latentode
Latent Ordinary Differential Equations for Irregularly-Sampled Time Series
Yulia Rubanova, Tian Qi Chen, David K. Duvenaud
Time series with non-uniform intervals occur in many applications, and are difficulttomodel usingstandard recurrent neural networks(RNNs).
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Table3: HumanActivity
As reviewers noticed, detailed description of the experiments is provided in the3 supplement. Wealso6 switched to a finer discretization of 1 minute on Physionet dataset, instead of 6 minutes. Modeling state-interactions via26 an ODE allows better generalization outside the training interval compared to directly modeling a function of time.27 Using an ODE-RNN as a decoder is a possible extension.