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For more scalable ODE solvers in Stan, the adjoint ODE method as described in the design doc
https://github.com/stan-dev/design-docs/blob/master/designs/0027-adjoint-ode.md
should be implemented in stan-math.
Please refer to the design doc for details.
Faster ODE results and their gradients for the case of many parameters and few ODE states.
v4.0.1
The text was updated successfully, but these errors were encountered:
Merge pull request #1905 from stan-dev/feature/adjoint-odes
5534e22
Feature/adjoint odes implements #2486
implemented with #1905
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Description
For more scalable ODE solvers in Stan, the adjoint ODE method as described in the design doc
https://github.com/stan-dev/design-docs/blob/master/designs/0027-adjoint-ode.md
should be implemented in stan-math.
Example
Please refer to the design doc for details.
Expected Output
Faster ODE results and their gradients for the case of many parameters and few ODE states.
Current Version:
v4.0.1
The text was updated successfully, but these errors were encountered: