Connecting pymc4 and diffeqpy for differential equations

[ChrisRackauckas]

I'd be interesting in getting pymc4 connected with DifferentialEquations.jl through diffeqpy in a way to avoid in a high performance way (like we did with R). What is the right way to get started for defining operations with derivative rules? The library already has a ton of options for defining the derivatives so I just need to figure out how to hook the systems together. Thanks for any help getting started.

[junpenglao]

I would start with wrapping it as a tensorflow function with custom gradient.
Happy to take a look if you have something working, currently we rely on the ode module provided by Tensorflow Probability, would love to do some comparison and benchmarking re performance.