fastports

torchsde 0.2.6_1

math/py-torchsde

SDE solvers and stochastic adjoint sensitivity analysis in PyTorch

Category
math
Maintainer
yuri@FreeBSD.org
WWW
https://github.com/google-research/torchsde
License
APACHE20
USES
python

Description

TorchSDE provides stochastic differential equation (SDE) solvers with GPU
support and efficient backpropagation in PyTorch.

Features:
- Multiple SDE solvers (Euler-Maruyama, Milstein, etc.)
- Efficient backpropagation through SDE solvers
- GPU acceleration
- Support for various noise types
- Latent SDE models for variational inference

Dependencies

Commit History

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