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minor changes on comments and notebook
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JuanKo96 committed Nov 18, 2023
1 parent f9b6afd commit 880e855
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Showing 3 changed files with 10 additions and 3 deletions.
1 change: 0 additions & 1 deletion test/test_sdeint.py
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Expand Up @@ -63,7 +63,6 @@ def g(self, t, x):
assert_almost_equal(xs_true[0][-1], xs_torchdyn[-1], decimal=2)


# todo : need to improve sdeint for stratonovich
@pytest.mark.parametrize("solver", ["eulerHeun", "milstein_stratonovich"])
def test_geo_brownian_stratonovich(solver):
torch.manual_seed(0)
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1 change: 0 additions & 1 deletion torchdyn/numerics/solvers/sde.py
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Expand Up @@ -16,7 +16,6 @@ def _check_types(sde, solver_sde_type, solver_noise_type):
)


# todo : Should I make additional SDEqSolver?? so many duplicates here
class EulerMaruyama(DiffEqSolver):
def __init__(self, sde: SDEFunc, bm: BaseBrownian, dtype=torch.float32):
super().__init__(order=1)
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11 changes: 10 additions & 1 deletion tutorials/module1-neuralde/m1e_neural_sde_cookbook.ipynb
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@@ -1,8 +1,17 @@
{
"cells": [
{
"cell_type": "markdown",
"id": "48f053c3",
"metadata": {},
"source": [
"# Neural SDEs Cookbook\n",
"In this notebook, we explore the Neural SDE module in torchdyn. "
]
},
{
"cell_type": "code",
"execution_count": 30,
"execution_count": null,
"id": "579b6a9a",
"metadata": {},
"outputs": [
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