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Improved UODE inference of Lotka Volterra#155

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DanWaxman merged 3 commits intomh-uodefrom
ml-mh-uode
Mar 22, 2026
Merged

Improved UODE inference of Lotka Volterra#155
DanWaxman merged 3 commits intomh-uodefrom
ml-mh-uode

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@mattlevine22
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@mattlevine22 mattlevine22 commented Mar 19, 2026

Improving #153 for UODE inference of Lotka-Volterra.

Made the following changes:

  • Use Ensemble Kalman Filter (ContinuousTimeEnKF) instead of Extended, as it is more numerically robust
  • Removed optimization scheduler---reverted to 4000 epochs of ADAM with Ir=1e-3.
  • Fixed the plotter for comparing filtered means vs data---when using AutoDelta guide, svi_result.params doesn't always do what you think it does.

Additional thoughts:

N.B. I took these settings (EnKF + AutoDelta with lr=1e-3) from the SINDY-notebook for Fitz-Hugh-Nagumo. It is reassuring that they generalized nicely to this case.

N.B.B. most of the 4000 epochs are to "hyper-refine" the inference; the data are explained quite well after 1000 epochs, and the final 3000 epochs mostly focus on full sparsification (to see this, rerun with 1000 epochs).

@mattlevine22 mattlevine22 changed the title Ml mh uode Improved UODE inference of Lotka Volterra Mar 19, 2026
@DanWaxman DanWaxman changed the base branch from main to mh-uode March 19, 2026 14:17
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I changed the base branch to #mh-uode and requested @markusheinonen to review -- that makes the most sense to me from a workflow perspective. Then afterwards we can work on merging mh-uode to main.

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These look good to me. In the spirit of faster workflow, I'll merge these into #153

@DanWaxman DanWaxman merged commit e3c5871 into mh-uode Mar 22, 2026
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2 participants