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discretize.jl
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"""
Build a loss function for a PDE or a boundary condition.
# Examples: System of PDEs:
Take expressions in the form:
[Dx(u1(x,y)) + 4*Dy(u2(x,y)) ~ 0,
Dx(u2(x,y)) + 9*Dy(u1(x,y)) ~ 0]
to
:((cord, θ, phi, derivative, u)->begin
#= ... =#
#= ... =#
begin
(u1, u2) = (θ.depvar.u1, θ.depvar.u2)
(phi1, phi2) = (phi[1], phi[2])
let (x, y) = (cord[1], cord[2])
[(+)(derivative(phi1, u, [x, y], [[ε, 0.0]], 1, u1), (*)(4, derivative(phi2, u, [x, y], [[0.0, ε]], 1, u1))) - 0,
(+)(derivative(phi2, u, [x, y], [[ε, 0.0]], 1, u2), (*)(9, derivative(phi1, u, [x, y], [[0.0, ε]], 1, u2))) - 0]
end
end
end)
for Lux.AbstractExplicitLayer.
"""
function build_symbolic_loss_function(pinnrep::PINNRepresentation, eqs;
eq_params = SciMLBase.NullParameters(),
param_estim = false,
default_p = nothing,
bc_indvars = pinnrep.indvars,
integrand = nothing,
dict_transformation_vars = nothing,
transformation_vars = nothing,
integrating_depvars = pinnrep.depvars)
@unpack indvars, depvars, dict_indvars, dict_depvars, dict_depvar_input,
phi, derivative, integral,
multioutput, init_params, strategy, eq_params,
param_estim, default_p = pinnrep
eltypeθ = eltype(pinnrep.flat_init_params)
if integrand isa Nothing
loss_function = parse_equation(pinnrep, eqs)
this_eq_pair = pair(eqs, depvars, dict_depvars, dict_depvar_input)
this_eq_indvars = unique(vcat(values(this_eq_pair)...))
else
this_eq_pair = Dict(map(
intvars -> dict_depvars[intvars] => dict_depvar_input[intvars],
integrating_depvars))
this_eq_indvars = transformation_vars isa Nothing ?
unique(vcat(values(this_eq_pair)...)) : transformation_vars
loss_function = integrand
end
vars = :(cord, $θ, phi, derivative, integral, u, p)
ex = Expr(:block)
if multioutput
θ_nums = Symbol[]
phi_nums = Symbol[]
for v in depvars
num = dict_depvars[v]
push!(θ_nums, :($(Symbol(:($θ), num))))
push!(phi_nums, :($(Symbol(:phi, num))))
end
expr_θ = Expr[]
expr_phi = Expr[]
acum = [0; accumulate(+, map(length, init_params))]
sep = [(acum[i] + 1):acum[i + 1] for i in 1:(length(acum) - 1)]
for i in eachindex(depvars)
push!(expr_θ, :($θ.depvar.$(depvars[i])))
push!(expr_phi, :(phi[$i]))
end
vars_θ = Expr(:(=), build_expr(:tuple, θ_nums), build_expr(:tuple, expr_θ))
push!(ex.args, vars_θ)
vars_phi = Expr(:(=), build_expr(:tuple, phi_nums), build_expr(:tuple, expr_phi))
push!(ex.args, vars_phi)
end
#Add an expression for parameter symbols
if param_estim == true && eq_params != SciMLBase.NullParameters()
params_symbols = Symbol[]
expr_params = Expr[]
for (i, eq_param) in enumerate(eq_params)
push!(expr_params, :($θ.p[$((i):(i))]))
push!(params_symbols, Symbol(:($eq_param)))
end
params_eq = Expr(:(=), build_expr(:tuple, params_symbols),
build_expr(:tuple, expr_params))
push!(ex.args, params_eq)
end
if eq_params != SciMLBase.NullParameters() && param_estim == false
params_symbols = Symbol[]
expr_params = Expr[]
for (i, eq_param) in enumerate(eq_params)
push!(expr_params, :(ArrayInterface.allowed_getindex(p, ($i):($i))))
push!(params_symbols, Symbol(:($eq_param)))
end
params_eq = Expr(:(=), build_expr(:tuple, params_symbols),
build_expr(:tuple, expr_params))
push!(ex.args, params_eq)
end
eq_pair_expr = Expr[]
for i in keys(this_eq_pair)
push!(eq_pair_expr, :($(Symbol(:cord, :($i))) = vcat($(this_eq_pair[i]...))))
