optimizer.py 59.7 KB
Newer Older
1
# Copyright (c) 2018 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
from collections import defaultdict
S
rename  
sneaxiy 已提交
18
from .wrapped_decorator import signature_safe_contextmanager
19

20
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program
Q
Qiao Longfei 已提交
21
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
22

23 24
from . import framework
from . import layers
25
from . import unique_name
26
from .backward import append_backward
27
from .clip import append_gradient_clip_ops, error_clip_callback
28 29 30
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
31
from .layers import ops
32
from .regularizer import append_regularization_ops
M
minqiyang 已提交
33
from .imperative import base as imperative_base
34

35
__all__ = [
Q
qiaolongfei 已提交
36
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Ftrl',
37
    'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer',
W
weixing02 已提交
38
    'AdamaxOptimizer', 'DecayedAdagradOptimizer', 'RMSPropOptimizer',
39 40
    'FtrlOptimizer', 'Adadelta', 'ModelAverage', 'LarsMomentum',
    'LarsMomentumOptimizer'
41
]
Q
Qiao Longfei 已提交
42 43 44 45 46 47


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

    Define the common interface of an optimizer.
48 49
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
50 51
    """

X
Xin Pan 已提交
52
    def __init__(self, learning_rate, regularization=None, name=None):
53
        if not isinstance(learning_rate, float) and \
54 55
                not isinstance(learning_rate, framework.Variable):
            raise TypeError("learning rate should be float or Variable")
W
whs 已提交
56
        self._name = name
D
dzhwinter 已提交
57
        self.regularization = regularization
58
        self._learning_rate = learning_rate
D
dzhwinter 已提交
59 60
        # the learning rate type should be inferenced from loss
        self._dtype = None
61
        # each program should have a independent learning rate
62
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
63
        self._learning_rate_map = dict()
64
        if isinstance(self._learning_rate, framework.Variable):
65 66
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
67 68 69 70 71
        # 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
72
        self.helper = None
Q
Qiao Longfei 已提交
73

Q
Qiao Longfei 已提交
74
    def _create_global_learning_rate(self):
Y
yuyang18 已提交
75
        lr = self._global_learning_rate()
Q
Qiao Longfei 已提交
76

77 78 79 80
        if isinstance(lr, framework.Variable):
            return
        else:
            if not isinstance(self._learning_rate, float):
Q
qiaolongfei 已提交
81
                raise TypeError(
82 83
                    "learning rate variable is create outside optimizer,"
                    "can not create new learning rate variable for new program")
Q
Qiao Longfei 已提交
84

85 86 87 88 89 90
        # 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),
Q
Qiao Longfei 已提交
91
            dtype='float32' if self._dtype is None else self._dtype,
92 93
            persistable=True)

Y
yuyang18 已提交
94
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
95 96 97 98
        """
        get global decayed learning rate
        :return:
        """
99 100
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
101
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
102

Q
Qiao Longfei 已提交
103 104 105 106 107
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

108 109 110 111
    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
112 113
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
114
        else:
W
Wu Yi 已提交
115
            if param_lr == 1.0:
Y
yuyang18 已提交
116
                return self._global_learning_rate()
W
Wu Yi 已提交
117
            else:
X
Xin Pan 已提交
118 119 120
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
121
                    return self._global_learning_rate() * param_lr
122 123 124 125 126 127 128

    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
129
        """
130 131
        pass

132
    def _finish_update(self, block, parameters_and_grads):
133 134 135 136 137 138 139 140
        """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
141
            None
142 143 144
        """
        pass

145 146 147 148 149 150
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
                         shape=None):
151 152 153 154 155 156 157 158 159
        """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
160 161
        if self._name is not None:
            name = self._name + "_" + name
162 163
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
164
            raise Exception("Accumulator {} already exists for parameter {}".
165
                            format(name, param.name))
166 167
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
168 169
        assert isinstance(self.helper, LayerHelper)
        var = self.helper.create_global_variable(
Y
Yu Yang 已提交
170
            name=unique_name.generate(name),
Q
Qiao Longfei 已提交
171
            persistable=True,
F
fengjiayi 已提交
172
            dtype=dtype or param.dtype,
Q
Qiao Longfei 已提交
173
            type=param.type,
174
            shape=shape)
Q
Qiao Longfei 已提交
175
        self.helper.set_variable_initializer(
176
            var, initializer=Constant(value=float(fill_value)))
Q
Qiao Longfei 已提交
177
        self._accumulators[name][param.name] = var
178
        return var
179 180 181 182 183 184 185 186 187 188 189

