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Challenges in Training PINNs: A Loss Landscape Perspective

Pratik Rathore, Weimu Lei, Zachary Frangella, Lu Lu, Madeleine Udell

TL;DR

The paper analyzes why PINN training is difficult by linking ill-conditioning of differential operators to the loss landscape, formalizing the population Gauss-Newton matrix and its concentration to the empirical GN matrix under ridge incoherence. It develops optimization-theoretic results showing that, with standard regularity and Polyak-Lojasiewicz (PL*) conditions, gradient descent makes linear progress to a neighborhood of a minimizer and damped Newton achieves fast local convergence within a neighborhood. The authors relate the conditioning to two eigen-decay scenarios, illustrating when optimization becomes hard and how coupling first- and second-order methods improves convergence. They discuss practical optimization strategies and the potential benefits of combining Adam with L-BFGS or using second-order solvers such as NysNewton-CG to enhance PINN performance on difficult PDEs.

Abstract

This paper explores challenges in training Physics-Informed Neural Networks (PINNs), emphasizing the role of the loss landscape in the training process. We examine difficulties in minimizing the PINN loss function, particularly due to ill-conditioning caused by differential operators in the residual term. We compare gradient-based optimizers Adam, L-BFGS, and their combination Adam+L-BFGS, showing the superiority of Adam+L-BFGS, and introduce a novel second-order optimizer, NysNewton-CG (NNCG), which significantly improves PINN performance. Theoretically, our work elucidates the connection between ill-conditioned differential operators and ill-conditioning in the PINN loss and shows the benefits of combining first- and second-order optimization methods. Our work presents valuable insights and more powerful optimization strategies for training PINNs, which could improve the utility of PINNs for solving difficult partial differential equations.

Challenges in Training PINNs: A Loss Landscape Perspective

TL;DR

The paper analyzes why PINN training is difficult by linking ill-conditioning of differential operators to the loss landscape, formalizing the population Gauss-Newton matrix and its concentration to the empirical GN matrix under ridge incoherence. It develops optimization-theoretic results showing that, with standard regularity and Polyak-Lojasiewicz (PL*) conditions, gradient descent makes linear progress to a neighborhood of a minimizer and damped Newton achieves fast local convergence within a neighborhood. The authors relate the conditioning to two eigen-decay scenarios, illustrating when optimization becomes hard and how coupling first- and second-order methods improves convergence. They discuss practical optimization strategies and the potential benefits of combining Adam with L-BFGS or using second-order solvers such as NysNewton-CG to enhance PINN performance on difficult PDEs.

Abstract

This paper explores challenges in training Physics-Informed Neural Networks (PINNs), emphasizing the role of the loss landscape in the training process. We examine difficulties in minimizing the PINN loss function, particularly due to ill-conditioning caused by differential operators in the residual term. We compare gradient-based optimizers Adam, L-BFGS, and their combination Adam+L-BFGS, showing the superiority of Adam+L-BFGS, and introduce a novel second-order optimizer, NysNewton-CG (NNCG), which significantly improves PINN performance. Theoretically, our work elucidates the connection between ill-conditioned differential operators and ill-conditioning in the PINN loss and shows the benefits of combining first- and second-order optimization methods. Our work presents valuable insights and more powerful optimization strategies for training PINNs, which could improve the utility of PINNs for solving difficult partial differential equations.
Paper Structure (7 sections, 17 theorems, 44 equations)

This paper contains 7 sections, 17 theorems, 44 equations.

Key Result

Lemma 1

Define $\mathcal{A} = \mathcal{D}^{*}\mathcal{D}$. Then the matrix $G_{\infty}(w)$ satisfies

Theorems & Definitions (27)

  • Lemma 1: Characterizing $G_{\infty}(w)$
  • proof
  • Theorem 1
  • Lemma 2
  • Proposition 1
  • Theorem 2: An ill-conditioned differential operator leads to hard optimization
  • Theorem 3
  • Lemma 3: Descent Principle
  • Corollary 1: Getting close to a minimizer
  • proof
  • ...and 17 more