PyTorch Implementation of SDE Solvers Files

Differentiable SDE solvers with GPU support and efficient sensitivity

This is an exact mirror of the PyTorch Implementation of SDE Solvers project, hosted at https://github.com/google-research/torchsde. SourceForge is not affiliated with PyTorch Implementation of SDE Solvers. For more information, see the SourceForge Open Source Mirror Directory.

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Name	Modified	Size	InfoDownloads / Week
Parent folder
README.md	2020-07-28	495 Bytes	0
v0.1.1.tar.gz	2020-07-28	3.7 MB	0
v0.1.1.zip	2020-07-28	3.8 MB	0
Totals: 3 Items		7.5 MB	0

Add new Brownian motion classes with faster query speed based on PyTorch C++ API.
The new Brownian motion classes have the same API as existing ones, so they serve as direct replacements.
Importing these classes is as simple as from torchsde.brownian_lib import BrownianPath, BrownianTree.
The old Brownian motion classes written in pure Python are not yet deprecated, and likely won't be deprecated in the near future.
Add type hints for functions of the public API.

Source: README.md, updated 2020-07-28

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PyTorch Implementation of SDE Solvers Files

Differentiable SDE solvers with GPU support and efficient sensitivity

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