In this work, we provide a non-asymptotic convergence analysis of projected gradient descent for physics-informed neural networks for the Poisson equation. Under suitable assumptions, we show that the optimization error can be bounded by \(\mathcal {O}(1/\sqrt{T} + 1/\sqrt{m} + \epsilon _{approx })\) , where T is the number of algorithm time steps, m is the width of the neural network and \(\epsilon _{approx }\) is an approximation error. The proof of our optimization result relies on bounding the linearization error and using this result together with a Lyapunov drift analysis. Additionally, we quantify the generalization error by bounding the Rademacher complexities of the neural network and its Laplacian. Combining both the optimization and generalization result, we obtain an overall error estimate based on an existing error estimate from regularity theory.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Non-asymptotic Analysis of Projected Gradient Descent for Physics-Informed Neural Networks

  • Jonas Nießen,
  • Johannes Müller

摘要

In this work, we provide a non-asymptotic convergence analysis of projected gradient descent for physics-informed neural networks for the Poisson equation. Under suitable assumptions, we show that the optimization error can be bounded by \(\mathcal {O}(1/\sqrt{T} + 1/\sqrt{m} + \epsilon _{approx })\) , where T is the number of algorithm time steps, m is the width of the neural network and \(\epsilon _{approx }\) is an approximation error. The proof of our optimization result relies on bounding the linearization error and using this result together with a Lyapunov drift analysis. Additionally, we quantify the generalization error by bounding the Rademacher complexities of the neural network and its Laplacian. Combining both the optimization and generalization result, we obtain an overall error estimate based on an existing error estimate from regularity theory.