atime series regression dataset consists ofT input-target pairs: {(X1,y1),...,(XT,yT). For each synthesized training set withT samples, we synthesize100T samples as the testing set. D.3 Models The NN we use has six fully-connected layers with ReLU activation function and three residual connections. D.4 Results There are three methods tobe compared.
Distributional Gradient Matching for Learning Uncertain Neural Dynamics Models
Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the adjoint method, many downstream tasks such as active learning, exploration in reinforcement learning, robust control, or filtering require accurate estimates of predictive uncertainties.