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times grid bug (XLA) #81

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a17brah opened this issue Oct 7, 2022 · 1 comment
Open

times grid bug (XLA) #81

a17brah opened this issue Oct 7, 2022 · 1 comment

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@a17brah
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a17brah commented Oct 7, 2022

Hi,

I noticed a problem with the time grid in euler_sample when XLA compilation (with dynamic shape for times) is used.

image

https://colab.research.google.com/drive/1kg8RChmJ3TxdONBHE1lIdCAmZKIXwGcY#scrollTo=pohADCcoTZMh

Thank you
@a17brah a17brah changed the title times grid error with XLA times grid bug (XLA) Oct 7, 2022
@cyrilchim
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Hi,

Thanks for reporting. This is related to the way XLA deals with dynamic shapes. I'll update once fixed. You can use num_time_steps instead of time_step in process.sample_paths for now.

Cyril

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@cyrilchim @a17brah