The assimilation of observations using standard algorithms can lead to a violation of physical laws (e.g. mass conservation), which is shown to have a detrimental impact on the system's forecast. We use a neural network (NN) to correct this mass violation, using training data generated from expensive algorithms that can constrain such physical properties. We found that, in an idealized set-up, the NN can match the performance of these expensive algorithms at negligible computational costs.