tensorflow / tensorflow/probability

How to subclass Solver to create an Euler method

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Description

Hello, I am trying to subclass Solver to have an Euler explicit method in order to enjoy the adjoint sensitivity method for the computation of the gradient together with all the TensorFlow machinery. It is honestly just too nice. However, I am finding myself literally deleting and re-adding DormandPrince line after line, that is a bloodbath.

I could not find any tutorial about custom solvers in the documentation, I was wondering if there is something I can do to tweak the available solvers or if there is an efficient way to subclass Solver.

Thank you.

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Research direction

The issue mentions Solver, the DormandPrince solver, Euler's method, and TensorFlow's adjoint sensitivity machinery, but no files or tests. Start by reviewing the available solver documentation and the Solver entry points; done should be clear guidance or a tutorial showing how to customize or subclass a solver.

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Assessment

Tech stack
tensorflow
Domain
documentation
Issue type
Documentation
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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