Merge efficiency updates and bug fixes to master #88
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* Improve usability. * Minor fix. * Fixes from comments. * Fixes.
* 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 * 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>
* Improve usability. * Minor fix. * Fixes from comments. * Fixes.
* 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 * 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>
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Merging the efficiency updates that @patrick-kidger wrote and two bug fixes: 1)
solver.integratetwice, and 2) adaptive solver not recognizing singleton tensors