Custom loss function with LSTM for Physics Informed Machine Learning
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I want to train a LSTM model to prdict time history response of a dynamical system. I have defined a physics based loss function in a matlab code (.m file). I would like to include this function as the loss function in model training along with the standard RMSE. Is this possible using Matlab's Deep Learning Toolbox?
To use a custom loss function, a custom layer can be created by following the documentation below, it has templates for defining an intermediate and final layer as well.
An LSTM specific example can be referred from the following answer and adapted for your use case: