patrick-kidger / patrick-kidger/diffrax
Multiple shooting
Nobody has claimed this yet.
- Dominant language
- Python
- Stars
- 2.1k
- Forks
- 189
- Avg merge
- 3d 18h
- Merged PRs (30d)
- 1
Description
Adding another feature request since I hear the backend is getting an overhaul :)
It would be great to have support of multiple shooting as it enables parallelization of Neural ODEs + anecdotally improves convergence:
https://docs.sciml.ai/DiffEqFlux/stable/examples/multiple_shooting/
https://proceedings.neurips.cc/paper/2021/file/89b9c689a57b82e59074c6ba09aa394d-Paper.pdf
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
Read the linked DiffEqFlux multiple-shooting example and NeurIPS paper first, then map their requirements onto Diffrax's existing solver APIs. Confirm the intended API, parallelization behavior, and convergence expectations before implementation; done means documented support for multiple shooting with appropriate validation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning, performance
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100