Open ChrisRackauckas opened 4 years ago
You can easily link DifferentialEquations.jl in with this system by defining an adjoint rule on its concrete_solve to utilize the adjoint method. The documentation on that part is defined in:
https://docs.juliadiffeq.org/latest/analysis/sensitivity/
The differentiation rules are defined in:
https://github.com/JuliaDiffEq/DiffEqBase.jl/blob/master/src/solve.jl#L198-L226
so you only need to map those 10 or so lines to drop down to a concrete_solve adjoint pass and it'll work.
You can easily link DifferentialEquations.jl in with this system by defining an adjoint rule on its concrete_solve to utilize the adjoint method. The documentation on that part is defined in:
https://docs.juliadiffeq.org/latest/analysis/sensitivity/
The differentiation rules are defined in:
https://github.com/JuliaDiffEq/DiffEqBase.jl/blob/master/src/solve.jl#L198-L226
so you only need to map those 10 or so lines to drop down to a concrete_solve adjoint pass and it'll work.