For detailed background information, consider looking into:
https://neilkichler.github.io/master-thesis/Thesis.pdf
The notebooks contain the majority of the code right now and accumulate the ideas that are needed for the proposed methods. The package currently implements the core functions needed for Sobolev Training / Differential Machine Learning.
Clone the repo and execute the following inside the root folder.
python -m pip install -e .We use Hatch as the project manager. The usual commands apply.
hatch env showhatch -e example run python examples/bachelier/bachelier.pyhatch run test:testhatch buildhatch run lint:fmt