search

econ-ark / HARK

Heterogenous Agents Resources & toolKit
Apache License 2.0
331 stars 198 forks source link

Deep learning model estimation #1345

Open sbenthall opened 1 year ago

sbenthall commented 1 year ago

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 commented 1 year ago

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

sbenthall commented 1 year ago

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 https://github.com/econ-ark/HARK/issues/1345#issuecomment-1691954768, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAAQZEC33ABHZIUCTX2SBP3XW5Z3JANCNFSM6AAAAAA35C6BXI . You are receiving this because you authored the thread.Message ID: @.***>