Improved Batching Strategy For Irregular Time-Series ODE. (arXiv:2207.05708v1 [cs.LG])

Irregular time series data are prevalent in the real world and are
challenging to model with a simple recurrent neural network (RNN). Hence, a
model that combines the use of ordinary differential equations (ODE) and RNN
was proposed (ODE-RNN) to model irregular time series with higher accuracy, but
it suffers from high computational costs. In this paper, we propose an
improvement in the runtime on ODE-RNNs by using a different efficient batching
strategy. Our experiments show that the new models …

arxiv batching lg series strategy time