added additional loss against data for NNODE

src/ode_solve.jl

@@ -3,7 +3,7 @@ abstract type NeuralPDEAlgorithm <: DiffEqBase.AbstractODEAlgorithm end
 """
 ```julia
 NNODE(chain, opt=OptimizationPolyalgorithms.PolyOpt(), init_params = nothing;
-                          autodiff=false, batch=0, kwargs...)
+                          autodiff=false, batch=0,additional_loss=nothing,kwargs...)
 ```
 
 Algorithm for solving ordinary differential equations using a neural network. This is a specialization
@@ -23,7 +23,14 @@ of the physics-informed neural network which is used as a solver for a standard
   which thus uses the random initialization provided by the neural network library.
 
 ## Keyword Arguments
-
+* `additional_loss`: A function additional_loss(phi, θ) where phi are the neural network trial solutions,
+                     θ are the weights of the neural network(s).
+example: 
+    ts=[t for t in 1:100]
+    (u_, t_) = (analytical_func(ts), ts)
+    function additional_loss(phi, θ)
+        return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+    end
 * `autodiff`: The switch between automatic and numerical differentiation for
               the PDE operators. The reverse mode of the loss function is always
               automatic differentiation (via Zygote), this is only for the derivative
@@ -63,20 +70,23 @@ is an accurate interpolation (up to the neural network training result). In addi
 Lagaris, Isaac E., Aristidis Likas, and Dimitrios I. Fotiadis. "Artificial neural networks for solving
 ordinary and partial differential equations." IEEE Transactions on Neural Networks 9, no. 5 (1998): 987-1000.
 """
-struct NNODE{C, O, P, B, K, S <: Union{Nothing, AbstractTrainingStrategy}} <:
+struct NNODE{C, O, P, B, K, AL <: Union{Nothing, Function},
+             S <: Union{Nothing, AbstractTrainingStrategy}
+             } <:
        NeuralPDEAlgorithm
     chain::C
     opt::O
     init_params::P
     autodiff::Bool
     batch::B
     strategy::S
+    additional_loss::AL
     kwargs::K
 end
 function NNODE(chain, opt, init_params = nothing;
                strategy = nothing,
-               autodiff = false, batch = nothing, kwargs...)
-    NNODE(chain, opt, init_params, autodiff, batch, strategy, kwargs)
+               autodiff = false, batch = nothing, additional_loss = nothing, kwargs...)
+    NNODE(chain, opt, init_params, autodiff, batch, strategy, additional_loss, kwargs)
 end
 
 """
@@ -236,7 +246,7 @@ function inner_loss(phi::ODEPhi{C, T, U}, f, autodiff::Bool, t::AbstractVector,
 end
 
 """
-Representation of the loss function, paramtric on the training strategy `strategy`
+Representation of the loss function, parametric on the training strategy `strategy`
 """
 function generate_loss(strategy::QuadratureTraining, phi, f, autodiff::Bool, tspan, p,
                        batch)
@@ -250,38 +260,38 @@ function generate_loss(strategy::QuadratureTraining, phi, f, autodiff::Bool, tsp
         sol.u
     end
 
-    # Default this to ForwardDiff until Integrals.jl autodiff is sorted out
-    OptimizationFunction(loss, Optimization.AutoForwardDiff())
+    return loss
 end
 
 function generate_loss(strategy::GridTraining, phi, f, autodiff::Bool, tspan, p, batch)
     ts = tspan[1]:(strategy.dx):tspan[2]
 
