optimizer.py 215.6 KB
Newer Older
1
# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
D
dzhwinter 已提交
2
#
D
dzhwinter 已提交
3 4 5
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
D
dzhwinter 已提交
6
#
D
dzhwinter 已提交
7
#     http://www.apache.org/licenses/LICENSE-2.0
D
dzhwinter 已提交
8
#
D
dzhwinter 已提交
9 10 11 12 13
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
14 15

from __future__ import print_function
16

17
import numpy as np
18
import six
19
import logging
20
from collections import defaultdict
21

22
import paddle
Q
Qiao Longfei 已提交
23
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
24
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program, device_guard
25

26 27
from . import framework
from . import layers
28
from . import unique_name
29
from .backward import append_backward, _some_in_set_, _append_grad_suffix_, _get_no_grad_set_name
30
from .clip import GradientClipBase, GradientClipByNorm, error_clip_callback, append_gradient_clip_ops
31 32 33
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
34
from .layers import ops
35
from .regularizer import append_regularization_ops
36
from .dygraph import base as imperative_base
37
from .dygraph import no_grad
38
from .dygraph.learning_rate_scheduler import LearningRateDecay, _LearningRateEpochDecay
39 40 41
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
42
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
43
from .. import compat as cpt
44

45
__all__ = [
46 47 48 49
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'Dpsgd', 'DecayedAdagrad',
    'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer',
    'AdamOptimizer', 'AdamaxOptimizer', 'DpsgdOptimizer',
    'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta',
Z
Zeng Jinle 已提交
50
    'AdadeltaOptimizer', 'ModelAverage', 'LarsMomentum',
51 52
    'LarsMomentumOptimizer', 'LambOptimizer', 'ExponentialMovingAverage',
    'PipelineOptimizer', 'LookaheadOptimizer', 'RecomputeOptimizer'
53
]
Q
Qiao Longfei 已提交
54 55 56 57 58 59


class Optimizer(object):
    """Optimizer Base class.

    Define the common interface of an optimizer.
60 61
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
62 63
    """

64
    @imperative_base.no_grad
65 66 67 68
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
69
                 grad_clip=None,
70
                 name=None):
71
        # Because of the loop import, so place it in the function body
72
        from paddle.optimizer.lr import LRScheduler
H
hong 已提交
73 74
        self._parameter_list = list(
            parameter_list) if parameter_list is not None else None
75
        self._name = name
L
lujun 已提交
76
        if framework.in_dygraph_mode():
77
            if not isinstance(learning_rate,
78
                              (float, LearningRateDecay, LRScheduler)):
M
minqiyang 已提交
79
                raise TypeError(
80
                    "learning rate should be float or LRScheduler, got %s here"
M
minqiyang 已提交
81
                    % type(learning_rate))
82
            if self._parameter_list is None:
83 84 85
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
86 87 88 89 90 91 92 93
            if regularization is not None:
                for param in self._parameter_list:
                    if param.regularizer is not None:
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
                            % regularization.__str__())
                        break
M
minqiyang 已提交
94
        else:
95
            if not isinstance(learning_rate,
96
                              (float, framework.Variable, LRScheduler)):
M
minqiyang 已提交
97
                raise TypeError(
98
                    "learning rate should be float or LRScheduler, got %s here"
99
                    % type(learning_rate))
M
minqiyang 已提交
100

101 102 103 104 105
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipBase):
                raise TypeError(
                    "'grad_clip' should be an instance of GradientClipBase's derived class"
                )
D
dzhwinter 已提交
106
        self.regularization = regularization
107
        self._grad_clip = grad_clip
108
        self._learning_rate = learning_rate
D
dzhwinter 已提交
109 110
        # the learning rate type should be inferenced from loss
        self._dtype = None
111
        # each program should have a independent learning rate
112
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
113
        self._learning_rate_map = dict()
114
        if isinstance(self._learning_rate, framework.Variable):
115 116
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
117 118 119 120 121
        # Dictionary of accumulators. Some optimizer subclasses need to
        # allocate and manage extra variables associated with the parameters
        # to train. These variables are called accumulators.
        # {accum_name : { paramter_name : accumulator_for_parameter, ...}, ...}
        self._accumulators = defaultdict(lambda: dict())
Q
Qiao Longfei 已提交
122
        self.helper = None
123
        self._opti_name_list = []
H
hong 已提交
124
        self._accumulators_holder = {}
125
        self._param_device_map = dict()
H
hong 已提交
126 127 128 129

    @framework.dygraph_only
    def state_dict(self):
        '''
T
tianshuo78520a 已提交
130 131
        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimizer never be called(minimize function), the state_dict is empty.
H
hong 已提交
132 133 134

        Args: None
        Return:
T
tianshuo78520a 已提交
135
            state_dict(dict) : dict contains all the variable used by optimizer
H
hong 已提交
136 137 138 139 140
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
141 142 143 144 145 146

                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding([10, 10])

                    adam = fluid.optimizer.Adam(0.001, parameter_list=emb.parameters())
                    state_dict = adam.state_dict()
H
hong 已提交
147 148

        '''
149
        from paddle.optimizer.lr import LRScheduler
H
hong 已提交
150 151 152 153 154
        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
        # global step if use lr decay
155
        if isinstance(self._learning_rate, LRScheduler):
156 157
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()
            return state_dict
H
hong 已提交
158
        if isinstance(self._learning_rate, LearningRateDecay):
159 160 161 162
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                var_tmp = None
163 164 165
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32')

166 167
                tensor.fill_constant(
                    [1], "int32", self._learning_rate.step_num, out=var_temp)
H
hong 已提交
168

169
                state_dict['global_step'] = var_temp
H
hong 已提交
170 171 172
        return state_dict

    @framework.dygraph_only
173
    def set_state_dict(self, state_dict):
H
hong 已提交
174
        '''
T
tianshuo78520a 已提交
175
        Load optimizer state dict. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.
H
hong 已提交
176 177 178 179 180 181 182 183

        Args: 
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
        
        Examples:
            .. code-block:: python
184

185 186
                import paddle
                import paddle.fluid as fluid
187 188 189

                paddle.disable_static()

190
                emb = paddle.nn.Embedding(10, 10)
191

192
                state_dict = emb.state_dict()
193
                fluid.save_dygraph(state_dict, "paddle_dy")
194

195
                scheduler = paddle.optimizer.lr.NoamDecay(	
196 197 198 199
                    d_model=0.01, warmup_steps=100, verbose=True)
                adam = paddle.optimizer.Adam(
                    learning_rate=scheduler,
                    parameters=emb.parameters())
200
                state_dict = adam.state_dict()
201
                fluid.save_dygraph(state_dict, "paddle_dy")
202

203
                para_state_dict, opti_state_dict = fluid.load_dygraph("paddle_dy")
H
hong 已提交
204
        '''
205 206
        from paddle.optimizer.lr import LRScheduler
        if isinstance(self._learning_rate, LRScheduler):
207
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])
H
hong 已提交
208 209

        if isinstance(self._learning_rate, LearningRateDecay):
210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                assert 'global_step' in state_dict, \
                        'Global step not in state dict, Dygraph use LearningRateDecay, global_step must in state_dict'
                global_step = state_dict['global_step']

                if isinstance(global_step, Variable):
                    step_np = global_step
                    step_np = np.array(step_np.value().get_tensor())
                    assert step_np.shape == (1,),  \
                            "global step shape is (1,), the shape is {}".format( step_np.shape )

                    self._learning_rate.step_num = int(step_np[0])
                elif isinstance(global_step, np.ndarray):
                    assert global_step.shape == (1,),  \
                            "global step shape is (1,), the shape is {}".format( global_step.shape )
                    self._learning_rate.step_num = global_step[0]
                else:
                    raise RuntimeError(
                        "Type not supprt, value in state dict must be [VarBase, Variable, numpy], the type is ",
                        type(global_step))
H
hong 已提交
232 233 234 235 236 237

        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                assert var_tmp.name in state_dict, \
                        "optimizer variable {} not found".format( var_tmp.name )
238
                var = var_tmp.value()
H
hong 已提交
239 240 241 242 243 244 245 246
                tensor = var.get_tensor()
                model_np = np.array(tensor)

                load_para = state_dict[var_tmp.name]

                if isinstance(load_para, Variable):
                    load_para_np = load_para.numpy()
                elif isinstance(load_para, core.VarBase):
247
                    load_para_np = load_para.numpy()
H
hong 已提交
248 249 250 251 252 253 254 255 256 257 258 259 260 261 262
                elif isinstance(load_para, np.ndarray):
                    load_para_np = load_para
                else:
                    raise RuntimeError("State dict type {} not supprt".format(
                        str(type(load_para))))

                assert model_np.shape == load_para_np.shape,  \
                                          "Parameter shape not match, Dygraph Parameter [ {} ] need tensor with shape {} but load tensor with shape {}".format(
                                                 item.name, model_np.shape, load_para_np.shape)

                assert model_np.dtype == load_para_np.dtype, \
                                          "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
                                                item.name, model_np.dtype, load_para_np.dtype)

                tensor.set(load_para_np, framework._current_expected_place())
263

264 265 266
    # [aliases] Compatible with old method names
    set_dict = set_state_dict

267 268
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
269

Q
Qiao Longfei 已提交
270
    def _create_global_learning_rate(self):
271 272
        from paddle.optimizer.lr import LRScheduler
        if isinstance(self._learning_rate, LRScheduler):
273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294
            lr_var = self._global_learning_rate()
            # only create global lr_var once
            if not isinstance(lr_var, framework.Variable):
                lr_name = unique_name.generate('learning_rate')
                self._learning_rate._var_name = lr_name
                lr_var = self.helper.create_global_variable(
                    name=lr_name,
                    shape=[1],
                    persistable=True,
                    stop_gradient=True,
                    dtype='float32' if self._dtype is None else self._dtype)
                main_prog = framework.default_main_program()
                main_prog.lr_sheduler = self._learning_rate
                main_prog.lr_var = lr_var
                self._learning_rate_map[framework.default_main_program(
                )] = lr_var

            lr_value = float(self._learning_rate())
            self.helper.set_variable_initializer(
                lr_var, initializer=Constant(value=lr_value))
            return

295 296 297
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
298 299 300 301 302 303 304 305 306 307 308 309
                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
                    self._learning_rate_map[framework.default_main_program(
                    )] = layers.create_global_var(
                        name=unique_name.generate("learning_rate"),
                        shape=[1],
                        value=float(self._learning_rate),
                        dtype='float32' if self._dtype is None else self._dtype,
                        persistable=True)
310
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
311
            elif isinstance(self._learning_rate, LearningRateDecay):
312 313 314
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
315
                raise TypeError(
316 317
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
318
        else:
319 320 321 322
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
323 324 325 326 327 328
            else:
                if not isinstance(self._learning_rate, float):
                    raise TypeError(
                        "learning rate variable is create outside optimizer,"
                        "can not create new learning rate variable for new program"
                    )
Q
Qiao Longfei 已提交
329

330 331 332 333 334 335 336 337
            # create learning rate in the current main program
            self._learning_rate_map[framework.default_main_program(
            )] = layers.create_global_var(
                name=unique_name.generate("learning_rate"),
                shape=[1],
                value=float(self._learning_rate),
                dtype='float32' if self._dtype is None else self._dtype,
                persistable=True)
338

339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415
    @framework.dygraph_only
    def set_lr(self, value):
        """
        :api_attr: imperative
        
        Set the value of the learning rate manually in the optimizer. If the optimizer use LearningRateDecay,
        this API cannot be invoked, because it will lead to conflict.

        Args:
            value (float|Variable): the value of learning rate

        Returns:
            None
          
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                        
                with fluid.dygraph.guard():
                    linear = fluid.dygraph.nn.Linear(10, 10)

                    adam = fluid.optimizer.Adam(0.1, parameter_list=linear.parameters())

                    # set learning rate manually by python float value
                    lr_list = [0.2, 0.3, 0.4, 0.5, 0.6]
                    for i in range(5):
                        adam.set_lr(lr_list[i])
                        lr = adam.current_step_lr()
                        print("current lr is {}".format(lr))
                    # Print:
                    #    current lr is 0.2
                    #    current lr is 0.3
                    #    current lr is 0.4
                    #    current lr is 0.5
                    #    current lr is 0.6


                    # set learning rate manually by framework Variable
                    lr_var = fluid.layers.create_global_var(
                        shape=[1], value=0.7, dtype='float32')
                    adam.set_lr(lr_var)
                    lr = adam.current_step_lr()
                    print("current lr is {}".format(lr))
                    # Print:
                    #    current lr is 0.7



        """
        if not isinstance(value, (framework.Variable, float)):
            raise TypeError(
                "The type of 'value' in optimizer.set_lr must be (float, Variable), but received %s."
                % (type(value)))
        if isinstance(self._learning_rate, LearningRateDecay):
            raise RuntimeError(
                "optimizer's learning rate can't be LearningRateDecay when invoke this API, because this will lead to conflict."
            )
        if isinstance(value, float):
            self._learning_rate = value
            current_lr = self._global_learning_rate()
            if current_lr is not None:
                global_block = framework.default_main_program().global_block()
                global_block.append_op(
                    type='fill_constant',
                    outputs={'Out': [current_lr]},
                    attrs={
                        'dtype': current_lr.dtype,
                        'shape': list(current_lr.shape),
                        'value': float(value)
                    },
                    stop_gradient=True)
        else:
            assert len(value.shape) == 1 and value.shape[
                0] == 1, "optimizer's learning rate must be 1-D Tensor with shape[1]"
            self._learning_rate_map[framework.default_main_program()] = value

416 417 418
    @framework.dygraph_only
    def current_step_lr(self):
        """
419
        :api_attr: imperative
420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464
        
        Get current step learning rate. The return value is all the same When LearningRateDecay is not used,
        otherwise return the step learning rate.

        Returns:
            float: The learning rate of the current step.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

                # example1: LearningRateDecay is not used, return value is all the same
                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding([10, 10])
                    adam = fluid.optimizer.Adam(0.001, parameter_list = emb.parameters())
                    lr = adam.current_step_lr()
                    print(lr) # 0.001

                # example2: PiecewiseDecay is used, return the step learning rate
                with fluid.dygraph.guard():
                    inp = np.random.uniform(-0.1, 0.1, [10, 10]).astype("float32")
                    linear = fluid.dygraph.nn.Linear(10, 10)
                    inp = fluid.dygraph.to_variable(inp)
                    out = linear(inp)
                    loss = fluid.layers.reduce_mean(out)
                    
                    bd = [2, 4, 6, 8]
                    value = [0.2, 0.4, 0.6, 0.8, 1.0]
                    adam = fluid.optimizer.Adam(fluid.dygraph.PiecewiseDecay(bd, value, 0),
                                           parameter_list=linear.parameters())

                    # first step: learning rate is 0.2
                    np.allclose(adam.current_step_lr(), 0.2, rtol=1e-06, atol=0.0) # True

                    # learning rate for different steps
                    ret = [0.2, 0.2, 0.4, 0.4, 0.6, 0.6, 0.8, 0.8, 1.0, 1.0, 1.0, 1.0]
                    for i in range(12):
                        adam.minimize(loss)
                        lr = adam.current_step_lr()
                        np.allclose(lr, ret[i], rtol=1e-06, atol=0.0) # True

        """
        current_lr = self._global_learning_rate()
465
        if isinstance(current_lr, framework.Variable):
466 467 468 469
            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
470 471 472
        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
473 474 475 476 477 478 479
        else:
            step_lr = self._learning_rate.step()
            if isinstance(step_lr, (float, int)):
                return step_lr
            else:
                return step_lr.numpy()[0]

Y
yuyang18 已提交
480
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
481 482 483 484
        """
        get global decayed learning rate
        :return:
        """
485 486
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
487
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
488

Q
Qiao Longfei 已提交
489 490 491 492 493
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

494 495 496 497
    def _create_param_lr(self, param_and_grad):
        # create learning rate variable for every parameter
        param = param_and_grad[0]
        param_lr = param.optimize_attr['learning_rate']
W
Wu Yi 已提交
498 499
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
500
        else:
W
Wu Yi 已提交
501
            if param_lr == 1.0:
Y
yuyang18 已提交
502
                return self._global_learning_rate()
W
Wu Yi 已提交
503
            else:
X
Xin Pan 已提交
504 505 506
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
507
                    return self._global_learning_rate() * param_lr
508 509 510 511 512 513 514

    def _create_accumulators(self, block, parameters):
        """Create all accumulators needed by the parameters

        Args:
            block: the block in which the loss variable is present
            parameters: list of parameter variables for the optimizer
Q
Qiao Longfei 已提交
515
        """
516 517
        pass

518
    def _finish_update(self, block, parameters_and_grads):
519 520 521 522 523 524 525 526
        """Finish any custom updates needed
           before completing an optimization step

        Args:
            block: the block in which the loss variable is present
            parameters: list of parameter variables for the optimizer

        Returns:
Q
qiaolongfei 已提交
527
            None
528 529 530
        """
        pass

531 532 533 534 535
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
536
                         shape=None,
537
                         type=None,
538
                         device=None):
539 540 541 542 543 544 545 546 547
        """Utility function to add an accumulator for a parameter

        Args:
            block: the block in which the loss variable is present
            name: name of the accumulator
            param: parameter variable for which accumulator is to be added
            dtype: data type of the accumulator variable
            fill_value: value to initialize the accumulator variable
        """
W
whs 已提交
548 549
        if self._name is not None:
            name = self._name + "_" + name
550 551
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
552
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
553
                return self._accumulators[name][param.name]
554
            raise Exception("Accumulator {} already exists for parameter {}".
555
                            format(name, param.name))
556 557
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
558
        assert isinstance(self.helper, LayerHelper)
559 560 561 562 563

        var_name = param.name + "_" + name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

Q
Qiao Longfei 已提交
564
        var = self.helper.create_global_variable(
565
            name=var_name,
Q
Qiao Longfei 已提交
566
            persistable=True,
F
fengjiayi 已提交
567
            dtype=dtype or param.dtype,
568
            type=param.type if type is None else type,
H
hong 已提交
569 570
            shape=shape,
            belong_to_optimizer=True)
571 572 573 574 575
        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
                var, initializer=Constant(value=float(fill_value)))
H
hong 已提交
576 577 578 579 580 581 582

        if framework.in_dygraph_mode():
            if len(self._accumulators_holder) > 0:
                assert var_name in self._accumulators_holder, \
                        "Optimizer set error, {} should in state dict".format( var_name )
                var.set_value(self._accumulators_holder[var_name])

Q
Qiao Longfei 已提交
583
        self._accumulators[name][param.name] = var
584
        return var
585 586 587 588 589 590 591 592 593 594 595

    def _get_accumulator(self, name, param):
        """Utility function to fetch an accumulator for a parameter

