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    PyTorch Implementation of SDE Solvers

    PyTorch Implementation of SDE Solvers

    Differentiable SDE solvers with GPU support and efficient sensitivity

    ...Training should stabilize after 500 iterations with the default hyperparameters. examples/sde_gan.py learns an SDE as a GAN, as in [2], [3]. The example trains an SDE as the generator of a GAN, whilst using a neural CDE [4] as the discriminator.
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