end
vcat_expr = Expr(:block, :($(eq_pair_expr...)))
vcat_expr_loss_functions = Expr(:block, vcat_expr, loss_function) # TODO rename
if strategy isa QuadratureTraining
indvars_ex = get_indvars_ex(bc_indvars)
left_arg_pairs, right_arg_pairs = this_eq_indvars, indvars_ex
vars_eq = Expr(:(=), build_expr(:tuple, left_arg_pairs),
build_expr(:tuple, right_arg_pairs))
else
indvars_ex = [:($:cord[[$i], :]) for (i, x) in enumerate(this_eq_indvars)]
left_arg_pairs, right_arg_pairs = this_eq_indvars, indvars_ex
vars_eq = Expr(:(=), build_expr(:tuple, left_arg_pairs),
build_expr(:tuple, right_arg_pairs))
end
if !(dict_transformation_vars isa Nothing)
transformation_expr_ = Expr[]
for (i, u) in dict_transformation_vars
push!(transformation_expr_, :($i = $u))
end
transformation_expr = Expr(:block, :($(transformation_expr_...)))
vcat_expr_loss_functions = Expr(:block, transformation_expr, vcat_expr,
loss_function)
end
let_ex = Expr(:let, vars_eq, vcat_expr_loss_functions)
push!(ex.args, let_ex)
expr_loss_function = :(($vars) -> begin
$ex
end)
end
"""
build_loss_function(eqs, indvars, depvars, phi, derivative, init_params; bc_indvars=nothing)
Returns the body of loss function, which is the executable Julia function, for the main
equation or boundary condition.
"""
function build_loss_function(pinnrep::PINNRepresentation, eqs, bc_indvars)
@unpack eq_params, param_estim, default_p, phi, derivative, integral = pinnrep
bc_indvars = bc_indvars === nothing ? pinnrep.indvars : bc_indvars
expr_loss_function = build_symbolic_loss_function(pinnrep, eqs;
bc_indvars = bc_indvars,
eq_params = eq_params,
param_estim = param_estim,
default_p = default_p)
u = get_u()
_loss_function = @RuntimeGeneratedFunction(expr_loss_function)
loss_function = (cord, θ) -> begin
_loss_function(cord, θ, phi, derivative, integral, u,
default_p)
end
return loss_function
end
"""
generate_training_sets(domains,dx,bcs,_indvars::Array,_depvars::Array)
Returns training sets for equations and boundary condition, that is used for GridTraining
strategy.
"""
function generate_training_sets end
function generate_training_sets(domains, dx, eqs, bcs, eltypeθ, _indvars::Array,
_depvars::Array)
depvars, indvars, dict_indvars, dict_depvars, dict_depvar_input = get_vars(_indvars,
_depvars)
return generate_training_sets(domains, dx, eqs, bcs, eltypeθ, dict_indvars,
dict_depvars)
end
# Generate training set in the domain and on the boundary
function generate_training_sets(domains, dx, eqs, bcs, eltypeθ, dict_indvars::Dict,
dict_depvars::Dict)
if dx isa Array
dxs = dx
else
dxs = fill(dx, length(domains))
end
spans = [infimum(d.domain):dx:supremum(d.domain) for (d, dx) in zip(domains, dxs)]
dict_var_span = Dict([Symbol(d.variables) => infimum(d.domain):dx:supremum(d.domain)
for (d, dx) in zip(domains, dxs)])
bound_args = get_argument(bcs, dict_indvars, dict_depvars)
bound_vars = get_variables(bcs, dict_indvars, dict_depvars)
dif = [eltypeθ[] for i in 1:size(domains)[1]]
for _args in bound_vars
for (i, x) in enumerate(_args)
if x isa Number
push!(dif[i], x)
end
end
end
cord_train_set = collect.(spans)
bc_data = map(zip(dif, cord_train_set)) do (d, c)
setdiff(c, d)
end
dict_var_span_ = Dict([Symbol(d.variables) => bc for (d, bc) in zip(domains, bc_data)])
bcs_train_sets = map(bound_args) do bt
span = map(b -> get(dict_var_span, b, b), bt)
_set = adapt(eltypeθ,
hcat(vec(map(points -> collect(points), Iterators.product(span...)))...))
