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AITowards Data Science7 days ago
Cosmologist Swaps SciPy for Diffrax to Speed Bayesian InferenceA theoretical cosmologist replaced SciPy's solve_ivp with JAX-powered Diffrax for ODE solving in Bayesian inference. The ODE solve took 0.4 ms per call, totaling 40 seconds for 10^5 evaluations. Gradients via finite differences added 5 minutes. Diffrax provided faster likelihood evaluations and exact automatic differentiation.
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