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"Xorg_libxcb_jll", "Xorg_xkeyboard_config_jll"] +git-tree-sha1 = "fbf139bce07a534df0e699dbb5f5cc9346f95cc1" +uuid = "d8fb68d0-12a3-5cfd-a85a-d49703b185fd" +version = "1.9.2+0" diff --git a/class11/Project.toml b/class11/Project.toml new file mode 100644 index 0000000..eb5eeb1 --- /dev/null +++ b/class11/Project.toml @@ -0,0 +1,10 @@ +[deps] +ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66" +Images = "916415d5-f1e6-5110-898d-aaa5f9f070e0" +Lux = "b2108857-7c20-44ae-9111-449ecde12c47" +Optimisers = "3bd65402-5787-11e9-1adc-39752487f4e2" +Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" +Pluto = "c3e4b0f8-55cb-11ea-2926-15256bba5781" +PlutoUI = "7f904dfe-b85e-4ff6-b463-dae2292396a8" +ShortCodes = "f62ebe17-55c5-4640-972f-b59c0dd11ccf" +Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" diff --git a/class11/badforce.mp4 b/class11/badforce.mp4 new file mode 100644 index 0000000..63f7b5e Binary files /dev/null and b/class11/badforce.mp4 differ diff --git a/class11/class11.html b/class11/class11.html new file mode 100644 index 0000000..5c433cf --- /dev/null +++ b/class11/class11.html @@ -0,0 +1,19 @@ + + + + + + + +
\ No newline at end of file diff --git a/class11/class11.jl b/class11/class11.jl new file mode 100644 index 0000000..d1428cd --- /dev/null +++ b/class11/class11.jl @@ -0,0 +1,650 @@ +### A Pluto.jl notebook ### +# v0.20.20 + +using Markdown +using InteractiveUtils + +# ╔═╡ 926b3e8e-31b6-4de0-b3b1-d70294426a1c +begin + class_dir = @__DIR__ + import Pkg + Pkg.activate(".") + Pkg.instantiate() + using PlutoUI + using ShortCodes + import Images: load +html""" + +""" +end + +# ╔═╡ c48ccfc8-ab82-11f0-0da1-69057214509e +md""" +# Physics-Informed Neural Networks + +This chapter discusses **P**hysics-**I**nformed **N**eural **N**etworks, and in particular the intersection between PINNs and optimal control. +""" + +# ╔═╡ 2296bdef-0a38-4e89-a8dc-0fed82e55bde +html""" +
+ +
+""" + +# ╔═╡ 52383cc7-4628-4653-8f07-217c8b830193 +md""" +## Motivation + +Why do we need specialized methods for neural networks when physics is involved? + +After all, neural networks are **universal approximators**, meaning they can learn any function. + +So what happens if we treat a "physics" learning problem like a normal one? + After all, ignoring decades (centuries?) of prior work has never led anybody astray. + So let's just take the typical learning approach -- ignore all structure in the problem + and simply train a gargantuan model on a massive dataset of input-output pairs. + Given the sheer volume of venture capital dollars betting on this idea, + it should work, right? Right?? +""" + +# ╔═╡ ebb07b92-dd4c-4a5d-bb49-3e065c12737f +html""" +
+""" + +# ╔═╡ 6c014a4d-909b-459f-aa27-b307c963bef8 +md""" +#### A (not so) naive approach + +In this section, we'll briefly review the findings of the paper +[What Has a Foundation Model Found? Using Inductive Bias to Probe for World Models](https://arxiv.org/abs/2507.06952) + + +This paper uses state-of-the-art neural network architectures, namely Transformers, +to attempt to learn orbital mechanics from data. Specifically, the authors randomly +sample some initial conditions (masses, positions, relative velocities), +then use Newton's laws to forward-simulate orbits, and collect sequences of positions. + + +Since the paper is using transformers, the model takes as input a sequence, +and return a sequence. In this case, each sequence refers to a (synthetic) solar system. + + +The visualization below shows training points (left) and learned trajectories (right). +Interestingly, this paper goes a step further than merely plotting learned trajectories -- +in an effort to "distill" what the model has learned, a symbolic regression post-processing +is applied to extract a (relatively) simple force law, which you can see rendered below +the plot. Clearly, it is quite different from what Newton found. +""" + +# ╔═╡ 5347fe90-c3d2-48a6-9010-22105cf3bcbc +PlutoUI.LocalResource(joinpath(pwd(), "badforce.mp4")) + +# ╔═╡ 5b79beca-f6b1-4fec-87f6-b312b31c3282 +md""" + +#### What are they doing? + +So, even huge, SOTA architectures fail to