    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
190 191
        if self._name is not None:
            name = self._name + "_" + name
192 193 194 195 196 197
        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]

198
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
199 200 201
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
202
          parameters_and_grads(list(tuple(Variable, Variable))):
203
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
204 205

        Returns:
206
          return_op_list: a list of operators that will complete one step of
207 208 209
            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
210
        """
211 212 213 214 215
        # 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
216
        # for parameters and extend _finish_update method to add custom ops.
217

218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244
        # Allways called under program_guard use global block as loss block
        global_block = framework.default_main_program().global_block()
        start = len(global_block.ops)
        self.helper = LayerHelper(self.__class__.__name__)
        self._create_accumulators(global_block,
                                  [p[0] for p in parameters_and_grads])
        self._create_global_learning_rate()

        optimize_ops = []
        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:
                    optimize_op = self._append_optimize_op(global_block,
                                                           param_and_grad)
                    optimize_ops.append(optimize_op)

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

        end = len(global_block.ops)
        return global_block._slice_ops(start, end)

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
245 246 247 248 249 250 251 252 253
        """
        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
        """
254 255
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
256 257 258 259 260 261 262 263 264 265 266 267 268 269 270
        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:
271 272 273 274 275 276 277 278 279 280 281 282 283
            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
284 285
        return new_param_grads, (table_param, table_grad), sgd_op

286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
        First part of `minimize`, do auto-diff to append backward ops for
        the current program.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            parameter_list (list): list of Variables to update.
            no_grad_set (set|None): set of Variables should be ignored.
            callbacks (list|None): list of callables to run when appending backward
                operator for one parameter.
M
minqiyang 已提交
304

305 306
        Return:
            list: list of (param, grad) pair, grad is the output of backward.
M
minqiyang 已提交
307

308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324
        Examples:
            See examples in `apply_gradients`.
        """
        if callbacks is None:
            callbacks = [error_clip_callback]
        else:
            assert (isinstance(callbacks, list))
            callbacks.append(error_clip_callback)
        return append_backward(loss, parameter_list, no_grad_set, callbacks)

    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
325

326 327
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
328

329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356
        Examples:
            .. code-block:: python

                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)
        """
        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)

        params_grads = append_gradient_clip_ops(params_grads)

        # Add regularization if any
        params_grads = append_regularization_ops(params_grads,
                                                 self.regularization)

        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

Q
Qiao Longfei 已提交
357 358
    def minimize(self,
                 loss,
359
                 startup_program=None,
Q
Qiao Longfei 已提交
360 361
                 parameter_list=None,
                 no_grad_set=None):
362 363 364 365 366
        """
        Add operations to minimize `loss` by updating `parameter_list`.

        This method combines interface `backward()` and
        `apply_gradients()` into one.
M
minqiyang 已提交
367

368 369 370 371 372 373
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            parameter_list (list): list of Variables to update.
            no_grad_set (set|None): set of Variables should be ignored.
Q
Qiao Longfei 已提交
374

375 376 377
        Returns:
            tuple: (optimize_ops, params_grads) which are, list of operators appended;
            and list of (param, grad) Variables pair for optimization.
Q
Qiao Longfei 已提交
378
        """
379 380
        self._dtype = loss.dtype
        optimize_ops = []
381
        if framework._in_imperative_mode():
M
minqiyang 已提交
382
            if parameter_list is not None:
M
minqiyang 已提交
383
                parameters = parameter_list
M
minqiyang 已提交
384
            else:
385
                parameters = framework._imperative_tracer().all_parameters()
M
minqiyang 已提交
386 387 388

            params_grads = []
            for param in parameters:
389
                if not param.trainable:
390
                    continue
M
minqiyang 已提交
391 392 393 394 395 396 397
                # create gradient variable
                grad_var = Variable(
                    block=loss.block,
                    name=param._ivar._grad_name(),
                    stop_gradient=True,
                    ivar=param._ivar._grad_ivar())
                params_grads.append((param, grad_var))
398 399
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
400
                optimize_ops = self._create_optimization_pass(params_grads)
M
minqiyang 已提交
401
        else:
402
            program = loss.block.program
403 404 405 406
            with program_guard(program, startup_program):
                params_grads = self.backward(loss, startup_program,
                                             parameter_list, no_grad_set)
                optimize_ops = self.apply_gradients(params_grads)
M
minqiyang 已提交
407

Q
Qiao Longfei 已提交
408
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
409 410 411


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
412 413 414 415 416 417 418 419 420 421
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

    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.
X
Xin Pan 已提交
422 423 424
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
425 426 427 428