end
pde_vars = get_variables(eqs, dict_indvars, dict_depvars)
pde_args = get_argument(eqs, dict_indvars, dict_depvars)
pde_train_set = adapt(eltypeθ,
hcat(vec(map(points -> collect(points),
Iterators.product(bc_data...)))...))
pde_train_sets = map(pde_args) do bt
span = map(b -> get(dict_var_span_, b, b), bt)
_set = adapt(eltypeθ,
hcat(vec(map(points -> collect(points), Iterators.product(span...)))...))
end
[pde_train_sets, bcs_train_sets]
end
"""
get_bounds(domains,bcs,_indvars::Array,_depvars::Array)
Returns pairs with lower and upper bounds for all domains. It is used for all non-grid
training strategy: StochasticTraining, QuasiRandomTraining, QuadratureTraining.
"""
function get_bounds end
function get_bounds(domains, eqs, bcs, eltypeθ, _indvars::Array, _depvars::Array, strategy)
depvars, indvars, dict_indvars, dict_depvars, dict_depvar_input = get_vars(_indvars,
_depvars)
return get_bounds(domains, eqs, bcs, eltypeθ, dict_indvars, dict_depvars, strategy)
end
function get_bounds(domains, eqs, bcs, eltypeθ, _indvars::Array, _depvars::Array,
strategy::QuadratureTraining)
depvars, indvars, dict_indvars, dict_depvars, dict_depvar_input = get_vars(_indvars,
_depvars)
return get_bounds(domains, eqs, bcs, eltypeθ, dict_indvars, dict_depvars, strategy)
end
function get_bounds(domains, eqs, bcs, eltypeθ, dict_indvars, dict_depvars,
strategy::QuadratureTraining)
dict_lower_bound = Dict([Symbol(d.variables) => infimum(d.domain) for d in domains])
dict_upper_bound = Dict([Symbol(d.variables) => supremum(d.domain) for d in domains])
pde_args = get_argument(eqs, dict_indvars, dict_depvars)
pde_lower_bounds = map(pde_args) do pd
span = map(p -> get(dict_lower_bound, p, p), pd)
map(s -> adapt(eltypeθ, s) + cbrt(eps(eltypeθ)), span)
end
pde_upper_bounds = map(pde_args) do pd
span = map(p -> get(dict_upper_bound, p, p), pd)
map(s -> adapt(eltypeθ, s) - cbrt(eps(eltypeθ)), span)
end
pde_bounds = [pde_lower_bounds, pde_upper_bounds]
bound_vars = get_variables(bcs, dict_indvars, dict_depvars)
bcs_lower_bounds = map(bound_vars) do bt
map(b -> dict_lower_bound[b], bt)
end
bcs_upper_bounds = map(bound_vars) do bt
map(b -> dict_upper_bound[b], bt)
end
bcs_bounds = [bcs_lower_bounds, bcs_upper_bounds]
[pde_bounds, bcs_bounds]
end
function get_bounds(domains, eqs, bcs, eltypeθ, dict_indvars, dict_depvars, strategy)
dx = 1 / strategy.points
dict_span = Dict([Symbol(d.variables) => [
infimum(d.domain) + dx,
supremum(d.domain) - dx
] for d in domains])
# pde_bounds = [[infimum(d.domain),supremum(d.domain)] for d in domains]
pde_args = get_argument(eqs, dict_indvars, dict_depvars)
pde_bounds = map(pde_args) do pde_arg
