{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/neural-sdes-as-infinite-dimensional-gans","title":"Neural SDEs as Infinite-Dimensional GANs","arxiv_id":"2102.03657","date":"2021-02-06","proceeding":null,"authors":["Patrick Kidger","James Foster","Xuechen Li","Harald Oberhauser","Terry Lyons"],"abstract":"Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing Neural SDEs has sought to solve. Here, we show that the current classical approach to fitting SDEs may be approached as a special case of (Wasserstein) GANs, and in doing so the neural and classical regimes may be brought together. The input noise is Brownian motion, the output samples are time-evolving paths produced by a numerical solver, and by parameterising a discriminator as a Neural Controlled Differential Equation (CDE), we obtain Neural SDEs as (in modern machine learning parlance) continuous-time generative time series models. Unlike previous work on this problem, this is a direct extension of the classical approach without reference to either prespecified statistics or density functions. Arbitrary drift and diffusions are admissible, so as the Wasserstein loss has a unique global minima, in the infinite data limit any SDE may be learnt. Example code has been made available as part of the \\texttt{torchsde} repository.","url_abs":"https://arxiv.org/abs/2102.03657v2","url_pdf":"https://arxiv.org/pdf/2102.03657v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"neural-sdes-as-infinite-dimensional-gans","repo_url":"https://github.com/google-research/torchsde","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2102.03657","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2102.03657"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/google-research/torchsde","reach":null}],"summary":{"ran_fixture":1,"ran_violates":1,"unverified":2},"by_repo_kind":{},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":4,"samples":[{"code_sha256_prefix":"bd70944e548b69cd","entry":"parse_return","repo":null,"repo_kind":null,"path":null,"file_url":null,"link_basis":"identical_code_first_harvested_elsewhere","language":"python","status":"ran_fixture","verification_level":1,"contract_check":"RAISES","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":null,"inline_ok":false,"mcp_get_code":{"code_sha256":"bd70944e548b69cd"}},{"code_sha256_prefix":"6a904c09f82ab220","entry":"str2bool","repo":null,"repo_kind":null,"path":null,"file_url":null,"link_basis":"identical_code_first_harvested_elsewhere","language":"python","status":"ran_violates","verification_level":1,"contract_check":"VIOLATES","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":null,"inline_ok":false,"mcp_get_code":{"code_sha256":"6a904c09f82ab220"}},{"code_sha256_prefix":"e6f3ab1566910024","entry":"check_contract","repo":null,"repo_kind":null,"path":null,"file_url":null,"link_basis":"identical_code_first_harvested_elsewhere","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":null,"inline_ok":false,"mcp_get_code":{"code_sha256":"e6f3ab1566910024"}},{"code_sha256_prefix":"ff96c7be4662524f","entry":"evaluate_loss","repo":null,"repo_kind":null,"path":null,"file_url":null,"link_basis":"identical_code_first_harvested_elsewhere","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":null,"inline_ok":false,"mcp_get_code":{"code_sha256":"ff96c7be4662524f"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}