Open twkillian opened 2 years ago
Hi,
This is my bad, they are custom modules and I've moved them. I will get that sorted.
I wouldn't recommend this for repo for online NCDEs though, there is an official library called torchcde
- all the useful stuff from this study has been ported there (e.g. rectilinear interpolation).
For online NCDEs, just build coefficients using torchcde.linear_interpolation_coeffs(x, t=None, rectilinear=0)
(assuming time is the 0th index). There is lots of further documentation on the repo page.
Okay, great! Thanks for the pointers. I'll switch my focus there.
+1 for using the much-tidier torchcde library over this repo.
If you prefer JAX then there's also the Diffrax library, which besides its numerical integration routines, also implements these newer (better) forms of interpolation. It's also a lot faster than the PyTorch libraries.
Thanks for the encouragement @patrick-kidger! I would love to make the jump to JAX but my current overall modeling workflow is constrained to PyTorch for now. Once I get the time (whenever that might be...) I'd love to transition fully to JAX and then take advantage of your efforts speeding things up.
For now, I'll transition over to torchcde
and take the computational slowdowns since I'm just training the CDE model to encode timeseries data for offline use (needs the online CDE to account for the temporal structure).
I've been trying to follow the README instructions for installing this package both locally and on the remote machine that I will use for experiments using this online NCDE. However, I cannot install the libraries that you've written (
sacredex
andautots
) as currently expected (usingrequirements.txt
throughsetup.py
via thepip install -e .
command.The errors I'm seeing seem to correspond to a change in GitHub's privacy and security settings. The errors I'm seeing are as follows:
Would it perhaps be possible to place these dependencies in the modules folder like has been done with
torchcde
andtorchdiffeq
?Any other advice?