L-BFGS algorithm for Physics-informed neural networks
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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.