Scalable Inference in SDEs by Direct Matching of the Fokker–Planck–Kolmogorov Equation
Authors: Arno Solin, Ella Tamir, Prakhar Verma
NeurIPS 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Experimental | The goals of the experiments are three-fold: We first provide a study of the computational complexity. Then, we look into properties of the GP-SDE model from Sec. 2.1, where the experiments are concerned with showcasing model specification rather than inference. Finally, we consider two benchmark problems with high-dimensional inputs for learning a latent SDE model, where we test the performance of the approximations presented when the model is not defined by GPs, as the SDE methods presented in Sec. 2 are model-agnostic. |
| Researcher Affiliation | Collaboration | Arno Solin Aalto University Espoo, Finland arno.solin@aalto.fi Ella Tamir Aalto University Espoo, Finland ella.tamir@aalto.fi Prakhar Verma Aalto University Espoo, Finland prakhar.verma@aalto.fi ET has been employed part-time at Sellforte Oy during the project. |
| Pseudocode | No | The paper does not contain any structured pseudocode or algorithm blocks. |
| Open Source Code | Yes | Codes for the methods and experiments in this paper are available at http://github.com/AaltoML/ scalable-inference-in-SDEs. |
| Open Datasets | Yes | Rotating MNIST ([25], available under CC BY-SA 3.0) The CMU walking data set ([1], CMU Mo Cap available under CC BYND 4.0) |
| Dataset Splits | Yes | we model the sequences of a single subject, 35, for which there are 16 train set, three validation set and four test set sequences. |
| Hardware Specification | Yes | GPU: NVIDIA Tesla V100 32 GB with Intel Xeon Gold 6134 3.2 GHz; CPU: Xeon Gold 6248 2.50GHz. |
| Software Dependencies | No | The paper mentions implementing models in Py Torch [33] but does not specify the version number for PyTorch or any other software dependencies. |
| Experiment Setup | Yes | The hyperparameters (ℓ= 0.2, σ2 = 0.1) are the same in each. |