bds = mapreduce(s -> get(dict_span, s, fill(s, 2)), hcat, pde_arg)
bds = eltypeθ.(bds)
bds[1, :], bds[2, :]
end
bound_args = get_argument(bcs, dict_indvars, dict_depvars)
bcs_bounds = map(bound_args) do bound_arg
bds = mapreduce(s -> get(dict_span, s, fill(s, 2)), hcat, bound_arg)
bds = eltypeθ.(bds)
bds[1, :], bds[2, :]
end
return pde_bounds, bcs_bounds
end
function get_numeric_integral(pinnrep::PINNRepresentation)
@unpack strategy, indvars, depvars, multioutput, derivative,
depvars, indvars, dict_indvars, dict_depvars = pinnrep
integral = (u, cord, phi, integrating_var_id, integrand_func, lb, ub, θ; strategy = strategy, indvars = indvars, depvars = depvars, dict_indvars = dict_indvars, dict_depvars = dict_depvars) -> begin
function integration_(cord, lb, ub, θ)
cord_ = cord
function integrand_(x, p)
ChainRulesCore.@ignore_derivatives @views(cord_[integrating_var_id]) .= x
return integrand_func(cord_, p, phi, derivative, nothing, u, nothing)
end
prob_ = IntegralProblem(integrand_, (lb, ub), θ)
sol = solve(prob_, CubatureJLh(), reltol = 1e-3, abstol = 1e-3)[1]
return sol
end
lb_ = zeros(size(lb)[1], size(cord)[2])
ub_ = zeros(size(ub)[1], size(cord)[2])
for (i, l) in enumerate(lb)
if l isa Number
ChainRulesCore.@ignore_derivatives lb_[i, :] = fill(l, 1, size(cord)[2])
else
ChainRulesCore.@ignore_derivatives lb_[i, :] = l(cord, θ, phi, derivative,
nothing, u, nothing)
end
end
for (i, u_) in enumerate(ub)
if u_ isa Number
ChainRulesCore.@ignore_derivatives ub_[i, :] = fill(u_, 1, size(cord)[2])
else
ChainRulesCore.@ignore_derivatives ub_[i, :] = u_(cord, θ, phi, derivative,
nothing, u, nothing)
end
end
integration_arr = Matrix{Float64}(undef, 1, 0)
for i in 1:size(cord)[2]
# ub__ = @Zygote.ignore getindex(ub_, :, i)
# lb__ = @Zygote.ignore getindex(lb_, :, i)
integration_arr = hcat(integration_arr,
integration_(cord[:, i], lb_[:, i], ub_[:, i], θ))
end
return integration_arr
end
end
"""
prob = symbolic_discretize(pde_system::PDESystem, discretization::AbstractPINN)
`symbolic_discretize` is the lower level interface to `discretize` for inspecting internals.
It transforms a symbolic description of a ModelingToolkit-defined `PDESystem` into a
`PINNRepresentation` which holds the pieces required to build an `OptimizationProblem`
for [Optimization.jl](https://docs.sciml.ai/Optimization/stable) or a Likelihood Function
used for HMC based Posterior Sampling Algorithms [AdvancedHMC.jl](https://turinglang.org/AdvancedHMC.jl/stable/)
which is later optimized upon to give Solution or the Solution Distribution of the PDE.
For more information, see `discretize` and `PINNRepresentation`.
