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A thin wrapper over Bridge.jl for the SciML scientific machine learning common interface, enabling new methods for neural stochastic differential equations (neural SDEs)

Home Page: https://tutorials.sciml.ai/

License: Other

Julia 100.00%
bridge sciml scientific-machine-learning differential-equations sde ode neural-ode neural-sde

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asinghvi17 avatar chrisrackauckas avatar christopher-dg avatar dependabot[bot] avatar devmotion avatar github-actions[bot] avatar juliatagbot avatar ranocha avatar yingboma avatar

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bridgediffeq.jl's Issues

Different noise types

This can check for noise_prototype and build a separate Bridge.Wiener{T}, which can come in handy for non-diagonal noise.

TagBot trigger issue

This issue is used to trigger TagBot; feel free to unsubscribe.

If you haven't already, you should update your TagBot.yml to include issue comment triggers.
Please see this post on Discourse for instructions and more details.

If you'd like for me to do this for you, comment TagBot fix on this issue.
I'll open a PR within a few hours, please be patient!

Setup tstops

If tstops is given, dt isn't needed and it can be the grid. The difficult one is with dt and tstops, where the values need to be added in along with the dt steps.

Non-diagonal noise

Since Bridge is not inplace, it can just check that noise_rate_prototype != nothing and turn off the default Diagonal wrapper.

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