google / google/tf-quant-finance
times grid bug (XLA)
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- Dominant language
- Python
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Description
Hi,
I noticed a problem with the time grid in euler_sample when XLA compilation (with dynamic shape for times) is used.
https://colab.research.google.com/drive/1kg8RChmJ3TxdONBHE1lIdCAmZKIXwGcY#scrollTo=pohADCcoTZMh
Thank you
Contributor guide
Research direction
Start with euler_sample and reproduce the behavior using the linked Colab with XLA compilation and dynamically shaped times. Determine the expected time grid and verify that it remains correct under that configuration.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, tensorflow
- Domain
- performance
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100