[solver] Proposal: add classic tableau option for dopri5#158
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Zymrael wants to merge 3 commits intortqichen:masterfrom
Open
[solver] Proposal: add classic tableau option for dopri5#158Zymrael wants to merge 3 commits intortqichen:masterfrom
Zymrael wants to merge 3 commits intortqichen:masterfrom
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Hi @rtqichen! Thanks for all the work done on maintaining the repo. I've been working on other niche numerical methods in PyTorch recently, and in the process implemented several standard, general-purpose ODE solvers. While checking against
torchdiffeqfor implementation accuracy, I noticed you've opted for adopri5modified tableau (from here?).This PR is simply a proposal for adding, as an option, the classic dopri5 tableau (as per Hairer I, II.5). Running DETEST yields interesting results, with
classic_dopri5being more accurate at low tols, although stricter tolerances make modifieddopri5a clear winner in terms of NFEs:If nothing else, this would allow apples--to--apples benchmarking with Julia packages, since
OrdinaryDiffEq.jlhas the standard tableau as the standard option afaik. Classicdopri5might also be useful to those mainly training Neural ODEs for ML tasks at tolerances~10^{-3}. Not sure if of interest, but there you go!