Please help -- stopping criterion for very basic and simple nonlinear ODE inverse problem #1933
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sophiaxxiao
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Hello everyone.
I'm experimenting with a basic FNN for solving an ODE inverse problem. Specifically, given noisy state observations (with Gaussian additive noise) from a nonlinear system of ODE's where observations are from an equispaced time-grid, I want to use the NN to infer both true trajectories and parameters.
The system of ODEs I consider is non-linear with fixed true parameters. It has trajectories which are highly smooth, very small Lipschitz constant over time-domain of interest. So I am using a very basic, small, and shallow FNN.
My problem is: I don't know what to use as a stopping criterion. Stopping when loss plateaus results in overfitting to noise in observations..
Background:
I have followed the example from the docs with the Lorentz system (https://deepxde.readthedocs.io/en/latest/demos/pinn_inverse/lorenz.inverse.html).
My use case is also highly similar to the experiments in the paper "Systems biology informed deep learning for inferring parameters and hidden dynamics" (https://doi.org/10.1371/journal.pcbi.1007575).
** Architecture used: **
** Training hyperparameters **
** Details about problem **
I was advised to stop training when overall loss (smoothed) plateaus. This results in overfitting to noise in the observations. As with the Lorentz example, I didn't use a train/test split.
Potential solutions I thought of:
Any help would be much appreciated.
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