"""
function SciMLBase.symbolic_discretize(pde_system::PDESystem,
discretization::AbstractPINN)
eqs = pde_system.eqs
bcs = pde_system.bcs
chain = discretization.chain
domains = pde_system.domain
eq_params = pde_system.ps
defaults = pde_system.defaults
default_p = eq_params == SciMLBase.NullParameters() ? nothing :
[defaults[ep] for ep in eq_params]
param_estim = discretization.param_estim
additional_loss = discretization.additional_loss
adaloss = discretization.adaptive_loss
depvars, indvars, dict_indvars, dict_depvars, dict_depvar_input = get_vars(
pde_system.indvars,
pde_system.depvars)
multioutput = discretization.multioutput
init_params = discretization.init_params
if init_params === nothing
# Use the initialization of the neural network framework
# But for Lux, default to Float64
# This is done because Float64 is almost always better for these applications
if chain isa AbstractArray
x = map(chain) do x
_x = ComponentArrays.ComponentArray(Lux.initialparameters(
Random.default_rng(),
x))
Float64.(_x) # No ComponentArray GPU support
end
names = ntuple(i -> depvars[i], length(chain))
init_params = ComponentArrays.ComponentArray(NamedTuple{names}(i
for i in x))
else
init_params = Float64.(ComponentArrays.ComponentArray(Lux.initialparameters(
Random.default_rng(),
chain)))
end
else
init_params = init_params
end
flat_init_params = if init_params isa ComponentArrays.ComponentArray
init_params
elseif multioutput
@assert length(init_params) == length(depvars)
names = ntuple(i -> depvars[i], length(init_params))
x = ComponentArrays.ComponentArray(NamedTuple{names}(i for i in init_params))
else
ComponentArrays.ComponentArray(init_params)
end
flat_init_params = if param_estim == false && multioutput
ComponentArrays.ComponentArray(; depvar = flat_init_params)
elseif param_estim == false && !multioutput
flat_init_params
else
ComponentArrays.ComponentArray(; depvar = flat_init_params, p = default_p)
end
eltypeθ = eltype(flat_init_params)
if adaloss === nothing
adaloss = NonAdaptiveLoss{eltypeθ}()
end
phi = discretization.phi
if (phi isa Vector && phi[1].f isa Lux.AbstractExplicitLayer)
for ϕ in phi
ϕ.st = adapt(parameterless_type(ComponentArrays.getdata(flat_init_params)),
ϕ.st)
end
elseif (!(phi isa Vector) && phi.f isa Lux.AbstractExplicitLayer)
phi.st = adapt(parameterless_type(ComponentArrays.getdata(flat_init_params)),
phi.st)
end
derivative = discretization.derivative
strategy = discretization.strategy
logger = discretization.logger
log_frequency = discretization.log_options.log_frequency
iteration = discretization.iteration
self_increment = discretization.self_increment
if !(eqs isa Array)
eqs = [eqs]
end
pde_indvars = if strategy isa QuadratureTraining
get_argument(eqs, dict_indvars, dict_depvars)
else
get_variables(eqs, dict_indvars, dict_depvars)
end
bc_indvars = if strategy isa QuadratureTraining
get_argument(bcs, dict_indvars, dict_depvars)
else
get_variables(bcs, dict_indvars, dict_depvars)
end
pde_integration_vars = get_integration_variables(eqs, dict_indvars, dict_depvars)
bc_integration_vars = get_integration_variables(bcs, dict_indvars, dict_depvars)
pinnrep = PINNRepresentation(eqs, bcs, domains, eq_params, defaults, default_p,
param_estim, additional_loss, adaloss, depvars, indvars,
dict_indvars, dict_depvars, dict_depvar_input, logger,
multioutput, iteration, init_params, flat_init_params, phi,
derivative,
strategy, pde_indvars, bc_indvars, pde_integration_vars,
bc_integration_vars, nothing, nothing, nothing, nothing)
integral = get_numeric_integral(pinnrep)
symbolic_pde_loss_functions = [build_symbolic_loss_function(pinnrep, eq;
bc_indvars = pde_indvar)
for (eq, pde_indvar) in zip(eqs, pde_indvars,
pde_integration_vars)]
symbolic_bc_loss_functions = [build_symbolic_loss_function(pinnrep, bc;
bc_indvars = bc_indvar)
for (bc, bc_indvar) in zip(bcs, bc_indvars,
bc_integration_vars)]
pinnrep.integral = integral
pinnrep.symbolic_pde_loss_functions = symbolic_pde_loss_functions
