Diffusion Equation Physics-Informed Neural Network (PINN) Optimizer Benchmarks
Adapted from NeuralPDE: Automating Physics-Informed Neural Networks (PINNs) with Error Approximations. Uses the NeuralPDE.jl library from the SciML Scientific Machine Learning Open Source Organization for the implementation of physics-informed neural networks (PINNs) and other science-guided AI techniques.
Setup
using NeuralPDE, OptimizationFlux, ModelingToolkit, Optimization, OptimizationOptimJL
using Lux, Plots
import ModelingToolkit: Interval, infimum, supremum
function solve(opt)
strategy = QuadratureTraining()
@parameters x t
@variables u(..)
Dt = Differential(t)
Dxx = Differential(x)^2
eq = Dt(u(x,t)) - Dxx(u(x,t)) ~ -exp(-t) * (sin(pi * x) - pi^2 * sin(pi * x))
bcs = [u(x,0) ~ sin(pi*x),
u(-1,t) ~ 0.,
u(1,t) ~ 0.]
domains = [x ∈ Interval(-1.0,1.0),
t ∈ Interval(0.0,1.0)]
chain = Lux.Chain(Lux.Dense(2,18,tanh),Lux.Dense(18,18,tanh),Lux.Dense(18,1))
discretization = PhysicsInformedNN(chain,strategy)
indvars = [x, t] #phisically independent variables
depvars = [u(x,t)] #dependent (target) variable
loss = []
initial_time = nothing
times = []
cb_ = function (p,l)
if initial_time == nothing
initial_time = time()
end
push!(times, time() - initial_time)
#println("Current loss for $opt is: $l")
push!(loss, l)
# println(l )
# println(time() - initial_time)
return false
end
@named pde_system = PDESystem(eq, bcs, domains, indvars, depvars)
prob = discretize(pde_system, discretization)
if opt == "both"
res = Optimization.solve(prob, ADAM(); callback = cb_, maxiters=50)
prob = remake(prob,u0=res.minimizer)
res = Optimization.solve(prob, BFGS(); callback = cb_, maxiters=150)
else
res = Optimization.solve(prob, opt; callback = cb_, maxiters=200)
end
times[1] = 0.01
return loss, times #add numeric solution
end
solve (generic function with 1 method)
opt1 = ADAM()
opt2 = ADAM(0.005)
opt3 = ADAM(0.05)
opt4 = RMSProp()
opt5 = RMSProp(0.005)
opt6 = RMSProp(0.05)
opt7 = OptimizationOptimJL.BFGS()
opt8 = OptimizationOptimJL.LBFGS()
Optim.LBFGS{Nothing, LineSearches.InitialStatic{Float64}, LineSearches.Hage
rZhang{Float64, Base.RefValue{Bool}}, Optim.var"#19#21"}(10, LineSearches.I
nitialStatic{Float64}
alpha: Float64 1.0
scaled: Bool false
, LineSearches.HagerZhang{Float64, Base.RefValue{Bool}}
delta: Float64 0.1
sigma: Float64 0.9
alphamax: Float64 Inf
rho: Float64 5.0
epsilon: Float64 1.0e-6
gamma: Float64 0.66
linesearchmax: Int64 50
psi3: Float64 0.1
display: Int64 0
mayterminate: Base.RefValue{Bool}
, nothing, Optim.var"#19#21"(), Optim.Flat(), true)
Solve
loss_1, times_1 = solve(opt1)
loss_2, times_2 = solve(opt2)
loss_3, times_3 = solve(opt3)
loss_4, times_4 = solve(opt4)
loss_5, times_5 = solve(opt5)
loss_6, times_6 = solve(opt6)
loss_7, times_7 = solve(opt7)
loss_8, times_8 = solve(opt8)
loss_9, times_9 = solve("both")
(Any[238.21335902701475, 233.15150981770586, 228.2759814545742, 223.5864068
3724764, 219.08278596850778, 214.76317176839612, 210.62656708898461, 206.67
141844249306, 202.89550289206377, 199.29761802461766 … 0.0001936341440421
4462, 0.00018948955625926338, 0.00018578581458421353, 0.0001806412684902067
, 0.00017731365657409258, 0.00017565859286636375, 0.00017238029428692176, 0
.0001642512179898975, 0.00016149209935286015, 0.00015612380672063613], Any[
0.01, 0.012009859085083008, 0.023529052734375, 0.03496289253234863, 0.04635
190963745117, 0.05791902542114258, 0.06946301460266113, 0.08103203773498535
, 0.09284090995788574, 0.10445594787597656 … 11.564873933792114, 11.58957
3860168457, 11.614413022994995, 11.639391899108887, 11.664484024047852, 11.
