I am trying to get gradients of the solution of an SDE where a callback function is used in the solve command. It seems that the forward adjoint method is not compatible with the usage of callbacks as I get "ERROR: type Pairs has no field callback". Or is there a way how to make it work? Here is a…

It was a bug. Fixed in https://github.com/SciML/DiffEqSensitivity.jl/pull/333 and will get released soon.

Gradients from an SDE solver with callbacks

MikeKlocCZ September 11, 2020, 7:49am 3

Thank you!