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Code for reproducing the experiments in the paper:

Daulbaev, T., Katrutsa, A., Markeeva, L., Gusak, J., Cichocki, A., & Oseledets, I. (2020). Interpolation Technique to Speed Up Gradients Propagation in Neural ODEs. Advances in Neural Information Processing Systems, 33. [arxiv] [bibtex]

This code is based on the following repositories:

Installation

python3 setup.py install

Usage

To apply IRDM, one has to create odeint_chebyshev function, which has the same interface as odeint_adjoint as follows.

from interpolated_torchdiffeq import odeint_chebyshev_func
from functools import partial 

n_nodes = 10  # if you want 10 grid points
odeint_chebyshev = partial(odeint_chebyshev_func, n_nodes=n_nodes)
# ... And use odeint_chebyshev as odeint in torchdiffeq

Code for experiments is located in subfolders of ./experiments. Please, see README files in these subfolders for instructions. For logging, we use Weights & Biases. You can specify --wandb_name to use wandb logging in all scripts.

Feel free to ask questions via authors' emails.

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