Bugfix for calling integrate twice. #86
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
lxuechen
approved these changes
Jan 3, 2021
lxuechen
added a commit
that referenced
this pull request
Jan 3, 2021
* fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com>
lxuechen
added a commit
that referenced
this pull request
Jan 3, 2021
* Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * bugfix for Milstein * recursion fix * Added tests for specialised functions and fixed bugs as a result * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. * Dev diagnostics fixes (#85) * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * bugfix for Milstein * Added tests for specialised functions and fixed bugs as a result * Patch license. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com>
lxuechen
added a commit
that referenced
this pull request
Jan 5, 2021
* fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com>
lxuechen
added a commit
that referenced
this pull request
Jan 5, 2021
* Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * bugfix for Milstein * recursion fix * Added tests for specialised functions and fixed bugs as a result * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. * Dev diagnostics fixes (#85) * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * bugfix for Milstein * Added tests for specialised functions and fixed bugs as a result * Patch license. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com>
patrick-kidger
added a commit
that referenced
this pull request
Jan 5, 2021
* Improve usability. (#81) * Improve usability. * Minor fix. * Fixes from comments. * Fixes. * Dev diagnostics fixes (#85) * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Major bugfix + new efficiency-focused functionality. (#84) * Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * bugfix for Milstein * recursion fix * Added tests for specialised functions and fixed bugs as a result * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. * Dev diagnostics fixes (#85) * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * bugfix for Milstein * Added tests for specialised functions and fixed bugs as a result * Patch license. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Minor formatting. * Simplify detach logic in core adjoint functions. * Improve usability. (#81) * Improve usability. * Minor fix. * Fixes from comments. * Fixes. * Dev diagnostics fixes (#85) * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Major bugfix + new efficiency-focused functionality. (#84) * Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * bugfix for Milstein * recursion fix * Added tests for specialised functions and fixed bugs as a result * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. * Dev diagnostics fixes (#85) * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Bugfix for calling integrate twice. (#86) * Bugfix for calling integrate twice. * Increment version. * Fix scipy version imcompatibility with Py3.6. * Fix numpy incompatibility with Py3.6. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * fixes for diagnostics * Added every applicable method to every diagnostic. Added ito_general. Added run_all. * fixed levy area appproximation choices * added no_grad wrappers * switched all diagnostics to neural network problems, which don't exhibit structure that could get erroneously good convergence orders * bugfix for Ex2 * increased Ex complexity slightly * introduced the neural SDEs as separate without replacing Ex1-3 * recursion fix * Renamed Ex1->ExDiagonal etc. * Simplify. * Fix docstring. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Major bugfix. New efficiency improvements. * bugfix * bugfix for diagonal noise. Improved Milstein efficiency. * Documentation update * bugfix for Milstein * Added tests for specialised functions and fixed bugs as a result * Patch license. Co-authored-by: Xuechen Li <12689993+lxuechen@users.noreply.github.com> * Minor formatting. * Simplify detach logic in core adjoint functions. * Increment version count. Co-authored-by: Patrick Kidger <33688385+patrick-kidger@users.noreply.github.com>
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Deliberately opening this PR against master, not dev.