Comments (2)
stevengj
commented on August 29, 2024
2
Basically this needs to be done by writing ChainRules that tell Zygote how to differentiate integrals without differentiating through the (mutating) code.
Fortunately, this has already been done — if you use https://github.com/SciML/Integrals.jl, then it provides a wrapper around QuadGK that provides the appropriate ChainRules.
In the longer run it might be worth adding chain rules to QuadGK directly.
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lxvm
commented on August 29, 2024
Autodiff in Integrals.jl was recently fixed in this PR SciML/Integrals.jl#175 and it should be available in its next release.
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Related Issues (20)
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