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vector-valued SDE cumbersome workflow #125
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If you are using FWIW I would recommend considering Diffrax instead, which is much faster, still under active development, and more feature-complete. (At this point I think it's fair to say that torchsde is just in maintenace mode.) |
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It seems the vector-valued SDE workflow is very cumbersome and I couldn't get the module working past scalar SDEs. Here is the minimal example of a vector-valued SDE. Whatever I try, there is always some issue with
batch_size
or matrix dimensions.The text was updated successfully, but these errors were encountered: