Workaround QuadGK and Zygote error

frame-consulting · Sep 2, 2024 · d7d388e · d7d388e
1 parent 5c6102e
commit d7d388e
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/src/chainrules/models.jl b/src/chainrules/models.jl
@@ -19,3 +19,7 @@ ChainRulesCore.@non_differentiable parameter_grid(m::MarkovFutureModel)
 ChainRulesCore.@non_differentiable parameter_grid(m::CompositeModel)
 ChainRulesCore.@non_differentiable parameter_grid(m::GaussianHjmModel)
 ChainRulesCore.@non_differentiable parameter_grid(models::Union{AbstractVector, Tuple})
+
+# avoid error from QuadGK.jl v2.11 with try/catch
+# See https://github.com/JuliaMath/QuadGK.jl/issues/117
+ChainRulesCore.@non_differentiable QuadGK.cachedrule(Any...)