6 open source projects by patrick-kidger

Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.

Code for "'Hey, that's not an ODE:' Faster ODE Adjoints with 12 Lines of Code"

Code for "Neural Controlled Differential Equations for Irregular Time Series"

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

Code for "Deep Signature Transforms" (NeurIPS 2019)

Turning SymPy expressions into PyTorch modules.