     # sum(abs2,inner_loss(t,θ) for t in ts) but Zygote generators are broken
-
     function loss(θ, _)
         if batch
             sum(abs2, inner_loss(phi, f, autodiff, ts, θ, p))
         else
             sum(abs2, [inner_loss(phi, f, autodiff, t, θ, p) for t in ts])
         end
     end
-    optf = OptimizationFunction(loss, Optimization.AutoZygote())
+
+    return loss
 end
 
 function generate_loss(strategy::StochasticTraining, phi, f, autodiff::Bool, tspan, p,
                        batch)
+    # sum(abs2,inner_loss(t,θ) for t in ts) but Zygote generators are broken
     function loss(θ, _)
         ts = adapt(parameterless_type(θ),
                    [(tspan[2] - tspan[1]) * rand() + tspan[1] for i in 1:(strategy.points)])
-
         if batch
             sum(abs2, inner_loss(phi, f, autodiff, ts, θ, p))
         else
             sum(abs2, [inner_loss(phi, f, autodiff, t, θ, p) for t in ts])
         end
     end
-    optf = OptimizationFunction(loss, Optimization.AutoZygote())
+
+    return loss
 end
 
 function generate_loss(strategy::WeightedIntervalTraining, phi, f, autodiff::Bool, tspan, p,
@@ -312,7 +322,8 @@ function generate_loss(strategy::WeightedIntervalTraining, phi, f, autodiff::Boo
             sum(abs2, [inner_loss(phi, f, autodiff, t, θ, p) for t in ts])
         end
     end
-    optf = OptimizationFunction(loss, Optimization.AutoZygote())
+
+    return loss
 end
 
 function generate_loss(strategy::QuasiRandomTraining, phi, f, autodiff::Bool, tspan)
@@ -407,7 +418,34 @@ function DiffEqBase.__solve(prob::DiffEqBase.AbstractODEProblem,
         alg.batch
     end
 
-    optf = generate_loss(strategy, phi, f, autodiff::Bool, tspan, p, batch)
+    # additional loss
+    additional_loss = alg.additional_loss
+
+    # Creates OptimizationFunction Object from total_loss
+    function total_loss(θ, _)
+        L2_loss = generate_loss(strategy, phi, f, autodiff, tspan, p, batch)(θ, phi)
+        if !(additional_loss isa Nothing)
+            return additional_loss(phi, θ) + L2_loss
+        end
+        L2_loss
+    end
+
+    # Choice of Optimization Algo for Training Strategies
+    opt_algo = if strategy isa QuadratureTraining
+        Optimization.AutoForwardDiff()
+    elseif strategy isa StochasticTraining
+        Optimization.AutoZygote()
+    elseif strategy isa WeightedIntervalTraining
+        Optimization.AutoZygote()
+    else
+        # by default GridTraining choice of Optimization
+        # if adding new training algorithms we can extend this,
+        # if-elseif-else block for choices of optimization algos
+        Optimization.AutoZygote()
+    end
+
+    # Creates OptimizationFunction Object from total_loss
+    optf = OptimizationFunction(total_loss, opt_algo)
 
     iteration = 0
     callback = function (p, l)

test/NNODE_tests.jl

@@ -207,6 +207,7 @@ sol = solve(prob, NeuralPDE.NNODE(luxchain, opt; batch = true), verbose = true,
             abstol = 1.0f-8, dt = 1 / 5.0f0)
 @test sol.errors[:l2] < 0.5
 
+# WeightedIntervalTraining(Lux Chain)
 function f(u, p, t)
     [p[1] * u[1] - p[2] * u[1] * u[2], -p[3] * u[2] + p[4] * u[1] * u[2]]
 end
@@ -228,3 +229,97 @@ alg = NeuralPDE.NNODE(chain, opt, autodiff = false,
 sol = solve(prob_oop, alg, verbose = true, maxiters = 100000, saveat = 0.01)
 
