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Dual Cone Gradient Descent for Training Physics-Informed Neural Networks

NeurIPS 2024 · Optimization › Optimizers · approach: Constrained and non-backprop training · 10 citations (OpenAlex)

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Proposes Dual Cone Gradient Descent (DCGD), a gradient-manipulation optimizer that keeps the update inside the dual cone of the PDE-residual and boundary-loss gradients, to fix conflicting and dominating gradients when training PINNs.

Problem

PINNs often fail to converge to correct solutions because the PDE residual and boundary loss gradients conflict (negative inner product) or differ greatly in magnitude, so minimizing the total loss can increase one of the component losses.

Approach

Derives a necessary and sufficient geometric condition (angle and magnitude ratio) for the total gradient to lie in the dual cone of the two loss gradients, and defines DCGD variants (projection, average, center) that always choose update directions inside that dual cone; the center variant projects the total gradient onto the angle bisector of the two loss gradients.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use DCGD instead of LRAvanilla PINN · Helmholtzrelative L^2 error: 0.0066 (0.0025) -> 0.0029 (0.0005)Helped
use DCGD instead of PCGradvanilla PINN · Burgers'relative L^2 error: 0.0159 (0.0061) -> 0.0124 (0.0046)Helped
use DCGD instead of LRAvanilla PINN · Klein-Gordonrelative L^2 error: 0.0069 (0.0037) -> 0.0069 (0.0027)No clear effect
use DCGD instead of MultiAdamvanilla PINN · Heat (5D)relative L^2 error: 0.0009 (0.0007) -> 0.0008 (0.0003)Helped
use DCGD instead of LRAvanilla PINN · Helmholtz (3D)relative L^2 error: 0.0831 (0.0123) -> 0.0774 (0.0250)Helped
combine DCGD with LRAvanilla PINN · Helmholtz, Burgers', Klein-Gordon, Heat (5D), and Helmholtz (3D)relative L^2 error: 0.0029 (0.0005) -> 0.0023 (0.0007); 0.0124 (0.0046) -> 0.0104 (0.0021); 0.0069 (0.0027) -> 0.0050 (0.0013); 0.0008 (0.00Mixed
combine DCGD with NTKvanilla PINN · Helmholtz, Burgers', Klein-Gordon, Heat (5D), and Helmholtz (3D)relative L^2 error: 0.0029 (0.0005) -> 0.0057 (0.0035); 0.0124 (0.0046) -> 0.0113 (0.0040); 0.0069 (0.0027) -> 0.0055 (0.0014); 0.0008 (0.00Mixed
apply DCGD (Center)causal PINN · Chaotic KSrelative L^2 error: 0.0687 -> 0.0376Helped
apply DCGD (Center)PINNsFormer · Convectionrelative L^2 error: 0.4880 -> 0.0246Helped
apply DCGD (Center)A-PINN · Volterra IDEsrelative L^2 error: 0.0068 -> 0.0011Helped

Surprising findings

Limitations

Experimental setup

Datasets: Helmholtz equation viscous Burgers' equation Klein-Gordon equation 5D heat equation 3D Helmholtz equation chaotic Kuramoto-Sivashinsky equation convection equation Volterra integro-differential equations double pendulum

Benchmarks: Helmholtz Burgers' Klein-Gordon Heat (5D) Helmholtz (3D) Chaotic KS Convection Volterra IDEs double pendulum

Metrics: relative L2 error standard deviation max min

Baselines: Adam LRA NTK PCGrad MGDA CAGrad Aligned-MTL MultiAdam DPM

Builds on: PINNs PCGrad Learning rate annealing Neural Tangent Kernel weighting Adam

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