google-research/torchsde · AI Repo StatsGOgoogle-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Training & fine-tuningPython Apache-2.0 232created 2020-07-06archived #deep-learning#deep-neural-networks#differential-equations#dynamical-systems#neural-differential-equations#pytorch#stochastic-differential-equations#stochastic-processes#stochastic-volatility-models