689626932144165, 11.714773893356323, 11.739902019500732, 11.765043020248413
, 11.790174961090088])
Results
p = plot([times_1, times_2, times_3, times_4, times_5, times_6, times_7, times_8, times_9], [loss_1, loss_2, loss_3, loss_4, loss_5, loss_6, loss_7, loss_8, loss_9],xlabel="time (s)", ylabel="loss", xscale=:log10, yscale=:log10, labels=["ADAM(0.001)" "ADAM(0.005)" "ADAM(0.05)" "RMSProp(0.001)" "RMSProp(0.005)" "RMSProp(0.05)" "BFGS()" "LBFGS()" "ADAM + BFGS"], legend=:bottomleft, linecolor=["#2660A4" "#4CD0F4" "#FEC32F" "#F763CD" "#44BD79" "#831894" "#A6ED18" "#980000" "#FF912B"])
p = plot([loss_1, loss_2, loss_3, loss_4, loss_5, loss_6, loss_7, loss_8, loss_9], xlabel="iterations", ylabel="loss", yscale=:log10, labels=["ADAM(0.001)" "ADAM(0.005)" "ADAM(0.05)" "RMSProp(0.001)" "RMSProp(0.005)" "RMSProp(0.05)" "BFGS()" "LBFGS()" "ADAM + BFGS"], legend=:bottomleft, linecolor=["#2660A4" "#4CD0F4" "#FEC32F" "#F763CD" "#44BD79" "#831894" "#A6ED18" "#980000" "#FF912B"])
@show loss_1[end], loss_2[end], loss_3[end], loss_4[end], loss_5[end], loss_6[end], loss_7[end], loss_8[end], loss_9[end]
(loss_1[end], loss_2[end], loss_3[end], loss_4[end], loss_5[end], loss_6[en
d], loss_7[end], loss_8[end], loss_9[end]) = (32.02590503889115, 0.51000893
33286841, 0.16831991580578395, 23.22538735494057, 5.253505406940997, 10.886
119247552827, 3.572109904700025e-5, 0.04940374724215937, 0.0001561238067206
3613)
(32.02590503889115, 0.5100089333286841, 0.16831991580578395, 23.22538735494
057, 5.253505406940997, 10.886119247552827, 3.572109904700025e-5, 0.0494037
4724215937, 0.00015612380672063613)
Appendix
These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.
To locally run this benchmark, do the following commands:
using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/PINNOptimizers","1d_diffusion.jmd")
Computer Information:
Julia Version 1.8.5
Commit 17cfb8e65ea (2023-01-08 06:45 UTC)
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 128 × AMD EPYC 7502 32-Core Processor
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-13.0.1 (ORCJIT, znver2)
Threads: 128 on 128 virtual cores
Environment:
JULIA_CPU_THREADS = 128
JULIA_DEPOT_PATH = /cache/julia-buildkite-plugin/depots/5b300254-1738-4989-ae0a-f4d2d937f953
Package Information:
Status `/cache/build/exclusive-amdci3-0/julialang/scimlbenchmarks-dot-jl/benchmarks/PINNOptimizers/Project.toml`
⌅ [b2108857] Lux v0.4.11
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⌃ [315f7962] NeuralPDE v5.0.0
⌃ [7f7a1694] Optimization v3.8.1
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⌃ [36348300] OptimizationOptimJL v0.1.2
⌃ [91a5bcdd] Plots v1.31.4
⌃ [31c91b34] SciMLBenchmarks v0.1.0
Info Packages marked with ⌃ and ⌅ have new versions available, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated`
Warning The project dependencies or compat requirements have changed since the manifest was last resolved. It is recommended to `Pkg.resolve()` or consider `Pkg.update()` if necessary.
