An absolute minimum (inefficient) implementation for learning neuralODEs using the adjoint method. Warning: For educational purposes only!
[1] Ricky T. Q. Chen, Yulia Rubanova, Jesse Bettencourt, David Duvenaud. "Neural Ordinary Differential Equations." Advances in Neural Processing Information Systems. 2018. [arxiv]
[2] Calver, J., & Enright, W. "Numerical methods for computing sensitivities for ODEs and DDEs." Numerical Algorithms, 74(4), 1101–1117 2017.