torchsde
NeuralCDE
| torchsde | NeuralCDE | |
|---|---|---|
| 5 | 1 | |
| 1,473 | 581 | |
| 2.0% | - | |
| 4.8 | 0.0 | |
| 7 months ago | over 1 year ago | |
| Python | Python | |
| Apache License 2.0 | Apache License 2.0 |
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torchsde
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Google Research • Differentiable SDE solvers with GPU support and efficient sensitivity analysis in PyTorch. For stochastic differential equations in your deep learning models
Github: https://github.com/google-research/torchsde
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[D] Ideal deep learning library
So not just that paper, but also our follow-up papers on the same topic: Neural SDEs as Infinite-Dimensional GANs Efficient and Accurate Gradients for Neural SDEs are in fact implemented in PyTorch, specifically the torchsde library. (Disclaimer: of which I am a developer.)
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[D] Is there any way for GAN to generate arbitrary length of time series signal?
Code: SDE-GAN example in torchsde.
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[P] Final Year Computer Science Project Suggestions
If you're interested in finance then I'd recommend Neural SDEs: https://arxiv.org/abs/2102.03657 https://arxiv.org/abs/2105.13493 https://github.com/google-research/torchsde/blob/master/examples/sde_gan.py
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Simple & Fast GAN Training [D]
This may or may not fit what you're after.
NeuralCDE
What are some alternatives?
torchdyn - A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods
pysindy - A package for the sparse identification of nonlinear dynamical systems from data
sktime-dl - DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
tabnet - PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
deepxde - A library for scientific machine learning and physics-informed learning
SSD-pytorch - SSD: Single Shot MultiBox Detector pytorch implementation focusing on simplicity
bittensor - Internet-scale Neural Networks
functorch - functorch is JAX-like composable function transforms for PyTorch.
OpenChem - OpenChem: Deep Learning toolkit for Computational Chemistry and Drug Design Research
pix2pixHD - Synthesizing and manipulating 2048x1024 images with conditional GANs
sense - Enhance your application with the ability to see and interact with humans using any RGB camera.