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patrick-kidger avatar patrick-kidger commented on June 11, 2024

The reason they're there is that several parts of the internal code -- for example misc.batch_mvp and ForwardSDE.dg_ga_jvp -- implicitly assume there is a single batch dimension.

If we can go through and sort those out then I am in favour of this; I agree this is a wart. Ideally we've be able to have y0 take an arbitrary shape.

Off the top of my head I think the only parts of the code that needs to distinguish batch dimensions from channel dimensions is when creating a default Brownian motion (needing one sample per batch but not one per channel), and ForwardSDE.dg_ga_jvp, so those would need some way of specifying that detail.

In passing, why is flattening/unflattening hurting efficiency? It should be doable just be re-striding the tensor, which is cheap.

from torchsde.

lxuechen avatar lxuechen commented on June 11, 2024

I am completely aware of why they are needed. I will come up with a design doc next weekend.

from torchsde.

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