Very curious to see if it might be possible to greatly simplify the problem with this method
https://www.youtube.com/watch?v=bZbuKOxH71o
This work is one of those things that feels like the completely obviously right way to do things in retrospect, and why hasn't anyone implemented this before? It helps that the authors explain it very intuitively, slowly building up the tools to run like stars.
Something I don't see mentioned is that this would be pretty useful for training a physics-based model, specifically a neural ODE. Since the mean squared error scales as O(1/N), to converge you need O(1/Loss) evaluations per point. If you were using a grid approach, the cell size would need to be O(sqrt(Loss)) in size, and the running time couldn't be better than O(1/(Loss * log(Loss))) in two dimensions. To be fair, it probably takes O(1/log(Loss)) time for each Monte Carlo simulation, so it's no worse to use the grid. But, if you go up to three or more dimensions, this method still has the same running time while the best grid method takes at least O(# grid cells) = O(1/Loss^(d/2)) time.
AfterHIA•3d ago