L-BFGS algorithm for Physics-informed neural networks

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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.
  2 Comments
Conor Daly
Conor Daly on 24 Mar 2022
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:
Dr. Veerababu Dharanalakota
Hi Daly,
Thanks for your comment. The example showed the right path.

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Accepted Answer

David Willingham
David Willingham on 24 Mar 2022
Edited: David Willingham on 24 Mar 2022

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