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User exposing init and step for customization. #466

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merged 4 commits into from
Oct 25, 2024
Merged

User exposing init and step for customization. #466

merged 4 commits into from
Oct 25, 2024

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manuelgloeckler
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@manuelgloeckler manuelgloeckler commented Oct 24, 2024 •
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User exposing init and step

Currently, the only user API to solve a cell ODE is jx.integrate. For various applications, it is useful to have access to an init function, which initializes the state, and a step function, which executes a single ode step. Some examples are:

  • Nonuniform step sizes
  • Integration with Kalman or Particle filtering frameworks
  • Stochastic Models (i.e. add noise after each step) ...

Also see #350 .

Proposal

init_fn, step_fn = build_init_and_step_fn(cell, **maybe_some_other)

# All the reformating
states, params = init_fn(params, all_states, **kwargs)
next_state = step_fn(states, params, externals, dt=0.025, **kwargs)

@manuelgloeckler manuelgloeckler linked an issue Oct 24, 2024 that may be closed by this pull request
Expose step such that users have fine-grained control over solve #350
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michaeldeistler
michaeldeistler reviewed Oct 24, 2024
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Beautiful, I love it!

Could you write a test (which we can later reuse as a tutorial :) ) which compares jx.integrate() to a minimal version of iteratively calling step()?

@manuelgloeckler manuelgloeckler self-assigned this Oct 24, 2024
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Alright, I added an API equivalence test of integrate vs. manual for-loop.

michaeldeistler
michaeldeistler approved these changes Oct 25, 2024
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Amazing, thanks!

@michaeldeistler michaeldeistler merged commit 3bf221c into main Oct 25, 2024
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@michaeldeistler michaeldeistler deleted the 350-expose-step-such-that-users-have-fine-grained-control-over-solve branch October 25, 2024 09:32
michaeldeistler pushed a commit that referenced this pull request Nov 13, 2024
@manuelgloeckler @michaeldeistler
User exposing init and step for customization. (#466)
ca4464c 
* Working init and step

* Refactored integrate

* Adding API equivalence test

* Fixing delta_t in APU test
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Expose step such that users have fine-grained control over solve
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@manuelgloeckler @michaeldeistler