        Args:
            name: name of the accumulator
            param: parameter variable for which accumulator is to be fetched

        Returns:
            accumulator variable for the parameter
        """
W
whs 已提交
596 597
        if self._name is not None:
            name = self._name + "_" + name
598 599 600 601 602 603
        if (name not in self._accumulators or
                param.name not in self._accumulators[name]):
            raise Exception("Accumulator {} does not exist for parameter {}".
                            format(name, param.name))
        return self._accumulators[name][param.name]

604 605 606 607 608 609 610 611 612 613 614 615
    def _update_param_device_map(self, parameters_and_grads, target_block):
        for param_and_grad in parameters_and_grads:
            if param_and_grad[0].trainable is True:
                param_name = param_and_grad[0].name
                ops = target_block.ops
                device_attr_name = core.op_proto_and_checker_maker.kOpDeviceAttrName(
                )
                for op in ops:
                    input_arg_names = op.input_arg_names
                    if param_name in input_arg_names:
                        self._param_device_map[param_name] = op.attr(
                            device_attr_name)
616
                        break
617 618 619 620 621 622 623

    def _get_device_for_param(self, param_name):
        device = None
        if param_name in self._param_device_map:
            device = self._param_device_map[param_name]
        return device

624
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
625 626 627
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
628
          parameters_and_grads(list(tuple(Variable, Variable))):
629
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
630 631

        Returns:
632
          return_op_list: a list of operators that will complete one step of
633 634 635
            optimization. This will include parameter update ops, global step
            update ops and any other custom ops required by subclasses to manage
            their internal state.
Q
Qiao Longfei 已提交
636
        """
637 638 639 640 641
        # This is a default implementation of create_optimization_pass that
        # can be shared by most optimizers. This implementation assumes that
        # the subclass will implement the _append_optimize_op method and the
        #  _initialize_tensors method. The subclass can extend the
        # _create_accumulators method if it needs to create accumulators
642
        # for parameters and extend _finish_update method to add custom ops.
643

644
        # Allways called under program_guard use global block as loss block
645 646 647
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

648
        global_block = framework.default_main_program().global_block()
649 650 651 652 653 654 655 656 657
        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
            assert current_block.backward_block_idx != -1, \
                "current block is not global_block, but it doesn't have backward block."
            target_block = framework.default_main_program().blocks[
                current_block.backward_block_idx]

        start = len(target_block.ops)
658
        self.helper = LayerHelper(self.__class__.__name__)
659
        self._update_param_device_map(parameters_and_grads, target_block)
C
chengduo 已提交
660
        self._create_accumulators(
661
            target_block,
C
chengduo 已提交
662
            [p[0] for p in parameters_and_grads if p[0].trainable])
663 664
        self._create_global_learning_rate()

M
minqiyang 已提交
665
        if framework.in_dygraph_mode():
666 667 668
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
669 670
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
671 672 673 674 675 676 677
        else:
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
                with param_and_grad[0].block.program._optimized_guard(
                        param_and_grad), name_scope("optimizer"):
                    if param_and_grad[0].trainable is True:
678 679 680 681 682
                        device = self._get_device_for_param(param_and_grad[0]
                                                            .name)
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
                                target_block, param_and_grad)
683 684 685

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
686
        self._finish_update(target_block, parameters_and_grads)
687

688 689
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
690 691

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
692 693 694 695 696 697 698 699 700
        """
        Because distribute lookup table only support SGD optimizer for now, not support
        other optimizer and regularization, so we should find the table parameter out,
        and avoid to add regularization and other op for it, and add sgd optimize op
        for it independently.
        :param param_grads(list((Var, Var))): list of (param, grad) pair.
        :param loss: the loss variable.
        :param startup_program: the startup program
        """
701 702
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
703 704 705 706 707 708 709 710 711 712 713 714 715 716 717
        table_name = find_distributed_lookup_table(program)
        table_param = None
        table_grad = None
        new_param_grads = []
        for p, g in param_grads:
            if p.name == table_name:
                if table_param is not None:
                    raise RuntimeError(
                        "multi dist table var found, only support one now!")
                table_param = p
                table_grad = g
            else:
                new_param_grads.append((p, g))
        sgd_op = None
        if table_param is not None:
718 719 720 721 722 723 724 725 726 727 728 729 730
            param_and_grad = [table_param, table_grad]
            with table_param.block.program._optimized_guard(param_and_grad), \
                    framework.name_scope("optimizer"):
                self._create_global_learning_rate()
                # create the optimize op
                sgd_op = global_block.append_op(
                    type='sgd',
                    inputs={
                        "Param": table_param,
                        "Grad": table_grad,
                        "LearningRate": self._create_param_lr(param_and_grad)
                    },
                    outputs={"ParamOut": param_and_grad[0]})
Q
Qiao Longfei 已提交
731 732
        return new_param_grads, (table_param, table_grad), sgd_op

733 734 735 736 737 738 739
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
740
        The first part of ``minimize``, do auto-diff to append backward operations for
741 742 743
        the current program.

        Args:
744 745 746 747
            loss (Variable): ``loss`` variable to run optimizations.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
H
hong 已提交
748
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
749 750
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
751
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
752 753 754
                to be updated. The default value is None.
            callbacks (list, optional): list of callable objects to run when appending backward
                operator for one parameter. The default value is None.
M
minqiyang 已提交
755

756
        Return:
757 758
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
759

760
        Examples:
761
            See examples in ``apply_gradients``.
762
        """
763
        act_no_grad_set = None
L
Leo Chen 已提交
764
        if framework.in_dygraph_mode():
765
            pass
L
Leo Chen 已提交
766 767
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
768

C
chengduo 已提交
769
        self._dtype = loss.dtype
L
lujun 已提交
770
        if framework.in_dygraph_mode():
771 772 773
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list

C
chengduo 已提交
774
            params_grads = []
775
            for param in parameter_list:
C
chengduo 已提交
776 777
                if not param.trainable:
                    continue
778
                if param._grad_ivar() is not None:
C
chengduo 已提交
779
                    # create gradient variable
780
                    grad_var = param._grad_ivar()
C
chengduo 已提交
781
                    params_grads.append((param, grad_var))
782
        else:
C
chengduo 已提交
783 784 785 786 787
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
788 789 790 791
            assert len(loss.shape) == 1 and loss.shape[0] == 1, \
                "The loss.shape should be (1L,), but the current loss.shape is {}. " \
                "Maybe that you should call fluid.layers.mean to process the current loss.".format(
                    loss.shape)
792 793
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list
C
chengduo 已提交
794 795
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
796
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
797
        return params_grads
798 799 800 801 802 803 804 805

    def apply_gradients(self, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.

        Args:
            params_grads (list): list of (param, grad) pair to do optimization.
M
minqiyang 已提交
806

807 808
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
809

810 811 812
        Examples:
            .. code-block:: python

813
                import paddle.fluid as fluid
814 815 816 817 818 819 820
                loss = network()
                optimizer = fluid.optimizer.SGD(learning_rate=0.1)
                params_grads = optimizer.backward(loss)
                # you may append operations for params_grads here
                # ...
                optimizer.apply_gradients(params_grads)
        """
821

822 823
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

824
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
825 826 827 828
        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
829 830

        # Add regularization if any
831 832
        params_grads = append_regularization_ops(params_grads,
                                                 self.regularization)
833 834 835 836

        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

C
chengduo 已提交
837 838 839 840 841 842 843 844 845 846 847 848
    def apply_optimize(self, loss, startup_program, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Returns:
            list: A list of operators appended to the current program.
        """
L
lujun 已提交
849
        if framework.in_dygraph_mode():
C
chengduo 已提交
850 851
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
852 853
                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
854 855
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
856 857 858 859 860 861 862
                optimize_ops = self._create_optimization_pass(params_grads)
        else:
            program = loss.block.program
            with program_guard(program, startup_program):
                optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

G
gongweibao 已提交
863
    def _get_no_grad_set(self, loss, no_grad_set=None):
864
        no_grad_set = _get_no_grad_set_name(no_grad_set)
G
gongweibao 已提交
865 866 867 868 869 870 871 872
        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
            [param.name for param in parameters if param.trainable is False])
        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

873 874 875 876
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
877 878

        If not, new gradient will accumulat on previous gradient.
879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905
        
        Returns:
            None
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

                with fluid.dygraph.guard():
                    value = np.arange(26).reshape(2, 13).astype("float32")
                    a = fluid.dygraph.to_variable(value)
                    linear = fluid.Linear(13, 5, dtype="float32")
                    # This can be any optimizer supported by dygraph.
                    adam = fluid.optimizer.Adam(learning_rate = 0.01, 
                                                parameter_list = linear.parameters())
                    out = linear(a)
                    out.backward()
                    adam.minimize(out)
                    adam.clear_gradients()

        """
        for p in self._parameter_list:
            if p.trainable:
                p.clear_gradient()

906
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
907 908
    def minimize(self,
                 loss,
909
                 startup_program=None,
Q
Qiao Longfei 已提交
910
                 parameter_list=None,
911
                 no_grad_set=None):
912
        """
913
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
914

915
        Args:
916 917 918 919
            loss (Variable): A ``Variable`` containing the value to minimize.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
H
hong 已提交
920
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
921 922
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
923
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
924
                to be updated. The default value is None.
Q
Qiao Longfei 已提交
925

926
        Returns:
927 928 929
            tuple: tuple (optimize_ops, params_grads), A list of operators appended
            by minimize and a list of (param, grad) variable pairs, param is
            ``Parameter``, grad is the gradient value corresponding to the parameter.
930 931 932
            The returned tuple can be passed to ``fetch_list`` in ``Executor.run()`` to 
            indicate program pruning. If so, the program will be pruned by ``feed`` and 
            ``fetch_list`` before run, see details in ``Executor``.
933 934 935

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
936
        """
C
chengduo 已提交
937
        assert isinstance(loss, Variable), "The loss should be an Variable."
938

939 940
        parameter_list = parameter_list if parameter_list \
            else self._parameter_list
941

C
chengduo 已提交
942 943 944 945 946
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
947

C
chengduo 已提交
948 949
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
950

Q
Qiao Longfei 已提交
951
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
952 953 954


class SGDOptimizer(Optimizer):
955
    r"""
Q
qiaolongfei 已提交
956 957 958 959 960 961
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

962 963 964
    Parameters:
        learning_rate (float|Variable): The learning rate used to update parameters. \
            Can be a float value or a Variable with one float value as data element.
H
hong 已提交
965
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
966 967
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
968 969 970 971 972
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
973 974 975 976
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
977 978
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
979 980 981 982

    Examples:
        .. code-block:: python

983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.001)
                sgd_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
Qiao Longfei 已提交
1008 1009
    """

1010 1011 1012 1013
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
1014
                 grad_clip=None,
1015
                 name=None):
Q
Qiao Longfei 已提交
1016
        assert learning_rate is not None
Q
Qiao Longfei 已提交
1017
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
1018
            learning_rate=learning_rate,
1019
            parameter_list=parameter_list,
X
Xin Pan 已提交
1020
            regularization=regularization,
1021
            grad_clip=grad_clip,
X
Xin Pan 已提交
1022
            name=name)
Q
Qiao Longfei 已提交
1023 1024
        self.type = "sgd"

1025
    @no_grad
1026
    def _append_optimize_op(self, block, param_and_grad):
1027
        lr = self._create_param_lr(param_and_grad)
1028
        if framework.in_dygraph_mode():
1029 1030 1031
            core.ops.sgd(param_and_grad[0], lr, param_and_grad[1],
                         param_and_grad[0])
            return None
1032

1033
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1034 1035 1036 1037 1038 1039
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1040
                "LearningRate": lr
Q
Qiao Longfei 已提交
1041
            },
M
minqiyang 已提交
1042 1043
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
1044 1045

        return sgd_op
1046 1047 1048


class MomentumOptimizer(Optimizer):
1049
    r"""
Q
qiaolongfei 已提交
1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062

    Simple Momentum optimizer with velocity state

    This optimizer has a flag for Nestrov Momentum.

    The update equations are as follows:

    .. math::

        & velocity = mu * velocity + gradient

        & if (use\_nesterov):

1063
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
1064 1065 1066

        & else:

Q
qiaolongfei 已提交
1067
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
1068

1069 1070 1071 1072
    Parameters:
        learning_rate (float|Variable): The learning rate used to update parameters. \
            Can be a float value or a Variable with one float value as data element.
        momentum (float): Momentum factor
H
hong 已提交
1073
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1074 1075
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1076
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
1077 1078 1079 1080 1081
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1082 1083 1084 1085
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1086 1087
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
1088 1089 1090 1091

    Examples:
        .. code-block:: python

1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                moment_optimizer = fluid.optimizer.MomentumOptimizer(learning_rate=0.001, momentum=0.9)
                moment_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

1117 1118 1119
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
1120 1121 1122
    def __init__(self,
                 learning_rate,
                 momentum,
1123
                 parameter_list=None,
X
Xin Pan 已提交
1124 1125
                 use_nesterov=False,
                 regularization=None,
1126
                 grad_clip=None,
X
Xin Pan 已提交
1127
                 name=None):
1128 1129
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
1130
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
1131
            learning_rate=learning_rate,
1132
            parameter_list=parameter_list,
X
Xin Pan 已提交
1133
            regularization=regularization,
1134
            grad_clip=grad_clip,
X
Xin Pan 已提交
1135
            name=name)
1136 1137
        self.type = "momentum"
        self._momentum = momentum
1138
        self._use_nesterov = bool(use_nesterov)
1139 1140 1141 1142 1143

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        for p in parameters:
Q
Qiao Longfei 已提交
1144
            self._add_accumulator(self._velocity_acc_str, p)
1145 1146 1147 1148 1149 1150

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
1151 1152 1153 1154 1155 1156 1157 1158
        lr = self._create_param_lr(param_and_grad)

        if framework.in_dygraph_mode():
            _, _ = core.ops.momentum(param_and_grad[0], param_and_grad[1],
                                     velocity_acc, lr, param_and_grad[0],
                                     velocity_acc, 'mu', self._momentum,
                                     'use_nesterov', self._use_nesterov)
            return None
1159

1160
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1161 1162 1163 1164
        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1165
            "LearningRate": [lr]
1166 1167 1168 1169 1170 1171
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
            "VelocityOut": [velocity_acc]
        }
1172 1173 1174
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
1175 1176 1177
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1178
            stop_gradient=True)
1179 1180

        return momentum_op
1181 1182


1183
class DGCMomentumOptimizer(Optimizer):
1184
    r"""
1185
	:api_attr: Static Graph
S
swtkiwi 已提交
1186

1187
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
1188

G
gongweibao 已提交
1189
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
1190 1191
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
1192
    To avoid losing information, DGC accumulates the rest of the gradients locally.
1193 1194 1195

    Eventually, these gradients become large enough to be transmitted.

1196
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
1197

G
gongweibao 已提交
1198
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
1199 1200 1201 1202

    DGC also uses momentum factor masking and warmup training to overcome the staleness problem caused by reduced communication.

    This optimizer will do two things:
1203

1204 1205
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
1206

1207
        2. Call momentum to optimize the cost.
1208 1209

    Args:
1210 1211
        learning_rate (float|Variable): The learning rate used to update parameters. \
            It can be a float value or a Variable with one float value as a data element.
1212
        momentum (float): Momentum factor.
G
gongweibao 已提交
1213
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
1214 1215 1216 1217 1218 1219 1220
        rampup_step (int): Time steps used in sparsity warm-up periods. Default is 1.
            For example, if the sparsity is [0.75, 0.9375, 0.984375, 0.996, 0.999], and the rampup_step is 100, \
                it will use 0.75 at 0~19 steps, and 0.9375 at 20~39 steps, and so on. \
                And when reach sparsity array ends, it will use 0.999 then and after.
        sparsity (list[float]): Get top important element from gradient tensor, the ratio is (1 - current sparsity). \
            Default is [0.999]. For example, if the sparsity is [0.99, 0.999], \
                the top [1%, 0.1%] important element will be transmitted.
H
hong 已提交
1221
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1222 1223
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1224
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
1225 1226 1227 1228 1229
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1230 1231 1232
        grad_clip (GradientClipByNorm, optional): Gradient cliping strategy. ``DGCMomentumOptimizer`` only support 
            :ref:`api_fluid_clip_GradientClipByNorm` , and if not, it will raise TypeError. Default None, 
            meaning there is no gradient clipping.
1233 1234
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
1235 1236 1237 1238

    Examples:
        .. code-block:: python

1239
            import paddle.fluid as fluid
1240
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1241 1242 1243 1244 1245
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1246 1247

    """
1248 1249
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1250 1251 1252 1253 1254 1255 1256

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1257
                 parameter_list=None,
1258 1259 1260
                 use_nesterov=False,
                 num_trainers=None,
                 regularization=None,
1261
                 grad_clip=None,
1262
                 name=None):
Z
zhongpu 已提交
1263 1264
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support DGCMomentumOptimizer.")
1265 1266 1267 1268

        assert core.is_compiled_with_cuda(), \
            "Paddle is not compiled with CUDA. DGC is only support GPU for now."

1269 1270 1271 1272
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1273
            parameter_list=parameter_list,
1274
            regularization=regularization,
1275
            grad_clip=grad_clip,
1276 1277 1278 1279
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1280

1281
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1282
        self._rampup_begin_step = rampup_begin_step
1283 1284
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1285

1286
        self._rampup_begin_step_var = None
1287
        self._global_step_var = None
1288

1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299
        self._dgc_clip_norm = None
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipByNorm):
                raise TypeError(
                    "The type of grad_clip should be 'GradientClipByNorm', because DGCMomentumOptimizer only support GradientClipByNorm"
                )
            assert isinstance(
                num_trainers, int
            ), "The type of num_trainers should be 'int', but received %s" % type(
                value)
            assert num_trainers > 0, "The value of num_trainers should be greater than 0!"
1300 1301

            self._num_trainers = num_trainers
1302
            self._dgc_clip_norm = grad_clip.clip_norm * (num_trainers**-0.5)
1303

1304 1305
        self.regular_type, self.regular_coeff = self._get_regularization_param(
            self.regularization)
1306

1307 1308 1309
    def _get_regularization_param(self, regularization):
        regular_type = 0
        regular_coeff = 0.0
1310

1311 1312
        if regularization is not None:
            regular_coeff = regularization._regularization_coeff
1313
            from .regularizer import L1Decay, L2Decay
1314 1315 1316 1317
            if isinstance(regularization, L1Decay):
                regular_type = 1
            elif isinstance(regularization, L2Decay):
                regular_type = 2
1318 1319
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'
1320
        return regular_type, regular_coeff
1321

1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332
    def _is_use_dgc(self, param_var, grad_var):
        var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
        if var_numel < 16384 or \
           param_var.type == core.VarDesc.VarType.SELECTED_ROWS  or \
           grad_var.type == core.VarDesc.VarType.SELECTED_ROWS  or  \
               param_var.dtype != core.VarDesc.VarType.FP32 :
            return False
        return True

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347
        velocity_acc = self._get_accumulator(self._u_velocity_acc_str,
                                             param_and_grad[0])
        assert velocity_acc is not None

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
            "LearningRate": self._create_param_lr(param_and_grad),
        }
        outputs = {
            "ParamOut": param_and_grad[0],
            "VelocityOut": velocity_acc,
        }
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1348 1349

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1350 1351 1352
            type = "momentum"
        else:
            type = "dgc_momentum"
1353 1354 1355 1356 1357
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1358
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1359 1360 1361

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1362 1363 1364 1365
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1366 1367 1368
            stop_gradient=True)
        return dgc_momentum_op

1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387
    def _add_auto_increment_var(self, counter_name, begin, step=1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=counter_name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(begin - 1), force_cpu=True))
            helper.main_program.global_block()._prepend_op(
                type='increment',
                inputs={'X': [counter]},
                outputs={'Out': [counter]},
                attrs={'step': float(step)},
                stop_gradient=True)
            counter.stop_gradient = True

        return counter

1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400
    def _add_nranks_var(self, name, value=-1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(value), force_cpu=True))
            counter.stop_gradient = True

        return counter

1401 1402 1403 1404 1405 1406
    def _append_dgc_ops(self, param_and_grads):
        main_program = default_main_program()
        main_program._enable_dgc = True

        # step counter
        self._global_step_var = self._add_auto_increment_var(
G
gongweibao 已提交
1407
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1408

1409 1410 1411
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1412 1413 1414 1415 1416
        # rampup begin step var for all_reduce_op_handle
        self._rampup_begin_step_var = tensor.create_global_var(
            shape=[1],
            dtype=core.VarDesc.VarType.FP32,
            persistable=True,
G
gongweibao 已提交
1417
            name=core.dgc.kDGCRampUpBeginStepName(),
1418 1419 1420
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1421 1422
        self.helper = LayerHelper(self.__class__.__name__)

1423
        for param_var, grad_var in param_and_grads:
1424 1425 1426
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1427
            if not self._is_use_dgc(param_var, grad_var):
1428 1429
                continue

1430
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1431 1432 1433 1434 1435

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1436
                name=param_var.name + core.dgc.kDGCKName(),
1437 1438 1439 1440 1441 1442 1443
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1444
                name=param_var.name + core.dgc.kDGCEncodedName(),
1445 1446 1447
                value=0.0,
                force_cpu=False)

1448 1449 1450 1451 1452 1453 1454 1455
            gather_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + core.dgc.kDGCGatherName(),
                value=0.0,
                force_cpu=False)

1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474
            # del back oprolevarname
            op_maker = core.op_proto_and_checker_maker
            backward = core.op_proto_and_checker_maker.OpRole.Backward
            for op in main_program.global_block().ops:
                if not self._is_the_backward_op(op):
                    continue

                var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
                if param_var.name not in var_attr:
                    continue

                var_attr.remove(param_var.name)
                var_attr.remove(grad_var.name)
                if len(var_attr) > 1:
                    op._set_attr(op_maker.kOpRoleVarAttrName(), var_attr)
                else:
                    op._remove_attr(op_maker.kOpRoleVarAttrName())

            clip_var = grad_var
1475 1476
            if self._dgc_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._dgc_clip_norm)
1477
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1478
                         encoded_var, gather_var)
1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493

    def _is_the_backward_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        backward = core.op_proto_and_checker_maker.OpRole.Backward
        if op_maker.kOpRoleVarAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(backward):
            return True
        return False

    def _clip_by_norm(self, x, max_norm, name=None):
        args = {'x': x, 'max_norm': max_norm, 'name': name}

        helper = LayerHelper("dgc_clip_by_norm_op", **args)

        if name is None:
1494 1495
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1496 1497 1498 1499 1500

        out = helper.create_variable(
            type=x.type, name=name, dtype=x.dtype, persistable=False)

        helper.append_op(
G
gongweibao 已提交
1501
            type="dgc_clip_by_norm",
1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513
            inputs={"X": x,
                    "current_step": self._global_step_var},
            attrs={
                "max_norm": max_norm,
                "rampup_begin_step": float(self._rampup_begin_step)
            },
            outputs={"Out": out})
        return out

    def _append_clip_norm(self, grad_var, clip_norm):
        with grad_var.block.program._backward_role_guard():
            return self._clip_by_norm(
G
gongweibao 已提交
1514
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1515 1516

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1517
                encoded_var, gather_var):
1518 1519
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1520

1521 1522 1523 1524 1525 1526 1527
        regular_type = self.regular_type
        regular_coeff = self.regular_coeff
        # The regularizer of the Parameters have higher priority
        if param_var.regularizer is not None:
            regular_type, regular_coeff = self._get_regularization_param(
                param_var.regularizer)

1528 1529 1530 1531 1532 1533
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1534
                "Param": param_var,
1535 1536
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1537 1538 1539 1540 1541 1542
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1543 1544
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1545 1546 1547 1548 1549 1550
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1551
                "rampup_step": float(self._rampup_step),
1552 1553
                "regular_coeff": float(regular_coeff),
                "regular_type": int(regular_type),
1554 1555 1556 1557 1558 1559 1560 1561
            },
            stop_gradient=True)

        backward = op_maker.OpRole.Backward
        dgc_op._set_attr(op_maker.kOpRoleAttrName(), backward)
        dgc_op._set_attr(op_maker.kOpRoleVarAttrName(),
                         [param_var.name, grad_var.name])

1562
    @imperative_base.no_grad
1563
    def apply_gradients(self, params_grads):
1564 1565 1566 1567 1568
        # Note: since we can't use all_reduce_op now,
        # dgc_op should be the last op of one grad.
        # Maybe need a grad allreduce pass.
        self._append_dgc_ops(params_grads)

1569 1570 1571 1572 1573 1574
        params_grads = sorted(params_grads, key=lambda x: x[0].name)
        params_grads, table_param_and_grad, table_optimize_op = \
            self._process_distribute_lookuptable(params_grads)

        not_dgc_params_grads = []
        dgc_params_grads = []
1575
        # DGC clip and regularization in optimizer.backward
1576 1577 1578 1579 1580 1581
        for param, grad in params_grads:
            if not self._is_use_dgc(param, grad):
                not_dgc_params_grads.append((param, grad))
            else:
                dgc_params_grads.append((param, grad))

1582
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
1583 1584 1585 1586 1587
        if self._grad_clip is not None:
            not_dgc_params_grads = self._grad_clip(not_dgc_params_grads)
        else:
            not_dgc_params_grads = append_gradient_clip_ops(
                not_dgc_params_grads)
1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601

        not_dgc_params_grads = append_regularization_ops(not_dgc_params_grads,
                                                         self.regularization)

        params_grads = not_dgc_params_grads + dgc_params_grads
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

        optimize_ops = self._create_optimization_pass(params_grads)
        if table_optimize_op is not None:
            optimize_ops.append(table_optimize_op)
            params_grads.append(table_param_and_grad)

        return optimize_ops

1602

1603
class LarsMomentumOptimizer(Optimizer):
1604
    r"""
1605 1606 1607 1608 1609 1610 1611 1612 1613
    Momentum optimizer with LARS support

    The update equations are as follows:

    .. math::

        & local\_learning\_rate = learning\_rate * lars\_coeff * \\
          \\frac{||param||}{||gradient|| + lars\_weight\_decay * ||param||}

1614
        & velocity = mu * velocity + local\_learning\_rate * (gradient + lars\_weight\_decay * param + epsilon)
1615 1616 1617

        & param = param - velocity

1618 1619 1620 1621 1622 1623
    Parameters:
        learning_rate (float|Variable): The learning rate used to update parameters. \
            Can be a float value or a Variable with one float value as data element. \
            momentum (float): momentum factor
        lars_coeff (float): Defines how much we trust the layer to change its weights.
        lars_weight_decay (float): Weight decay coefficient for decaying using LARS.
H
hong 已提交
1624
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1625 1626
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1627 1628 1629 1630 1631
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1632 1633 1634 1635
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1636 1637
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
1638 1639 1640
        exclude_from_weight_decay (list[str], optional): Name string of layers which will be exclude from lars weight decay. Default is None.
        epsilon (float, optional): Epsilon to avoid Division by Zero when calculate local lr. Default is 0.
        
1641 1642 1643
    Examples:
        .. code-block:: python

1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659
            import paddle.fluid as fluid
            import numpy as np

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
            inp = fluid.layers.data(
                name="inp", shape=[2, 2], append_batch_size=False)
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
            optimizer = fluid.optimizer.LarsMomentumOptimizer(learning_rate=0.001, momentum=0.9)
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1660 1661 1662 1663 1664 1665 1666 1667
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1668
                 parameter_list=None,
1669
                 regularization=None,
1670
                 grad_clip=None,
1671 1672 1673
                 name=None,
                 exclude_from_weight_decay=None,
                 epsilon=0):
1674 1675 1676 1677
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1678
            parameter_list=parameter_list,
1679
            regularization=regularization,
1680
            grad_clip=grad_clip,
1681 1682 1683 1684 1685
            name=name)
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)
1686 1687 1688 1689 1690
        self._epsilon = float(epsilon)
        if exclude_from_weight_decay is None:
            self._exclude_from_weight_decay = []
        else:
            self._exclude_from_weight_decay = exclude_from_weight_decay
1691 1692 1693 1694 1695 1696 1697 1698 1699 1700

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        for p in parameters:
            self._add_accumulator(self._velocity_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

1701 1702 1703 1704 1705 1706 1707 1708
        _lars_weight_decay = self._lars_weight_decay
        param_name = param_and_grad[0].name
        if len(self._exclude_from_weight_decay) > 0:
            for name in self._exclude_from_weight_decay:
                if name in param_name:
                    _lars_weight_decay = 0.0
                    break

1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726
        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Velocity": velocity_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
            attrs={
                "mu": self._momentum,
                "lars_coeff": self._lars_coeff,
1727 1728
                "lars_weight_decay": _lars_weight_decay,
                "epsilon": self._epsilon
M
minqiyang 已提交
1729 1730
            },
            stop_gradient=True)
1731 1732 1733 1734

        return momentum_op


1735
class AdagradOptimizer(Optimizer):
1736
    r"""
1737 1738
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1739

1740
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1741 1742 1743 1744 1745 1746 1747

    .. math::

        moment\_out &= moment + grad * grad

        param\_out &= param - \\frac{learning\_rate * grad}{\sqrt{moment\_out} + \epsilon}

1748 1749 1750 1751 1752 1753
    Related paper: `Adaptive Subgradient Methods for Online Learning and
    Stochastic Optimization <http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf>`_.

    The original paper does not have the ``epsilon`` attribute. It is added here
    in our implementation as also proposed `Per-parameter adaptive learning rate
    methods <http://cs231n.github.io/neural-networks-3/#ada>`_
Q
qiaolongfei 已提交
1754 1755 1756
    for numerical stability to avoid the division by zero error.

    Args:
1757 1758 1759 1760
        learning_rate (float|Variable): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-06.
H
hong 已提交
1761
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1762 1763
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1764 1765 1766 1767 1768
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1769 1770 1771 1772
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1773 1774 1775 1776 1777
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        initial_accumulator_value (float, optional): Initial value for moment accumulator.
            The default value is 0.0.
Q
qiaolongfei 已提交
1778 1779 1780 1781

    Examples:
        .. code-block:: python

1782
            import numpy as np
1783
            import paddle.fluid as fluid
1784 1785

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1786
            inp = fluid.data(name="inp", shape=[2, 2])
1787 1788
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1789
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1790 1791 1792 1793 1794 1795 1796
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1797 1798 1799
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1800 1801 1802
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1803
                 parameter_list=None,
X
Xin Pan 已提交
1804
                 regularization=None,
1805
                 grad_clip=None,
1806
                 name=None,
X
xuezhong 已提交
1807
                 initial_accumulator_value=0.0):
1808 1809
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1810
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1811
            learning_rate=learning_rate,
1812
            parameter_list=parameter_list,
X
Xin Pan 已提交
1813
            regularization=regularization,
1814
            grad_clip=grad_clip,
X
Xin Pan 已提交
1815
            name=name)
1816 1817
        self.type = "adagrad"
        self._epsilon = epsilon
1818
        self.initial_accumulator_value = initial_accumulator_value
1819 1820 1821 1822 1823

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        for p in parameters:
Z
zhongpu 已提交
1824 1825 1826 1827
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value)
1828 1829 1830 1831 1832 1833

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        moment_acc = self._get_accumulator(self._moment_acc_str,
                                           param_and_grad[0])
1834
        # Create the adagrad optimizer op
1835 1836 1837 1838 1839 1840
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1841
                "LearningRate": self._create_param_lr(param_and_grad)
1842 1843 1844
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1845 1846
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1847 1848

        return adagrad_op
1849 1850 1851


class AdamOptimizer(Optimizer):
1852
    r"""
T
tianshuo78520a 已提交
1853
    The Adam optimizer uses an optimization described at the end
1854 1855 1856 1857 1858
    of section 2 of `Adam paper <https://arxiv.org/abs/1412.6980>`_ ,
    it can dynamically adjusts the learning rate of each parameter using
    the 1st moment estimates and the 2nd moment estimates of the gradient.
    
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872

    .. math::

        t & = t + 1

        moment\_1\_out & = {\\beta}_1 * moment\_1 + (1 - {\\beta}_1) * grad

        moment\_2\_out & = {\\beta}_2 * moment\_2 + (1 - {\\beta}_2) * grad * grad

        learning\_rate & = learning\_rate * \\
                          \\frac{\sqrt{1 - {\\beta}_2^t}}{1 - {\\beta}_1^t}

        param\_out & = param - learning\_rate * \\frac{moment\_1}{\sqrt{moment\_2} + \epsilon}

1873 1874
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1875
    Args:
1876 1877
        learning_rate (float|Variable, optional): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type. The default value is 0.001.
1878 1879
        beta1 (float|Variable, optional): The exponential decay rate for the 1st moment estimates.
            It should be a float number or a Variable with shape [1] and data type as float32.
1880
            The default value is 0.9.
1881 1882
        beta2 (float|Variable, optional): The exponential decay rate for the 2nd moment estimates.
            It should be a float number or a Variable with shape [1] and data type as float32.
1883 1884 1885
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
H
hong 已提交
1886
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1887 1888
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1889 1890 1891 1892 1893
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1894 1895 1896 1897
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1898 1899 1900 1901 1902 1903 1904 1905 1906 1907
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        lazy_mode (bool, optional): The official Adam algorithm has two moving-average accumulators.
            The accumulators are updated at every step. Every element of the two moving-average
            is updated in both dense mode and sparse mode. If the size of parameter is very large,
            then the update may be very slow. The lazy mode only update the element that has
            gradient in current mini-batch, so it will be much more faster. But this mode has
            different semantics with the original Adam algorithm and may lead to different result.
            The default value is False.
Q
qiaolongfei 已提交
1908 1909 1910 1911

    Examples:
        .. code-block:: python

1912 1913 1914 1915 1916 1917
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1918 1919
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                adam_optimizer = fluid.optimizer.AdamOptimizer(0.01)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
Q
qiaolongfei 已提交
1935

1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952
        .. code-block:: python

            # Adam with beta1/beta2 as Variable
            import paddle
            import paddle.fluid as fluid
            import paddle.fluid.layers.learning_rate_scheduler as lr_scheduler

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                # define beta decay variable
1953
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981
                    global_step = lr_scheduler._decay_step_counter()

                    beta1 = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(beta1_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta1")
                    beta2 = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(beta2_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta2")

                    div_res = global_step / decay_steps
                    decayed_beta1 = beta1_init * (decay_rate**div_res)
                    decayed_beta2 = beta2_init * (decay_rate**div_res)
                    fluid.layers.assign(decayed_beta1, beta1)
                    fluid.layers.assign(decayed_beta2, beta2)

                    return beta1, beta2

                beta1, beta2 = get_decayed_betas(0.9, 0.99, 1e5, 0.9)
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
1982
                                                    beta1=beta1,
1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993
                                                    beta2=beta2)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
1994 1995 1996
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1997 1998
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1999 2000 2001 2002 2003

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2004
                 epsilon=1e-8,
2005
                 parameter_list=None,
X
Xin Pan 已提交
2006
                 regularization=None,
2007
                 grad_clip=None,
Q
Qiao Longfei 已提交
2008
                 name=None,
Q
Qiao Longfei 已提交
2009
                 lazy_mode=False):
2010 2011 2012 2013
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
2014
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
2015
            learning_rate=learning_rate,
2016
            parameter_list=parameter_list,
X
Xin Pan 已提交
2017
            regularization=regularization,
2018
            grad_clip=grad_clip,
X
Xin Pan 已提交
2019
            name=name)
2020 2021 2022 2023
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
2024
        self._lazy_mode = lazy_mode
2025 2026 2027 2028 2029 2030

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        # Create accumulator tensors for first and second moments
        for p in parameters:
Q
Qiao Longfei 已提交
2031 2032
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
2033 2034 2035
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
2036 2037
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
2038
                shape=[1],
2039
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
Q
qiaolongfei 已提交
2040 2041 2042
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
2043 2044
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
2045
                shape=[1],
2046
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
2047 2048 2049 2050 2051 2052 2053 2054

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
Q
qiaolongfei 已提交
2055 2056 2057 2058
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
        beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
                                              param_and_grad[0])
2059
        lr = self._create_param_lr(param_and_grad)
2060
        # create the adam optimize op
2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075

        if framework.in_dygraph_mode():
            _beta1 = self._beta1 if not isinstance(
                self._beta1, Variable) else self._beta1.numpy().item(0)
            _beta2 = self._beta2 if not isinstance(
                self._beta2, Variable) else self._beta2.numpy().item(0)
            _, _, _, _, _ = core.ops.adam(
                param_and_grad[0], param_and_grad[1], lr, moment1, moment2,
                beta1_pow_acc, beta2_pow_acc, param_and_grad[0], moment1,
                moment2, beta1_pow_acc, beta2_pow_acc, 'epsilon', self._epsilon,
                'lazy_mode', self._lazy_mode, 'min_row_size_to_use_multithread',
                1000, 'beta1', _beta1, 'beta2', _beta2)

            return None

2076
        inputs = {
2077 2078
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2079
            "LearningRate": [lr],
2080 2081 2082 2083
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
2084 2085
        }
        outputs = {
2086 2087 2088 2089 2090
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106
        }
        attrs = {
            "epsilon": self._epsilon,
            "lazy_mode": self._lazy_mode,
            "min_row_size_to_use_multithread": 1000
        }

        if isinstance(self._beta1, Variable):
            inputs['Beta1Tensor'] = self._beta1
        else:
            attrs['beta1'] = self._beta1
        if isinstance(self._beta2, Variable):
            inputs['Beta2Tensor'] = self._beta2
        else:
            attrs['beta2'] = self._beta2

2107 2108
        adam_op = block.append_op(
            type=self.type,
2109 2110 2111
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
2112
            stop_gradient=True)
2113 2114 2115

        return adam_op

2116 2117

class AdamaxOptimizer(Optimizer):
2118
    r"""
2119 2120 2121 2122
    The Adamax optimizer is implemented based on the Adamax Optimization 
    in Section 7 of `Adam paper <https://arxiv.org/abs/1412.6980>`_.
    The Adamax algorithm is a variant of the Adam algorithm based on the infinite norm,
    which makes the learning rate update algorithm more stable and simple.
Q
qiaolongfei 已提交
2123

2124
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137

    .. math::

        t & = t + 1

        moment\_out & = {\\beta}_1 * moment + (1 - {\\beta}_1) * grad

        inf\_norm\_out & = max({\\beta}_2 * inf\_norm + \epsilon, |grad|)

        learning\_rate & = \\frac{learning\_rate}{1 - {\\beta}_1^t}

        param\_out & = param - learning\_rate * \\frac{moment\_out}{inf\_norm\_out}

2138
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2139

2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151
    The original paper does not have an ``epsilon`` attribute,
    it is added here for numerical stability to prevent the division by 0 error.

