Implement Local Regularization of Neural DEs in DiffEqFlux

[avik-pal]

Here's the current implementation -- https://github.com/avik-pal/LocalRegNeuralDE.jl, which is not super user-friendly (and is unlikely that I will register it). All we need to do is:

• Implement perform step for an ODE solver -- Tsit5 works well
• Implement perform step for an SDE solver -- EulerHeun maybe?
• Add dispatches for the specific neural de layers similar to https://github.com/avik-pal/LocalRegNeuralDE.jl/blob/main/src/layers/neural_ode.jl

[snktshrma]

Hi @avik-pal ! Can you confirm if it’s still an open issue? I’d like to work on this one.

Thanks

[ChrisRackauckas]

Still open

[snktshrma]

Thanks @ChrisRackauckas ! I’ll take up this one
Thanks : )