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Support reverse time integration with ODE.

See original GitHub issue

We are trying to implement the Neural ODE paper as part of the JAX/FLAX Community Week at Hugging Face. While trying to implement the Continuous Normalizing Flow part of the paper we realized we have to run the ODE solver reversed in time.

This feature is not supported by the current odeint in jax.experimental.ode. In contrast this feature is supported in scipy and torchdiffeq.

It would be great if this feature is supported in the jax.experimental.ode.

Issue Analytics

State:
Created 2 years ago
Reactions:3
Comments:7 (2 by maintainers)

Top GitHub Comments

2reactions

mattjjcommented, Jul 13, 2021

More concretely, I think odeint(f, x0, t), where t has monotonically decreasing values, would produce the same values as odeint(lambda x, t: -f(x, -t), x0, -t), where in this call the time values are monotonically increasing. I didn’t work out the change-of-variable argument, so that claim may be buggy, but something like that should work.

0reactions

mandelbrot-walkercommented, Jul 22, 2021

@jatentaki you can find a working CNF here by @sw32-seo .

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