Overview

ADCME is suitable for conducting inverse modeling in scientific computing; specifically, ADCME targets physics informed machine learning, which leverages machine learning techniques to solve challenging scientific computing problems. The purpose of the package is to: (1) provide differentiable programming framework for scientific computing based on TensorFlow automatic differentiation (AD) backend; (2) adapt syntax to facilitate implementing scientific computing, particularly for numerical PDE discretization schemes; (3) supply missing functionalities in the backend (TensorFlow) that are important for engineering, such as sparse linear algebra, constrained optimization, etc. Applications include

• physics informed machine learning (a.k.a., scientific machine learning, physics informed learning, etc.)

• coupled hydrological and full waveform inversion

• constitutive modeling in solid mechanics

• learning hidden geophysical dynamics

• parameter estimation in stochastic processes

The package inherits the scalability and efficiency from the well-optimized backend TensorFlow. Meanwhile, it provides access to incorporate existing C/C++ codes via the custom operators. For example, some functionalities for sparse matrices are implemented in this way and serve as extendable "plugins" for ADCME.

ADCME is open-sourced with an MIT license. You can find the source codes at

https://github.com/kailaix/ADCME.jl

Read more about methodology, philosophy, and insights about ADCME: slides. Start with tutorial to solve your own inverse modeling problems!

Installation

It is recommended to install ADCME via

using Pkg
Pkg.add("ADCME")

C:\Users\kaila\.julia\adcme\Scripts
C:\Users\kaila\.julia\adcme\Library\bin
C:\Users\kaila\.julia\adcme\

julia> using Pkg
julia> Pkg.depots()

using ADCME; 
print(joinpath(splitdir(pathof(ADCME))[1], "deps/deps.jl"))

Optimization

ADCME is an all-in-one solver for gradient-based optimization problems. It leverages highly optimized and concurrent/parallel kernels that are implemented in C++ for both the forward computation and gradient computation. Additionally, it provides a friendly user interface to specify the mathematical optimization problem: constructing a computational graph.

Let's consider a simple problem: we want to solve the unconstrained optimization problem

where $x_i\in [-10,10]$ and $n=100$.

We solve the problem using the L-BFGS-B method.

using ADCME
n = 100
x = Variable(rand(n)) # Use `Variable` to mark the quantity that gets updated in optimization
f = sum(100((x[2:end]-x[1:end-1])^2 + (1-x[1:end-1])^2)) # Use typical Julia syntax 
sess = Session(); init(sess) # Create and initialize a session is mandatory for activating the computational graph
BFGS!(sess, f, var_to_bounds = Dict(x=>[-10.,10.]))

To get the value of $\mathbf{x}$, we use run to extract the values

run(sess, x)

The above code will return a value close to the optimal values $\mathbf{x} = [1\ 1\ \ldots\ 1]$.

using Optim
Optimize!(sess, loss, optimizer = ConjugateGradient())

Machine Learning

You can also use ADCME to do typical machine learning tasks and leverage the Julia machine learning ecosystem! Here is an example of training a ResNet for digital number recognition.

using MLDatasets
using ADCME

# load data 
train_x, train_y = MNIST.traindata()
train_x = reshape(Float64.(train_x), :, size(train_x,3))'|>Array
test_x, test_y = MNIST.testdata()
test_x = reshape(Float64.(test_x), :, size(test_x,3))'|>Array

# construct loss function 
ADCME.options.training.training = placeholder(true)
x = placeholder(rand(64, 784))
l = placeholder(rand(Int64, 64))
resnet = Resnet1D(10, num_blocks=10)
y = resnet(x)
loss = mean(sparse_softmax_cross_entropy_with_logits(labels=l, logits=y))

# train the neural network 
opt = AdamOptimizer().minimize(loss)
sess = Session(); init(sess)
for i = 1:10000
    idx = rand(1:60000, 64)
    _, loss_ = run(sess, [opt, loss], feed_dict=Dict(l=>train_y[idx], x=>train_x[idx,:]))
    @info i, loss_
end

# test 
for i = 1:10
    idx = rand(1:10000,100)
    y0 = resnet(test_x[idx,:])
    y0 = run(sess, y0, ADCME.options.training.training=>false)
    pred = [x[2]-1 for x in argmax(y0, dims=2)]
    @info "Accuracy = ", sum(pred .== test_y[idx])/100
end

Contributing

Contribution and suggestions are always welcome. In addition, we are also looking for research collaborations. You can submit issues for suggestions, questions, bugs, and feature requests, or submit pull requests to contribute directly. You can also contact the authors for research collaboration.