learn even relatively simple physics. +When something fails spectacularly, I like to take a step back and re-evaluate +what we are trying to do in the first place. So, let's try to sketch the problem at hand. + +```math +\begin{align} +\text{find} \quad & \theta \\ +\text{such that} \quad & \text{NN}_\theta(x)=\text{Physics}(x) \quad \forall x\in\operatorname{supp}(\mathfrak{D}) +\end{align} +``` + +From UAT, assuming the NN is big enough, we know there exists such as $\theta$. +To solve it, the paper above takes a very straightforward approach, reformulating to: +```math +\begin{align} +\operatorname{min}_\theta \quad & \mathbb{E}_{x\sim\mathfrak{D}} \;\| \text{NN}_\theta(x)-\text{Physics}(x) \|_2^2 +\end{align} +``` + +Furthermore, the paper pre-collects the a finite dataset $\mathcal{D}$, +where each element is $(x,y\coloneqq\text{Physics}(x))$. This lets us ignore that +there is physics involved, and just apply supervised learning: +```math +\begin{align} +\text{min}_\theta \quad & \sum_{(x,y)\in\mathcal{D}} \;\| \text{NN}_\theta(x)-y \|_2^2 +\end{align} +``` +""" + +# ╔═╡ 78e684d9-f914-41e6-82af-fab18bb0aba1 +md""" +#### The problem + +Clearly, although this approach is simple and straightforward, the results are not good. +In this section, we attempt to explore why that is the case. + + +An important property of neural networks is their susceptance to +so-called *adversarial examples*. These are points $x$ for which $\text{NN}(x)$ returns a +poor prediction, despite being "in-distribution." + +These points arise due to the **high-dimensional** nature of most learning problems, +and the fact that we are using **finite training data**. In high dimension, this means +there are huge regions in $\text{supp}(\mathfrak{D})$ that the model is effectively +"unaware" of. In these regions, good performance can really only be attributed to divine +benevolence (some people like to use empty terms like "implicit regularization" instead, +potató, potáto). +""" + +# ╔═╡ 62e09788-c204-4e66-9b2e-19b1c262461c +html""" +
+ +           +
+""" + +# ╔═╡ bd8d65d0-8058-4a2e-8bc3-e7e2d240b8ae +html""" +I highly recommend visiting Flatland if you want some intuition for why this is. I like this series of videos . + +
+""" + +# ╔═╡ 1d319400-a7f5-4618-967c-7ba5a7d606dc +md""" +This behavior is only more pronounced in physics-related learning problems. Often, +data comes from expensive and/or cumbersome experiments, meaning training dataset +sizes are in the 100s to 1000s of points, rather than billions to trillions. +Indeed, "serious" applications of PINNs are not trying to reconstruct physical +laws that have been known for centuries -- they are interested in accelerating the +resolution of PDEs, solving inverse problems, etc. + +So how can we do better? Can we leverage our expert knowledge to train better models? (Yes!!) +""" + +# ╔═╡ bee0d0f9-6e8f-474f-bfa7-cdab6f91619a +md""" +### PDE learning + +The most common application of PINNs is to solve parametric partial differential +equations. To analogize back to the orbital mechanics, the PDE is like the ground truth +gravitational physics model, and the parameters correspond to e.g. different masses of planets. +Importantly, *across all parameters/inputs, we know (as experts) that we are looking at the +**same underlying physics**.* Similarly in PDE learning, we are always interested in the **same PDE** +(or at least a family of very similar PDEs). +Let's explore in some more detail this setting, so we can try to figure out what expert +knowledge can be injected into the learning setup. +""" + +# ╔═╡ a71a4dc1-1a68-43dd-8cfb-c87178d051a4 +md""" +#### Formal setup + +We consider a family of problems stated in terms of parameter vector +$\gamma \in \mathcal{P} \subset \mathbb{R}^p$: + +```math +\begin{align} +\mathcal{O}\big(u(t,\mathbf{x}); \gamma \big) &= f\big(u(t,\mathbf{x}; \gamma)\big) \quad &&\mathbf{x}\text{ in } \Omega,\; t\in[0,T],\\ +\mathcal{O}_\mathcal{B}\big(u(t,\mathbf{x}); \gamma) &= f_B(u(t,\mathbf{x}); \gamma) \quad &&\mathbf{x}\text{ in } \partial\Omega,\; t\in[0,T],\\ +\end{align} +``` + +Here, $t$ is the temporal coordinate, $x$ is the spatial coordinate/state, +and