"Probabilistic ODE Solvers in Millions of Dimensions" - Experiments

This repo contains the experiment code for the paper "Probabilistic ODE Solvers in Millions of Dimensions", which is accepted at ICML 2022, and currently available on arXiv.

Run Experiments

Before running the scripts, install the package with

pip install -e .

./experiments/ contains the scripts to run the experiments and create the corresponding figures. They can be run directly from the root directory. For example, to fully reproduce figure 0, run

python experiments/0_diagonalek1_pdesolution.py

./plotting_scripts/ contains scripts to only create figures without running the actual experiments; they plot the data stored in the corresponding ./results/ folder.

Reference

The paper is currently on arXiv:

@misc{https://doi.org/10.48550/arxiv.2110.11812,
  doi = {10.48550/ARXIV.2110.11812},
  url = {https://arxiv.org/abs/2110.11812},
  author = {Krämer, Nicholas and Bosch, Nathanael and Schmidt, Jonathan and Hennig, Philipp},
  title = {Probabilistic ODE Solutions in Millions of Dimensions},
  publisher = {arXiv},
  year = {2021},
  copyright = {Creative Commons Attribution 4.0 International}
}