- Each DGM layer
- First 10 training epoch
(1) All CPU
(2) All GPU
(3) Layer 2 - layer 4 on GPU, layer 1 and layer 5 on CPU
(4) Results
- Hardware
- AMD Ryzen 5 2600 (6 cores 12 threads)
- NVIDIA Geforce GTX 1070 (8 GB)
- 16 GB system RAM
- Software
- Python 3.7.1/ numpy 16.4
- tensorflow 1.14.0/ tensorflow-gpu 1.14.0
- cudatoolkit 10.0.13/ cudnn 7.6.0
- Windows 10
[1] Al-Aradi et al., “Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning,” arXiv:1811.08782v1 [q-fin.CP], 21 Nov 2018.
[2] Justin Sirignano et al., “DGM: A deep learning algorithm for solving partial differential equations,” Journal of Computational Physics 375 (2018) 1339–1364 Contents.
[3] https://zhuanlan.zhihu.com/p/140343833
[4] https://github.com/tensorflow/docs/tree/r1.14/site/en/api_docs/python/tf (API doc)
[5] https://github.com/tensorflow/docs/tree/master/site/en/r1 (official tutorial)