google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
PythonApache-2.0
Issues
- 4
- 2
On BrownianInterval/Path/Tree
#60 opened - 2
sdeint_adjoint problem
#59 opened - 1
Need to add OpenMP flag.
#54 opened - 3
Build Fails
#53 opened - 4
Missing attributes of `brownian_lib`
#51 opened - 3
>0.2.0 feature list
#47 opened - 7
`dg_ga_jvp_column_sum_v2` can break
#46 opened - 7
- 2
New solvers
#30 opened - 3
- 1
Scalar noise SDE shape check fails
#27 opened - 1
- 1
Bug in BrownianInterval
#25 opened - 2
Further Python-end optimizations
#23 opened - 1
Slight refactor, eventually
#22 opened - 0
Continuous integration
#17 opened - 19
0.2.0 TODO list
#15 opened - 3
Python version
#14 opened - 6
- 1
- 2
- 1
- 3
- 0
- 1
- 6
- 2
torchsde vs DiffEqFlux.jl
#2 opened - 0
Project
#1 opened