our neural network will learn to approximate the ground-truth solution $u(t,\mathbf{x})$. + + +Our goal is to fit a neural network $\hat{u}(t,\mathbf{x})$ that respects these conditions. +In other words, we are solving: + +```math +\begin{align} +\text{find} &\enspace \theta \\ +\text{such that} &\enspace +\mathcal{O}\big(\hat{u}_\theta(t,\mathbf{x}); \gamma\big) = f\big(\hat{u}_\theta(t,\mathbf{x}); \gamma\big) \quad \forall \mathbf{x} \in\Omega,\; t\in[0,T],\\ +&\enspace \mathcal{O}_\mathcal{B}\big(\hat{u}_\theta(t,\mathbf{x}); \gamma\big) = f_B\big(\hat{u}_\theta(t,\mathbf{x}); \gamma\big) \quad \forall \mathbf{x}\in\partial\Omega,\; t\in[0,T]. +\end{align} +``` + +Note that this is much more detailed than the orbital mechanics setup used in the paper above. +There, they pretend they don't know physics and try to recover it -- +here, we know the physics and try to accelerate solving it. +""" + +# ╔═╡ 5b4dc006-0d4f-451f-b16d-c2f755a58b2f +md""" +While useful to write down, this notation isn't exactly helpful for building intuition. +So let's consider a simple example, the heat equation, to get a better sense of + what is going on: + +```math +\begin{align} +\frac{\partial u}{\partial t} = \lambda \frac{\partial^2 u}{\partial \mathbf{x}^2} \quad\quad &\forall \mathbf{x}\in\Omega,\;\forall t\\ +u(t,\mathbf{x})=\rho \quad\quad&\forall \mathbf{x}\in\partial\Omega,\;\forall t \\ +u(0,\mathbf{x})=\gamma \quad\quad&\forall \mathbf{x}\in\Omega +\end{align} +``` +Here, $t$ is time, $\mathbf{x}$ is some coordinates, $\Omega$ is some surface that +we are heating, that has heat parameter $\lambda$, and $\partial\Omega$ is the boundary +of this surface. We further specify the initial condition that the entire surface +has heat $\gamma$ at time zero, and that the boundaries of the surface always +have temperature $\rho$. + +Our goal is to fit a neural network $\hat{u}(t,\mathbf{x})$ that +respects these conditions, so: +```math +\begin{align} +\text{find} &\enspace \theta \\ +\text{such that} &\enspace +\frac{\partial \hat{u}_\theta(t,\mathbf{x})}{\partial t} = \lambda \frac{\partial^2 \hat{u}_\theta(t,\mathbf{x})}{\partial \mathbf{x}^2} &\forall \mathbf{x} \in\Omega, \;\forall t\\ +&\enspace \hat{u}_\theta(t,\mathbf{x})=\rho &\forall \mathbf{x}\in\partial\Omega, \;\forall t \\ +&\enspace \hat{u}_\theta(0,\mathbf{x})=\gamma &\forall \mathbf{x}\in\Omega \\ +\end{align} +``` + +Now, it should be evident how the PDE learning problem is more complicated +than the formulation considered in the orbital mechanics learning paper. +Indeed, the first constraint (and in general, the BC/IC also) involves +derivatives of the neural network $\hat{u}$. Although it certainly looks scary, +it turns out the same straightforward approach can be used; just move +all the constraints to the loss. In other words, solve instead + +```math +\begin{align} +\text{min}_\theta \quad +&\mathbb{E}_{\mathbf{x}\in\Omega,\,t\in\mathcal{T}} \;\| \frac{\partial \hat{u}_\theta(t,\mathbf{x})}{\partial t} - \lambda \frac{\partial^2 \hat{u}_\theta(t,\mathbf{x})}{\partial \mathbf{x}^2} \|_2^2\\ +&\quad+\mathbb{E}_{\mathbf{x}\in\partial\Omega,\,t\in\mathcal{T}} \;\| \hat{u}_\theta(t, \mathbf{x}) - \rho \|_2^2\\ +&\quad\quad+\mathbb{E}_{\mathbf{x}\in\Omega} \;\| \hat{u}_\theta(0, \mathbf{x})-\gamma \|_2^2 \\ +\end{align} +``` + +""" + +# ╔═╡ 50d2d118-1aae-4a7a-a462-d27270cb2fd0 +md""" +Note that we have three different expectations -- the first is over "collocation points", +the second over "boundary condition points" and the third over "initial condition" points. +The figure below visualizes these: +""" + +# ╔═╡ 8320a531-d420-449d-89e4-8394e2cf990f +html""" +
