import jax.numpy as jnp import jax import torch from dataclasses import dataclass import sympy import sympy as sp from sympy import Matrix, Symbol import math from sde_redefined_param import SDEDimension @dataclass class SDEBaseLineConfig: name = "Custom" variable = Symbol('t', nonnegative=True, real=True) drift_dimension = SDEDimension.SCALAR diffusion_dimension = SDEDimension.SCALAR diffusion_matrix_dimension = SDEDimension.SCALAR # TODO (KLAUS): HANDLE THE PARAMETERS BEING Ø drift_parameters = Matrix([sympy.symbols("f1")]) diffusion_parameters = Matrix([sympy.symbols("l1")]) drift = 0 sigma_min = 0.002 sigma_max = 80 diffusion = sigma_min * (sigma_max/sigma_min)**variable * sympy.sqrt(2 * sympy.log(sigma_max/sigma_min)) # TODO (KLAUS) : in the SDE SAMPLING CHANGING Q impacts how we sample z ~ N(0, Q*(delta t)) diffusion_matrix = 1 initial_variable_value = 0 max_variable_value = 1 # math.inf min_sample_value = 1e-6 module = 'jax' drift_integral_form=False diffusion_integral_form=False diffusion_integral_decomposition = 'cholesky' # ldl target = "epsilon" # x0