    Args:
        learning_rate (float|Variable, optional): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type. The default value is 0.001.
        beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
            The default value is 0.9.
        beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
H
hong 已提交
2152
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2153 2154
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2155 2156 2157 2158 2159
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2160 2161 2162 2163
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2164 2165 2166 2167 2168 2169
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, AdamaxOptimizer doesn't support sparse parameter optimization.**
Q
qiaolongfei 已提交
2170

2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183
    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

          # First create the Executor.
          place = fluid.CPUPlace() # fluid.CUDAPlace(0)
          exe = fluid.Executor(place)

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
2184
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2185 2186
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2187
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2188 2189 2190 2191 2192 2193 2194 2195 2196
              adam.minimize(loss)

          # Run the startup program once and only once.
          exe.run(startup_program)

          x = numpy.random.random(size=(10, 1)).astype('float32')
          outs = exe.run(program=train_program,
                        feed={'X': x},
                         fetch_list=[loss.name])
2197 2198 2199
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2200
    _beta1_pow_acc_str = "beta1_pow_acc"
2201 2202 2203 2204 2205

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2206
                 epsilon=1e-8,
2207
                 parameter_list=None,
X
Xin Pan 已提交
2208
                 regularization=None,
2209
                 grad_clip=None,
X
Xin Pan 已提交
2210
                 name=None):
2211 2212 2213 2214
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
2215
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
2216
            learning_rate=learning_rate,
2217
            parameter_list=parameter_list,
X
Xin Pan 已提交
2218
            regularization=regularization,
2219
            grad_clip=grad_clip,
X
Xin Pan 已提交
2220
            name=name)
2221 2222 2223 2224 2225 2226 2227 2228
        self.type = "adamax"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon

    def _create_accumulators(self, block, parameters):
        # Create accumulator tensors for first moment and infinity norm
        for p in parameters:
Q
Qiao Longfei 已提交
2229 2230
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
2231 2232 2233 2234 2235
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
2236 2237 2238 2239 2240 2241 2242

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        moment = self._get_accumulator(self._moment_acc_str, param_and_grad[0])
        inf_norm = self._get_accumulator(self._inf_norm_acc_str,
                                         param_and_grad[0])
Q
qiaolongfei 已提交
2243 2244
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
2245 2246 2247 2248 2249 2250
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
2251
                "LearningRate": self._create_param_lr(param_and_grad),
2252 2253
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
2254
                "Beta1Pow": beta1_pow_acc
2255 2256 2257 2258 2259 2260 2261 2262 2263 2264
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": moment,
                "InfNormOut": inf_norm
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon
M
minqiyang 已提交
2265 2266
            },
            stop_gradient=True)
2267 2268 2269

        return adamax_op

2270
    def _finish_update(self, block, parameters_and_grads):
2271 2272 2273
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2274
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2275
            if grad is None or param.trainable is False:
2276
                continue
X
Xin Pan 已提交
2277 2278
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2279 2280
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2281
                block.append_op(
2282 2283 2284
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2285 2286
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2287 2288


2289
class DpsgdOptimizer(Optimizer):
2290
    r"""
2291 2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326
    We implement the Dpsgd optimizer according to CCS16 paper -
    Deep Learning with Differential Privacy.

    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

          # First create the Executor.
          place = fluid.CPUPlace() # fluid.CUDAPlace(0)
          exe = fluid.Executor(place)

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
              data = fluid.layers.data(name='X', shape=[1], dtype='float32')
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
              optimizer = fluid.optimizer.Dpsgd(learning_rate=0.01, clip=10.0, batch_size=16.0, sigma=1.0)
              optimizer.minimize(loss)

          # Run the startup program once and only once.
          exe.run(startup_program)

          x = numpy.random.random(size=(10, 1)).astype('float32')
          outs = exe.run(program=train_program,
                        feed={'X': x},
                         fetch_list=[loss.name])

    Args:
        learning_rate (float|Variable): the learning rate used to update parameters. \
        Can be a float value or a Variable with one float value as data element.
        clip (float): clipping threshold
        batch_size (float): batch size.
        sigma (float): for gaussian noise.
H
hong 已提交
2327
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2328 2329
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2330 2331 2332 2333 2334 2335 2336 2337
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2338 2339
                 sigma=1e-8,
                 parameter_list=None):
2340 2341 2342 2343
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2344 2345
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2346 2347 2348 2349
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2350 2351 2352 2353 2354 2355 2356
        '''
        Note(wangzhongpu):
        This property is only used for debugging, do not need to set it!
        Dpsgd operator use time(NULL) as random seed to generate random number.
        However, during debugging, we need determinated result, so we will set self._seed to a fixed number.
        '''
        self._seed = None
2357 2358 2359 2360 2361

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        # create the dpsgd optimize op
Z
zhongpu 已提交
2362 2363 2364
        if self._seed == None:
            self._seed = 0

2365 2366 2367 2368 2369 2370 2371 2372 2373 2374 2375
        dpsgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0]},
            attrs={
                "clip": self._clip,
                "batch_size": self._batch_size,
Z
zhongpu 已提交
2376 2377
                "sigma": self._sigma,
                "seed": self._seed
2378 2379 2380 2381 2382 2383
            },
            stop_gradient=True)

        return dpsgd_op


2384
class DecayedAdagradOptimizer(Optimizer):
2385
    r"""
2386 2387 2388
    The Decayed Adagrad optimizer can be seen as an Adagrad algorithm that introduces
    the decay rate to solve the problem of a sharp drop in the learning rate
    during model training when using the AdagradOptimizer.
2389

2390
    The parameter ``param_out`` update rule with gradient ``grad``:
2391 2392 2393 2394 2395 2396 2397

    .. math::

        moment\_out & = decay * moment + (1 - decay) * grad * grad

        param\_out & = param - \\frac{learning\_rate * grad}{\sqrt{moment\_out} + \epsilon}

2398 2399 2400 2401
    Related paper: `Adaptive Subgradient Methods for Online Learning and Stochastic
    Optimization <http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf>`_.

    The original paper does not have an ``epsilon`` attribute. It is added here for numerical
2402 2403 2404
    stability to avoid the division by zero error.

    Args:
2405 2406 2407 2408 2409
        learning_rate (float|Variable): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type.
        decay (float, optional): The decay rate. The default value is 0.95.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-06.
H
hong 已提交
2410
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2411 2412
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2413 2414 2415 2416 2417
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2418 2419 2420 2421
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2422 2423 2424 2425 2426 2427
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.**
2428 2429 2430 2431

    Examples:
        .. code-block:: python

2432 2433
            import paddle.fluid as fluid

2434 2435 2436 2437
            x = fluid.data( name='x', shape=[None, 10], dtype='float32' )
            trans = fluid.layers.fc( x, 100 )
            cost = fluid.layers.reduce_mean( trans )
            optimizer = fluid.optimizer.DecayedAdagradOptimizer(learning_rate=0.2)
2438
            optimizer.minimize(cost)
2439 2440 2441
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2442 2443 2444 2445
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2446
                 parameter_list=None,
X
Xin Pan 已提交
2447
                 regularization=None,
2448
                 grad_clip=None,
X
Xin Pan 已提交
2449
                 name=None):
2450 2451 2452 2453
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2454
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2455
            learning_rate=learning_rate,
2456
            parameter_list=parameter_list,
X
Xin Pan 已提交
2457
            regularization=regularization,
2458
            grad_clip=grad_clip,
X
Xin Pan 已提交
2459
            name=name)
2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486
        self.type = "decayed_adagrad"
        self._decay = decay
        self._epsilon = epsilon

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        for p in parameters:
            self._add_accumulator(self._moment_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        moment_acc = self._get_accumulator(self._moment_acc_str,
                                           param_and_grad[0])

        # Create the decayed adagrad optimizer op
        decayed_adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
2487 2488
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2489
            stop_gradient=True)
2490 2491

        return decayed_adagrad_op
2492 2493


2494
class AdadeltaOptimizer(Optimizer):
2495
    r"""
Z
Zeng Jinle 已提交
2496
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2497

Z
Zeng Jinle 已提交
2498
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2499 2500 2501
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2502

Z
Zeng Jinle 已提交
2503 2504
    .. math::

Z
Zeng Jinle 已提交
2505
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2506

Z
Zeng Jinle 已提交
2507
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2508

Z
Zeng Jinle 已提交
2509
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2510 2511

    Args:
Z
Zeng Jinle 已提交
2512 2513 2514
        learning_rate (float|Variable): global learning rate.
        epsilon (float): a small float number for numeric stability. Default 1.0e-6.
        rho (float): a floating point value indicating the decay rate. Default 0.95.
H
hong 已提交
2515
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2516 2517
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2518 2519 2520 2521 2522
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2523 2524 2525 2526
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2527 2528 2529
        name (str, optional): The default value is None. Normally there is no need for user
                to set this property. For more information, please refer to
                :ref:`api_guide_Name` .
2530 2531 2532 2533

    Examples:
        .. code-block:: python

2534
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2535

2536
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2537 2538
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2539 2540
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2541

Z
Zeng Jinle 已提交
2542 2543 2544 2545
            # optimizer_ops is a list of optimizer operators to update parameters
            # params_grads is a list of (param, param_grad), where param is each
            # parameter and param_grad is the gradient variable of param.
            optimizer_ops, params_grads = optimizer.minimize(cost)
2546
    """
2547

2548 2549 2550
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2551 2552 2553 2554
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2555
                 parameter_list=None,
X
Xin Pan 已提交
2556
                 regularization=None,
2557
                 grad_clip=None,
X
Xin Pan 已提交
2558
                 name=None):
2559 2560 2561 2562 2563 2564
        if learning_rate is None:
            raise ValueError("learning_rate is not set.")
        if epsilon is None:
            raise ValueError("epsilon is not set.")
        if rho is None:
            raise ValueError("rho is not set.")
2565
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2566
            learning_rate=learning_rate,
2567
            parameter_list=parameter_list,
X
Xin Pan 已提交
2568
            regularization=regularization,
2569
            grad_clip=grad_clip,
X
Xin Pan 已提交
2570
            name=name)
2571 2572 2573 2574 2575
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2576 2577
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2578 2579 2580 2581 2582 2583

        for p in parameters:
            self._add_accumulator(self._avg_squared_grad_acc_str, p)
            self._add_accumulator(self._avg_squared_update_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
2584 2585
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606

        avg_squared_grad_acc = self._get_accumulator(
            self._avg_squared_grad_acc_str, param_and_grad[0])
        avg_squared_update_acc = self._get_accumulator(
            self._avg_squared_update_acc_str, param_and_grad[0])

        # Create the adadelta optimizer op
        adadelta_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "AvgSquaredGrad": avg_squared_grad_acc,
                "AvgSquaredUpdate": avg_squared_update_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "AvgSquaredGradOut": avg_squared_grad_acc,
                "AvgSquaredUpdateOut": avg_squared_update_acc
            },
            attrs={"epsilon": self._epsilon,
M
minqiyang 已提交
2607 2608
                   "rho": self._rho},
            stop_gradient=True)
2609 2610 2611 2612

        return adadelta_op


Q
qingqing01 已提交
2613
class RMSPropOptimizer(Optimizer):
2614
    r"""
Q
qingqing01 已提交
2615 2616 2617 2618 2619 2620 2621 2622
    Root Mean Squared Propagation (RMSProp) is an unpublished, adaptive learning
    rate method. The original slides proposed RMSProp: Slide 29 of
    http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf .

    The original equation is as follows:

    ..  math::

Q
qiaolongfei 已提交
2623
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2624 2625 2626 2627

        w & = w - \\frac{\\eta} {\\sqrt{r(w,t) + \\epsilon}} \\nabla Q_{i}(w)

    The first equation calculates moving average of the squared gradient for
Q
qiaolongfei 已提交
2628
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2629 2630 2631 2632 2633 2634

    In some cases, adding a momentum term :math: `\\beta` is beneficial.
    In our implementation, Nesterov momentum is used:

    ..  math::

Q
qiaolongfei 已提交
2635
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2636

2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650
        v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) +
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

    if centered is True:

    ..  math::

        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2

        g(w, t) & = \\rho g(w, t-1) + (1 - \\rho)\\nabla Q_{i}(w)

        v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) - (g(w, t))^2 +
Q
qingqing01 已提交
2651 2652 2653 2654
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2655
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2656 2657 2658 2659 2660
    and so on. :math: `beta` is the momentum term. :math: `\\epsilon` is a
    smoothing term to avoid division by zero, usually set somewhere in range
    from 1e-4 to 1e-8.


2661 2662 2663
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2664
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2665
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2666
        momentum(float): :math:`\\beta` in equation is the momentum term,
2667
            default is 0.0.
2668 2669 2670 2671
        centered(bool): If True, gradients are normalized by the estimated variance of
            the gradient; if False, by the uncentered second moment. Setting this to
            True may help with training, but is slightly more expensive in terms of
            computation and memory. Defaults to False.
H
hong 已提交
2672
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2673 2674
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2675 2676 2677 2678 2679
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2680 2681 2682 2683
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2684 2685
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qingqing01 已提交
2686 2687 2688 2689 2690 2691 2692

    Raises:
        ValueError: If learning_rate, rho, epsilon, momentum are None.

    Examples:
          .. code-block:: python

2693 2694 2695 2696 2697 2698 2699 2700 2701 2702 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713 2714 2715 2716 2717
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                rms_optimizer = fluid.optimizer.RMSProp(learning_rate=0.1)
                rms_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
qingqing01 已提交
2718 2719 2720 2721
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2722
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2723 2724 2725 2726 2727 2728

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2729
                 centered=False,
2730
                 parameter_list=None,
X
Xin Pan 已提交
2731
                 regularization=None,
2732
                 grad_clip=None,
X
Xin Pan 已提交
2733
                 name=None):
Q
qingqing01 已提交
2734
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2735
            learning_rate=learning_rate,
2736
            parameter_list=parameter_list,
X
Xin Pan 已提交
2737
            regularization=regularization,
2738
            grad_clip=grad_clip,
X
Xin Pan 已提交
2739
            name=name)
Q
qingqing01 已提交
2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752
        if learning_rate is None:
            raise ValueError("learning_rate is not set.")
        if rho is None:
            raise ValueError("rho is not set.")
        if epsilon is None:
            raise ValueError("epsilon is not set.")
        if momentum is None:
            raise ValueError("momentum is not set.")

        self.type = "rmsprop"
        self._rho = rho
        self._epsilon = epsilon
        self._momentum = momentum
2753
        self._centered = centered
Q
qingqing01 已提交
2754 2755 2756 2757 2758 2759 2760 2761

    def _create_accumulators(self, block, parameters):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        for p in parameters:
            self._add_accumulator(self._momentum_acc_str, p)
            self._add_accumulator(self._mean_square_acc_str, p)
2762
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2763 2764 2765 2766 2767 2768 2769 2770 2771

    def _append_optimize_op(self, block, param_and_grad):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        momentum_acc = self._get_accumulator(self._momentum_acc_str,
                                             param_and_grad[0])
        mean_square_acc = self._get_accumulator(self._mean_square_acc_str,
                                                param_and_grad[0])
2772 2773
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2774 2775 2776 2777 2778 2779 2780
        rmsprop_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": momentum_acc,
                "MeanSquare": mean_square_acc,
2781
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2782 2783 2784 2785 2786
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2787 2788
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2789 2790 2791 2792
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2793 2794
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2795 2796
            },
            stop_gradient=True)
Q
qingqing01 已提交
2797 2798 2799 2800

        return rmsprop_op


Q
qiaolongfei 已提交
2801
class FtrlOptimizer(Optimizer):
2802
    r"""
Q
qiaolongfei 已提交
2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 2823 2824 2825 2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839 2840
    FTRL (Follow The Regularized Leader) Optimizer.

    The paper that proposed Follow The Regularized Leader (FTRL):
    (https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf)

    ..  math::

        &new\_accum = squared\_accum + grad^2

        &if (lr\_power == -0.5):

        &\quad  linear\_accum += grad - \\frac{\\sqrt{new\_accum} - \\sqrt{squared\_accum}}{learning\_rate * param}

        &else:

        &\quad   linear\_accum += grad - \\frac{new\_accum^{-lr\_power} - accum^{-lr\_power}}{learning\_rate * param}


        &x = l1 * sign(linear\_accum) - linear\_accum

        &if (lr\_power == -0.5):

        &\quad   y = \\frac{\\sqrt{new\_accum}}{learning\_rate} + (2 * l2)

        &\quad   pre\_shrink = \\frac{x}{y}

        &\quad   param = (abs(linear\_accum) > l1).select(pre\_shrink, 0.0)

        &else:

        &\quad   y = \\frac{new\_accum^{-lr\_power}}{learning\_rate} + (2 * l2)

        &\quad   pre\_shrink = \\frac{x}{y}

        &\quad   param = (abs(linear\_accum) > l1).select(pre\_shrink, 0.0)

        &squared\_accum += grad^2

2841 2842 2843 2844 2845
    Parameters:
        learning_rate (float|Variable): Global learning rate.
        l1 (float): L1 regularization strength, default is 0.0.
        l2 (float): L2 regularization strength, default is 0.0.
        lr_power (float): Learning Rate Power, default is -0.5.
H
hong 已提交
2846
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2847 2848
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2849 2850 2851 2852 2853
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2854 2855 2856 2857
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2858 2859
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
2860 2861 2862 2863 2864 2865 2866

    Raises:
        ValueError: If learning_rate, rho, epsilon, momentum are None.