+""" + +# ╔═╡ 0cfd0f95-ca95-4b68-a6d4-b09f3c7ed6c4 +md""" +**This is the key feature of PINNs: exploiting the availability of collocation points.** +After all, in most learning settings, i.e. image classification, we can't say much about +some random data point. But in the PINN setting, we know that physics holds **everywhere** +(within $\Omega$), even if we don't know the $u$ for that point. Thus, we effectively have +unlimited semi-labeled data, where **the physics itself is the label.** +""" + +# ╔═╡ 41b2e013-a9bc-47cf-81ae-d34f93b4b5aa +md""" +It is important to notice that there are no "labels" here so far. In some cases, +measurements $u^\star$ are added: + +```math +\begin{align} +\text{min}_\theta \quad +&\sum_{(t,\mathbf{x},u^\star)\in\mathcal{D}}\;\|\hat{u}_\theta(t,\mathbf{x}) - u^\star\|\\ +&\quad+\mathbb{E}_{\mathbf{x}\in\Omega,\,t\in\mathcal{T}} \;\| \frac{\partial \hat{u}_\theta(t,\mathbf{x})}{\partial t} - \lambda \frac{\partial^2 \hat{u}_\theta(t,\mathbf{x})}{\partial \mathbf{x}^2} \|_2^2 \\ +&\quad\quad+\mathbb{E}_{\mathbf{x}\in\partial\Omega,\,t\in\mathcal{T}} \;\| \hat{u}_\theta(t, \mathbf{x}) - \rho \|_2^2 \\ +&\quad\quad\quad+\mathbb{E}_{\mathbf{x}\in\Omega} \;\| \hat{u}_\theta(0, \mathbf{x})-\gamma \|_2^2 \\ +\end{align} +``` + +This is particularly common in settings where the physics is not (entirely) +known -- for example, if we had to estimate $\gamma$ or $\rho$ from data. +""" + +# ╔═╡ 46d0cbc9-d397-4fa5-98ab-450047b44d2c +md""" +## Isn't this a control class? + +While using neural networks to solve parametric differential equations is interesting, +it is only half the battle in optimal control. In the setting of optimal control, +we are interested in *PDE-constrained optimization*, i.e. + +```math +\begin{align*} +\min \quad & \Psi(u;\gamma) \\ +\text{s.t.} \quad & \mathcal{O}\big(u(t,\mathbf{x}); \gamma \big) = f\big(u(t,\mathbf{x}; \gamma)\big) \quad &&\mathbf{x}\text{ in } \Omega,\; t\in[0,T],\\ +&\mathcal{O}_\mathcal{B}\big(u(t,\mathbf{x}); \gamma) = f_B(u(t,\mathbf{x}); \gamma) \quad &&\mathbf{x}\text{ in } \partial\Omega,\; t\in[0,T],\\ +\end{align*} +``` +""" + +# ╔═╡ f5c5224e-05db-424f-b05a-7e8101acadc1 +md""" +Now, we are not only interested in approximating the solution to a PDE. +We are now trying to *select a PDE from a family of PDEs* where to evaluate each PDE, +we need the solution. The rest of the chapter reviews a few interesting ways that +select prior works have addressed this problem. +""" + +# ╔═╡ b504d8d1-63d6-41e0-bd1e-d946c43d7b9e +md""" + +## ICRNN: Optimal Control Via Neural Networks: A Convex Approach + + +First introduced in [Input Convex Neural Networks](https://arxiv.org/pdf/1609.07152), +ICNNs are neural networks which are *not* universal approximators. Instead, they, +by design, can only approximate convex functions. They achieve this by maintaining two +properties of the architecture: non-negative weights, and convex increasing activation +functions. Under these assumptions, a neural network layer is just a nested series of +positive combinations of convex functions, which is known to be convex. Then, if one +knows that the underlying function to be learned is convex, ICNNs are a powerful tool + for reducing the hypothesis space of the neural network training. + +In the control setting, ICNNs have been leveraged by the paper +[Optimal Control Via Neural Networks: A Convex Approach](https://arxiv.org/abs/1805.11835), +which proposes an RNN (recursive neural network) version of ICNNs to address control problems. +The figure below shows the regular ICNN (a) and the recursive version (b) proposed by the paper. +""" + +# ╔═╡ 9df77ef3-167f-45c6-b41c-26537646dc94 +(load(joinpath(class_dir, "icrnn.png"))) + +# ╔═╡ 10d49868-5668-4c95-93a8-0a94180c6cba +md""" +Note that ICNNs often include skip connections (whose weights are denoted $D_i$ in the figure). +This idea is used to implement the recursive version as well. In particular, the latent state +of each time step is skip-connected into the next time step, allowing the model to utilize +previous activations to inform next predictions -- all while maintaining convexity of the +learned function. Note that only the $W$ weights must be non-negative. Indeed, note that +the first layer weights are effectively $[I, -I]$ since the input is $[u, -u]$ +instead of just $u$. +""" + +# ╔═╡ 9ac946a3-8475-4edd-8226-e2c17dae42c8 +md""" +The way the ICRNN paper then uses the neural network is quite interesting. +First, they train using end-to-end data. For example, to control a building's HVAC +system -- which is of course govenered by some underlying (very complicated) PDE, +one starts by collecting measurements