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Neuralsde #166

Merged
merged 6 commits into from
Nov 26, 2023
Merged

Neuralsde #166

merged 6 commits into from
Nov 26, 2023

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JuanKo96
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@JuanKo96 JuanKo96 commented Aug 31, 2022

Opening the first PR for NeuralSDE for integrating sdeint into torchdyn. Also, as I formatted code files I have made changes using black, we can use this format for future uses if everyone likes it.

The goal is to substitute sdeint module from torchsde into torchdyn native version. Will open different PRs for Brownian Interval and adjoint methods(+ other methods if possible).

  • sdeint with fixed step size
  • NeuralSDE module able to run training
  • SDEFunc module for NeuralSDE
  • jupyter notebook for NeuralSDE cookbook

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@Zymrael Zymrael left a comment

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LGTM overall.

Let's get some basic correctness tests in for sdeint before moving on to adaptive integration.

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codecov-commenter commented Nov 18, 2023

Codecov Report

Attention: 74 lines in your changes are missing coverage. Please review.

Comparison is base (c708c4c) 64.59% compared to head (0bbdd3e) 66.15%.

Files Patch % Lines
torchdyn/core/neuralde.py 54.90% 23 Missing ⚠️
torchdyn/core/problems.py 61.22% 19 Missing ⚠️
torchdyn/numerics/sdeint.py 78.12% 14 Missing ⚠️
torchdyn/core/defunc.py 70.45% 13 Missing ⚠️
torchdyn/numerics/solvers/sde.py 93.97% 5 Missing ⚠️

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Additional details and impacted files
@@            Coverage Diff             @@
##           master     #166      +/-   ##
==========================================
+ Coverage   64.59%   66.15%   +1.55%     
==========================================
  Files          27       29       +2     
  Lines        1881     2074     +193     
==========================================
+ Hits         1215     1372     +157     
- Misses        666      702      +36     

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This PR is ready to be merged.

@JuanKo96 JuanKo96 merged commit 1e8979a into master Nov 26, 2023
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3 participants