    Examples:
          .. code-block:: python

2867 2868 2869 2870 2871 2872 2873 2874 2875 2876 2877 2878 2879 2880 2881 2882 2883 2884 2885 2886 2887 2888 2889 2890
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                ftrl_optimizer = fluid.optimizer.Ftrl(learning_rate=0.1)
                ftrl_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
C
chengduo 已提交
2891

2892
    NOTE:
C
chengduo 已提交
2893
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2894 2895 2896 2897 2898
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2899 2900 2901 2902 2903
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2904
                 parameter_list=None,
X
Xin Pan 已提交
2905
                 regularization=None,
2906
                 grad_clip=None,
X
Xin Pan 已提交
2907
                 name=None):
Q
qiaolongfei 已提交
2908
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2909
            learning_rate=learning_rate,
2910
            parameter_list=parameter_list,
X
Xin Pan 已提交
2911
            regularization=regularization,
2912
            grad_clip=grad_clip,
X
Xin Pan 已提交
2913
            name=name)
Q
qiaolongfei 已提交
2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938 2939 2940 2941 2942 2943 2944 2945 2946 2947 2948 2949 2950 2951 2952
        if learning_rate is None:
            raise ValueError("learning_rate is not set.")

        self.type = "ftrl"
        self._l1 = l1
        self._l2 = l2
        self._lr_power = lr_power

    def _create_accumulators(self, block, parameters):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        for p in parameters:
            self._add_accumulator(self._squared_acc_str, p)
            self._add_accumulator(self._linear_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        squared_acc = self._get_accumulator(self._squared_acc_str,
                                            param_and_grad[0])
        linear_acc = self._get_accumulator(self._linear_acc_str,
                                           param_and_grad[0])
        ftrl_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "SquaredAccumulator": squared_acc,
                "LinearAccumulator": linear_acc,
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "SquaredAccumOut": squared_acc,
                "LinearAccumOut": linear_acc
            },
            attrs={"l1": self._l1,
2953
                   "l2": self._l2,
M
minqiyang 已提交
2954 2955
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2956 2957 2958 2959

        return ftrl_op


Y
Yibing Liu 已提交
2960
class LambOptimizer(AdamOptimizer):
2961
    r"""
Y
Yibing Liu 已提交
2962 2963 2964 2965
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

    LAMB Optimizer is designed to scale up the batch size of training without losing 
    accuracy, which supports adaptive element-wise updating and accurate layer-wise 
Y
Yibing Liu 已提交
2966 2967
    correction. For more information, please refer to `Large Batch Optimization for 
    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
Y
Yibing Liu 已提交
2968 2969 2970 2971 2972

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2973
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2974

Y
Yibing Liu 已提交
2975
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2976

Y
Yibing Liu 已提交
2977
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2978

Y
Yibing Liu 已提交
2979
        w_t &= w_{t-1} -\\eta_t \\frac{\\left \| w_{t-1}\\right \|}{\\left \| r_t + \\lambda w_{t-1}\\right \|} (r_t + \\lambda w_{t-1})
Y
Yibing Liu 已提交
2980 2981 2982 2983 2984 2985


    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the 
    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    Args:
Y
Yibing Liu 已提交
2986 2987 2988 2989 2990 2991 2992 2993
        learning_rate (float|Variable, optional): the learning rate used to update parameters. \
            Can be a float value or a Variable with data type float32. Default 0.001.
        lamb_weight_decay (float, optional): The LAMB weight decay rate. Default 0.01.
        beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
            Default 0.9.
        beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
            Default 0.999.
        epsilon (float, optional): A small float value for numerical stability. Default 1e-6.
H
hong 已提交
2994
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2995 2996
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2997 2998 2999 3000 3001
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3002 3003 3004 3005
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
Y
Yibing Liu 已提交
3006 3007 3008 3009 3010
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight 
            decay when **exclude_from_weight_decay_fn(parameter)** returns true. 
            Default None.
        name(str|None): For detailed information, please refer to 
            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
Y
Yibing Liu 已提交
3011 3012 3013 3014 3015 3016

    Examples:
        .. code-block:: python
            
            import paddle.fluid as fluid 

Y
Yibing Liu 已提交
3017
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
3018 3019 3020
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
3021 3022 3023 3024 3025
            def exclude_fn(param):
                return param.name.endswith('.b_0')

            optimizer = fluid.optimizer.Lamb(learning_rate=0.002,
                                             exclude_from_weight_decay_fn=exclude_fn)
Y
Yibing Liu 已提交
3026 3027 3028 3029
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
3030
    # these two not used in op temporarily
Y
Yibing Liu 已提交
3031 3032 3033 3034 3035 3036 3037 3038 3039
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

    def __init__(self,
                 learning_rate=0.001,
                 lamb_weight_decay=0.01,
                 beta1=0.9,
                 beta2=0.999,
                 epsilon=1e-6,
3040
                 parameter_list=None,
Y
Yibing Liu 已提交
3041
                 regularization=None,
3042
                 grad_clip=None,
Y
Yibing Liu 已提交
3043
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
3044 3045 3046 3047 3048 3049 3050 3051
                 name=None):
        assert learning_rate is not None
        assert lamb_weight_decay is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
        super(LambOptimizer, self).__init__(
            learning_rate=learning_rate,
3052
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
3053
            regularization=regularization,
3054
            grad_clip=grad_clip,
Y
Yibing Liu 已提交
3055 3056 3057 3058 3059 3060
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
3061
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
3062 3063 3064

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3065
        block.program._use_lamb = True
Y
Yibing Liu 已提交
3066 3067 3068 3069 3070 3071 3072 3073 3074 3075

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
        beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
                                              param_and_grad[0])

Y
Yibing Liu 已提交
3076 3077 3078 3079 3080 3081
        if self._exclude_from_weight_decay_fn is not None \
            and self._exclude_from_weight_decay_fn(param_and_grad[0]):
            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay

Y
Yibing Liu 已提交
3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092 3093 3094 3095 3096 3097 3098 3099 3100 3101 3102
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad),
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
3103
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
3104 3105 3106 3107 3108 3109
            },
            stop_gradient=True)

        return lamb_op


3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122
# We short the class name, since users will use the optimizer with the package
# name. The sample code:
#
# import paddle.fluid as fluid
#
# sgd = fluid.optimizer.SGD(...)
#
# It is no need to add an `Optimizer` as the class suffix
SGD = SGDOptimizer
Momentum = MomentumOptimizer
Adagrad = AdagradOptimizer
Adam = AdamOptimizer
Adamax = AdamaxOptimizer
3123
Dpsgd = DpsgdOptimizer
3124
DecayedAdagrad = DecayedAdagradOptimizer
3125
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
3126
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
3127
Ftrl = FtrlOptimizer
3128
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
3129
Lamb = LambOptimizer
3130 3131 3132


class ModelAverage(Optimizer):
3133
    r"""
3134
	:api_attr: Static Graph
S
swtkiwi 已提交
3135

3136 3137 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151 3152 3153
    The ModelAverage optimizer accumulates specific continuous historical parameters
    during training. The accumulated historical range can be controlled by the passed
    ``average_window_rate`` argument. The averaged ``Parameter`` are used in the prediction,
    which usually can improve the accuracy of the prediction.

    Accumulate the average of the ``Parameter`` in the sliding window, the result will be saved
    in a temporary variable, can be applied to the current model's ``Parameter`` by calling
    the ``apply()`` method, and the current model ``Parameter`` can be restored by calling
    the ``restore()`` method.

    The window size for calculating the average is determined by ``average_window_rate``,
    ``min_average_window``, ``max_average_window`` and the current ``Parameter`` update times (num_updates).

    When the cumulative times (num_accumulates) is greater than the specific window
    threshold (average_window), the accumulated ``Parameter`` temporary variable is set to 0.0.
    The following example will help to understand the role of these arguments:

    ::
3154

3155 3156 3157 3158 3159 3160 3161 3162 3163
        if num_accumulates >= min_average_window and num_accumulates >= min(max_average_window, num_updates * average_window_rate):
            num_accumulates = 0

    In the above conditional judgment statement, ``num_accumulates`` indicates the current
    accumulated number, which can be abstractly understood as the length of the cumulative window.
    The length of the window must be at least the length set by the ``min_average_window`` argument,
    and cannot exceed the length specified by the ``max_average_window`` argument or
    ``num_updates * average_window_rate``, where ``num_updates`` indicates the current ``Parameter``
    update times, ``average_window_rate`` is a coefficient that calculates the length of the window.
3164 3165

    Args:
3166 3167 3168
        average_window_rate (float): The calculate ratio of the window length relative to ``Parameter`` update times.
        min_average_window (int, optional): the minimum size of average window length. The default value is 10000.
        max_average_window (int, optional): The maximum size of average window length. The default value is 10000.
3169 3170 3171 3172 3173
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3174 3175 3176
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
3177

3178
    Examples:
Q
qiaolongfei 已提交
3179 3180 3181

      .. code-block:: python

3182 3183 3184 3185 3186 3187
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3188

3189 3190 3191 3192
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3193
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3194 3195 3196 3197 3198 3199 3200 3201
            hidden = fluid.layers.fc(input=data, size=10)
            loss = fluid.layers.mean(hidden)
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
            optimizer.minimize(loss)

            # build ModelAverage optimizer
            model_average = fluid.optimizer.ModelAverage(0.15,
                                                         min_average_window=10000,
3202
                                                         max_average_window=12500)
3203 3204

            exe.run(startup_program)
3205 3206 3207 3208 3209
            for i in range(12500):
                x = numpy.random.random(size=(10, 1)).astype('float32')
                outs = exe.run(program=train_program,
                               feed={'X': x},
                               fetch_list=[loss.name])
3210 3211

            # apply ModelAverage
3212
            with model_average.apply(exe):
3213 3214 3215 3216
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3217 3218 3219
    """

    def __init__(self,
W
wanghaoshuang 已提交
3220
                 average_window_rate,
3221 3222
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
3223 3224
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
3225 3226
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
3227 3228
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
3229 3230 3231
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3232

3233
        self.params_grads = []
3234 3235
        for param in framework.default_main_program().global_block(
        ).all_parameters():
3236
            if param.do_model_average != False:
3237
                grad = param.block.create_var(
3238 3239
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
3240 3241
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
3242
                    stop_gradient=True)
3243
                self.params_grads.append((param, grad))
3244

3245
        for param, grad in self.params_grads:
3246 3247
            if grad is None:
                continue
X
Xin Pan 已提交
3248 3249
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
3250
                self._append_average_accumulate_op(param)
3251

3252 3253 3254 3255
        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
            for param_grad in self.params_grads:
3256
                self._add_average_apply_op(block, param_grad)
3257 3258 3259 3260 3261

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
            for param_grad in self.params_grads:
3262
                self._add_average_restore_op(block, param_grad)
3263

3264
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3265 3266 3267 3268 3269 3270
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
        sum_1 = block._clone_variable(self._get_accumulator('sum_1', param))
        sum_2 = block._clone_variable(self._get_accumulator('sum_2', param))
        sum_3 = block._clone_variable(self._get_accumulator('sum_3', param))
        num_accumulates = block._clone_variable(
3271
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
3272
        old_num_accumulates = block._clone_variable(
3273
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
3274
        num_updates = block._clone_variable(
3275 3276 3277 3278 3279 3280
            self._get_accumulator('num_updates', param))
        # backup param value to grad
        layers.assign(input=param, output=grad)
        # param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
        tmp = layers.sum(x=[num_accumulates, old_num_accumulates])
        sum = layers.sum(x=[sum_1, sum_2, sum_3])
D
dzhwinter 已提交
3281 3282 3283 3284
        tmp = layers.cast(
            x=tmp, dtype='float32' if self._dtype == None else self._dtype)
        sum = layers.cast(
            x=sum, dtype='float32' if self._dtype == None else self._dtype)
S
sneaxiy 已提交
3285
        ops._elementwise_div(x=sum, y=tmp, out=param)
3286 3287

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3288 3289
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3290 3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301 3302 3303 3304 3305 3306 3307 3308 3309 3310 3311 3312 3313 3314 3315 3316 3317 3318 3319 3320 3321 3322 3323 3324 3325 3326
        layers.assign(input=grad, output=param)

    def _append_average_accumulate_op(self, param):
        self.helper = LayerHelper("average_accumulate")
        sum_1 = self._add_accumulator('sum_1', param)
        sum_2 = self._add_accumulator('sum_2', param)
        sum_3 = self._add_accumulator('sum_3', param)
        num_accumulates = self._add_accumulator(
            'num_accumulates', param, dtype='int64', shape=[1])
        old_num_accumulates = self._add_accumulator(
            'old_num_accumulates', param, dtype='int64', shape=[1])
        num_updates = self._add_accumulator(
            'num_updates', param, dtype='int64', shape=[1])

        self.helper.append_op(
            type='average_accumulates',
            inputs={
                "param": param,
                "in_sum_1": sum_1,
                "in_sum_2": sum_2,
                "in_sum_3": sum_3,
                "in_num_accumulates": num_accumulates,
                "in_old_num_accumulates": old_num_accumulates,
                "in_num_updates": num_updates
            },
            outputs={
                "out_sum_1": sum_1,
                "out_sum_2": sum_2,
                "out_sum_3": sum_3,
                "out_num_accumulates": num_accumulates,
                "out_old_num_accumulates": old_num_accumulates,
                "out_num_updates": num_updates,
            },
            attrs={
                "average_window": self.average_window,
                "min_average_window": self.min_average_window,
                "max_average_window": self.max_average_window,
M
minqiyang 已提交
3327 3328
            },
            stop_gradient=True)
3329

S
rename  
sneaxiy 已提交
3330
    @signature_safe_contextmanager
3331
    def apply(self, executor, need_restore=True):
3332 3333
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3334 3335

        Args:
3336 3337 3338 3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349 3350 3351 3352 3353 3354 3355 3356 3357 3358 3359 3360 3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374 3375 3376 3377 3378 3379
            executor(fluid.Executor): The current network executor.
            need_restore(bool): Restore flag variable, if set to True, the network will restore
                the parameters of the network to the default value, if set to False,
                it will not be restored. The default value is True.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

            # First create the Executor.
            place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
            exe = fluid.Executor(place)

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])
3380
        """
3381 3382 3383 3384 3385 3386
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3387 3388

    def restore(self, executor):
3389 3390
        """
        Restore ``Parameter`` values of current model.
3391 3392
        
        Args:
3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403 3404 3405 3406 3407 3408 3409 3410 3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 3422 3423 3424 3425 3426 3427 3428 3429 3430 3431 3432 3433 3434 3435 3436
            executor(fluid.Executor): The current network executor.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

            # First create the Executor.
            place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
            exe = fluid.Executor(place)

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe, False):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])

                # restore Parameters
                model_average.restore(exe)
3437
        """
3438
        executor.run(self.restore_program)
3439 3440 3441


class ExponentialMovingAverage(object):
3442
    r"""
3443
	:api_attr: Static Graph
S
swtkiwi 已提交
3444

3445 3446 3447 3448 3449 3450
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3451
        \\text{EMA}_0 & = 0
3452

3453 3454
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3455 3456 3457 3458
    The average results calculated by **update()** method will be saved in 
    temporary variables which are created and maintained by the object, and can 
    be applied to parameters of current model by calling **apply()** method. And 
    the **restore()** method is used to restore the parameters.
3459 3460 3461 3462 3463 3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474 3475 3476 3477 3478 3479

    **Bias correction**. All EMAs are initialized to :math:`0` and hence they will be 
    zero biased, which can be corrected by divided by a factor 
    :math:`(1 - \\text{decay}^t)` , i.e., the actual EMAs applied to parameters 
    when calling **apply()** method would be 

    ..  math::
    
        \\widehat{\\text{EMA}}_t = \\frac{\\text{EMA}_t}{1 - \\text{decay}^t}

    **Decay rate scheduling**. A large decay rate very close to 1 would result 
    in that the averages move very slowly. And a better strategy is to set a 
    relative smaller decay rate in the very beginning. The argument **thres_steps**
    allows users to pass a Variable to schedule the decay rate, in this case, 
    the actual decay rate becomes
     
    ..  math::
    
        \\min(\\text{decay}, \\frac{1 + \\text{thres_steps}}{10 + \\text{thres_steps}})

    Usually **thres_steps** can be the global training steps.
3480 3481 3482


    Args:
Y
Yibing Liu 已提交
3483 3484 3485 3486 3487 3488 3489
	decay (float, optional): The exponential decay rate, usually close to 1, such as 
            0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None): If not `None`, schedule the decay rate. 
            Default None.
        name (str|None): For detailed information, please refer to 
            :ref:`api_guide_Name`. Usually name is no need to set and None by 
            default.
3490 3491 3492 3493 3494


    Examples:

	.. code-block:: python
3495 3496 3497 3498 3499

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3500
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3501 3502 3503 3504 3505 3506 3507 3508
	    hidden = fluid.layers.fc(input=data, size=10)
	    cost = fluid.layers.mean(hidden)

	    test_program = fluid.default_main_program().clone(for_test=True)

	    optimizer = fluid.optimizer.Adam(learning_rate=0.001)
	    optimizer.minimize(cost)

3509
	    global_steps = fluid.layers.autoincreased_step_counter()
3510 3511 3512 3513 3514 3515 3516 3517 3518 3519 3520 3521 3522 3523 3524 3525 3526 3527 3528 3529 3530 3531 3532 3533 3534 3535 3536 3537 3538
	    ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
	    ema.update()

	    place = fluid.CPUPlace()
	    exe = fluid.Executor(place)
	    exe.run(fluid.default_startup_program())

	    for pass_id in range(3):
		for batch_id in range(6):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=fluid.default_main_program(),
			feed={'x': data}, 
			fetch_list=[cost.name])

		# usage 1
		with ema.apply(exe):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
			    

		 # usage 2
		with ema.apply(exe, need_restore=False):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
		ema.restore(exe)
3539 3540
    """

3541
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
3542 3543 3544
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
3545
        self._decay = decay
3546
        self._thres_steps = thres_steps
3547
        self._name = name if name is not None else ''
3548 3549
        self._decay_var = self._get_ema_decay()

3550
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3551
        self._params_tmps = []
3552
        for param in default_main_program().global_block().all_parameters():
3553 3554 3555 3556 3557 3558 3559
            if param.do_model_average != False:
                tmp = param.block.create_var(
                    name=unique_name.generate(".".join(
                        [self._name + param.name, 'ema_tmp'])),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True)
Y
Yibing Liu 已提交
3560
                self._params_tmps.append((param, tmp))
3561

