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Feature/torchsde integration4 #145

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Feature/torchsde integration4 #145

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@RBirmiwal RBirmiwal commented Apr 16, 2024 •
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PR for torchSDE integration into develop:

Code changes:

  1. sde.py (need to clean up slightly)
  • goal is to be similar to ode.py
  • Added base class for torchsde integration
  • Added Encoder, LatentSDE_Encoder/Decoder, and dataset generation classes (meant for forward pass only)
  1. Integrators.py
  • Added BasicSDEIntegrator and LatentSDEIntegrator. These need to be separate as the input/output keys for each are different
  1. Tests
  • Added test_sdes.py to test shapes of the new blocks and integrator forward pass. (these need to be modified slightly to import from sde.py)
  1. Examples
  • added sde_walkthrough.ipynb. This is the only notebook that will be published. Need to do typo/grammar check but otherwise complete
  1. pyproject.toml
  • added TorchSDE as required dependency

@RBirmiwal RBirmiwal self-assigned this Apr 16, 2024
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@drgona drgona Awaiting requested review from drgona

@madelynshapiro madelynshapiro Awaiting requested review from madelynshapiro

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