Is there a way to use optimization algorithms from Optim to train Lux neural networks and neural ODEs? In particular, I would like to use LBFGS to train a Lux neural network but don’t see a simple way to do this. There is a library called FluxOptimTools that allows us to do this in Flux.

Composing Lux with Optim Algorithms

avikpal July 20, 2023, 6:37pm 2

See Neural Ordinary Differential Equations · DiffEqFlux.jl. You can essentially use the Optimization.jl API to train Lux using Optim (and several other optimization packages out there)

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