Python version #14
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Good point. Some of these were legacy code. Sending in a fix on |
lxuechen
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Aug 14, 2020
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The setting of annotations to {} is so that we don't get a huge list of type hints when we call Open to suggestions that accomplish this in a better way! |
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Sounds good to me! |
lxuechen
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Oct 22, 2020
* Added BrownianInterval * Unified base solvers * Updated solvers to use interval interface * Unified solvers. * Required Python 3.6. Bumped version. * Updated benchmarks. Fixed several bugs. * Tweaked BrownianInterval to accept queries outside its range * tweaked benchmark * Added midpoint. Tweaked and fixed things. * Tided up adjoint. * Bye bye Python 2; fixes #14. * tweaks from feedback * Fix typing. * changed version * Rename. * refactored settings up a level. Fixed bug in BTree. * fixed bug with non-srk methods * Fixed? srk noise * Fixed SRK properly, hopefully * fixed mistake in adjoint * Fix broken tests and refresh documentation. * Output type annotation. * Rename to reverse bm. * Fix typo. * minor refactors in response to feedback * Tided solvers a little further. * Fixed strong order for midpoint * removed unused code * Dev kidger2 (#19) * Many fixes. Updated diagnostics. Removed trapezoidal_approx Fixed error messages for wrong methods etc. Can now call BrownianInterval with a single value. Fixed bug in BrownianInterval that it was always returning 0! There's now a 2-part way of getting levy area: it has to be set as available during __init__, and then specified that it's wanted during __call__. This allows one to create general Brownian motions that can be used in multiple solvers, and have each solver call just the bits it wants. Bugfix spacetime -> space-time Improved checking in check_contract Various minor tidy-ups Can use Brownian* with any Levy area sufficient for the solver, rather than just the minimum the solver needs. Fixed using bm=None in sdeint and sdeint_adjoint, so that it creates an appropriate BrownianInterval. This also makes method='srk' easy. * Fixed ReverseBrownian * bugfix for midpoint * Tided base SDE classes slightly. * spacetime->space-time; small tidy up; fix latent_sde.py example * Add efficient gdg_jvp term for log-ODE schemes. (#20) * Add efficient jvp for general noise and refactor surrounding. * Add test for gdg_jvp. * Simplify requires grad logic. * Add more rigorous numerical tests. * Fix all issues * Heun's method (#24) * Implemented Heun method * Refactor after review * Added docstring * Updated heun docstring * BrownianInterval tests + bugfixes (#28) * In progress commit on branch dev-kidger3. * Added tests+bugfixes for BrownianInterval * fixed typo in docstring * Corrections from review * Refactor tests for * Refactor tests for BrownianInterval. * Refactor tests for Brownian path and Brownian tree. * use default CPU * Remove loop. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * bumped numpy version (#32) * Milstein (Strat), Milstein grad-free (Ito + Strat) (#31) * Added milstein_grad_free, milstein_strat and milstein_strat_grad_free * Refactor after first review * Changes after second review * Formatted imports * Changed used Ex. Reversed g_prod * Add support for Stratonovich adjoint (#21) * Add efficient jvp for general noise and refactor surrounding. * Add test for gdg_jvp. * Simplify requires grad logic. * Add more rigorous numerical tests. * Minor refactor. * Simplify adjoints. * Add general noise version. * Refactor adjoint code. * Fix new interface. * Add adjoint method checking. * Fix bug in not indexing the dict. * Fix broken tests for sdeint. * Fix bug in selection. * Fix flatten bug in adjoint. * Fix zero filling bug in jvp. * Fix bug. * Refactor. * Simplify tuple logic in modified Brownian. * Remove np.searchsorted in BrownianPath. * Make init more consistent. * Replace np.searchsorted with bisect for speed; also fixes #29. * Prepare levy area support for BrownianPath. * Use torch.Generator to move to torch 1.6.0. * Prepare space-time Levy area support for BrownianPath. * Enable all levy area approximations for BrownianPath. * Fix for test_sdeint. * Fix all broken tests; all tests pass. * Add numerical test for gradient using midpoint method for Strat. * Support float/int time list. * Fixes from comments. * Additional fixes from comments. * Fix documentation. * Remove to for BrownianPath. * Fix insert. * Use none for default levy area. * Refactor check tensor info to reduce boilerplate. * Add a todo regarding get noise. * Remove type checks in adjoint. * Fixes from comments. * Added BrownianReturn (#34) * Added BrownianReturn * Update utils.py * Binterval improvements (#35) * Tweaked to not hang on adaptive solvers. * Updated adaptive fix * Several fixes for tests and adjoint. Removed some broken tests. Added error-raising `g` to the adjoint SDE. Fixed Milstein for adjoint. Fixed running adjoint at all. * fixed bug in SRK * tided up BInterval * variable name tweak * Improved heuristic for BrownianInterval's dependency tree. (#40) * [On dev branch] Tuple rewrite (#37) * Rename plot folders from diagnostics. * Complete tuple rewrite. * Remove inaccurate comments. * Minor fixes. * Fixes. * Remove comment. * Fix docstring. * Fix noise type for problem. * Binterval recursion fix (#42) * Improved heuristic for BrownianInterval's dependency tree. * Inlined the recursive code to reduce number of stack frames * Add version number. Co-authored-by: Xuechen <12689993+lxuechen@users.noreply.github.com> * Refactor. * Euler-Heun method (#39) * Implemented euler-heun * After refactor * Applied refactor. Added more diagnostics * Refactor after review * Corrected order * Formatting * Formatting * BInterval - U fix (#44) * Improved heuristic for BrownianInterval's dependency tree. * fixed H aggregation * Added consistency test * test fixes * put seed back * from comments * Add log-ODE scheme and simplify typing. (#43) * Add log-ODE scheme and simplify typing. * Register log-ODE method. * Refactor diagnostics and examples. * Refactor plotting. * Move btree profile to benchmarks. * Refactor all ito diagnostics. * Refactor. * Split imports. * Refactor the Stratonovich diagnostics. * Fix documentation. * Minor typing fix. * Remove redundant imports. * Fixes from comment. * Simplify. * Simplify. * Fix typo caused bug. * Fix directory issue. * Fix order issue. * Change back weak order. * Fix test problem. * Add weak order inspection. * Bugfixes for log-ODE (#45) * fixed rate diagnostics * tweak * adjusted test_strat * fixed logODE default. * Fix typo. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Default to loop-based. Fixes #46. * Minor tweak of settings. * Fix directory structure. * Speed up experiments. * Cycle through the possible line styles. Co-authored-by: Patrick Kidger <33688385+patrick-kidger@users.noreply.github.com> * Simplify and fix documentation. * Minor fixes. - Simplify strong order assignment for euler. - Fix bug with "space_time". * Simplify strong order assignment for euler. * Fix bug with space-time naming. * Make tensors for grad for adjoint specifiable. (#52) * Copy of #55 | Created pyproject.toml (#56) * Skip tests if the optional C++ implementations don't compile; fixes #51. * Create pyproject.toml * Version add 1.6.0 and up Co-authored-by: Xuechen <12689993+lxuechen@users.noreply.github.com> * Latent experiment (#48) * Latent experiment * Refactor after review * Fixed y0 * Added stable div * Minor refactor * Simplify latent sde even further. * Added double adjoint (#49) * Added double adjoint * tweaks * Updated adjoint tests * Dev adjoint double test (#57) * Add gradgrad check for adjoint. * Relax tolerance. * Refactor numerical tests. * Remove unused import. * Fix bug. * Fixes from comments. * Rename for consistency. * Refactor comment. * Minor refactor. * Add adjoint support for general/scalar noise in the Ito case. (#58) * adjusted requires_grad Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Dev minor (#63) * Add requirements and update latent sde. * Fix requirements. * Fix. * Update documentation. * Use split to speed things up slightly. * Remove jit standalone. * Enable no value arguments. * Fix bug in args. * Dev adjoint strat (#67) * Remove logqp test. * Tide examples. * Refactor to class attribute. * Fix gradcheck. * Reenable adjoints. * Typo. * Simplify tests * Deprecate this test. * Add back f ito and strat. * Simplify. * Skip more. * Simplify. * Disable adaptive. * Refactor due to change of problems. * Reduce problem size to prevent general noise test case run for ever. * Continuous Integration. (#68) * Skip tests if the optional C++ implementations don't compile; fixes #51. * Continuous integration. * Fix os. * Install package before test. * Add torch to dependency list. * Reduce trials. * Restrict max number of parallel runs. * Add scipy. * Fixes from comment. * Reduce frequency. * Fixes. * Make sure run installed package. * Add check version on pr towards master. * Separate with blank lines. * Loosen tolerance. * Add badge. * Brownian unification (#61) * Added tol. Reduced number of generator creations. Spawn keys now of finite length. Tidied code. * Added BrownianPath and BrownianTree as BrownianInterval wrappers * added trampolining * Made Path and Tree wrappers on Interval. * Updated tests. Fixed BrownianTree determinism. Allowed cache_size=0 * done benchmarks. Fixed adjoint bug. Removed C++ from setup.py * fixes for benchmark * added base brownian * BrownianPath/Tree now with the same interface as before * BInterval(shape->size), changed BPath and BTree to composition-over-inheritance. * tweaks * Fixes for CI. (#69) * Fixes for CI. * Tweaks to support windows. * Patch for windows. * Update patch for windows. * Fix flaky tests of BInterval. * Add fail-fast: false (#72) * Dev methods fixes (#73) * Fixed adaptivity checks. Improved default method selection. * Fixes+updated sdeint tests * adjoint method fixes * Fixed for Py3.6 * assert->ValueError; tweaks * Dev logqp (#75) * Simplify. * Add stable div utility. * Deprecate. * Refactor problems. * Sync adjoint tests. * Fix style. * Fix import style. * Add h to test problems. * Add logqp. * Logqp backwards compatibility. * Add type annotation. * Better documentation. * Fixes. * Fix notebook. (#74) * Fix notebook. * Remove trivial stuff. * Fixes from comments. * Fixes. * More fixes. * Outputs. * Clean up. * Fixes. * fixed BInterval flakiness+slowness (#76) * Added documentation (#71) * Added documentation * tweaks * Fix significance level. * Fix check version. * Skip confirmation. * Fix indentation errors. * Update README.md Co-authored-by: Patrick Kidger <33688385+patrick-kidger@users.noreply.github.com> Co-authored-by: Mateusz Sokół <8431159+mtsokol@users.noreply.github.com> Co-authored-by: Sayantan Das <36279638+ucalyptus@users.noreply.github.com>
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Can we pick a Python version to support? I'd suggest >=3.6.
Future statements: currently used are
absolute_import,divisionandprint_function. As far as I know these only affect Python 2 which is out of support anyway. Should we really include them?Likewise, the setting of annotations to
{}seems unnecessary to me. The minimum verison of Python now supported by PyTorch is 3.6, and type annotations were introduced in 3.5 I believe.I think we're already demanding at least Python 3.3 for the
@property@abstractmethodto work.The text was updated successfully, but these errors were encountered: