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how do you use AD for diffeqs? do you really have systems of diffeqs large enough that you need AD for evaluating a solution at a particular point? or do you ne
by mlevental 8y ago
how do you use AD for diffeqs? do you really have systems of diffeqs large enough that you need AD for evaluating a solution at a particular point? or do you need backbrop for something that i can't imagine?
- ChrisRackauckas 8y agoFor parameter estimation. In parameter estimation, you have to evaluate the derivative of a cost function based on an ODE solution, which is usually something like the L2 norm between your numerical solution points and your data. The gradient of this cost function requires calculating the gradient of the solution with respect to the parameters, which can be done quite well via AD. We are finding that AD methods work better than the traditional sensitivity analysis methods in many cases.
- mlevental 8y ago>parameter estimation you mean given some data that's modeled by an ODE you want to fit the ODE to the data (and therefore discover parameters of the ODE that would have produced that data) ?
- ChrisRackauckas 8y agoYes exactly.