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Implement Local Regularization of Neural DEs in DiffEqFlux #817

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avik-pal opened this issue Mar 6, 2023 · 0 comments

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good first issue

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avik-pal commented Mar 6, 2023

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 added the good first issue label

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