Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes.
Nicolas MacrisRaffaele MarinoPublished in: CoRR (2020)
Keyphrases
- deep learning
- unsupervised feature learning
- unsupervised learning
- machine learning
- polynomial equations
- numerical methods
- mental models
- gauss seidel method
- finite difference
- weakly supervised
- restricted boltzmann machine
- deep architectures
- principal component analysis
- multiscale
- image processing
- decision making
- information retrieval