Deep learning model estimation

[sbenthall]

Once we have a general model language/object in HARK, and a robust monte carlo simulator (see #1296) it would be good to have a suite of estimation methods.

@JLDC has developed a "Deep Simulated Moments" technique (presented at DSE 2023) and is working on a Julia implementation.

It would be nice if HARK had a Python port of this method.

https://www.jldc.ch/publication/2023_deep-simulated-moments/
"Constructing Efficient Simulated Moments Using Temporal Convolutional Networks"
https://github.com/JLDC/DeepSimulatedMoments.jl

[JLDC]

Please let me know once you have the desired API, I'm happy to contribute a Python version of our networks.

[sbenthall]

Thank you very much! We will be in touch.

…

On Thu, Aug 24, 2023, 5:50 PM Jonathan Chassot ***@***.***> wrote: Please let me know once you have the desired API, I'm happy to contribute a Python version of our networks. — Reply to this email directly, view it on GitHub <#1345 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAAQZEC33ABHZIUCTX2SBP3XW5Z3JANCNFSM6AAAAAA35C6BXI> . You are receiving this because you authored the thread.Message ID: ***@***.***>