Y
Yibing Liu 已提交
3562 3563
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3564 3565
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3566
                self._ema_vars[param.name] = self._create_ema_vars(param)
3567 3568 3569 3570

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3571
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3572
            for param, tmp in self._params_tmps:
3573 3574
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3575
                ema = block._clone_variable(self._ema_vars[param.name])
3576
                layers.assign(input=param, output=tmp)
3577
                # bias correction
3578 3579
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
3580 3581 3582 3583
                        layers.assign(
                            output=param, input=ema / (1.0 - decay_pow))
                    with switch.default():
                        layers.assign(output=param, input=ema)
3584 3585 3586 3587

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
3588
            for param, tmp in self._params_tmps:
3589 3590 3591 3592
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3593 3594 3595 3596 3597 3598 3599 3600 3601 3602 3603 3604 3605 3606 3607 3608 3609 3610 3611 3612 3613 3614
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
            decay_var = layers.tensor.create_global_var(
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
                name="scheduled_ema_decay_rate")

            if self._thres_steps is not None:
                decay_t = (self._thres_steps + 1.0) / (self._thres_steps + 10.0)
                with layers.control_flow.Switch() as switch:
                    with switch.case(decay_t < self._decay):
                        layers.tensor.assign(decay_t, decay_var)
                    with switch.default():
                        layers.tensor.assign(
                            np.array(
                                [self._decay], dtype=np.float32),
                            decay_var)
        return decay_var

    def _get_decay_pow(self, block):
3615 3616 3617 3618 3619 3620 3621
        global_step = layers.create_global_var(
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True)
        global_step = layers.cast(global_step, "float32")
3622
        decay_var = block._clone_variable(self._decay_var)
3623 3624
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3625

Y
Yibing Liu 已提交
3626
    def _create_ema_vars(self, param):
3627 3628 3629 3630 3631 3632 3633 3634 3635
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
            persistable=True)

        return param_ema

Y
Yibing Liu 已提交
3636 3637 3638 3639 3640
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3641 3642
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3643
        param_master_emas = []
Y
Yibing Liu 已提交
3644 3645 3646 3647
        for param, tmp in self._params_tmps:
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
                param_ema = self._ema_vars[param.name]
3648
                if param.name + '.master' in self._ema_vars:
3649 3650 3651 3652 3653 3654 3655 3656 3657 3658 3659 3660 3661 3662 3663 3664 3665
                    master_ema = self._ema_vars[param.name + '.master']
                    param_master_emas.append([param_ema, master_ema])
                else:
                    ema_t = param_ema * self._decay_var + param * (
                        1 - self._decay_var)
                    layers.assign(input=ema_t, output=param_ema)

        # for fp16 params
        for param_ema, master_ema in param_master_emas:
            default_main_program().global_block().append_op(
                type="cast",
                inputs={"X": master_ema},
                outputs={"Out": param_ema},
                attrs={
                    "in_dtype": master_ema.dtype,
                    "out_dtype": param_ema.dtype
                })
Y
Yibing Liu 已提交
3666

3667 3668 3669 3670 3671 3672 3673
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
        
        Args:
            executor (Executor): The Executor to execute applying.
Y
Yibing Liu 已提交
3674 3675
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3676 3677 3678 3679 3680 3681 3682 3683 3684 3685 3686 3687 3688 3689 3690
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
        
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
hutuxian 已提交
3691 3692 3693


class PipelineOptimizer(object):
3694
    """
3695
	:api_attr: Static Graph
S
swtkiwi 已提交
3696

3697 3698 3699 3700
    Pipeline Optimizer: Make a program to run as pipeline, that is splitting a
    program into multiple sections (sub-programs) and each section run on a
    device to enable the training of large scale models and the use of
    heterogeneous devices. Meanwhile, all sections run in the stype of pipeline.
H
hutuxian 已提交
3701

3702
    Args:
3703 3704 3705 3706
        optimizer (Optimizer): The optimizer to use, such as SGD.
        num_microbatches (int): Number of microbatches. [Optional. Default:1].
        start_cpu_core_id (int): The first cpu core id to use. [Optional. Default:0].
    
3707 3708
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3709

3710
            import paddle.fluid as fluid
H
hutuxian 已提交
3711 3712
            import paddle.fluid.layers as layers

3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728
            with fluid.device_guard("gpu:0"):
                x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
                y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
                data_loader = fluid.io.DataLoader.from_generator(
                    feed_list=[x, y],
                    capacity=64,
                    use_double_buffer=True,
                    iterable=False)

                emb_x = layers.embedding(input=x, param_attr=fluid.ParamAttr(name="embx"), size=[10,2], is_sparse=False)
                emb_y = layers.embedding(input=y, param_attr=fluid.ParamAttr(name="emby",learning_rate=0.9), size=[10,2], is_sparse=False)

            with fluid.device_guard("gpu:1"):
                concat = layers.concat([emb_x, emb_y], axis=1)
                fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
                loss = layers.reduce_mean(fc)
H
hutuxian 已提交
3729
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
3730
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
3731
            optimizer.minimize(loss)
3732 3733 3734 3735 3736 3737 3738 3739 3740

            def train_reader():
                for _ in range(4):
                    x = np.random.random(size=[1]).astype('int64')
                    y = np.random.random(size=[1]).astype('int64')
                    yield x, y
            data_loader.set_sample_generator(train_reader, batch_size=1)

            place = fluid.CUDAPlace(0)
H
hutuxian 已提交
3741 3742
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
3743 3744
            batch_size = 1
            data_loader.start()
H
hutuxian 已提交
3745
            exe.train_from_dataset(
3746
                    fluid.default_main_program())
3747
            data_loader.reset()
3748 3749
    """

3750
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
Z
zhongpu 已提交
3751 3752
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
M
MRXLT 已提交
3753 3754
        if not isinstance(optimizer, Optimizer) and not isinstance(
                optimizer, paddle.optimizer.Optimizer):
3755 3756 3757 3758
            raise ValueError("The 'optimizer' parameter for "
                             "PipelineOptimizer must be an instance of "
                             "Optimizer, but the given type is {}.".format(
                                 type(optimizer)))
H
hutuxian 已提交
3759
        self._optimizer = optimizer
3760 3761 3762 3763
        assert num_microbatches >= 1, (
            "num_microbatches must be a positive value.")
        self._num_microbatches = num_microbatches
        assert start_cpu_core_id >= 0, (
3764
            "start_cpu_core_id must be a non-negative integer.")
H
hutuxian 已提交
3765
        self._start_cpu_core_id = start_cpu_core_id
3766 3767 3768 3769 3770 3771
        self._place_list = None
        op_maker = core.op_proto_and_checker_maker
        self._op_role = op_maker.OpRole
        self._op_role_key = op_maker.kOpRoleAttrName()
        self._op_role_var_key = op_maker.kOpRoleVarAttrName()
        self._op_device_key = op_maker.kOpDeviceAttrName()
3772
        self._param_device_map = None
H
hutuxian 已提交
3773

H
hutuxian 已提交
3774
    def _create_vars(self, block, main_program):
3775
        # Create vars for block, copied from main_program's global block
H
hutuxian 已提交
3776 3777 3778 3779 3780
        used_var_set = set()
        for op_idx in range(block.desc.op_size()):
            op_desc = block.desc.op(op_idx)
            vars = op_desc.input_arg_names() + op_desc.output_arg_names()
            for var in vars:
3781 3782 3783
                # a var whose name contains "blocking_queue" 
                # only exists in startup program 
                if var in used_var_set or "_blocking_queue" in var:
H
hutuxian 已提交
3784 3785 3786
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
3787
                if source_var.type == core.VarDesc.VarType.READER:
3788 3789 3790 3791
                    block.create_var(
                        name=var,
                        type=core.VarDesc.VarType.READER,
                        persistable=source_var.persistable)
3792 3793
                else:
                    block._clone_variable(source_var, False)
H
hutuxian 已提交
3794

3795 3796 3797 3798 3799 3800 3801 3802 3803 3804 3805 3806 3807 3808 3809 3810 3811 3812 3813
    def _is_loss_grad_op(self, op):
        if self._op_role_key not in op.attr_names:
            return False
        op_role = int(op.all_attrs()[self._op_role_key])
        return op_role & int(self._op_role.Backward) and op_role & int(
            self._op_role.Loss)

    def _is_backward_op(self, op):
        return self._op_role_key in op.attr_names and int(op.all_attrs()[
            self._op_role_key]) & int(self._op_role.Backward)

    def _is_optimize_op(self, op):
        return self._op_role_key in op.attr_names and int(op.all_attrs()[
            self._op_role_key]) & int(self._op_role.Optimize)

    def _is_update_op(self, op):
        return 'Param' in op.input_names and 'Grad' in op.input_names and (
            "LearningRate" in op.input_names)

3814
    def _split_program(self, main_program, devices):
H
hutuxian 已提交
3815
        """
3816
        Split a program into sections according to devices that ops run on.
3817
        The ops of the role LRSched are copied to all sections.
3818 3819 3820

        Args:
            main_program (Program): the main program
3821
            devices: all used devices
H
hutuxian 已提交
3822
        """
3823 3824 3825
        programs = []
        # Map from device to its corresponding section program info
        device_program_map = dict()
3826 3827 3828
        for device in devices:
            p = {'program': Program()}
            device_program_map[device] = p
3829

3830
        block = main_program.block(0)
3831 3832
        for op in block.ops:
            device = op.attr(self._op_device_key)
3833 3834 3835 3836 3837 3838 3839 3840 3841 3842 3843 3844 3845 3846 3847 3848 3849 3850 3851 3852 3853 3854 3855
            op_role = op.attr(self._op_role_key)
            if int(op_role) & int(self._op_role.LRSched):
                # Copy ops of the role LRSched to all sections.
                for device in device_program_map.keys():
                    program = device_program_map[device]
                    op_desc = op.desc
                    ap_op = program["program"].block(0).desc.append_op()
                    ap_op.copy_from(op_desc)
                    ap_op._set_attr(self._op_device_key, "")
            elif op.type == "create_py_reader" or op.type == "read":
                # Copy read related ops to all section to make them exit after each epoch.
                for device in device_program_map.keys():
                    program = device_program_map[device]
                    op_desc = op.desc
                    ap_op = program["program"].block(0).desc.append_op()
                    ap_op.copy_from(op_desc)
                    ap_op._set_attr(self._op_device_key, "")
            else:
                program = device_program_map[device]
                op_desc = op.desc
                ap_op = program["program"].block(0).desc.append_op()
                ap_op.copy_from(op_desc)
                ap_op._set_attr(self._op_device_key, "")
3856 3857 3858 3859 3860

        for key in sorted(device_program_map.keys()):
            program = device_program_map[key]
            program['program']._sync_with_cpp()
            programs.append(program)
H
hutuxian 已提交
3861

3862
        return programs
H
hutuxian 已提交
3863

3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881
    def _split_startup_program(self, startup_program, local_rank):
        block = startup_program.block(0)
        new_startup_program = Program()
        for op in block.ops:
            device = op.attr(self._op_device_key)
            if device:
                device_index = int(device.split(":")[1])
            else:
                device_index = None
            if device_index is not None and device_index != local_rank: continue
            op_desc = op.desc
            ap_op = new_startup_program.block(0).desc.append_op()
            ap_op.copy_from(op_desc)
            ap_op._set_attr(self._op_device_key, "")
        new_startup_program._sync_with_cpp()
        self._create_vars(new_startup_program.block(0), startup_program)
        return new_startup_program

3882
    def _find_post_op(self, ops, cur_op, var_name):
H
hutuxian 已提交
3883
        """
3884 3885 3886 3887 3888 3889 3890
        Find the real post op that has variable named var_name as input.

        Args:
            ops (list): A list of ops.
            cur_op (Operator): Current operator which has variable named
                               var_name as output.
            var_name (string): Variable name.
H
hutuxian 已提交
3891
        """
3892 3893
        post_op = []
        before = True
H
hutuxian 已提交
3894
        for op in ops:
3895 3896 3897 3898 3899 3900 3901 3902
            if op == cur_op:
                before = False
                continue
            if before:
                continue
            for in_var_name in op.input_arg_names:
                if in_var_name == var_name:
                    post_op.append(op)
3903
                    break
3904 3905 3906 3907 3908
        if post_op:
            return post_op[0]
        return None

    def _find_real_prev_op(self, ops, cur_op, var_name):
H
hutuxian 已提交
3909
        """
3910 3911 3912 3913 3914 3915 3916
        Find the real previous op that outputs variable named var_name.

        Args:
            ops (list): A list of ops.
            cur_op (Operator): Current operator which has variable named
                               var_name as input.
            var_name (string): Variable name.
H
hutuxian 已提交
3917
        """
3918
        prev_op = []
H
hutuxian 已提交
3919
        for op in ops:
3920 3921
            if op.type == 'send_v2' or op.type == 'recv_v2':
                continue
3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958 3959
            if op == cur_op:
                break
            for out_var_name in op.output_arg_names:
                if out_var_name == var_name:
                    prev_op.append(op)
        if prev_op:
            # A op may have more than one prev op,
            # e.g., for 'learning_rate', there may be multiple ops have it as
            # output.
            return prev_op[-1]
        return None

    def _rename_arg(self, op, old_name, new_name):
        op_desc = op.desc
        if isinstance(op_desc, tuple):
            op_desc = op_desc[0]
        op_desc._rename_input(old_name, new_name)
        op_desc._rename_output(old_name, new_name)

    def _create_var(self, block, ref_var, name):
        """
        Create a new var for block, which has the same type,
        shape and dtype as ref_var, then rename it with the
        name `name`.
        """
        new_var = block.create_var(
            name=name,
            shape=ref_var.shape,
            dtype=ref_var.dtype,
            type=ref_var.type,
            lod_level=ref_var.lod_level,
            persistable=False,
            is_data=False,
            need_check_feed=ref_var.desc.need_check_feed())
        return new_var

    def _get_data_var_info(self, block):
        """
3960
        Get info of all vars whose is_data attribute are true.
3961
        """
3962
        # map of data vars to devices that that data on
3963 3964 3965 3966
        data_devices_map = dict()
        for op in block.ops:
            dev_spec = op.attr(self._op_device_key)
            for var_name in op.input_arg_names:
3967 3968 3969
                if "blocking_queue" in var_name: continue
                var = block.var(var_name)
                if not var.is_data:
3970 3971 3972 3973 3974
                    continue
                if not var_name in data_devices_map:
                    data_devices_map[var_name] = []
                if not dev_spec in data_devices_map[var_name]:
                    data_devices_map[var_name].append(dev_spec)
3975
        return data_devices_map
H
hutuxian 已提交
3976

3977 3978
    def _insert_sendrecv_for_data_var(self, main_block, programs, startup,
                                      devices):
3979
        """
3980
        Insert send and recv ops for data var that on other devices.
3981 3982 3983 3984 3985 3986 3987 3988

        Args:
            main_block (Block): Global block for main program
            programs (dict): Dictionary for section params
            startup (Program): Startup program
            devices (list): List of devices in the format (dev:dev_index)
        """
        main_program = main_block.program
3989
        data_devices_map = self._get_data_var_info(main_block)
3990 3991 3992

        first_prog = programs[0]['program']
        first_block = first_prog.block(0)
3993 3994 3995 3996 3997
        insert_index = 0
        for op in first_block.ops:
            insert_index += 1
            if op.type == "read":
                break
3998
        first_dev_spec = devices[0]
3999
        first_dev_index = int(first_dev_spec.split(':')[1])
4000 4001
        for var_name in data_devices_map.keys():
            for device in data_devices_map[var_name]:
4002
                if device == first_dev_spec: continue
4003 4004 4005 4006
                main_var = main_block.var(var_name)
                assert main_var.is_data
                if not var_name in first_block.vars:
                    self._create_var(first_block, main_var, var_name)
4007
                dev_index = int(device.split(':')[1])
4008
                first_block._insert_op(
4009 4010
                    index=insert_index,
                    type='send_v2',
4011 4012 4013
                    inputs={'X': first_block.var(var_name)},
                    attrs={
                        self._op_device_key: first_dev_spec,
4014 4015 4016
                        self._op_role_key: self._op_role.Forward,
                        'use_calc_stream': True,
                        'peer': dev_index,
4017 4018 4019 4020 4021 4022 4023
                    })
                # Get the device that that data on
                assert device in devices
                prog_index = devices.index(device)
                prog = programs[prog_index]['program']
                block = prog.block(0)
                index = 0
4024 4025 4026 4027
                for op in block.ops:
                    index += 1
                    if op.type == "read":
                        break
4028
                source_var = main_program.block(0).var(var_name)
4029
                new_var = self._create_var(block, source_var, var_name)
4030 4031
                block._insert_op(
                    index=index,
4032
                    type='recv_v2',
4033 4034
                    outputs={'Out': [new_var]},
                    attrs={
4035 4036
                        'out_shape': new_var.shape,
                        'dtype': new_var.dtype,
4037 4038
                        self._op_device_key: device,
                        self._op_role_key: self._op_role.Forward,
4039 4040
                        'peer': first_dev_index,
                        'use_calc_stream': True,
4041 4042 4043 4044 4045 4046 4047 4048
                    })

    def _strip_grad_suffix(self, name):
        """
        Strip the grad suffix from the given variable name
        """
        pos = name.find(core.grad_var_suffix())
        return name[:pos] if pos != -1 else name
H
hutuxian 已提交
4049

4050 4051 4052 4053 4054 4055 4056
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

    def _add_opdevice_attr_for_regularization_clip(self, block):
H
hutuxian 已提交
4057
        """
4058
        Add op_device attribute for regulization and clip ops.
H
hutuxian 已提交
4059
        """
4060 4061 4062
        for op in block.ops:
            # role for regularization and clip ops is optimize
            if int(op.attr(self._op_role_key)) != int(self._op_role.Optimize):
H
hutuxian 已提交
4063
                continue
4064 4065 4066 4067 4068 4069
            if op.has_attr(self._op_device_key) and (
                    op.attr(self._op_device_key) != ""):
                continue
            assert self._op_role_var_key in op.attr_names
            op_role_var = op.all_attrs()[self._op_role_var_key]
            assert len(op_role_var) == 2
4070
            param_name = op_role_var[0]
4071 4072
            device = self._param_device_map[param_name]
            op._set_attr(self._op_device_key, device)
H
hutuxian 已提交
4073

4074 4075 4076 4077 4078 4079 4080 4081 4082 4083 4084 4085 4086 4087 4088 4089 4090 4091 4092 4093 4094 4095 4096 4097 4098 4099 4100 4101 4102 4103 4104 4105 4106 4107 4108 4109 4110
    def _add_default_opdevice_attr(self, block):
        """
        1. Add default op_device attribute for lr-related ops.
           The default value is the one that of the first place.
        2. Add default op_device attribute for sum ops added during
           backward. For these ops, we set the op_device attribute
           as the one of its post op, i.e, which op has the output of the
           sum op as an input.
        """
        first_devcie = ""

