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Neural Operators Which Certifiably Simultaneously Solve Infinitely Many Convex Programs using Logarithmic Rank and Linear Complexity

Kratsios, Anastasis et al.
arXiv (All) · Papers
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computational-financemachine-learningnumerical-analysisoptimization-and-control
Neural operators (NOs) are a class of deep learning models designed to simultaneously solve infinitely many related problems by casting them into an infinite-dimensional space, whereon these NOs operate. Such operator learning problems arise naturally in mathematical finance, for instance, when lear
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