some tests to check concrete_solve use

[frankschae]

@ChrisRackauckas do you have an idea why ReverseDiff below doesn't work? Here is the stacktrace:

julia> ReverseDiff.gradient((u0,p)->sum(concrete_solve(proboop,EulerHeun(),u0,p,dt=1e-2,adaptive=false,save_noise=true,saveat=0.01)),u0,p)
ERROR: MethodError: no method matching gradient(::var"#57#58", ::Array{Float64,1}, ::Array{Float64,1})
Closest candidates are:
  gradient(::Any, ::Any) at /Users/frank/.julia/packages/ReverseDiff/uy0uk/src/api/gradients.jl:22
  gradient(::Any, ::Any, ::ReverseDiff.GradientConfig) at /Users/frank/.julia/packages/ReverseDiff/uy0uk/src/api/gradients.jl:22
Stacktrace:
 [1] top-level scope at none:0

I also realized that inplace versions don't work yet and opened an issue. Will solve that tomorrow.

[ChrisRackauckas]

fixed dt methods ignore the tolerances.

[frankschae]

yep, I thought the error from CI points in this direction: https://travis-ci.org/github/SciML/DiffEqSensitivity.jl/jobs/690732450 "got unsupported keyword arguments "checkpoints", "abstol", "reltol""

A bit strange is that in my local environment with the same tracker version the tracker one at least runs without any error.

[frankschae]

oh updated my DiffEqBase master and I now get the same error.. seems to be related to this change:
SciML/DiffEqBase.jl@562205d

[ChrisRackauckas]

https://travis-ci.org/github/SciML/DiffEqSensitivity.jl/jobs/690732450#L686

You haven't implemented InterpolatingAdjoint for SDEs yet.

[ChrisRackauckas]

Suggested change

	du03,dp3 = Tracker.gradient((u0,p)->sum(concrete_solve(proboop,EulerHeun(),u0,p,dt=1e-2,adaptive=false,save_noise=true,abstol=1e-14,reltol=1e-14,saveat=0.01)),u0,p)
	du03,dp3 = Tracker.gradient((u0,p)->sum(concrete_solve(proboop,EulerHeun(),u0,p,dt=1e-2,adaptive=false,save_noise=true,abstol=1e-14,reltol=1e-14,saveat=0.01,sensealg=BacksolveAdjoint())),u0,p)

[frankschae]

Thanks a lot! Also just saw it from the nicer looking stacktrace in Juno.. but I think I misunderstood then Tracker.gradient so this also always uses the adjoints? I thought this will simply backprop through the operations.

[ChrisRackauckas]

They got adjoint definitions to call into this now.