PyMC3 and ODEs for GSoC

Hi, as a disclaimer, I’m a more developer mentor than ODE:) Michael @michaelosthege has much more expertise than me in ODE side. That’s why I ask him to improve my answer)

I think the goal of the project is to develop an API for ODE modeling in PyMC3 as all the stuff is done by hand as you can see in ode related notebooks. Developing and designing the API takes a lot of time and we did not have that enough to concentrate on this particular problem. That’s why it is a GSoC project. We encourage creativity in students to design the API together and collaborate on this with us.

About “nice to haves”: first we need a clear API. Second is a fast solver (that caches intermediate results). The last one as I remember is “asynchronous observations” support (@michaelosthege can you comment on this more?)

This project is quite complicated from the developer perspective, but I think we can provide necessary expertise in theano internals and its tricks. If you know what is OOP that is at least a good start, following code reviews will help to understand the ways to go. This might be challenging and interesting. (I hope I do not scare you with this info:sweat_smile:)