Slight refactor, eventually

google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Apache License 2.0

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Slight refactor, eventually #22

Open patrick-kidger opened 3 years ago

patrick-kidger commented 3 years ago

Not suggesting that this happen now; I'm just opening an issue to keep track of it.

I think the current hierarchy of:

_brownian
_core
    methods
brownian_lib
_brownian_lib [from C++]

(not counting _core/adjoint_sdes which I know you've removed in your latest branch)

should be switched to:

_impl
    brownian
    methods
    core

(So additionally tidying the Brownian things together somehow. If we end up implementing every Brownian* in C++ then that would suffice, for example.)

lxuechen commented 3 years ago

Agree. This refactoring seems sensible, and should come in when we have the C++ implementations.