pycvodes | Python wrapper around cvodes
kandi X-RAY | pycvodes Summary
kandi X-RAY | pycvodes Summary
Python wrapper around cvodes (from the sundials library)
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QUESTION
I want to implement the adjoint sensitivity analysis in python, in order to determine the gradient of my objective function with respect to some parameters. In specific the objective function depends on the solution of a differential equation which in turn depends on said parameters which I am looking to find the optimum of.
To perform this there are numerous good packages both in Julia (see here), as well as CVODES from SUNDIALS, however the latter which does apparently have a wrapper made for python, does not include sensitivity analysis capabilities according to this link. Furthermore, I have looked into SALib for sensitivity analysis, but as far as I understand this refers to some other type of 'sensitivity analysis' and therefore adjoint or even forward sensitivity analysis is not included (correct me if I am wrong on this one).
Thus my question is, does a version of CVODES exist in python with sensitivity analysis capabilities, or is there there any other package where one can use in order to perform adjoint sensitivity analys?
...ANSWER
Answered 2020-Dec-15 at 12:08You can easily call Julia code / packages from Python with pyjulia. https://github.com/JuliaPy/pyjulia
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