torchquad
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esa
Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX
# Issue ## Problem Description I'm using this torch integration for deep learning model training. If I add this line `set_up_backend("torch")` or `set_up_backend("torch", data_type="float32")`, I get error at [torch dataloader](https://pytorch.org/docs/stable/data.html)....
# Issue (how-to) ## Problem Description I need to perform numerical integration on each element of a tuple of tensor. The tuple are the parameters of a normal distribution. The...
# Feature ## Desired Behavior / Functionality Currently, one can only enable or disable cuda and also only do so globally using the `torchquad.set_up_backend` function. First of all, this means...
# Feature ## Desired Behavior / Functionality Currently, there are several tests for a multitude of components of torchquad. However, we have never investigated test coverage. This may be desirable,...
# Add Gaussian quadrature methods Base Gaussian quadrature class created Several Gaussian quadrature methods implemented, for integration over [a,b], [0,inf] and [-inf,inf] Minor changes to BaseIntegrator to allow for args...
# Feature ## Desired Behavior / Functionality Ideally we want to autoformat every PR with black. Right now there is a GitHub Action in https://github.com/esa/torchquad/blob/main/.github/workflows/autoblack.yml for this. However, it doesn't...
# Feature ## Desired Behavior / Functionality It could be possible to change torchquad's VEGAS algorithm so that it converges a bit faster with common integrands. * A method could...
It could be possible to change the tests code so that it is easier to read and maintain: * Currently the tests use `sys.path.append` for the imports instead of importing...
# Feature ## Desired Behavior / Functionality Low discrepancy sequences could be used as an optional replacement for random number generation for MonteCarlo and VEGAS. With certain integrands, this could...
# Feature ## Desired Behavior / Functionality Currently, torchquad only implements Newton-Cotes formulas as deterministic integration methods. A logical next step would be Gaussian quadrature methods. ## What Needs to...