Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"

This library contains JAX and Pytorch implementations of neural ODEs and Bayesian layers for stochastic variational inference. A rudimentary JAX implementation of differentiable SDE solvers is also provided, refer to torchsde [2] for a full set of differentiable SDE solvers in Pytorch and similarly to torchdiffeq [3] for differentiable ODE solvers.

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