google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Apache License 2.0
1.56k stars 195 forks source link

Dev minor #63

Closed lxuechen closed 3 years ago

lxuechen commented 4 years ago

Minor changes

This PR is mostly trigger by #61, adding some minor changes that I had in my in mind for a while.

Even though logqp is removed from the documentation, I still plan to support logqp in the API, merely for good backward compatibility. The concrete plan there is to have a wrapper that creates a new set of f and g from existing ones in the SDE object passed in. That should come in a future PR and shouldn't be complicated as a change.

lxuechen commented 3 years ago

Happy to squash and merge this? @patrick-kidger

patrick-kidger commented 3 years ago

Yep, LGTM. (And welcome back, btw.)