From loss=(zt−ODE(z0))2loss = (z_t - ODE(z_0))^2loss=(zt−ODE(z0))2 to ∂at∂t=−atT∂f(zt,t,θ)∂z\frac{\partial a_t}{\partial t} = -a_t^T \frac{\partial f(z_t, t, \theta)}{\partial z}∂t∂at=−atT∂z∂f(zt,t,θ) where at=∂loss∂zta_t = \frac{\partial loss}{\partial z_t}at=∂zt∂loss
When there is a unknown vector u and two known matrix A and B, and we want to compute a product
If there is a vector v and compute
Thus
Turn unknown B and unknown u to one known C and one unknown v
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