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	2021-01-05	249 Bytes	0
v0.2.4.tar.gz	2021-01-05	3.8 MB	0
v0.2.4.zip	2021-01-05	3.8 MB	0
Totals: 3 Items		7.6 MB	0

Efficiency improvements: - add f_and_g and f_and_g_prod functions so that drift and diffusion can be computed together

Bug fixes: - calling solver.integrate twice internally - adaptive error estimation not recognizing singleton tensors

Source: README.md, updated 2021-01-05

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PyTorch Implementation of SDE Solvers Files

Differentiable SDE solvers with GPU support and efficient sensitivity

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