 @test abs(mean(sol) - mean(true_sol)) < 0.2
+
+# Checking if additional_loss feature works for NNODE
+linear = (u, p, t) -> cos(2pi * t)
+linear_analytic = (u, p, t) -> (1 / (2pi)) * sin(2pi * t)
+tspan = (0.0f0, 1.0f0)
+dt = (tspan[2] - tspan[1]) / 99
+ts = collect(tspan[1]:dt:tspan[2])
+prob = ODEProblem(ODEFunction(linear, analytic = linear_analytic), 0.0f0, (0.0f0, 1.0f0))
+opt = OptimizationOptimisers.Adam(0.1, (0.9, 0.95))
+
+# Analytical solution
+u_analytical(x) = (1 / (2pi)) .* sin.(2pi .* x)
+
+# GridTraining (Flux Chain)
+chain = Flux.Chain(Dense(1, 5, σ), Dense(5, 1))
+
+(u_, t_) = (u_analytical(ts), ts)
+function additional_loss(phi, θ)
+    return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+end
+
+alg1 = NeuralPDE.NNODE(chain, opt, strategy = GridTraining(0.01),
+                       additional_loss = additional_loss)
+
+sol1 = solve(prob, alg1, verbose = true, abstol = 1.0f-8, maxiters = 500)
+@test sol1.errors[:l2] < 0.5
+
+# GridTraining (Lux Chain)
+luxchain = Lux.Chain(Lux.Dense(1, 5, Lux.σ), Lux.Dense(5, 1))
+
+(u_, t_) = (u_analytical(ts), ts)
+function additional_loss(phi, θ)
+    return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+end
+
+alg1 = NeuralPDE.NNODE(luxchain, opt, strategy = GridTraining(0.01),
+                       additional_loss = additional_loss)
+
+sol1 = solve(prob, alg1, verbose = true, abstol = 1.0f-8, maxiters = 500)
+@test sol1.errors[:l2] < 0.5
+
+# QuadratureTraining (Flux Chain)
+chain = Flux.Chain(Dense(1, 5, σ), Dense(5, 1))
+
+(u_, t_) = (u_analytical(ts), ts)
+function additional_loss(phi, θ)
+    return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+end
+
+alg1 = NeuralPDE.NNODE(chain, opt, additional_loss = additional_loss)
+
+sol1 = solve(prob, alg1, verbose = true, abstol = 1.0f-10, maxiters = 200)
+@test sol1.errors[:l2] < 0.5
+
+# QuadratureTraining (Lux Chain)
+luxchain = Lux.Chain(Lux.Dense(1, 5, Lux.σ), Lux.Dense(5, 1))
+
+(u_, t_) = (u_analytical(ts), ts)
+function additional_loss(phi, θ)
+    return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+end
+
+alg1 = NeuralPDE.NNODE(luxchain, opt, additional_loss = additional_loss)
+
+sol1 = solve(prob, alg1, verbose = true, abstol = 1.0f-10, maxiters = 200)
+@test sol1.errors[:l2] < 0.5
+
+# StochasticTraining(Flux Chain)
+chain = Flux.Chain(Dense(1, 5, σ), Dense(5, 1))
+
+(u_, t_) = (u_analytical(ts), ts)
+function additional_loss(phi, θ)
+    return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+end
+
+alg1 = NeuralPDE.NNODE(chain, opt, strategy = StochasticTraining(1000),
+                       additional_loss = additional_loss)
+
+sol1 = solve(prob, alg1, verbose = true, abstol = 1.0f-8, maxiters = 500)
+@test sol1.errors[:l2] < 0.5
+
+# StochasticTraining (Lux Chain)
+luxchain = Lux.Chain(Lux.Dense(1, 5, Lux.σ), Lux.Dense(5, 1))
+
+(u_, t_) = (u_analytical(ts), ts)
+function additional_loss(phi, θ)
+    return sum(sum(abs2, [phi(t, θ) for t in t_] .- u_)) / length(u_)
+end
+
+alg1 = NeuralPDE.NNODE(luxchain, opt, strategy = StochasticTraining(1000),
+                       additional_loss = additional_loss)
+
+sol1 = solve(prob, alg1, verbose = true, abstol = 1.0f-8, maxiters = 500)
+@test sol1.errors[:l2] < 0.5