Merge pull request #692 from AstitvaAggarwal/develop

[WIP] Bayesian PINN solver for ODE
SciML · Aug 17, 2023 · a8ef303 · a8ef303
2 parents 7707ae5 + 0428dc5
commit a8ef303
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Showing 6 changed files with 775 additions and 3 deletions.
diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml
@@ -13,14 +13,15 @@ jobs:
       fail-fast: false
       matrix:
         group:
+          - ODEBPINN
           - NNPDE1
           - NNPDE2
           - AdaptiveLoss
           - Logging
           - Forward
         version:
-          - '1'
-          - '1.6'
+          - "1"
+          - "1.6"
     steps:
       - uses: actions/checkout@v3
       - uses: julia-actions/setup-julia@v1

diff --git a/Project.toml b/Project.toml
@@ -5,6 +5,7 @@ version = "5.8.0"
 
 [deps]
 Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
+AdvancedHMC = "0bf59076-c3b1-5ca4-86bd-e02cd72cde3d"
 ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
@@ -15,10 +16,13 @@ DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
 DomainSets = "5b8099bc-c8ec-5219-889f-1d9e522a28bf"
 Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+Functors = "d9f16b24-f501-4c13-a1f2-28368ffc5196"
 Integrals = "de52edbc-65ea-441a-8357-d3a637375a31"
 IntegralsCubature = "c31f79ba-6e32-46d4-a52f-182a8ac42a54"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+LogDensityProblems = "6fdf6af0-433a-55f7-b3ed-c6c6e0b8df7c"
 Lux = "b2108857-7c20-44ae-9111-449ecde12c47"
+MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
 ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
 Optimisers = "3bd65402-5787-11e9-1adc-39752487f4e2"

diff --git a/src/NeuralPDE.jl b/src/NeuralPDE.jl
@@ -22,6 +22,8 @@ using DomainSets
 using Symbolics
 using Symbolics: wrap, unwrap, arguments, operation
 using SymbolicUtils
+using AdvancedHMC, LogDensityProblems, LinearAlgebra, Functors, MCMCChains
+
 import ModelingToolkit: value, nameof, toexpr, build_expr, expand_derivatives
 import DomainSets: Domain, ClosedInterval
 import ModelingToolkit: Interval, infimum, supremum #,Ball
@@ -47,6 +49,7 @@ include("rode_solve.jl")
 include("transform_inf_integral.jl")
 include("discretize.jl")
 include("neural_adapter.jl")
+include("advancedHMC_MCMC.jl")
 
 export NNODE, TerminalPDEProblem, NNPDEHan, NNPDENS, NNRODE,
        KolmogorovPDEProblem, NNKolmogorov, NNStopping, ParamKolmogorovPDEProblem,
@@ -60,6 +63,6 @@ export NNODE, TerminalPDEProblem, NNPDEHan, NNPDENS, NNRODE,
        build_symbolic_equation, build_symbolic_loss_function, symbolic_discretize,
        AbstractAdaptiveLoss, NonAdaptiveLoss, GradientScaleAdaptiveLoss,
        MiniMaxAdaptiveLoss,
-       LogOptions
+       LogOptions, ahmc_bayesian_pinn_ode
 
 end # module