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The closest thing to a continuous-time RNN that exists are Neural Hawkes Processes [https://arxiv.org/abs/1612.09328 https://arxiv.org/abs/1612.09328]. They us
by duvenaud 8y ago
The closest thing to a continuous-time RNN that exists are Neural Hawkes Processes [https://arxiv.org/abs/1612.09328 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 :)