2IQRnn13
2IQRnn13 is a neural network architecture designed for robust sequential data modeling. The designation combines two interquartile-range (IQR) based processing blocks with a deep recurrent backbone, commonly interpreted as a 13-layer variant of an RNN.
Architecture: The model comprises two parallel IQR modules that operate on input features and hidden states
Training and loss: It uses a robust residual loss based on the interquartile range of prediction errors,
Applications and performance: Demonstrated on synthetic datasets with heavy-tailed noise and real-world time-series such as financial
Variants and status: There exist simplified variants with fewer layers (2IQRnn9) and expanded versions (2IQRnn20); the