Merge efficiency updates and bug fixes to master

google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Apache License 2.0

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Merge efficiency updates and bug fixes to master #88

Closed lxuechen closed 3 years ago

lxuechen commented 3 years ago

Merging the efficiency updates that @patrick-kidger wrote and two bug fixes: 1) solver.integrate twice, and 2) adaptive solver not recognizing singleton tensors