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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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Added documentation #71

Closed patrick-kidger closed 3 years ago

patrick-kidger commented 3 years ago

I still need to update the examples (of the examples folder, not the examples in the README) to reflect the new world order, but otherwise I think this is all the documentation done. Opening this to receive comments on what I've done so far.

I wrote most of this from scratch so let me know if you disagree with anything / if I missed something.

lxuechen commented 3 years ago

The BI tests are a little flaky. I made some tweaks in #69, but they're perhaps not sufficient to get things working really stably.

patrick-kidger commented 3 years ago

Agreed. I'll dig into that. (In a separate PR).

patrick-kidger commented 3 years ago

@lxuechen Since you beat me to updating the notebook example then I think this PR is probably good to go. I know there's a couple of minor to-dos that I need to sort out (BInterval tests; SDE-GAN example), but once those are done I think we'll be ready for the next release.

lxuechen commented 3 years ago

SGTM! I think we're almost there, but definitely feel free to let me know if there's anything else on your mind that'd be appropriate for v0.2.0.

If the tests are still flaky after a rerun, I think it's okay then to squash + merge, and fix the tests afterwards.

patrick-kidger commented 3 years ago

I'll wait to get #76 in and re-run with that, then look at merging this.