no code implementations • 22 Feb 2024 • Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi
Time-series with time-varying variance pose a unique challenge to uncertainty quantification (UQ) methods.
1 code implementation • 5 Mar 2020 • Steven Y. K. Wong, Jennifer Chan, Lamiae Azizi, Richard Y. D. Xu
We propose the online early stopping algorithm and show that a neural network trained using this algorithm can track a function changing with unknown dynamics.