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SDE support for GaussAdjoint #945

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SDE support for GaussAdjoint #945

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e545bcc
works for initial condition but not parameters
acoh64 Nov 30, 2023
49b9965
fixed bug in abstol and reltol
acoh64 Dec 7, 2023
00065f2
close to working, derivative wrt noise param wrong
acoh64 Dec 14, 2023
8a147fd
added noise term
acoh64 Dec 14, 2023
cc242ed
added dW
acoh64 Jan 7, 2024
0b4dac7
adding interpolation
acoh64 Feb 10, 2024
76082df
added interpolation for dW, still not working
acoh64 Feb 14, 2024
a85b074
remove interpolation
acoh64 Feb 14, 2024
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5 changes: 0 additions & 5 deletions src/derivative_wrappers.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -364,7 +364,6 @@ function _vecjacobian!(dλ, y, λ, p, t, S::TS, isautojacvec::TrackerVJP, dgrad,
W) where {TS <: SensitivityFunction}
@unpack sensealg = S
f = unwrapped_f(S.f)

if inplace_sensitivity(S)
if W === nothing
_dy, back = Tracker.forward(y, p) do u, p
Expand Down Expand Up @@ -422,7 +421,6 @@ function _vecjacobian!(dλ, y, λ, p, t, S::TS, isautojacvec::ReverseDiffVJP, dg
@unpack sensealg = S
prob = getprob(S)
f = unwrapped_f(S.f)

if p isa DiffEqBase.NullParameters
_p = similar(y, (0,))
else
Expand Down Expand Up @@ -539,7 +537,6 @@ function _vecjacobian!(dλ, y, λ, p, t, S::TS, isautojacvec::ZygoteVJP, dgrad,
@unpack sensealg = S
prob = getprob(S)
f = unwrapped_f(S.f)

if inplace_sensitivity(S)
if W === nothing
_dy, back = Zygote.pullback(y, p) do u, p
Expand Down Expand Up @@ -604,7 +601,6 @@ function _vecjacobian(y, λ, p, t, S::TS, isautojacvec::ZygoteVJP, dgrad, dy,
@unpack sensealg = S
prob = getprob(S)
f = unwrapped_f(S.f)

if W === nothing
_dy, back = Zygote.pullback(y, p) do u, p
vec(f(u, p, t))
Expand Down Expand Up @@ -639,7 +635,6 @@ function _vecjacobian!(dλ, y, λ, p, t, S::TS, isautojacvec::EnzymeVJP, dgrad,
W) where {TS <: SensitivityFunction}
@unpack sensealg = S
f = unwrapped_f(S.f)

prob = getprob(S)

_tmp1, tmp2, _tmp3, _tmp4, _tmp5 = S.diffcache.paramjac_config
Expand Down
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