Solving linear PIDE with quadratic terminal condition on Linear PIDE (test)
0.0004Mean MAEINEUS
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| INEUSState dimension (d)=10, q=10, Training epochs (k*)=1000, Independent runs=102026.05 | 0.0004 | 3.7 | 0.1052 | 0.0033 | 4,120 | |
| INEUSState dimension (d)=25, q=10, Training epochs (k*)=1000, Independent runs=102026.05 | 0.0011 | 1.4 | 0.1767 | 0.0022 | 4,225 | |
| INEUSState dimension (d)=50, q=10, Training epochs (k*)=1000, Independent runs=102026.05 | 0.0029 | 5.54 | 0.2278 | 0.0032 | 4,303 | |
| INEUSState dimension (d)=100, q=10, Training epochs (k*)=1000, Independent runs=102026.05 | 0.0153 | 6.63 | 0.3424 | 0.0135 | 4,687 | |
| INEUSState dimension (d)=150, q=10, Training epochs (k*)=1000, Independent runs=102026.05 | 0.0409 | 1.67 | 0.5688 | 0.0872 | 5,028 |