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| #https://github.com/FluxML/Zygote.jl/issues/1294 | |
| using Zygote | |
| using StochasticDiffEq, SciMLSensitivity | |
| using StatsBase | |
| import Lux | |
| function mwe() | |
| x0 = rand(1) | |
| p0 = rand(1) | |
| drift(du,u,p,t) = (du .= 1) | |
| noise(du,u,p,t) = (du .= 1) | |
| prob = SDEProblem(drift, noise, x0, 1., p0) | |
| sensealg = InterpolatingAdjoint(autojacvec=ReverseDiffVJP()) | |
| Zygote.gradient(p0) do p | |
| var(solve(Zygote.@showgrad(remake(prob, p=p)), EM(), dt=.1, sensealg=sensealg)[end][1] for i in 1:3) | |
| end | |
| end | |
| mwe() |
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FluxML/Zygote.jl#1294