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Implement Local Regularization of Neural DEs in DiffEqFlux

Open avik-pal opened this issue 2 years ago • 3 comments

Here's the current implementation -- https://github.com/avik-pal/LocalRegNeuralDE.jl, which is not super user-friendly (and is unlikely that I will register it). All we need to do is:

  • Implement perform step for an ODE solver -- Tsit5 works well
  • Implement perform step for an SDE solver -- EulerHeun maybe?
  • Add dispatches for the specific neural de layers similar to https://github.com/avik-pal/LocalRegNeuralDE.jl/blob/main/src/layers/neural_ode.jl

avik-pal avatar Mar 06 '23 16:03 avik-pal