of states, controls, and costs. Then, an +ICRNN is trained to fit the overall cost function. Basically, the paper proposes +to replace with learning the entire control problem except for the `min` part. +The minimization is still performed explicitly, as decsribed next. + +The ICRNN is then used inside of a Model Predictive Control (MPC) loop, +where the usual local model optimization step (i.e., the form+solve QP step) +is replaced by instead **optimization over** the trained neural network. +Note that this is a different way of using neural networks than most works. +Instead of merely using it as an input-output black box, the paper leverages +the fact that the learned function is convex to enable efficient +(gradient-descent-based) optimization over it. + +The results are shown below. As you can see, the approach is very performant, +basically matching the ground-truth. +""" + +# ╔═╡ 94d37a10-f30c-4b48-a30d-b593f6edcace +(load(joinpath(class_dir, "icrnn_results.png"))) + +# ╔═╡ 74d93555-e4e5-4aaf-ac5a-c1224f98d93a +md""" +## PINC -- Physics Informed Neural Networks for Control + +Although the ICRNN approach is creative and works for what it was designed for, +it operates in the setting of unknown dynamics. What if you know your dynamics +(approxiamtely)? The paper +[Physics-Informed Neural Nets for Control of Dynamical Systems](https://arxiv.org/abs/2104.02556) +addresses this setting. + +In particular, PINC aims to accelerate MPC-based control systems. +The main idea is that, unlike the basic PINN-for-control setup where one learned +to approximate the dynamics then incorporates the neural network into a PDE solver, +PINC proposes to immediately learn the integrator itself. Thus, instead of just +taking as input the state/control, PINC also takes the number of time steps to +look ahead $t$ as input. This enables running an entire MPC inner-loop in +one neural network inference, since one can pass $t=T$. Refer to the +figure below for a reminder of how MPC works. +""" + +# ╔═╡ 16049028-7ec9-4932-b52c-56b015eb979f +(load(joinpath(class_dir, "pincmpc.png"))) + +# ╔═╡ 68bc0e5c-dd7b-4752-a67f-917f97b16067 +md""" +The main idea of PINC is train a neural network that can jump ahead, +directly from the $y(0), u[k]$ input to the $y[k+1]$ output. By leveraging the fact +that we know exactly the dynamics in this setting (we may not know the true dynamics, +but within MPC, we operate as if the local model is exact), we can train the model +using a PINN loss, entirely self-supervised. Then, the network can be applied in a +"self-loop" to compute the full horizon up to $y[M]$. + + +The figure below visualizes the architecture. +""" + +# ╔═╡ e21b02a8-90dc-48cf-a1c8-0f81599fbb57 +(load(joinpath(class_dir, "pincloop.png"))) + +# ╔═╡ 08614d3e-244f-46d7-ac38-18c8f1651924 +md""" +It is important to highlight that during inference, $T$ is always plugged in for +the $t$ input, while during training, all values of $t\in[0,T]$ are used. This is +necessary since the physics we know is instantaneous -- we can't say anything about +long-term evolutions based on the dynamics alone (i.e. without an integrator). Thus, +the loss is exactly the physics informed loss from above: one term for penalizing the +initial condition, with an expectation over all space, another term for penalizing the +dynamics, with an expectation for all space and time, and another term for the boundary +condition, with an expectation over boundary space and all time. +""" + +# ╔═╡ f238f923-3678-456e-bbd0-4936facc65fb +md""" +## Control PINNs: Physics-informed neural networks for PDE-constrained optimization and control + +The paper [Physics-informed neural networks for PDE-constrained optimization and control](https://arxiv.org/abs/2205.03377) +introduces Control PINNs, which take the PINC approach even one step further. +In PINC, as described above, we still have an MPC loop, we just +replace both the integrator and the dynamics with a neural network. +In Control PINNs, the authors propose to replace the entire PDE-constrained optimization +with a neural network. Thus, it is more similar to the ICRNN paper, where we replace all +but the optimization