This is the companion code for the NSDE training method reported in A Deterministic Approximation to Neural SDEs by Andreas Look et al., IEEE TPAMI 2022.
This code contains a tutorial like jupyter notebook. After running it, a similar image as below should be produced. The image shows ground truth mean (black solid line) and covariance (black dashed line) of the stochastic Lotka-Volterra dynamics. The blue solid is the learned mean and the blue shaded are is the learned covariance.
This software is a research prototype, solely developed for and published as part of the publication cited above. It will neither be maintained nor monitored in any way.
This project is open-sourced under the AGPL-3.0 license. See the LICENSE file for details.
For a list of other open source components included in this project, see the file 3rd-party-licenses.txt.
