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API redesign, more models, numerical methods!

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@Zymrael Zymrael released this 22 Jun 11:10
· 234 commits to master since this release

The current release greatly extends the functionality offered by torchdyn, planning for a larger 1.0 release later this month (with multiple shooting layers, root finding, rudimentary implicit solvers, hybrid neural DE solvers).

  • New ODEProblem for standard IVPs. Alternative sensitivity algorithms rely ODEProblems for sanity, and are specified at __init__. Backpropagating through the functional API (direct calls to odeint) only uses reverse-mode autodiff.
  • A new interpolated adjoint variant relying on torchcde utilities.
  • New functional odeint API with adaptive-step solvers: dopri5, tsit5.
  • New odeint_hybrid for multi-mode hybrid ODEs with stochastic or deterministic events.
  • Seamless hypersolver integration with odeint API, with same call signature!

Some more minor or less interesting changes:

  • Streamlining of tests and new tutorial automated notebook validation.
  • s changed to t for more clarity and compatibility with the current literature.

Expect bugs and rough edges (and some WIP hidden in the library). The 1.0 will clean those up.