Differential Machine Learning by Brian Huge & Antoine Savine

icon indicating a website link https://arxiv.org/abs/2005.02347 icon indicating an email [email protected]

icon company Danske Bank icon location Copenhagen icon location Demonstration notebooks and additional material for the Risk articles on differential machine learning by Brian Huge and Antoine Savine (2020-2021)

Results 2 repositories owned by Differential Machine Learning by Brian Huge & Antoine Savine

notebooks

133
Stars
51
Forks
Watchers

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation det...

verified publisher icon differential-machine-learning

appendices

27
Stars
13
Forks
Watchers

Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production

verified publisher icon differential-machine-learning