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Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

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我的 Mac上 只有torchsde-0.2.6.dist-info,依然遇到这个问题 DEPRECATION: torchsde 0.2.5 has a non-standard dependency specifier numpy>=1.19.*; python_version >= "3.7". pip 24.1 will enforce this behaviour change. A possible replacement is to upgrade to a...

Hi let me first say i am very new to this all (ai/python) I also dont really know what is needed so here i have my specs.. Radeon RX 5500...

Dear developers, Your project torchsde requires "boltons==20.2.1" in its dependency. After analyzing the source code, we found that the following versions of boltons can also be suitable without affecting your...

Thank you very much for the repo. Can any one please tips or preliminary structure/example for SDE-LSTM for time series forecasting?

Thank you for this great work. Can you please give some hits how to use a real multivariate time series data (energy prices for exmple) in this example? Thank you

The CPU core is not fully used, as in the following screenshot. ![image](https://user-images.githubusercontent.com/43729497/232291692-65a6a5f4-2436-4769-971a-9d19be96dd0b.png) The GPU is not fully used as well, as in the following screenshot. ![image](https://user-images.githubusercontent.com/43729497/232291776-f98e44e7-b6fc-40cc-a8a3-b473436f16c1.png) In fact, when...

Hi, This is very cool work and the documentation is great! Two questions: 1. I have already checked out @patrick-kidger's answer to Issue #106 on irregular time series for latent...

Hello, I would like to know what kind of `noise_type` one should pick for a homogeneous SDE: $$dX(t) = A(t)X(t) + \sum_{j=1}^m B_j(t)X(t) dW_j(t),$$ where $A(t)$ and $B_j(t)$ are square...

It seems the vector-valued SDE workflow is very cumbersome and I couldn't get the module working past scalar SDEs. Here is the minimal example of a vector-valued SDE. Whatever I...