        # Get the device spec of the first place.
        # device_spec: 'cpu' for cpu device and 'gpu:id' for gpu device,
        # e.g. 'gpu:0', 'gpu:1', etc.
        for op in block.ops:
            if op.has_attr(self._op_device_key) and (
                    op.attr(self._op_device_key) != ""):
                first_device = op.attr(self._op_device_key)
                break
        assert first_device

        # set op_device attr for lr-related ops
        lrsched_role = int(self._op_role.LRSched)
        for op in block.ops:
            if not op.has_attr(self._op_device_key) or (
                    op.attr(self._op_device_key) == ""):
                if op.type == "sum":
                    # For sum ops that compute the sum of @RENAMED@ vars
                    for name in op.desc.input_arg_names():
                        assert '@RENAME@' in name
                    assert len(op.desc.output_arg_names()) == 1
                    out_name = op.desc.output_arg_names()[0]
                    post_op = self._find_post_op(block.ops, op, out_name)
                    device = post_op.attr(self._op_device_key)
                    assert device
                    op._set_attr(self._op_device_key, device)
                    continue
H
hutuxian 已提交
4111

4112 4113 4114 4115
                assert op.attr(self._op_role_key) == lrsched_role, (
                    "Op whose op_device attr has not been set for pipeline"
                    " must be of the role LRSched.")
                op._set_attr(self._op_device_key, first_device)
H
hutuxian 已提交
4116

4117 4118 4119 4120 4121 4122 4123 4124 4125 4126 4127 4128 4129 4130 4131 4132 4133 4134 4135 4136 4137 4138
    def _check_validation(self, block):
        """
        Check whether ops in a block are all validate (i.e., the 
        op_device attribute has been set).
        Then, return all device specifications in order.
        """
        device_specs = []
        for op in block.ops:
            type = op.type
            if not op._has_kernel(type):
                assert op.type == "conditional_block" and (
                    op.attr(self._op_role_key) == int(self._op_role.LRSched)), (
                        "Now, the only supported op without kernel is "
                        "conditional_block, and its op role must be LRSched.")
            assert op.has_attr(self._op_device_key), (
                "op ({}) has no {} attribute.".format(op.type,
                                                      self._op_device_key))
            dev_spec = op.attr(self._op_device_key)
            assert dev_spec, ("op_device attribute for op "
                              "{} has not been set.".format(op.type))
            if not dev_spec in device_specs:
                device_specs.append(dev_spec)
4139 4140
        sorted_device_specs = sorted(device_specs)
        assert sorted_device_specs == device_specs
4141 4142
        return device_specs

4143
    def _insert_sendrecv_ops_for_boundaries(self, block):
4144
        """
4145
        Insert a pair of send and recv ops for every two
4146 4147 4148 4149 4150
        consecutive ops on different devices.
        """
        extra_index = 0

        # A map from var to device spec where op takes it as input,
4151
        # avoiding multiple send and recv ops.
4152 4153
        var_devspec = dict()

4154 4155 4156 4157 4158 4159 4160
        for index, op in enumerate(list(block.ops)):
            # skips lr-related ops and vars, as we will process them later.
            if int(op.attr(self._op_role_key)) & int(self._op_role.LRSched):
                continue
            # skips update ops and vars, as we will process them later.
            if self._is_update_op(op): continue

4161 4162 4163 4164
            cur_device_spec = op.attr(self._op_device_key)
            for var_name in op.input_arg_names:
                # i.e., lod_tensor_blocking_queue created by DataLoader,
                # which only exists in startup program.
4165
                if not var_name in block.vars: continue
4166 4167 4168
                var = block.var(var_name)
                # skip data, because we will process it later
                if var.is_data: continue
4169
                prev_op = self._find_real_prev_op(block.ops, op, var_name)
4170 4171 4172 4173 4174 4175 4176 4177 4178 4179 4180 4181
                if prev_op is None:
                    continue
                prev_device_spec = prev_op.attr(self._op_device_key)

                if prev_device_spec != cur_device_spec:
                    if var_name not in var_devspec:
                        var_devspec[var_name] = []
                    if cur_device_spec in var_devspec[var_name]: continue
                    var_devspec[var_name].append(cur_device_spec)

                    op_role = op.all_attrs()[self._op_role_key]
                    var = block.vars[var_name]
4182 4183
                    prev_device_index = int(prev_device_spec.split(':')[1])
                    cur_device_index = int(cur_device_spec.split(':')[1])
4184 4185
                    block._insert_op(
                        index=index + extra_index,
4186
                        type='send_v2',
4187 4188 4189
                        inputs={'X': var},
                        attrs={
                            self._op_device_key: prev_device_spec,
4190 4191 4192
                            self._op_role_key: op_role,
                            'use_calc_stream': True,
                            'peer': cur_device_index,
4193 4194 4195 4196
                        })
                    extra_index += 1
                    block._insert_op(
                        index=index + extra_index,
4197
                        type='recv_v2',
4198 4199
                        outputs={'Out': [var]},
                        attrs={
4200 4201
                            'out_shape': var.shape,
                            'dtype': var.dtype,
4202
                            self._op_device_key: cur_device_spec,
4203 4204 4205
                            self._op_role_key: op_role,
                            'use_calc_stream': True,
                            'peer': prev_device_index,
4206 4207 4208
                        })
                    extra_index += 1

4209 4210 4211 4212 4213 4214 4215 4216 4217 4218 4219 4220 4221 4222
    def _clear_gradients(self, main_block, dev_spec):
        """
        Clear gradients at the begining of each run of a minibatch.
        """
        for param_name in self._param_device_map:
            device = self._param_device_map[param_name]
            if device != dev_spec: continue
            grad_name = self._append_grad_suffix(param_name)
            grad_var = main_block.vars[grad_name]
            main_block._insert_op(
                index=0,
                type='fill_constant',
                inputs={},
                outputs={'Out': [grad_var]},
4223
                attrs={
4224 4225 4226
                    'shape': grad_var.shape,
                    'dtype': grad_var.dtype,
                    'value': float(0),
4227
                    self._op_device_key: device,
4228 4229
                    # a trick to run this op once per mini-batch
                    self._op_role_key: self._op_role.Optimize.LRSched,
4230 4231
                })

4232
    def _accumulate_gradients(self, block):
4233
        """
4234 4235
        Accumulate the gradients generated in microbatch to the one in mini-batch.
        We also scale the loss corresponding to number of micro-batches as well.
4236
        """
4237
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
4238 4239 4240 4241 4242 4243 4244 4245 4246 4247 4248 4249 4250 4251 4252 4253 4254 4255 4256 4257 4258 4259 4260 4261 4262
            offset = index
            device = op.attr(self._op_device_key)

            # Backward pass
            if self._is_loss_grad_op(op):
                loss_grad_var = block.vars[op.output_arg_names[0]]
                scale_factor = self._num_microbatches
                block._insert_op(
                    index=index + 1,
                    type='scale',
                    inputs={'X': loss_grad_var},
                    outputs={'Out': loss_grad_var},
                    attrs={
                        'scale': 1.0 / scale_factor,
                        self._op_device_key: device,
                        self._op_role_key: self._op_role.Backward
                    })
                break
            if self._is_backward_op(op) and (
                    self._op_role_var_key in op.attr_names):
                op_role_var = op.all_attrs()[self._op_role_var_key]

                if len(op_role_var) == 0:
                    continue
                assert len(op_role_var) % 2 == 0
4263
                offset = index
4264 4265 4266
                for i in range(0, len(op_role_var), 2):
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
4267 4268 4269 4270
                    new_grad_var_name = unique_name.generate(grad_name)
                    new_var = self._create_var(block, grad_var,
                                               new_grad_var_name)
                    self._rename_arg(op, grad_name, new_grad_var_name)
4271 4272
                    block._insert_op(
                        index=offset + 1,
4273 4274 4275
                        type='sum',
                        inputs={'X': [grad_var, new_var]},
                        outputs={'Out': grad_var},
4276 4277
                        attrs={
                            self._op_device_key: device,
4278 4279
                            self._op_role_key: self._op_role.Backward,
                            self._op_role_var_key: op_role_var
4280 4281 4282 4283 4284 4285 4286 4287 4288 4289 4290 4291 4292 4293 4294 4295 4296 4297 4298 4299 4300 4301 4302 4303 4304 4305 4306 4307 4308 4309 4310 4311 4312 4313 4314 4315 4316 4317 4318 4319 4320 4321 4322 4323 4324 4325 4326 4327 4328 4329 4330 4331 4332 4333 4334 4335
                        })
                    offset += 1

    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
        for prog_info in program_list:
            prog = prog_info['program']
            for op in prog.block(0).ops:
                if not op.has_attr('sub_block'):
                    continue
                origin_sub_block_id = op.attr('sub_block').id
                origin_sub_block = main_program.block(origin_sub_block_id)
                new_sub_block = prog._create_block(parent_idx=0)
                for op in origin_sub_block.ops:
                    op_desc = op.desc
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
                op._set_attr('sub_block:', new_sub_block)

    def _get_device_info(self, block):
        for op in block.ops:
            if not op._has_kernel(op.type): continue
            op_device = op.attr(self._op_device_key)
            return op_device

    def _process_persistable_vars_in_multi_sections(self, main_program,
                                                    startup_prog, program_list):
        """
        Special Case: process persistable vars that exist in
        multiple sections, e.g., shared weight
        """
        # var_info = {var_name: [program1, program2...]},
        # persistable var only
        var_info = dict()
        for prog_info in program_list:
            prog = prog_info['program']
            block = prog.block(0)
            for var_name in block.vars:
                var = block.var(var_name)
                if not var.persistable: continue
                if not var_name in var_info:
                    var_info[var_name] = []
                if not prog in var_info[var_name]:
                    var_info[var_name].append(prog)
        for var_name in list(var_info.keys()):
            if len(var_info[var_name]) == 1:
                var_info.pop(var_name)

        # write_info = {var_name: program}, where program is the only program
        # in which the var named var_name is written.
        write_info = dict()
        for var_name in var_info.keys():
            for prog in var_info[var_name]:
                block = prog.block(0)
                for op in block.ops:
4336 4337 4338
                    if op.type == "recv_v2" or op.type == "create_py_reader" or \
                        op.type == "read":
                        continue
4339 4340 4341 4342 4343 4344 4345 4346 4347 4348 4349 4350 4351 4352 4353 4354 4355 4356 4357
                    # We have processed lr related vars
                    if op.attr(self._op_role_key) == int(
                            self._op_role.Optimize.LRSched):
                        continue
                    if var_name in op.desc.output_arg_names():
                        assert var_name not in write_info, (
                            "two sections write the same var({}): second "
                            "op {}.".format(var_name, op))
                        write_info[var_name] = prog
                        break

        for var_name in var_info.keys():
            # Case 1: read only variables, no special process
            if not var_name in write_info: continue

            # Case 2: one write multiple reads
            write_prog = write_info[var_name]
            write_block = write_prog.block(0)
            write_device = self._get_device_info(write_block)
4358
            write_dev_index = int(write_device.split(':')[1])
4359 4360 4361
            all_progs = var_info[var_name]
            for prog in all_progs:
                if prog == write_prog: continue
4362 4363 4364
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_dev_index = int(read_device.split(':')[1])
4365 4366 4367

                write_block._insert_op(
                    index=0,
4368
                    type='send_v2',
4369 4370 4371
                    inputs={'X': write_block.var(var_name), },
                    attrs={
                        self._op_device_key: write_device,
4372
                        'use_calc_stream': True,
4373 4374
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
4375 4376
                        self._op_role_key: self._op_role.LRSched,
                        'peer': read_dev_index,
4377 4378 4379
                    })
                read_block._insert_op(
                    index=0,
4380
                    type='recv_v2',
4381 4382
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
4383 4384
                        'out_shape': read_block.var(var_name).shape,
                        'dtype': read_block.var(var_name).dtype,
4385
                        self._op_device_key: read_device,
4386
                        'use_calc_stream': True,
4387 4388 4389
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched,
4390
                        'peer': write_dev_index
4391
                    })
H
hutuxian 已提交
4392 4393 4394 4395 4396 4397

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
4398 4399 4400 4401 4402
        main_block = loss.block
        if startup_program is None:
            startup_program = default_startup_program()
        optimize_ops, params_grads = self._optimizer.minimize(
            loss, startup_program, parameter_list, no_grad_set)
4403
        self._param_device_map = self._optimizer._param_device_map
4404 4405 4406 4407 4408

        # Step1: add default op_device attribute for regulization and clip ops
        self._add_opdevice_attr_for_regularization_clip(main_block)

        # Step2: add default op_device attribute for ops whose op_device
4409 4410
        # attribute have not been set yet. Then check all ops have the
        # op_device attribute.
4411 4412
        self._add_default_opdevice_attr(main_block)

4413 4414
        device_specs = self._check_validation(main_block)
        assert len(device_specs) > 1
4415

4416 4417
        # Step3: add send and recv ops between section boundaries
        self._insert_sendrecv_ops_for_boundaries(main_block)
4418 4419 4420 4421 4422 4423 4424 4425 4426 4427 4428 4429 4430 4431

        place_list = []
        place_id_list = []
        for dev_spec in device_specs:
            if dev_spec == "cpu":
                place_list.append(core.CPUPlace())
                place_id_list.append(-1)
            elif "gpu" in dev_spec and ":" in dev_spec:
                dev_index = dev_spec.split(":")[1]
                place_list.append(core.CUDAPlace(int(dev_index)))
                place_id_list.append(int(dev_index))
            else:
                raise ValueError("Unknown device type: %s", dev_spec)

4432 4433 4434 4435 4436 4437 4438 4439
        # Step4: split program into sections and add pairs of
        # send and recv ops for data var.
        main_program = main_block.program
        program_list = self._split_program(main_program, device_specs)
        for p in program_list:
            self._create_vars(p["program"].block(0), main_program)
        self._insert_sendrecv_for_data_var(main_block, program_list,
                                           startup_program, device_specs)
4440

4441
        # Step5: Special Case: process persistable vars that exist in
4442 4443 4444 4445
        # multiple sections
        self._process_persistable_vars_in_multi_sections(
            main_program, startup_program, program_list)

4446
        # Step6: Add sub blocks for section programs
4447 4448
        self._add_sub_blocks(main_block, program_list)

4449 4450 4451 4452 4453 4454 4455 4456 4457 4458 4459 4460 4461 4462 4463 4464 4465 4466 4467 4468 4469 4470 4471 4472 4473 4474
        assert (main_program._pipeline_opt and
                isinstance(main_program._pipeline_opt, dict) and
                'local_rank' in main_program._pipeline_opt), \
                "You must use pipeline with fleet"
        local_rank = main_program._pipeline_opt['local_rank']

        # Step7: Split startup program
        new_startup_program = self._split_startup_program(startup_program,
                                                          local_rank)

        # Step8: clear gradients before each mini-batch and 
        # accumulate gradients during backward
        self._clear_gradients(
            program_list[local_rank]['program'].global_block(),
            dev_spec=device_specs[local_rank])
        self._accumulate_gradients(program_list[local_rank]['program']
                                   .global_block())

        with open("startup_prog_%d" % local_rank, 'w') as f:
            f.writelines(str(new_startup_program))
        with open("main_prog_%d" % local_rank, 'w') as f:
            f.writelines(str(program_list[local_rank]['program']))

        startup_program._pipeline_opt = {
            "startup_program": new_startup_program,
        }
4475
        main_program._pipeline_opt = {
H
hutuxian 已提交
4476 4477
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
4478 4479 4480 4481
            "inner_parallelism": len(device_specs),
            "section_program": program_list[local_rank],
            "place": place_list[local_rank],
            "place_id": place_id_list[local_rank],
4482
            "sync_steps": -1,
L
lilong12 已提交
4483
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
4484 4485
            "start_cpu_core_id": self._start_cpu_core_id,
        }
4486
        return optimize_ops, params_grads, program_list
M
mapingshuo 已提交
4487 4488


M
mapingshuo 已提交
4489 4490
class RecomputeOptimizer(Optimizer):
    """
4491
	:api_attr: Static Graph
S
swtkiwi 已提交
4492

M
mapingshuo 已提交
4493 4494 4495 4496 4497 4498 4499 4500 4501 4502 4503 4504 4505 4506 4507 4508 4509 4510 4511 4512 4513 4514 4515 4516 4517 4518 4519 4520 4521 4522 4523 4524 4525 4526 4527 4528 4529 4530 4531 4532 4533 4534 4535 4536 4537 4538 4539 4540 4541 4542 4543 4544 4545 4546 4547 4548 4549 4550 4551 4552
    Recompute Optimizer Wrapper

    Normally, a training step contains three sub-steps: first, run forward
    Operators to calculate the loss; second, run backward Operators to 
    calculate gradient of the parameters; third, apply optimization method
    to update the value of the parameters.

    In the forward computation process, all variables that are needed by 
    backward computation process will be kept in memory, which occupy a great
    amount of memory when the network becomes very deep.

    Recompute split the network to k segments. In each segment, It will 
    recompute the forward Operators, before running backward operators. It is
    very helpful for saving memory.
 
    The Variables that separate a network to segments are called as checkpoints,
    and users should set it manually. The usage is very simple:

    Args:
        optimizer (Optimizer): The optimizer that is applied to parameters.

