Differential Machine Learning

Brian Huge & Antoine Savine

Risk.net, 2020-2021

DeepAnalyticsMay20

5min video overview

Public paper:

arxiv.org/abs/2005.02347

GitHub:

github.com/differential-machine-learning

TensorFlow implementation on Colab notebooks:

github.com/differential-machine-learning/notebooks

Mathematics, implementation and extensions:

github.com/differential-machine-learning/appendices