DiffEqParamEstim TypeAssert problem with forward AD

Specific Domains Modelling & Simulations
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1

I am getting a typeassert problem when I use the build_objective_function in combination with forward AD. Optimization is via Optim. It works if I use finite differencing or e.g. Tsit5() instead of Rosenbrock23() as the ode solver.

MWE:

using DiffEqParamEstim, DifferentialEquations, Optim
function ODE(dxdt,x,p,t)

    C = 70000. + p[1]*t/500. + p[2]
    D = 1.

    dxdt[1] = - C - D
    dxdt[2] = C
    dxdt[3] = D 

end

u0 = [0.25235; 0.; 0.]
tspan = (0.,200.)
p0 = [1.;1.]

prob = ODEProblem(ODE, u0, tspan,p0)

sol = solve(prob,Rosenbrock23())
t = collect(range(0,stop=1110.,length=200))
randomized = VectorOfArray([(sol(t[i]) + .01randn(3)) for i in 1:length(t)])
data = convert(Array,randomized)

cost_function = build_loss_objective(prob,Rosenbrock23(),L2Loss(t,data),maxiters=10000,verbose=false)
result = optimize(cost_function, zeros(2), 10.0*ones(2), [4.,5.],autodiff=:forward)
2

The Project.toml file is the following:

image

3

I would recommend using DiffEqFlux instead these days.

1 Like
4

Thanks for the hint, I will give it a try.