part of the PDE-constrained control problem. However, in Control PINNs, +instead of learning a function to optimize over, the authors propose to learn a +neural network that learns the optimization component as well. + +This complicates the learning since now, we must not only incorporate the physics +of the PDE, but also the ``optimization physics,'' i.e. the KKT conditions. +In particular, note that any optimal solution to the PDE-constrained optimization +problem satisfies the following equaitons; now in terms of the state, control, +and *adjoint variables* $\lambda$ (in optimization terms, dual variables): + +```math +\begin{align} + \begin{split} + &\frac{\partial \mathbf{y}}{\partial t} = + \mathbf{f}\bigl(\mathbf{y}, \mathbf{u}\bigr), + \quad \forall\, t \in [t_0,t_f],\; + \forall\, x \in \Omega, \\ + &\mathbf{y}\big|_{t_0} = \mathbf{y}_0, + \quad \forall\, x \in \Omega,\\ + &B\,\mathbf{y} = \mathbf{b}(t, x), + \quad \forall\, t \in [t_0,t_f],\; + \forall\, x \in \partial\Omega, + \end{split}\\[1ex] + \begin{split} + &\frac{\partial \boldsymbol{\lambda}}{\partial t} = + - \boldsymbol{\lambda}^T + \frac{\partial \mathbf{f}}{\partial \mathbf{y}} + \bigl(\mathbf{y}, \mathbf{u}\bigr) + - \frac{\partial g}{\partial \mathbf{y}} + \bigl(\mathbf{y}, \mathbf{u}\bigr), + \quad \forall\, t \in [t_0,t_f],\; + \forall\, x \in \Omega,\\ + &\boldsymbol{\lambda}\big|_{t_f} = + w_{\mathbf{y}}\bigl(\mathbf{y}\big|_{t_f}\bigr), + \quad \forall\, x \in \Omega, \\ + &B^{*}\boldsymbol{\lambda} = 0, + \quad \forall\, t \in [t_0,t_f],\; + \forall\, x \in \Omega, + \end{split}\\[1ex] + \boldsymbol{\lambda}^T + \frac{\partial \mathbf{f}}{\partial \mathbf{u}} + \bigl(\mathbf{y}, \mathbf{u}\bigr) + + \frac{\partial g}{\partial \mathbf{u}} + \bigl(\mathbf{y}, \mathbf{u}\bigr) + = \mathbf{0}, + \quad \forall\, t \in [t_0,t_f],\; + \forall\, x \in \Omega. +\end{align} +``` +""" + +# ╔═╡ b661a654-e35b-421e-a42a-c93084146de6 +md""" +The rest of the methodology is fairly straight-forward. Indeed, the main concept of PINNs +is to add penalty terms for conditions that we know hold over the entire domain. +In the original description, we include in this list of conditions only the PDE itself. +In Control PINNs, we augment this list of conditions to also include the KKT conditions +listed above. In this way, the method is rather straightforward. In particular, +it avoids the system complexity of having optimization and learning interact in the +control system, instead moving all the complexity into the learning. Despite the +simplicity in design, as we will see next, this leads to very unstable training. +""" + +# ╔═╡ f8b5b858-b133-4459-934f-59b7a4b36542 +md""" +The figure below shows training curves for a very simple 1D heat example. +Despite the very simple example (which can be addressed by traditional methods easily), +Control PINNs are already struggling to converge nicely. As you can see, even after 2000 epochs, +the Control PINN PDE loss (the error of approximating the PDE dynamics) remains extremely high. +In particular, the loss *increases* extremely quickly between epochs 50 and 400, showing +that the training is having trouble balancing the multitude of loss terms. In fact, +it is clear form the figure that this increase in PDE loss is compensated by the decrease +in boundary and initial condition losses. Although it is important to satisfy boundary +and initial conditions, trading accurate dynamics learning for that is not acceptable. +Thus, although the overall training seems to have converged when looking at the total +loss, the actual downstream performance of the control chosen by the Control PINN cannot +be expected to perform well. The paper itself shows that the controls learned by the +model are very different from the optimal ones. +""" + +# ╔═╡ 8635dde1-da60-4f36-aee1-68525e067a9f +(load(joinpath(class_dir, "controlpinnloss.png"))) + +# ╔═╡ f06720a3-76cc-4cc7-b9aa-59098ec6eefa +md""" +## Making PINNs Work: Balancing Loss Terms + + +A key weakness of PINNs is that the main idea of the approach -- augmenting the +loss to penalize properties we know to be true -- leads to unstable training. +Many works in the field have