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Wow, I need to master ODEs/PDEs to keep up with Deep Learning now! Seems like one has to be a master of statistics, operations research, calculus and algorithms to push it forward!

Comparison to RNN was impressive! Any well-known real-world models for comparison to state of art?




The closest thing to a continuous-time RNN that exists are Neural Hawkes Processes [https://arxiv.org/abs/1612.09328]. They use a different model where observing the system necessarily changes its state, which is natural in some settings but doesn't fit in others. On the other hand, their model scales today and ours doesn't :)


For using a numerical solver e.g. Runge-Kutta you need nothing to master, statistics operations master.




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