Feat: Neural Fractional Diffeq

[matteoettam09]

Hi @ErikQQY, quick question. I am interested in exploring the possibility of using your package together with DiffEqFlux. In particular, I would like to setup neural differential equation problem using fractional calculus on the stochastic differential equation definition in order to model non-Gaussian stats of the process.
Is this already implemented somewhere? If not, I would be willing to consider implementing it, with some guidance from your side.
Thanks,
Matteo

[ErikQQY]

Hello there Matteo! I am also very interested in the neural FDE too! There is no implementation here, so feel free to play with this!

Sadly the API and internal of FractionalDiffEq.jl is not compatible with DiffEqFlux.jl right now🥲. I am getting familiar with SciML stack currently, hope I will make FractionalDiffEq.jl more compatible with SciML in the near future!