Skip to content

Adding a few safety features#19

Open
stevet40 wants to merge 1 commit into
mainfrom
safety
Open

Adding a few safety features#19
stevet40 wants to merge 1 commit into
mainfrom
safety

Conversation

@stevet40

Copy link
Copy Markdown
Member

This fixes #14 and fixes #18.

I have printed a warning in sample_ode_from_base and solve_odes_forward to catch and alert a user if a negative atol or rtol (or a tolerance looser than 1e-2) is passed to odeint. I have also changed the no_sigma behaviour so this is no longer an explicit setting handled by the user. Rather, a VESDE will by default invoke no_sigma=False for the ScoreModel class, and anything else will default to no_sigma=True. I think these are the optimal choices, and they could be manually overridden if necessary by editing the class attribute.

Separately to those two issues, I also adjusted the default odeint solver options dictionary, to set min_step to 1e-6 as standard. We have historically always done this in our own applications, and it makes the solver more robust against dt underflow errors.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

no_sigma Add safety/warning for ODE solver tolerance

1 participant