pinnrep.symbolic_bc_loss_functions = symbolic_bc_loss_functions
datafree_pde_loss_functions = [build_loss_function(pinnrep, eq, pde_indvar)
for (eq, pde_indvar, integration_indvar) in zip(eqs,
pde_indvars,
pde_integration_vars)]
datafree_bc_loss_functions = [build_loss_function(pinnrep, bc, bc_indvar)
for (bc, bc_indvar, integration_indvar) in zip(bcs,
bc_indvars,
bc_integration_vars)]
pde_loss_functions, bc_loss_functions = merge_strategy_with_loss_function(pinnrep,
strategy,
datafree_pde_loss_functions,
datafree_bc_loss_functions)
# setup for all adaptive losses
num_pde_losses = length(pde_loss_functions)
num_bc_losses = length(bc_loss_functions)
# assume one single additional loss function if there is one. this means that the user needs to lump all their functions into a single one,
num_additional_loss = additional_loss isa Nothing ? 0 : 1
adaloss_T = eltype(adaloss.pde_loss_weights)
# this will error if the user has provided a number of initial weights that is more than 1 and doesn't match the number of loss functions
adaloss.pde_loss_weights = ones(adaloss_T, num_pde_losses) .* adaloss.pde_loss_weights
adaloss.bc_loss_weights = ones(adaloss_T, num_bc_losses) .* adaloss.bc_loss_weights
adaloss.additional_loss_weights = ones(adaloss_T, num_additional_loss) .*
adaloss.additional_loss_weights
reweight_losses_func = generate_adaptive_loss_function(pinnrep, adaloss,
pde_loss_functions,
bc_loss_functions)
function get_likelihood_estimate_function(discretization::Union{PhysicsInformedNN, DeepRitz})
function full_loss_function(θ, p)
# the aggregation happens on cpu even if the losses are gpu, probably fine since it's only a few of them
pde_losses = [pde_loss_function(θ) for pde_loss_function in pde_loss_functions]
bc_losses = [bc_loss_function(θ) for bc_loss_function in bc_loss_functions]
# this is kind of a hack, and means that whenever the outer function is evaluated the increment goes up, even if it's not being optimized
# that's why we prefer the user to maintain the increment in the outer loop callback during optimization
ChainRulesCore.@ignore_derivatives if self_increment
iteration[1] += 1
end
ChainRulesCore.@ignore_derivatives begin
reweight_losses_func(θ, pde_losses,
bc_losses)
end
weighted_pde_losses = adaloss.pde_loss_weights .* pde_losses
weighted_bc_losses = adaloss.bc_loss_weights .* bc_losses
sum_weighted_pde_losses = sum(weighted_pde_losses)
sum_weighted_bc_losses = sum(weighted_bc_losses)
weighted_loss_before_additional = sum_weighted_pde_losses +
sum_weighted_bc_losses
full_weighted_loss = if additional_loss isa Nothing
weighted_loss_before_additional
else
function _additional_loss(phi, θ)
(θ_, p_) = if (param_estim == true)
θ.depvar, θ.p
else
θ, nothing
end
return additional_loss(phi, θ_, p_)
end
weighted_additional_loss_val = adaloss.additional_loss_weights[1] *
_additional_loss(phi, θ)
weighted_loss_before_additional + weighted_additional_loss_val
end
ChainRulesCore.@ignore_derivatives begin
if iteration[1] % log_frequency == 0
logvector(pinnrep.logger, pde_losses, "unweighted_loss/pde_losses",
iteration[1])
logvector(pinnrep.logger,
bc_losses,
"unweighted_loss/bc_losses",
iteration[1])
logvector(pinnrep.logger, weighted_pde_losses,
"weighted_loss/weighted_pde_losses",
iteration[1])
logvector(pinnrep.logger, weighted_bc_losses,
"weighted_loss/weighted_bc_losses",
iteration[1])
if !(additional_loss isa Nothing)
logscalar(pinnrep.logger, weighted_additional_loss_val,
"weighted_loss/weighted_additional_loss", iteration[1])
end
logscalar(pinnrep.logger, sum_weighted_pde_losses,
"weighted_loss/sum_weighted_pde_losses", iteration[1])
logscalar(pinnrep.logger, sum_weighted_bc_losses,
"weighted_loss/sum_weighted_bc_losses", iteration[1])
logscalar(pinnrep.logger, full_weighted_loss,
"weighted_loss/full_weighted_loss",
iteration[1])
logvector(pinnrep.logger, adaloss.pde_loss_weights,
"adaptive_loss/pde_loss_weights",
iteration[1])
