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Title: On Neural Network Training from Noisy Data using a Novel Filtering Framework
We discuss a novel method to train a neural network from noisy data, using Optimal Transport based filtering. We show a comparative study of this methodology with three other filters: the Extended Kalman filter, the Ensemble Kalman filter, and the Unscented Kalman filter, that can also be used for the purpose of training a neural network. We empirically establish that Optimal Transport based filter performs better than the other three filters with respect to root mean square error measure, for non-Gaussian noise in the output. We demonstrate the efficacy of utilizing the Optimal Transport based filtering for neural network training in the context of predicting Mackey-Glass chaotic time series data.  more » « less
Award ID(s):
1762825
PAR ID:
10288120
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
SciTech 2020 Forum
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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