shown that in the context of PDEs and control, the +neural network training often ends up prioritizing some of the terms over the others, +due to differences in gradient magnitude and direction. Thus, substantial research effort +has been devoted to figuring out how to better train networks with multiple losses, beyond +just adding the terms together. In +[When and Why PINNs Fail to Train: A Neural Tangent Kernel Perspective](https://arxiv.org/pdf/2007.14527), +the authors propse an NTK-based method for computing weights for the loss terms, to more evenly +consider their contributions when training. However, as noted in the paper, even this relatively +complicated approach does not solve all the problems since at the end of the day, it is merely +re-weighting terms, and thus cannot resolve the spectral bias issue. + +In [ConFIG: Towards Conflict-free Training of Physics Informed Neural Networks](https://arxiv.org/abs/2408.11104), +the authors propose the ConFIG method for combining multiple loss terms. Instead of computing weights, +in ConFIG, the gradient of each of the loss terms is adjusted such that the dot product between +each loss term and the final gradient update is positive, ensuring that each step makes progress +on each loss term. However, the approach is computationally expensive when there are more than +two loss terms. The figure below provides some visual intuition for the ConFIG approach. +""" + +# ╔═╡ 97d60aec-2a3d-4206-8a9e-49b14bad7f6d +(load(joinpath(class_dir, "config.png"))) + +# ╔═╡ 1c88dfa6-5950-478a-a9a0-4d8c515f12f5 +md""" +The paper [Modelling of Underwater Vehicles using Physics-Informed Neural Networks with Control](https://arxiv.org/abs/2504.20019) +provides a nice case-study of using Control PINNs together with several of these +complicated approaches for making PINNs work on real-world problems, in this case for +controlling underwater robots. In this setting, the authors found that a naïve normalization +scheme outperforms ConFIG. In fact, using ConFIG leads to worse long-rollout performance than +not using it; during training, the model is trained for time steps from one to five seconds. +Under the ConFIG loss, when rolling out the model's prediction, it becomes unreliable after +just 0.5-1 seconds, compared to the naïve normalization which remains reliable for 1-1.5 seconds. + + +[Experiences with Physics-Informed Neural Networks for Optimal Control Problems](https://www.bibliothek.tu-chemnitz.de/ojs/index.php/GAMMAS/article/view/813) +further explores using PINNs for Control, and also finds that PINNs are very difficult +to get working, even when devoting substantial manual effort to tuning the +configurations of the training. The main observation in that work is that the only reliable +technique is **reducing the number of loss terms by designing the neural network +architecture such that it guarantees properties by construction.** For example, if one of +the conditions is that the sum of the neural network outputs should equal one, adding a +softmax layer to the output vastly outperforms adding a $\|\sum(\hat{y})-1\|$ term +to the loss function. + + + +[Physics-Informed Neural Networks with Hard Nonlinear Equality and Inequality Constraints](https://arxiv.org/abs/2507.08124) +proposes a generic approach which embodies this observation. +They propose KKT-HardNet, which incorporates the KKT conditions directly into +the neural network architecture by using a "Newton Layer" that calls Newton's +method for solving nonlinear equations as part of the forward pass. This ensures +that key properties are directly "baked in" to the neural network architecture, +leaving only the data loss for learning. This results in a much more stable and fast +training in terms of number of epochs to obtain good performance. However, its +reliance on the relatively expensive (compared to just matrix multiplaction) Newton +method means that each forward pass takes much more time. Furthermore, the implementation +relies on automatic differentiation through Newton iterates which, as discussed in Class 10, +is often not stable (the implicit function theorem should be used instead). +""" + +# ╔═╡ Cell order: +# ╟─926b3e8e-31b6-4de0-b3b1-d70294426a1c +# ╟─c48ccfc8-ab82-11f0-0da1-69057214509e +# ╟─2296bdef-0a38-4e89-a8dc-0fed82e55bde +# ╟─52383cc7-4628-4653-8f07-217c8b830193 +# ╟─ebb07b92-dd4c-4a5d-bb49-3e065c12737f +# ╟─6c014a4d-909b-459f-aa27-b307c963bef8 +# ╟─5347fe90-c3d2-48a6-9010-22105cf3bcbc +# ╟─5b79beca-f6b1-4fec-87f6-b312b31c3282 +# ╟─78e684d9-f914-41e6-82af-fab18bb0aba1 +# ╟─62e09788-c204-4e66-9b2e-19b1c262461c +# ╟─bd8d65d0-8058-4a2e-8bc3-e7e2d240b8ae +# ╟─1d319400-a7f5-4618-967c-7ba5a7d606dc +# ╟─bee0d0f9-6e8f-474f-bfa7-cdab6f91619a +# ╟─a71a4dc1-1a68-43dd-8cfb-c87178d051a4 +# ╟─5b4dc006-0d4f-451f-b16d-c2f755a58b2f +# ╟─50d2d118-1aae-4a7a-a462-d27270cb2fd0 +# ╠═8320a531-d420-449d-89e4-8394e2cf990f +# ╟─0cfd0f95-ca95-4b68-a6d4-b09f3c7ed6c4 +# ╟─41b2e013-a9bc-47cf-81ae-d34f93b4b5aa +# ╟─46d0cbc9-d397-4fa5-98ab-450047b44d2c +# ╟─f5c5224e-05db-424f-b05a-7e8101acadc1 +# ╟─b504d8d1-63d6-41e0-bd1e-d946c43d7b9e +# ╟─9df77ef3-167f-45c6-b41c-26537646dc94 +# ╟─10d49868-5668-4c95-93a8-0a94180c6cba +# ╟─9ac946a3-8475-4edd-8226-e2c17dae42c8 +# ╟─94d37a10-f30c-4b48-a30d-b593f6edcace +# ╠═74d93555-e4e5-4aaf-ac5a-c1224f98d93a +# ╟─16049028-7ec9-4932-b52c-56b015eb979f +# ╟─68bc0e5c-dd7b-4752-a67f-917f97b16067 +# ╟─e21b02a8-90dc-48cf-a1c8-0f81599fbb57 +# ╟─08614d3e-244f-46d7-ac38-18c8f1651924 +# ╟─f238f923-3678-456e-bbd0-4936facc65fb +# ╟─b661a654-e35b-421e-a42a-c93084146de6 +# ╟─f8b5b858-b133-4459-934f-59b7a4b36542 +# ╟─8635dde1-da60-4f36-aee1-68525e067a9f +# ╟─f06720a3-76cc-4cc7-b9aa-59098ec6eefa +# ╟─97d60aec-2a3d-4206-8a9e-49b14bad7f6d +# ╟─1c88dfa6-5950-478a-a9a0-4d8c515f12f5 diff --git a/class11/config.png b/class11/config.png new file mode 100644 index 0000000..b3ea0d3 Binary files /dev/null and b/class11/config.png differ diff --git a/class11/controlpinnloss.png b/class11/controlpinnloss.png new file mode 100644 index 0000000..05aa4f2 Binary files /dev/null and b/class11/controlpinnloss.png differ diff --git a/class11/icrnn.png b/class11/icrnn.png new file mode 100644 index 0000000..98a2dee Binary files /dev/null and b/class11/icrnn.png differ diff --git a/class11/icrnn_results.png b/class11/icrnn_results.png new file mode 100644 index 0000000..61a5023 Binary files /dev/null and b/class11/icrnn_results.png differ diff --git a/class11/pincloop.png b/class11/pincloop.png new file mode 100644 index 0000000..2b1ed77 Binary files /dev/null and b/class11/pincloop.png differ diff --git a/class11/pincmpc.png b/class11/pincmpc.png new file mode 100644 index 0000000..11531ae Binary files /dev/null and b/class11/pincmpc.png differ diff --git a/docs/make.jl b/docs/make.jl index dc3a279..4a970ba 100644 --- a/docs/make.jl +++ b/docs/make.jl @@ -19,6 +19,7 @@ plutos = [ joinpath(repo_dir, "class03", "class3_pluto_notebook.html"), joinpath(repo_dir, "class05", "class05.html"), joinpath(repo_dir, "class08", "class08.html"), + joinpath(repo_dir, "class11", "class11.html"), joinpath(repo_dir, "class15", "class15.html"), ] @@ -93,7 +94,7 @@ makedocs( "Class 8" => "class08/class08.md", "Class 9" => "class09/class09.md", "Class 10" => "class10/class10.md", - # "Class 11" => "class11/class11.md", + "Class 11" => "class11/class11.md", "Class 12" => "class12/class12.md", "Class 13" => "class13/class13.md", # "Class 14" => "class14/class14.md", @@ -109,7 +110,17 @@ end rm(joinpath(repo_dir, "docs", "src", "class01"), force=true) rm(joinpath(repo_dir, "docs", "src", "class02"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class04"), force=true) rm(joinpath(repo_dir, "docs", "src", "class05"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class06"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class07"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class08"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class09"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class10"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class11"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class12"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class13"), force=true) +rm(joinpath(repo_dir, "docs", "src", "class15"), force=true) # In case we want to generate HTML from Pluto notebooks in CI # plutos = [