Merge pull request #95 from ashutosh-b-b/Stopping_Test_improve

Increase trajectories and iterations to stopping_test.jl
SciML · Jun 14, 2020 · 6698c9b · 6698c9b
2 parents 568ae0d + e536bf9
commit 6698c9b
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/test/Stopping_tests.jl b/test/Stopping_tests.jl
@@ -22,7 +22,7 @@ prob  = SDEProblem(f , sigma , u0 , tspan ; g = g)
 opt = Flux.ADAM(0.1)
 m = Chain(Dense(d , 5, tanh), Dense(5, 16 , tanh)  , Dense(16 , N ), softmax)
 sol = solve(prob, NeuralNetDiffEq.NNStopping( m, opt , sdealg , ensemblealg), verbose = true, dt = dt,
-            abstol=1e-6, maxiters = 15 , trajectories = 150)
+            abstol=1e-6, maxiters = 20 , trajectories = 200)
 
 ##Analytical Binomial Tree approach for American Options
 function BinomialTreeAM1D(S0 , N , r , beta)