SDE solvers and stochastic adjoint sensitivity analysis in PyTorch.
Reason this release was yanked:
Release candidate
Project description
torchsde_brownian
This library provides the Brownian motion generation code from torchsde version 0.2.5
as a standalone package torchsde_brownian.
It is mainly meant for use in downstream packages such as k-diffusion and diffusers,
for where it is a drop-in replacement: the dependency just needs to be changed,
and the import for torchsde to torchsde_brownian.
According to the authors of torchsde, that package is currently in maintenance mode,
so no further development, aside from possible compatibility fixes, is expected.
All credit for the original implementation goes to the authors of torchsde, Xuechen Li and Patrick Kidger.
The commit history of this repository has been kept intact so as to preserve the provenance of the code and their contributions.
Installation
pip install torchsde_brownian
Requirements: Python >=3.8 and PyTorch >=1.6.0.
Documentation
Available here.
Citation and references
Please find citations and references in torchsde's readme.
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