And the full manifest:
Status `/cache/build/exclusive-amdci3-0/julialang/scimlbenchmarks-dot-jl/benchmarks/PINNOptimizers/Manifest.toml`
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[7bc98958] Cubature_jll v1.0.5+0
⌃ [5ae413db] EarCut_jll v2.2.3+0
⌃ [2e619515] Expat_jll v2.4.8+0
⌃ [b22a6f82] FFMPEG_jll v4.4.2+0
[a3f928ae] Fontconfig_jll v2.13.93+0
⌃ [d7e528f0] FreeType2_jll v2.10.4+0
[559328eb] FriBidi_jll v1.0.10+0
⌃ [0656b61e] GLFW_jll v3.3.6+0
⌅ [d2c73de3] GR_jll v0.66.0+0
[78b55507] Gettext_jll v0.21.0+0
⌅ [f8c6e375] Git_jll v2.34.1+0
⌃ [7746bdde] Glib_jll v2.68.3+2
[3b182d85] Graphite2_jll v1.3.14+0
[2e76f6c2] HarfBuzz_jll v2.8.1+1
⌃ [aacddb02] JpegTurbo_jll v2.1.2+0
[c1c5ebd0] LAME_jll v3.100.1+0
[88015f11] LERC_jll v3.0.0+1
⌅ [dad2f222] LLVMExtra_jll v0.0.16+0
[dd4b983a] LZO_jll v2.10.1+0
⌅ [e9f186c6] Libffi_jll v3.2.2+1
[d4300ac3] Libgcrypt_jll v1.8.7+0
⌃ [7e76a0d4] Libglvnd_jll v1.3.0+3
[7add5ba3] Libgpg_error_jll v1.42.0+0
⌃ [94ce4f54] Libiconv_jll v1.16.1+1
[4b2f31a3] Libmount_jll v2.35.0+0
⌅ [89763e89] Libtiff_jll v4.4.0+0
[38a345b3] Libuuid_jll v2.36.0+0
[e7412a2a] Ogg_jll v1.3.5+1
⌅ [458c3c95] OpenSSL_jll v1.1.17+0
[efe28fd5] OpenSpecFun_jll v0.5.5+0
[91d4177d] Opus_jll v1.3.2+0
[2f80f16e] PCRE_jll v8.44.0+0
⌃ [30392449] Pixman_jll v0.40.1+0
⌃ [ea2cea3b] Qt5Base_jll v5.15.3+1
⌅ [f50d1b31] Rmath_jll v0.3.0+0
⌃ [a2964d1f] Wayland_jll v1.19.0+0
[2381bf8a] Wayland_protocols_jll v1.25.0+0
⌃ [02c8fc9c] XML2_jll v2.9.14+0
[aed1982a] XSLT_jll v1.1.34+0
⌃ [4f6342f7] Xorg_libX11_jll v1.6.9+4
⌃ [0c0b7dd1] Xorg_libXau_jll v1.0.9+4
[935fb764] Xorg_libXcursor_jll v1.2.0+4
⌃ [a3789734] Xorg_libXdmcp_jll v1.1.3+4
[1082639a] Xorg_libXext_jll v1.3.4+4
[d091e8ba] Xorg_libXfixes_jll v5.0.3+4
[a51aa0fd] Xorg_libXi_jll v1.7.10+4
[d1454406] Xorg_libXinerama_jll v1.1.4+4
[ec84b674] Xorg_libXrandr_jll v1.5.2+4
[ea2f1a96] Xorg_libXrender_jll v0.9.10+4
⌃ [14d82f49] Xorg_libpthread_stubs_jll v0.1.0+3
⌃ [c7cfdc94] Xorg_libxcb_jll v1.13.0+3
⌃ [cc61e674] Xorg_libxkbfile_jll v1.1.0+4
[12413925] Xorg_xcb_util_image_jll v0.4.0+1
[2def613f] Xorg_xcb_util_jll v0.4.0+1
[975044d2] Xorg_xcb_util_keysyms_jll v0.4.0+1
