torchsde
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Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
I was trying to use general noise with either sdeint or sdeint_adjoint. But I always get the error message below: SDE has noise type general but solver only supports noise...
I am trying to reproduce the results of the CMU Motion Capture dataset. I use references from examples/latent_sde_lorenz.py, the paper, and the preprocessed dataset [linked by ODE2VAE's repo](https://github.com/cagatayyildiz/ODE2VAE). My current...
When I run the default sdeint, it says "evaluation times 'ts' must be strictly increasing", is there any setting or solver that can be used to solve the problem with...
I observed something strange about computation time for brownain interval ```python sde.cnt = 0 %timeit -n 2 -r 7 torchsde.sdeint(sde, y0, th.tensor([0.0, 1.0]), dt=0.01, method="euler") print(sde.cnt) # 1.87 s ±...
Creating a list of potential features that may be nice to have, but aren't necessarily a priority right now. - [x] Double backward w/ adjoint (#49) - [x] Stratonovich adjoint...
Prompted by (and I expect superseding) #100, I've put together a publish workflow. It should automatically upload a build to PyPI whenever we do a release. Untested for obvious reasons....
I'm proposing to get rid of the 2d shape checks. These were added in #88 as part of the v0.2.4. These checks are creating a huge barrier for applications that...
To-do list so far: Brownian motions: - Switch to interval interface. - [x] Brownian - [x] BrownianInterval - [x] BrownianPath (both Python and C++) - [x] BrownianTree (both Python and...
Creating an issue to keep track of the various solvers that would be nice to add (eventually): **Ito** - [x] Derivative-free Milstein [ref](https://infoscience.epfl.ch/record/143450/files/sde_tutorial.pdf) (#31) - [ ] Talay - [...
Not suggesting that this happen now; I'm just opening an issue to keep track of it. I think the current hierarchy of: ``` _brownian _core methods brownian_lib _brownian_lib [from C++]...
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Differentiable SDE solvers with GPU support and efficient sensitivity analysis.