ADAM solver returns parameter values resulting in poor fit for my SDE model

[eldee]

Hi, and welcome to the Julia community!

I’m afraid I’m not able to run your code. Could you provide it in full, including in particular the imports?
(I tried
using DifferentialEquations, DataInterpolations, Optimization, OptimizationOptimisers, Zygote, SciMLSensitivity, Statistics
but got MethodErrors.)

@Luis_Reig_Quilis

What makes ADAM find values for the parameters that are not a good fit at all?

I have no experience with SDEs, but I see you are using a learning rate much higher than I’m used to, which is more like 1e-3 or 1e-4. What happens if you use a lower learning rate? Did you try a different optimiser, like SGD?