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differential-machine-learning (Differential Machine Learning by Brian Huge & Antoine Savine) · GitHub
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Differential Machine Learning by Brian Huge & Antoine Savine differential-machine-learning
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Demonstration notebooks and additional material for the Risk articles on differential machine learning by Brian Huge and Antoine Savine (2020-2021)
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Danske Bank
- Copenhagen
- https://arxiv.org/abs/2005.02347
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appendices
appendices PublicComplement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
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