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https://github.com/JuliaDiffEq/DiffEqFlux.jl
13 April 2020, 12:04:22 UTC
Revision 9af1cd7313fe1b3e7d235bc9f42212961ae93a1e authored by Christopher Rackauckas on 08 April 2020, 18:36:50 UTC, committed by GitHub on 08 April 2020, 18:36:50 UTC 
Merge pull request #220 from ranjanan/RA/quaddirect
 
Add QuadDIRECT global optimizer
2 parent s 35cfab2 + 424703e
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Tip revision: 9af1cd7313fe1b3e7d235bc9f42212961ae93a1e authored by Christopher Rackauckas on 08 April 2020, 18:36:50 UTC
Merge pull request #220 from ranjanan/RA/quaddirect
Tip revision: 9af1cd7
layers_dde.jl 
using Flux, DiffEqFlux, DiffEqSensitivity, DelayDiffEq, Zygote, Test

## Setup DDE to optimize
function delay_lotka_volterra(du,u,h,p,t)
  x, y = u
  α, β, δ, γ = p
  du[1] = dx = (α - β*y)*h(p,t-0.1)[1]
  du[2] = dy = (δ*x - γ)*y
end
h(p,t) = ones(eltype(p),2)
prob = DDEProblem(delay_lotka_volterra,[1.0,1.0],h,(0.0,10.0),constant_lags=[0.1])
p = [2.2, 1.0, 2.0, 0.4]
function predict_fd_dde(p)
  concrete_solve(prob,MethodOfSteps(Tsit5()),prob.u0,p,saveat=0.0:0.1:10.0,reltol=1e-4,sensealg=ForwardDiffSensitivity())[1,:]
end
loss_fd_dde(p) = sum(abs2,x-1 for x in predict_fd_dde(p))
loss_fd_dde(p)
@test !iszero(Zygote.gradient(loss_fd_dde,p)[1])

function predict_rd_dde(p)
  concrete_solve(prob,MethodOfSteps(Tsit5()),prob.u0,p,saveat=0.1,reltol=1e-4,sensealg=TrackerAdjoint())[1,:]
end
loss_rd_dde(p) = sum(abs2,x-1 for x in predict_rd_dde(p))
loss_rd_dde(p)
@test !iszero(Zygote.gradient(loss_rd_dde,p)[1])

@test Zygote.gradient(loss_fd_dde,p)[1] ≈ Zygote.gradient(loss_rd_dde,p)[1] rtol=1e-2
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