scheduler/scheduler_config.py

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 SDEPolynomialConfig:
    name = "Custom"
    variable = Symbol('t', nonnegative=True, real=True)
    drift_dimension = SDEDimension.SCALAR 
    diffusion_dimension = SDEDimension.SCALAR
    diffusion_matrix_dimension = SDEDimension.SCALAR 

    drift_degree = 20
    diffusion_degree = 20

    drift_parameters = Matrix([sympy.symbols(f"f:{drift_degree}", real=True)])

    # square parameters to ensure positive definiteness
    diffusion_parameters = Matrix([sympy.symbols(f"l:{diffusion_degree}", real=True)])

    @property
    def drift(self): 
        return -sympy.Abs(sum(sympy.HadamardProduct(Matrix([[self.variable**i for i in range(1,self.drift_degree+1)]]), self.drift_parameters).doit()))
    @property
    def diffusion(self):
        return sum(sympy.HadamardProduct(Matrix([[self.variable**i for i in range(1,self.diffusion_degree+1)]]), self.diffusion_parameters.applyfunc(lambda x: x**2)).doit())

    # 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=True
    diffusion_integral_form=True
    diffusion_integral_decomposition = 'cholesky' # ldl



    target = "epsilon" # x0