ANaGRAM: A Natural Gradient Relative to Adapted Model for efficient PINNs learning

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Hauptverfasser: Schwencke, Nilo, Furtlehner, Cyril
Format: Preprint
Veröffentlicht: 2024
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author Schwencke, Nilo
Furtlehner, Cyril
author_facet Schwencke, Nilo
Furtlehner, Cyril
contents In the recent years, Physics Informed Neural Networks (PINNs) have received strong interest as a method to solve PDE driven systems, in particular for data assimilation purpose. This method is still in its infancy, with many shortcomings and failures that remain not properly understood. In this paper we propose a natural gradient approach to PINNs which contributes to speed-up and improve the accuracy of the training. Based on an in depth analysis of the differential geometric structures of the problem, we come up with two distinct contributions: (i) a new natural gradient algorithm that scales as $\min(P^2S, S^2P)$, where $P$ is the number of parameters, and $S$ the batch size; (ii) a mathematically principled reformulation of the PINNs problem that allows the extension of natural gradient to it, with proved connections to Green's function theory.
format Preprint
id arxiv_https___arxiv_org_abs_2412_10782
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle ANaGRAM: A Natural Gradient Relative to Adapted Model for efficient PINNs learning
Schwencke, Nilo
Furtlehner, Cyril
Machine Learning
Artificial Intelligence
Numerical Analysis
Optimization and Control
I.2.8
In the recent years, Physics Informed Neural Networks (PINNs) have received strong interest as a method to solve PDE driven systems, in particular for data assimilation purpose. This method is still in its infancy, with many shortcomings and failures that remain not properly understood. In this paper we propose a natural gradient approach to PINNs which contributes to speed-up and improve the accuracy of the training. Based on an in depth analysis of the differential geometric structures of the problem, we come up with two distinct contributions: (i) a new natural gradient algorithm that scales as $\min(P^2S, S^2P)$, where $P$ is the number of parameters, and $S$ the batch size; (ii) a mathematically principled reformulation of the PINNs problem that allows the extension of natural gradient to it, with proved connections to Green's function theory.
title ANaGRAM: A Natural Gradient Relative to Adapted Model for efficient PINNs learning
topic Machine Learning
Artificial Intelligence
Numerical Analysis
Optimization and Control
I.2.8
url https://arxiv.org/abs/2412.10782