Apply adjoint sensitive method to loss:
From loss=(zt−ODE(z0))2 to ∂t∂at=−atT∂z∂f(zt,t,θ) where at=∂zt∂loss
When there is a unknown vector u and two known matrix A and B, and we want to compute a product
uTB such that AB=C If there is a vector v and compute
vTC such that ATv=u Thus
vTC=vTAB=(ATv)TB=uTB Turn unknown B and unknown u to one known C and one unknown v