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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 sizeNeuralSDE
module able to run trainingSDEFunc
module forNeuralSDE