The Riemann problem is fundamental in the computational modeling of hyperbolic
partial differential equations, enabling the development of stable and accurate
upwind schemes. While exact solvers provide robust upwinding fluxes, their high
computational cost necessitates approximate solvers. Although approximate solvers
achieve accuracy in many scenarios, they produce inaccurate solutions in certain
cases. To overcome this limitation, we propose constructing neural network-based
surrogate models, trained using supervised learning, designed to map interior and
exterior conservative state variables to the corresponding exact flux. Specifically, we
propose two distinct approaches: one utilizing a vanilla neural network and the other
employing a bifidelity neural network. The performance of the proposed approaches is
demonstrated through applications to one-dimensional and two-dimensional
partial differential equations, showcasing their robustness and accuracy.