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The collocate_data functionality is very useful, but it is not uniquely used to train neural ODEs and is kind of an overkill to import the DiffEqFlux.jl package for this alone. Would it make sense to create a new package DataCollocations.jl that provides this feature and is imported and forwarded by DiffEqFlux.jl?
It would be a farily simple package with the collocation.jl code and the DataInterpolations extension. Happy to help in any way if you find this a good idea.
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