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X-WR-CALNAME:Modeling Irregular Time Series with Continuous Recurrent Units
X-WR-TIMEZONE:America/Los_Angeles
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DTSTART:20070311T020000
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UID:2022-02-07-maja-rudolph@cml.ics.uci.edu
DTSTAMP:20220207T000000Z
SEQUENCE:57690
DTSTART;TZID=America/Los_Angeles:20220207T130000
DTEND;TZID=America/Los_Angeles:20220207T140000
SUMMARY:[CML Seminar] Maja Rudolph: Modeling Irregular Time Series with Con
 tinuous Recurrent Units
LOCATION:Online (live stream)
DESCRIPTION:Maja Rudolph\, Senior Research Scientist\, Bosch Center for AI\
 n\nTitle: Modeling Irregular Time Series with Continuous Recurrent Units\n
 \nAbstract: Recurrent neural networks (RNNs) are a popular choice for mode
 ling sequential data but assume constant time-intervals between observatio
 ns. In many datasets (e.g. medical records) observation times are irregula
 r and can carry important information. We propose continuous recurrent uni
 ts (CRUs) — a neural architecture that naturally handles irregular inter
 vals. The CRU assumes a hidden state that evolves according to a linear st
 ochastic differential equation\, integrated into an encoder-decoder framew
 ork via the continuous-discrete Kalman filter in closed form. We find that
  the CRU can interpolate irregular time series better than methods based o
 n neural ODEs.\n\nhttps://cml.ics.uci.edu/seminars/2022-02-07-maja-rudolph
X-ALT-DESC;FMTTYPE=text/html:<html><body><b>Maja Rudolph</b>\, Senior Resea
 rch Scientist\, Bosch Center for AI<br><br><b>Title:</b> Modeling Irregula
 r Time Series with Continuous Recurrent Units<br><br><b>Abstract:</b> Recu
 rrent neural networks (RNNs) are a popular choice for modeling sequential 
 data but assume constant time-intervals between observations. In many data
 sets (e.g. medical records) observation times are irregular and can carry 
 important information. We propose continuous recurrent units (CRUs) — a 
 neural architecture that naturally handles irregular intervals. The CRU as
 sumes a hidden state that evolves according to a linear stochastic differe
 ntial equation\, integrated into an encoder-decoder framework via the cont
 inuous-discrete Kalman filter in closed form. We find that the CRU can int
 erpolate irregular time series better than methods based on neural ODEs.<b
 r><br><a href="https://cml.ics.uci.edu/seminars/2022-02-07-maja-rudolph">h
 ttps://cml.ics.uci.edu/seminars/2022-02-07-maja-rudolph</a></body></html>
URL:https://cml.ics.uci.edu/seminars/2022-02-07-maja-rudolph
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