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SciML / StochasticDelayDiffEq.jl

Stochastic delay differential equations (SDDE) solvers for the SciML scientific machine learning ecosystem
MIT License
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adapt to new controller infrastructure #42

Closed ranocha closed 3 years ago

ranocha commented 3 years ago

Locally all tests pass for me

ChrisRackauckas commented 3 years ago

Thanks for putting the work in so that this is done in full, with backwards compatibility. This is all a really nice upgrade and I can't want to have some students do some hyperparameter optimization studies on this 😉

ranocha commented 3 years ago

Yeah, that's basically what we have shown in our arXiv preprint - you can really gain a lot by optimizing the controllers for the algorithms, resulting in nice speedups and robust methods