L-BFGS algorithm for Physics-informed neural networks

Hi,

I am trying to solving ODEs using neural networks. I am using adamupdate function to train the network. I would like to try L-BFGS alogorithm. However, trainbfg function availble with Statistics and Machine Learning Tool box is taking only network, input data and target data as input parameters. I couldn't find a way to plug-in the loss function associated with the ODE and boundary conditions into the training algorithm.

I would be grateful if someone can help me with this.

Thanks in advance.

[Conor Daly]

Hi there!

Thanks for your question. Have you had a look at this example? It walks through how to fit a neural network for the Burgers equation using the LBFGS optimizer:

https://www.mathworks.com/help/deeplearning/ug/solve-partial-differential-equations-with-lbfgs-method-and-deep-learning.html

[Dr. Veerababu Dharanalakota]

Hi Daly,

Thanks for your comment. The example showed the right path.

Answer 1

[David Willingham]

Hi,

Have you seen this example?

Solve Partial Differential Equation with LBFGS Method and Deep Learning

David

[Dr. Veerababu Dharanalakota]

Hi David,

Thanks for the link. It resolved my query.