Dev methods fixes - Githubissues

patrick-kidger commented 3 years ago

Ticking off a variety of smaller to-dos from #15 :

Fixed adaptivity checks to not trigger for Heun etc.
Improved default method selection to not use SRK when that's not appropriate. (Strat etc.)
Updated test_sdeint.py to use pytest, and improved its test coverage.

The tests in test_sdeint.py are very numerous (~2000) covering all the common combinations of inputs, but are quick to run (~3 minutes); I felt it was best to be comprehensive on this central part of the library.

Thanks for your email btw - fortunately we've been doing different things, but I should have let you know!

lxuechen commented 3 years ago

I think we should also be able to merge problems.py and basic_sde.py now. I'd suggest keeping Ex1-4 and BasicSDE1-4. No pressure in doing it in this PR. I can also send in another PR on this issue.

patrick-kidger commented 3 years ago

I agree merging them makes sense. I've left them alone for now though.

google-research / torchsde

Dev methods fixes #73