    Examples:
        .. code-block:: python

            import paddle.fluid as fluid
            import numpy as np
            def gen_data():
                return {"x": np.random.random(size=(32, 32)).astype('float32'),
                "y": np.random.randint(2, size=(32, 1)).astype('int64')}
            def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                print(input_x)
                fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                sum_cost = fluid.layers.reduce_mean(cost)
                return sum_cost, fc_1, prediction
            input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
            input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
            cost, fc_1, pred = mlp(input_x, input_y)

            sgd = fluid.optimizer.Adam(learning_rate=0.01)
            sgd = fluid.optimizer.RecomputeOptimizer(sgd)
            sgd._set_checkpoints([fc_1, pred])
            sgd.minimize(cost)

            print("Finished optimize")
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            step = 10

            for i in range(step):
                cost_val = exe.run(feed=gen_data(),
                       program=fluid.default_main_program(),
                       fetch_list=[cost.name])
                print("step=%d cost=%f" % (i, cost_val[0]))

    """

    def __init__(self, optimizer):
Z
zhongpu 已提交
4553 4554
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
4555 4556
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
4557 4558
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
M
mapingshuo 已提交
4559 4560

    def _set_checkpoints(self, checkpoints):
4561 4562 4563 4564 4565 4566 4567 4568 4569 4570 4571
        """
        Args:
            checkpoints (list): List of Variable or string    
        """
        assert isinstance(
            checkpoints, list
        ), "_checkpoints should be a list of Variable or a list of String"
        for ckpt in checkpoints:
            assert (
                isinstance(ckpt, six.string_types) or isinstance(ckpt, Variable)
            ), "_checkpoints should be a list of Variable or a list of String"
M
mapingshuo 已提交
4572 4573
        self._checkpoints = checkpoints

4574 4575
    @framework.deprecate_stat_dict
    def load(self, state_dict):
M
mapingshuo 已提交
4576
        """
4577
	    :api_attr: Static Graph
S
swtkiwi 已提交
4578

M
mapingshuo 已提交
4579 4580 4581 4582
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
4583
            state_dict: the dict load by load_persistable method
M
mapingshuo 已提交
4584 4585 4586 4587 4588 4589 4590 4591 4592 4593 4594 4595 4596 4597 4598 4599 4600 4601 4602 4603 4604 4605 4606

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.compat as cpt
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
4607 4608
                    state_dict = {}
                    sgd.load(state_dict)
M
mapingshuo 已提交
4609 4610 4611 4612 4613 4614 4615 4616 4617 4618 4619 4620 4621 4622 4623 4624 4625 4626 4627 4628 4629 4630 4631 4632 4633 4634 4635 4636 4637 4638 4639 4640 4641 4642 4643 4644 4645
                except NotImplementedError as e:
                    print(cpt.get_exception_message(e))
        """
        raise NotImplementedError(
            "load function is not supported by Recompute Optimizer for now")

    def apply_gradients(self, params_grads):
        """
        call apply_gradients function of self._optimizer.

        Args:
            params_grads (list): list of (param, grad) pair to do optimization.

        Returns:
            list: A list of operators appended to the current program.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.fluid.framework as framework

                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction


                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")

                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4646
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4647 4648 4649 4650
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4651
                    no_grad_set=None)
M
mapingshuo 已提交
4652 4653 4654 4655 4656 4657 4658 4659 4660 4661 4662 4663 4664 4665 4666

                program = cost.block.program
                with framework.program_guard(program, None):
                    optimize_ops = sgd.apply_gradients(params_grads)

                print("Finished apply gradients")
        """

        return self._optimizer.apply_gradients(params_grads=params_grads)

    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
4667
                 callbacks=None):
M
mapingshuo 已提交
4668 4669 4670 4671 4672 4673 4674
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
4675 4676
            parameter_list (list): list of Variables or Variable.names to update.
            no_grad_set (set|None): set of Variables or Variables.names should be ignored.
M
mapingshuo 已提交
4677 4678 4679 4680 4681 4682 4683 4684 4685 4686 4687 4688 4689 4690 4691 4692 4693 4694 4695 4696 4697 4698 4699 4700
            callbacks (list|None): list of callables to run when appending backward
                operator for one parameter.
            checkpoints (list): list of Variables as checkpoints

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
    
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
    
    
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
    
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4701
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4702 4703 4704 4705
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4706
                    no_grad_set=None)
M
mapingshuo 已提交
4707 4708
                print("Finished backward")
        """
4709 4710
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
M
mapingshuo 已提交
4711 4712 4713 4714 4715 4716 4717 4718

        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
4719 4720 4721 4722 4723 4724 4725
            checkpoint_vars = []
            for ckpt in self._checkpoints:
                if isinstance(ckpt, Variable):
                    checkpoint_vars.append(ckpt)
                else:
                    checkpoint_vars.append(loss.block.var(ckpt))

M
mapingshuo 已提交
4726
            params_grads = append_backward(
4727
                loss, parameter_list, no_grad_set, checkpoints=checkpoint_vars)
M
mapingshuo 已提交
4728 4729 4730 4731 4732 4733 4734 4735 4736 4737 4738 4739 4740 4741 4742 4743 4744 4745 4746
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        """
        call the apply_optimize function of self._optimizer
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Examples:
            .. code-block:: python
                import paddle.fluid as fluid
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
M
mapingshuo 已提交
4747
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
4748 4749 4750 4751 4752 4753 4754 4755
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4756
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4757 4758 4759 4760
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4761
                    no_grad_set=None)
M
mapingshuo 已提交
4762 4763 4764 4765 4766 4767 4768 4769 4770 4771 4772 4773 4774 4775
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
        """

        return self._optimizer.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
4776
                 no_grad_set=None):
4777
        assert isinstance(loss, Variable), "The loss should be an Variable."
M
mapingshuo 已提交
4778 4779 4780 4781 4782 4783 4784 4785 4786
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
4787
            no_grad_set=no_grad_set)
M
mapingshuo 已提交
4788 4789 4790 4791 4792 4793 4794

        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)

        return optimize_ops, params_grads


M
mapingshuo 已提交
4795
class LookaheadOptimizer(object):
4796
    r"""
4797
	:api_attr: Static Graph
S
swtkiwi 已提交
4798

M
mapingshuo 已提交
4799 4800 4801 4802 4803 4804 4805 4806 4807 4808 4809 4810 4811 4812 4813 4814 4815 4816 4817 4818 4819 4820 4821 4822 4823
    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

    Lookahead keeps two sets of params: the fast_params and
    the slow_params. inner_optimizer update fast_params every 
    training step. Lookahead updates the slow_params and fast_params 
    every k training steps as follows:

    .. math::
        
        slow\_param_t &= slow\_param_{t-1} + \\alpha * (fast\_param_{t-1} - slow\_param_{t-1})
	
	fast\_param_t &=  slow\_param_t

    Args:
        inner_optimizer (Optimizer): The optimizer that update fast params step by step. 
        alpha (float): The learning rate of Lookahead.
        k (int): The slow params is updated every k steps.

    Examples:
        .. code-block:: python

            import paddle
            import paddle.fluid as fluid
            import numpy as np
4824
            import numpy.random as random
M
mapingshuo 已提交
4825

4826 4827 4828 4829 4830 4831 4832 4833 4834 4835 4836 4837 4838 4839 4840 4841
            paddle.enable_static()
        
            x = fluid.layers.data(name='x', shape=[2], dtype='float32')
            label = fluid.layers.data(name="label", shape=[1], dtype="int64")
            y = fluid.layers.fc(input=[x], size=2, act="softmax")
            loss = fluid.layers.cross_entropy(input=y, label=label)
            loss = fluid.layers.mean(x=loss)
            sgd = fluid.optimizer.SGD(learning_rate=0.01)
            optimizer = fluid.optimizer.LookaheadOptimizer(sgd,
                                                alpha=0.5,
                                                k=5)
            optimizer.minimize(loss)
            main_program = fluid.default_main_program()
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
M
mapingshuo 已提交
4842

4843 4844 4845 4846 4847 4848 4849 4850 4851 4852
            def train_reader(limit=5):
                for i in range(limit):
                    yield random.random([2]).astype('float32'), random.random([1]).astype('int64')
            
            feeder = fluid.DataFeeder(feed_list=[x, label], place=place)
            reader = paddle.batch(paddle.reader.shuffle(train_reader, buf_size=50000),batch_size=1)
            
            for batch_data in reader():
                exe.run(fluid.default_main_program(),
                feed=feeder.feed(batch_data))
M
mapingshuo 已提交
4853 4854 4855 4856 4857

    """

    def __init__(self, inner_optimizer, alpha=0.5, k=5):

Z
zhongpu 已提交
4858 4859
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
4860 4861 4862 4863 4864 4865 4866 4867 4868 4869 4870 4871 4872 4873 4874 4875 4876 4877 4878 4879 4880 4881 4882 4883 4884 4885 4886 4887 4888 4889 4890 4891 4892 4893 4894 4895 4896 4897 4898 4899 4900 4901 4902 4903 4904 4905 4906 4907 4908 4909 4910
        assert (inner_optimizer is not None), "inner optimizer can not be None"
        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
        assert (isinstance(k, int) and k > 0), "k should be a positive integer"

        self.inner_optimizer = inner_optimizer
        self.alpha = alpha
        self.k = k
        self.type = "lookahead"

    def minimize(self, loss, startup_program=None):

        # Apply inner optimizer to the main_program
        mini_out = self.inner_optimizer.minimize(
            loss, startup_program=startup_program)

        # Get startup_program and main_program
        if startup_program is None:
            startup_program = default_startup_program()
        main_block = loss.block

        # add some vars to the main_program
        params = [param.name for param in main_block.all_parameters()]
        param_to_slow = {}
        for param in params:
            fast_var = main_block.var(param)
            assert (fast_var is not None)
            slow_var = main_block.create_var(
                name=param + "@SLOW",
                shape=fast_var.shape,
                dtype=fast_var.dtype,
                persistable=True)
            param_to_slow[param] = slow_var

        # add some vars to the startup_program
        startup_block = startup_program.global_block()
        for param in params:
            fast_var = startup_block.var(param)
            assert (fast_var is not None)
            slow_var = startup_block.create_var(
                name=param + "@SLOW",
                shape=fast_var.shape,
                dtype=fast_var.dtype,
                persistable=True)

            startup_block.append_op(
                type="assign",
                inputs={"X": fast_var},
                outputs={"Out": slow_var})

4911 4912 4913 4914 4915 4916 4917 4918
        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
            k = layers.create_global_var(
                name="lookahead_k",
                shape=[1],
                value=int(self.k),
                dtype='int32',
                persistable=True)
M
mapingshuo 已提交
4919

4920 4921 4922 4923 4924 4925 4926
            # Add Var alpha to main prog and startup prog
            alpha = layers.create_global_var(
                name="lookahead_alpha",
                shape=[1],
                value=float(self.alpha),
                dtype='float32',
                persistable=True)
M
mapingshuo 已提交
4927

4928 4929 4930 4931 4932 4933 4934 4935 4936 4937 4938 4939 4940 4941 4942 4943 4944 4945
            # Add Var step
            step = layers.create_global_var(
                name="lookahead_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True)
            layers.increment(x=step, value=1.0, in_place=True)

            # lookahead
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0)

            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0)

            mod = layers.elementwise_mod(step, k)
            with layers.control_flow.Switch() as switch:
4946 4947 4948 4949 4950
                with switch.case(step == one_var):
                    for param_name in params:
                        fast_var = main_block.var(param_name)
                        slow_var = param_to_slow[param_name]
                        layers.assign(input=fast_var, output=slow_var)
4951 4952 4953 4954 4955 4956 4957 4958 4959 4960 4961 4962 4963
                with switch.case(mod == zero_var):
                    for param_name in params:
                        fast_var = main_block.var(param_name)
                        slow_var = param_to_slow[param_name]
                        tmp_var = layers.elementwise_add(
                            layers.elementwise_mul(fast_var, alpha),
                            layers.elementwise_mul(
                                slow_var,
                                layers.elementwise_sub(one_var, alpha)))
                        layers.assign(input=tmp_var, output=slow_var)
                        layers.assign(input=tmp_var, output=fast_var)
                with switch.default():
                    pass
M
mapingshuo 已提交
4964
        return mini_out
4965 4966 4967 4968 4969 4970 4971 4972 4973 4974 4975 4976 4977 4978 4979 4980 4981 4982 4983 4984 4985 4986 4987 4988 4989 4990 4991 4992 4993 4994 4995 4996 4997 4998 4999 5000 5001 5002 5003 5004 5005 5006 5007 5008 5009 5010 5011 5012 5013 5014 5015 5016 5017 5018 5019 5020 5021 5022 5023 5024 5025 5026 5027 5028 5029 5030 5031 5032 5033 5034 5035 5036 5037


class GradientMergeOptimizer(object):
    """
    Gradient Merge, also called as Gradient Accumulation,
    is a training strategy for larger batches. With this strategy,
    the parameter will not be updated until specific steps.

    For each step, the forward network and the backward network
    will run to calculate the gradient of the parameters.

    For every k step, the optimization network will run,
    applying a specific optimization method (such as SGD, Adam)
    to the parameters.

    Args:
        inner_optimizer (Optimizer): The specific optimization (such as SGD, Adam)
            which update the parameters
        k_steps (int): the update period of the parameters
        avg (bool): whether to average the gradients of each mini-batch,
            the default value is `True`

    Examples:
        .. code-block:: python

        import paddle.fluid as fluid
        import numpy as np

        def gen_data(batch_size):
            return {"x": np.random.random(size=(batch_size, 32)).astype('float32'),
                    "y": np.random.random(size=(batch_size, 1)).astype('int64')}

        def mlp(input_x, input_y, hid_dim=128, label_dim=2):
            fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
            prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
            cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
            sum_cost = fluid.layers.reduce_mean(cost)
            return sum_cost, fc_1, prediction

        input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
        input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
        cost, fc_1, pred = mlp(input_x, input_y)
        sgd = fluid.optimizer.Adam(learning_rate=0.01)
        sgd = fluid.optimizer.GradientMergeOptimizer(sgd, k_steps=4, avg=True)
        sgd.minimize(cost)

        place = fluid.CPUPlace()
        exe = fluid.Executor(place)
        exe.run(fluid.default_startup_program())

        for i in range(10):
            cost_val = exe.run(feed=gen_data(32),
                       program=fluid.default_main_program(),
                       fetch_list=[cost.name])
            print("step=%d, cost=%f" % (i, cost_val[0]))
    """

    def __init__(self, inner_optimizer, k_steps=1, avg=True):
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, we don't support GradientMergeOptimizer."
                "You can do Gradient merge by yourself with k-times forward + backward, "
                "and one-time optimizer.minimize()")

        assert (inner_optimizer is not None), "inner optimizer can not be None"
        assert (isinstance(k_steps, int) and
                k_steps > 0), "k_steps should be a positive integer"

        self.inner_optimizer = inner_optimizer
        self.k_steps = k_steps
        self.type = "gradient_merge"
        self.avg = avg

5038 5039 5040 5041 5042 5043
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

    def _set_avg(self, avg):
        self.avg = avg

5044 5045 5046 5047 5048 5049 5050 5051 5052 5053 5054 5055 5056 5057 5058 5059 5060 5061 5062 5063 5064 5065 5066 5067 5068 5069 5070 5071 5072 5073 5074 5075 5076 5077 5078 5079 5080 5081 5082 5083 5084 5085 5086 5087 5088 5089 5090 5091 5092 5093 5094 5095 5096 5097 5098 5099 5100 5101 5102 5103 5104 5105 5106 5107 5108 5109 5110 5111 5112 5113 5114 5115 5116 5117 5118 5119 5120 5121 5122 5123 5124 5125 5126 5127 5128 5129 5130 5131 5132 5133 5134 5135 5136 5137 5138 5139 5140 5141 5142 5143 5144 5145 5146 5147 5148 5149 5150 5151 5152 5153 5154 5155 5156 5157 5158 5159 5160 5161 5162 5163 5164 5165 5166 5167 5168 5169 5170 5171 5172 5173 5174 5175 5176 5177 5178 5179 5180 5181 5182 5183 5184 5185 5186 5187 5188 5189 5190
    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):

        assert isinstance(loss, Variable), "The loss should be an Variable."
        assert (
            parameter_list is None
        ), "The parameter_list should be None when using GradientMergeOptimizer"
        assert (
            no_grad_set is None
        ), "The no_grad_set should be None when using GradientMergeOptimizer"

        params_grads = self.inner_optimizer.backward(
            loss, startup_program=startup_program)

        #TODO(mapingshuo) support sparse embedding
        for k, v in params_grads:
            assert (
                v.type != core.VarDesc.VarType.SELECTED_ROWS
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

        param_to_grad = {k.name: v for (k, v) in params_grads}

        # Get startup_program and main_program
        if startup_program is None:
            startup_program = default_startup_program()
        main_block = loss.block

        # add some vars to the main_program and startup_program
        startup_block = startup_program.global_block()
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

        for param_name in param_names:
            param_var = main_block.var(param_name)
            assert (param_var is not None)
            gradient_merge_var = main_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True)
            param_to_gradient_merge[param_name] = gradient_merge_var
            startup_gradient_merge_var = startup_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True)
            startup_block.append_op(
                type="fill_constant",
                outputs={"Out": startup_gradient_merge_var},
                attrs={
                    "shape": param_var.shape,
                    "dtype": param_var.dtype,
                    "value": float(0),
                })

        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
            gradient_merge_k = layers.create_global_var(
                name="gradient_merge_k",
                shape=[1],
                value=int(self.k_steps),
                dtype='int32',
                persistable=True)

            # Add Var step
            gradient_merge_step = layers.create_global_var(
                name="gradient_merge_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True)
            layers.increment(x=gradient_merge_step, value=1.0, in_place=True)

            # gradient merge
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0)
            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0)

            mod = layers.elementwise_mod(gradient_merge_step, gradient_merge_k)
            with layers.control_flow.Switch() as switch:
                with switch.case(mod != zero_var):
                    # 1. update the gradient_merge_vars
                    #  gradient_merge_vars += gradient_vars
                    cur_block = main_block.program.current_block()
                    for param_name in param_names:
                        grad = param_to_grad[param_name]
                        grad_merge = param_to_gradient_merge[param_name]
                        cur_block.append_op(
                            type="elementwise_add",
                            inputs={'X': grad,
                                    'Y': grad_merge},
                            outputs={'Out': grad_merge},
                            attrs={'axis': -1,
                                   'use_mkldnn': False})

                with switch.default():
                    # 1. update the graient_vars
                    #     gradient_vars += gradient_merge_vars
                    cur_block_idx = main_block.program.current_block_idx
                    cur_block = main_block.program.current_block()
                    for param_name in param_names:
                        grad = param_to_grad[param_name]
                        grad_merge = param_to_gradient_merge[param_name]
                        if self.avg:
                            tmp_var = layers.elementwise_add(grad, grad_merge)
                            cur_block.append_op(
                                type='scale',
                                inputs={'X': tmp_var},
                                outputs={'Out': grad},
                                attrs={
                                    'scale': 1.0 / self.k_steps,
                                    'bias': 0.0,
                                    'bias_after_scale': False
                                })
                        else:
                            cur_block.append_op(
                                type="elementwise_add",
                                inputs={'X': grad,
                                        'Y': grad_merge},
                                outputs={'Out': grad},
                                attrs={'axis': -1,
                                       'use_mkldnn': False})

                    # 2. apply_optimize
                    target_grad_block = main_block.program._create_block(
                        parent_idx=cur_block.parent_idx)
                    target_grad_block._set_forward_block_idx(cur_block_idx)
                    main_block.program.current_block_idx = cur_block_idx

                    optimize_ops = self.inner_optimizer.apply_optimize(
                        loss,
                        startup_program=startup_program,
                        params_grads=params_grads)

                    # 3. clear gradient_merge_vars
                    for param_name in param_names:
                        grad_merge = param_to_gradient_merge[param_name]
                        layers.fill_constant(
                            shape=grad_merge.shape,
                            dtype=grad_merge.dtype,
                            value=0.0,
                            out=grad_merge)
        return optimize_ops, params_grads