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bad1313
I had the same error. Seems like torchsde is not installed by the setup_mac.sh I can't open an issue with dylancl unfortunately. What I did to solve the issue was...
The reference to Python 2.7 shows that somehow your Mac has big but typical issues. There are hints in the internet how to remove the standard python 2.7 from Mac....
Did you try the option --disable-safe-unpickle ? Add this option to the commandline_args.