differential-machine-learning/appendices differential-machine-learning/appendices

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differential-machine-learning/appendices
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differential-machine-learning

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Repository Details

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

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notebooks

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 details left out from the papers.
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