torchsde
Access a PyTorch library for solving SDEs with efficient GPU support and backpropagation. Supports diverse applications such as variational autoencoders and GANs, while being compatible with Python 3.8 and PyTorch 1.6.0. Provides documentation and examples for both latent and neural SDEs, ensuring easy integration into machine learning models. Developed by Google Research, it offers scalable computations without overstating its capabilities.
