caow13 / BRITS

Code of NIPS18 Paper: BRITS: Bidirectional Recurrent Imputation for Time Series
MIT License
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GRU-D implementation doesn't use input decay to mean #8

Open Noahprog opened 4 years ago

Noahprog commented 4 years ago

Hi @caow13,

Hope you're doing well. When going through your code I've noticed that in gru_d.py there is no input decay to mean. In the paper by Che et al here, the decayed input is described as:

Screenshot 2020-06-08 at 17 00 27

Where the second term contains the decay to last seen observation and the third term contains decay to empirical mean.

But in this implementation the code only does a decay to the last seen observation:

Screenshot 2020-06-08 at 17 01 02

It could be that this was intended. Anyway, hope you can find the time to look into this. Gr, Noah