https://github.com/pnkraemer/million-dimension-prob-ode-solver-experiments

https://github.com/pnkraemer/million-dimension-prob-ode-solver-experiments

Last synced: 2 months ago
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• Host: GitHub
• URL: https://github.com/pnkraemer/million-dimension-prob-ode-solver-experiments
• Owner: pnkraemer
• License: mit
• Created: 2021-07-11T06:47:38.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2022-06-13T13:50:40.000Z (over 2 years ago)
• Last Synced: 2024-04-17T23:57:49.259Z (8 months ago)
• Language: Python
• Size: 26.1 MB
• Stars: 9
• Watchers: 3
• Forks: 0
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.txt

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README

        
# "Probabilistic ODE Solvers in Millions of Dimensions" - Experiments

This repo contains the experiment code for the paper "Probabilistic ODE Solvers in Millions of Dimensions", which is accepted at ICML 2022, and currently available on [arXiv](https://arxiv.org/abs/2110.11812).

## Run Experiments

Before running the scripts, install the package with

```

pip install -e .

```

`./experiments/` contains the scripts to run the experiments and create the corresponding figures.

They can be run directly from the root directory.

For example, to fully reproduce figure 0, run

```

python experiments/0_diagonalek1_pdesolution.py

```

`./plotting_scripts/` contains scripts to only create figures without running the actual experiments; they plot the data stored in the corresponding `./results/` folder.

## Reference

The paper is currently on [arXiv](https://arxiv.org/abs/2110.11812):

```

@misc{https://doi.org/10.48550/arxiv.2110.11812,

  doi = {10.48550/ARXIV.2110.11812},

  url = {https://arxiv.org/abs/2110.11812},

  author = {Krämer, Nicholas and Bosch, Nathanael and Schmidt, Jonathan and Hennig, Philipp},

  title = {Probabilistic ODE Solutions in Millions of Dimensions},

  publisher = {arXiv},

  year = {2021},

  copyright = {Creative Commons Attribution 4.0 International}

}

```