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ReactiveBayes / RxInfer.jl

Julia package for automated Bayesian inference on a factor graph with reactive message passing
MIT License
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DifferentialEquation example? #55

Closed ChrisRackauckas closed 1 year ago

ChrisRackauckas commented 1 year ago

I was curious if there was a differentialequations example in here and if not, what's the technical difficulty involved?

ismailsenoz commented 1 year ago

We do not have an example that utilizes DifferentialEquations if that is what you were asking. We have a state prediction and estimation demo for a Lorentz attractor using LSTM. We also have a demo for solving GP regression by discretizing the underlying SDE.

Regarding technical difficulties. It is hard to predict, tbh. It depends on what you want to do with RxInfer. If you're going to use RxInfer to learn the parameters of a differential equation, that should not be challenging. However, solving the underlying differential equation using message-passing with RxInfer might be difficult because RxInfer is not aimed at solving differential equations. It would be pretty interesting to use RxInfer for solving differential equations.

If you have something more concrete in your mind, it would be nice to discuss it.

ChrisRackauckas commented 1 year ago

What's required for it to hook together? Does the message passing require a quasi-static compute graph? I don't see Cassette in here so I'm curious how it's implemented.