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Latent Neural ODEs with Sparse Bayesian Multiple Shooting

Official code for Latent Neural ODEs with Sparse Bayesian Multiple Shooting.

Method overview

Installation

git clone https://github.com/yakovlev31/msvi.git
cd msvi
pip install -r requirements.txt
pip install -e .

Getting Started

Data Generation

First, you might want to generate the data. Data generating notebooks are located at ./experiments/data/scripts/. Simply launch one of the notebooks to generate a dataset. Datasets are saved to ./experiments/data/datasets/.

If you want to use your own dataset, follow the scripts in ./msvi/utils/.

Training/validation/testing

python experiments/{pendulum,rmnist,bballs}/train.py --name mymodel --device cuda
python experiments/{pendulum,rmnist,bballs}/val.py --name mymodel --device cuda
python experiments/{pendulum,rmnist,bballs}/test.py --name mymodel --device cuda

See ./msvi/utils/{pendulum,rmnist,bballs}.py for all command line arguments.