PyTorch Implementation of GRU-D from "Recurrent Neural Networks for Multivariate Time Series with Missing Values" https://arxiv.org/abs/1606.01865
Code based on https://github.com/Han-JD/GRU-D
Adapted for batchwise training, GPU support and fixed bugs. PyTorch Version 1.3.1
Model takes input of shape ( n_samples, 3, features, seq_length ). Dimension 1 is (input_matrix, masking_matrix, delta_t_matrix). Input_matrix has 0 where values are missing.