Scientific Machine Learning on 2d Black-Scholes PDE (t=0)
3.34Average MSENEUROLDS
Evaluation results
| Method | Links | |
|---|---|---|
| NEUROLDSSampling method variant=NEUROLDS, Discrepancy objective=D2ctr, Sequence length=1000, Number of training runs=202025.10 | 3.34 | |
| NEUROLDSSampling method variant=NEUROLDS, Discrepancy objective=D2asd, Sequence length=1000, Number of training runs=202025.10 | 3.63 | |
| NEUROLDSSampling method variant=NEUROLDS, Discrepancy objective=D2star, Sequence length=1000, Number of training runs=202025.10 | 3.66 | |
| NEUROLDSSampling method variant=NEUROLDS, Discrepancy objective=D2sym, Sequence length=1000, Number of training runs=202025.10 | 3.69 | |
| NEUROLDSSampling method variant=NEUROLDS, Discrepancy objective=D2per, Sequence length=1000, Number of training runs=202025.10 | 3.82 | |
| NEUROLDSSampling method variant=NEUROLDS, Discrepancy objective=D2ext, Sequence length=1000, Number of training runs=202025.10 | 4.01 | |
| Sobol'Sampling method variant=Sobol', Sequence length=1000, Number of training runs=202025.10 | 4.04 | |
| MCSampling method variant=MC, Sequence length=1000, Number of training runs=202025.10 | 4.24 | |
| NMGreedySampling method variant=NMGreedy, Sequence length=1000, Number of training runs=202025.10 | 4.72 |