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Add adjoint for ODEProblem constructor w/ iip, specialization #1039

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May 28, 2025
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Add adjoint for ODEProblem constructor w/ iip, specialization #1039

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9 changes: 9 additions & 0 deletions ext/SciMLBaseChainRulesCoreExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -64,6 +64,15 @@ function ChainRulesCore.rrule(::Type{ODEProblem}, args...; kwargs...)
ODEProblem(args...; kwargs...), ODEProblemAdjoint
end

function ChainRulesCore.rrule(::Type{
<:ODEProblem{iip, T}}, args...; kwargs...) where {iip, T}
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usually only IIP is set, is this hit there?

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If only IIP is set it actually goes through the existing rrule, e.g.

y, back = Zygote._pullback(p -> ODEProblem{true}(dudt!, u0, (0.0, 20.0), p), [1.0])

back(1.0)

ends up going through

SciMLBase.jl/ext/SciMLBaseChainRulesCoreExt.jl

Lines 59 to 65 in ec0afb6

function ChainRulesCore.rrule(::Type{ODEProblem}, args...; kwargs...)
function ODEProblemAdjoint(ȳ)
(NoTangent(), ȳ.f, ȳ.u0, ȳ.tspan, ȳ.p, ȳ.kwargs, ȳ.problem_type)
end
ODEProblem(args...; kwargs...), ODEProblemAdjoint
end

function ODEProblemAdjoint(ȳ)
(NoTangent(), ȳ.f, ȳ.u0, ȳ.tspan, ȳ.p, ȳ.kwargs, ȳ.problem_type)
end

ODEProblem(args...; kwargs...), ODEProblemAdjoint
end

function ChainRulesCore.rrule(::Type{SDEProblem}, args...; kwargs...)
function SDEProblemAdjoint(ȳ)
(NoTangent(), ȳ.f, ȳ.g, ȳ.u0, ȳ.tspan, ȳ.p, ȳ.kwargs, ȳ.problem_type)
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