Combining Optax with probabilistic ODE solvers #506
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pnkraemer
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Hey guys,
I'm a big fan of Optax! A few days back I published some probabilistic numerics JAX code (https://pnkraemer.github.io/probdiffeq/). I made an example notebook about combining Optax and probabilistic ODE solvers for parameter estimation in ODE models: link. The optimisers worked like a charm!
Wanted to share this in case differential equations or probabilistic numerics are of interest to anyone around here :)
Nico
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