patrick-kidger / patrick-kidger/diffrax
SaveAt dense and fn
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- Python
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Description
When using dense=True in SaveAt and a custom fn, I was expected that the interpolation of the sol will respect the custom fn but it's not the case.
For now, it seems impossible to have an interpolation only on "statisctics" which have be saved with a custom fn without saved all the info.
def f(t, x, args):
y = x
return y
solver = diffrax.Kvaerno5()
stepsize_controller = diffrax.PIDController(rtol=1e-8, atol=1e-8) # rtol=1e-8, atol=1e-8
t0 = 0.
t1 = 10
y0 = jnp.array([3.0,2.0,10.0])
dt0 = 0.0002
sol = diffrax.diffeqsolve(
diffrax.ODETerm(f),
solver,
t0,
t1,
dt0,
y0,
saveat=diffrax.SaveAt(dense=True,steps=True,fn=lambda t,y,args: y[:2]),
stepsize_controller=stepsize_controller,
max_steps=100000,
)
print(sol.interpolation.infos) # dim 3 ko
print(sol.ys) # -> dim 2 ok
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reproducing the provided diffrax.diffeqsolve example with SaveAt(dense=True, steps=True, fn=...) and compare sol.interpolation.infos with sol.ys. Trace how SaveAt's custom fn is applied to saved values versus dense interpolation; done means dense interpolation respects the custom function without retaining the full state.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- api
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100