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google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Apache License 2.0
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Can I implement Neural ODE with torchsde? #119

Closed HardworkingPearl closed 1 year ago

HardworkingPearl commented 1 year ago

Is it feasible to set diffusion function "g(x)=0" to implement neural ode with torchsde?

lxuechen commented 1 year ago

In principle, yes. But you won't get to use the high-order solvers tailored for ODEs. You might be better off using something like this if you're trying to do an ODE-based project with torch.