[0d47668e] Xorg_xcb_util_renderutil_jll v0.3.9+1
[c22f9ab0] Xorg_xcb_util_wm_jll v0.4.1+1
⌃ [35661453] Xorg_xkbcomp_jll v1.4.2+4
⌃ [33bec58e] Xorg_xkeyboard_config_jll v2.27.0+4
⌃ [c5fb5394] Xorg_xtrans_jll v1.4.0+3
[8f1865be] ZeroMQ_jll v4.3.4+0
⌃ [3161d3a3] Zstd_jll v1.5.2+0
[a4ae2306] libaom_jll v3.4.0+0
[0ac62f75] libass_jll v0.15.1+0
[f638f0a6] libfdk_aac_jll v2.0.2+0
[b53b4c65] libpng_jll v1.6.38+0
[a9144af2] libsodium_jll v1.0.20+0
[f27f6e37] libvorbis_jll v1.3.7+1
[1270edf5] x264_jll v2021.5.5+0
[dfaa095f] x265_jll v3.5.0+0
⌃ [d8fb68d0] xkbcommon_jll v0.9.1+5
[0dad84c5] ArgTools v1.1.1
[56f22d72] Artifacts
[2a0f44e3] Base64
[ade2ca70] Dates
[8bb1440f] DelimitedFiles
[8ba89e20] Distributed
[f43a241f] Downloads v1.6.0
[7b1f6079] FileWatching
[9fa8497b] Future
[b77e0a4c] InteractiveUtils
[4af54fe1] LazyArtifacts
[b27032c2] LibCURL v0.6.3
[76f85450] LibGit2
[8f399da3] Libdl
[37e2e46d] LinearAlgebra
[56ddb016] Logging
[d6f4376e] Markdown
[a63ad114] Mmap
[ca575930] NetworkOptions v1.2.0
[44cfe95a] Pkg v1.8.0
[de0858da] Printf
[3fa0cd96] REPL
[9a3f8284] Random
[ea8e919c] SHA v0.7.0
[9e88b42a] Serialization
[1a1011a3] SharedArrays
[6462fe0b] Sockets
[2f01184e] SparseArrays
[10745b16] Statistics
[4607b0f0] SuiteSparse
[fa267f1f] TOML v1.0.0
[a4e569a6] Tar v1.10.0
[8dfed614] Test
[cf7118a7] UUIDs
[4ec0a83e] Unicode
[e66e0078] CompilerSupportLibraries_jll v0.5.2+0
[deac9b47] LibCURL_jll v7.81.0+0
[29816b5a] LibSSH2_jll v1.10.2+0
[c8ffd9c3] MbedTLS_jll v2.28.0+0
[14a3606d] MozillaCACerts_jll v2022.2.1
[4536629a] OpenBLAS_jll v0.3.20+0
[05823500] OpenLibm_jll v0.8.1+0
[efcefdf7] PCRE2_jll v10.40.0+0
[bea87d4a] SuiteSparse_jll v5.10.1+0
[83775a58] Zlib_jll v1.2.12+3
[8e850b90] libblastrampoline_jll v5.1.0+0
[8e850ede] nghttp2_jll v1.41.0+1
[3f19e933] p7zip_jll v17.4.0+0
Info Packages marked with ⌃ and ⌅ have new versions available, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`
Warning The project dependencies or compat requirements have changed since the manifest was last resolved. It is recommended to `Pkg.resolve()` or consider `Pkg.update()` if necessary.