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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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Dev logqp #75

Closed lxuechen closed 3 years ago

lxuechen commented 3 years ago

logqp backwards compatibility.

lxuechen commented 3 years ago

It would be nice to add a test that verifies that logqp is computing the thing it claims to be. Other than that, this looks pretty good.

This would be a little difficult to check. Given that the augmentation is quite simple, I think that the chances of there being a bug is quite low.

I'll run the example with this logqp argument to check if the model still trains, but I don't think it's natural to include this in a test suite.