logvector(pinnrep.logger, adaloss.bc_loss_weights,
"adaptive_loss/bc_loss_weights",
iteration[1])
end
end
return full_weighted_loss
end
return full_loss_function
end
function get_likelihood_estimate_function(discretization::BayesianPINN)
dataset_pde, dataset_bc = discretization.dataset
# required as Physics loss also needed on the discrete dataset domain points
# data points are discrete and so by default GridTraining loss applies
# passing placeholder dx with GridTraining, it uses data points irl
datapde_loss_functions, databc_loss_functions = if (!(dataset_bc isa Nothing) ||
!(dataset_pde isa Nothing))
merge_strategy_with_loglikelihood_function(pinnrep,
GridTraining(0.1),
datafree_pde_loss_functions,
datafree_bc_loss_functions, train_sets_pde = dataset_pde, train_sets_bc = dataset_bc)
else
(nothing, nothing)
end
function full_loss_function(θ, allstd::Vector{Vector{Float64}})
stdpdes, stdbcs, stdextra = allstd
# the aggregation happens on cpu even if the losses are gpu, probably fine since it's only a few of them
pde_loglikelihoods = [logpdf(Normal(0, stdpdes[i]), pde_loss_function(θ))
for (i, pde_loss_function) in enumerate(pde_loss_functions)]
bc_loglikelihoods = [logpdf(Normal(0, stdbcs[j]), bc_loss_function(θ))
for (j, bc_loss_function) in enumerate(bc_loss_functions)]
if !(datapde_loss_functions isa Nothing)
pde_loglikelihoods += [logpdf(Normal(0, stdpdes[j]), pde_loss_function(θ))
for (j, pde_loss_function) in enumerate(datapde_loss_functions)]
end
if !(databc_loss_functions isa Nothing)
bc_loglikelihoods += [logpdf(Normal(0, stdbcs[j]), bc_loss_function(θ))
for (j, bc_loss_function) in enumerate(databc_loss_functions)]
end
# this is kind of a hack, and means that whenever the outer function is evaluated the increment goes up, even if it's not being optimized
# that's why we prefer the user to maintain the increment in the outer loop callback during optimization
ChainRulesCore.@ignore_derivatives if self_increment
iteration[1] += 1
end
ChainRulesCore.@ignore_derivatives begin
reweight_losses_func(θ, pde_loglikelihoods,
bc_loglikelihoods)
end
weighted_pde_loglikelihood = adaloss.pde_loss_weights .* pde_loglikelihoods
weighted_bc_loglikelihood = adaloss.bc_loss_weights .* bc_loglikelihoods
sum_weighted_pde_loglikelihood = sum(weighted_pde_loglikelihood)
sum_weighted_bc_loglikelihood = sum(weighted_bc_loglikelihood)
weighted_loglikelihood_before_additional = sum_weighted_pde_loglikelihood +
sum_weighted_bc_loglikelihood
full_weighted_loglikelihood = if additional_loss isa Nothing
weighted_loglikelihood_before_additional
else
function _additional_loss(phi, θ)
(θ_, p_) = if (param_estim == true)
θ.depvar, θ.p
else
θ, nothing
end
return additional_loss(phi, θ_, p_)
end
_additional_loglikelihood = logpdf(Normal(0, stdextra),
_additional_loss(phi, θ))
weighted_additional_loglikelihood = adaloss.additional_loss_weights[1] *
_additional_loglikelihood
weighted_loglikelihood_before_additional + weighted_additional_loglikelihood
end
return full_weighted_loglikelihood
end
return full_loss_function
end
full_loss_function = get_likelihood_estimate_function(discretization)
pinnrep.loss_functions = PINNLossFunctions(bc_loss_functions, pde_loss_functions,
full_loss_function, additional_loss,
datafree_pde_loss_functions,
datafree_bc_loss_functions)
return pinnrep
end
"""
prob = discretize(pde_system::PDESystem, discretization::PhysicsInformedNN)
Transforms a symbolic description of a ModelingToolkit-defined `PDESystem` and generates
an `OptimizationProblem` for [Optimization.jl](https://docs.sciml.ai/Optimization/stable/) whose
solution is the solution to the PDE.
"""
function SciMLBase.discretize(pde_system::PDESystem, discretization::PhysicsInformedNN)
pinnrep = symbolic_discretize(pde_system, discretization)
f = OptimizationFunction(pinnrep.loss_functions.full_loss_function,
Optimization.AutoZygote())
Optimization.OptimizationProblem(f, pinnrep.flat_init_params)
end