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
429
            sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.2)
Q
qiaolongfei 已提交
430
            sgd_optimizer.minimize(cost)
Q
Qiao Longfei 已提交
431 432
    """

X
Xin Pan 已提交
433
    def __init__(self, learning_rate, regularization=None, name=None):
Q
Qiao Longfei 已提交
434
        assert learning_rate is not None
Q
Qiao Longfei 已提交
435
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
436 437 438
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
439 440
        self.type = "sgd"

441 442
    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
443

Q
Qiao Longfei 已提交
444 445 446 447 448 449
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
450
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
451
            },
M
minqiyang 已提交
452 453
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
454 455

        return sgd_op
456 457 458


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
459 460 461 462 463 464 465 466 467 468 469 470 471 472
    """

    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):

473
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
474 475 476

        & else:

Q
qiaolongfei 已提交
477
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
478 479 480 481 482 483

    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.
        momentum (float): momentum factor
        use_nesterov (bool): enables Nesterov momentum
X
Xin Pan 已提交
484 485 486
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
487 488 489 490

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
491
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
Q
qiaolongfei 已提交
492
            optimizer.minimize(cost)
493 494 495
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
496 497 498 499 500 501
    def __init__(self,
                 learning_rate,
                 momentum,
                 use_nesterov=False,
                 regularization=None,
                 name=None):
502 503
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
504
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
505 506 507
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
508 509
        self.type = "momentum"
        self._momentum = momentum
510
        self._use_nesterov = bool(use_nesterov)
511 512 513 514 515

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

        for p in parameters:
Q
Qiao Longfei 已提交
516
            self._add_accumulator(self._velocity_acc_str, p)
517 518 519 520 521 522 523 524 525 526 527 528 529

    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])
        # 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,
530
                "LearningRate": self._create_param_lr(param_and_grad)
531 532 533 534 535
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
536
            attrs={"mu": self._momentum,
M
minqiyang 已提交
537 538
                   "use_nesterov": self._use_nesterov},
            stop_gradient=True)
539 540

        return momentum_op
541 542


543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566
class LarsMomentumOptimizer(Optimizer):
    """
    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||}

        & velocity = mu * velocity + local\_learning\_rate * (gradient + lars\_weight\_decay * param)

        & param = param - velocity

    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.
        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.
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
M
minqiyang 已提交
567

568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.LarsMomentum(learning_rate=0.2, momentum=0.1, lars_weight_decay=0.001)
            optimizer.minimize(cost)
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)

    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)

        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,
                "lars_weight_decay": self._lars_weight_decay
M
minqiyang 已提交
623 624
            },
            stop_gradient=True)
625 626 627 628

        return momentum_op


629
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649
    """
    **Adaptive Gradient Algorithm (Adagrad)**

    The update is done as follows:

    .. math::

        moment\_out &= moment + grad * grad

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

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
    does not have the epsilon attribute. It is added here in our implementation
    as also proposed here: http://cs231n.github.io/neural-networks-3/#ada
    for numerical stability to avoid the division by zero error.

    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.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
650 651 652
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
X
xuezhong 已提交
653
        initial_accumulator_value (float): Initial value for moment accumulator.
Q
qiaolongfei 已提交
654 655 656 657 658 659

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adagrad(learning_rate=0.2)
            optimizer.minimize(cost)
660 661 662
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
663 664 665 666
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 regularization=None,
667
                 name=None,
X
xuezhong 已提交
668
                 initial_accumulator_value=0.0):
669 670
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
671
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
672 673 674
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
675 676
        self.type = "adagrad"
        self._epsilon = epsilon
677
        self.initial_accumulator_value = initial_accumulator_value
678 679 680 681 682

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

        for p in parameters:
Q
Qiao Longfei 已提交
683
            self._add_accumulator(self._moment_acc_str, p)
684 685 686 687 688 689

    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])
690 691 692 693 694 695 696 697 698 699
        startup_block = framework.default_startup_program().global_block()
        startup_block.append_op(
            type='fill_constant',
            inputs={},
            outputs={'Out': [moment_acc]},
            attrs={
                'dtype': moment_acc.dtype,
                'value': self.initial_accumulator_value,
                'shape': moment_acc.shape,
            })
700

701
        # Create the adagrad optimizer op
702 703 704 705 706 707
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
708
                "LearningRate": self._create_param_lr(param_and_grad)
709 710 711
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
712 713
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
714 715

        return adagrad_op
716 717 718


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745
    """
    This implements the Adam optimizer from Section 2 of the Adam
    paper : https://arxiv.org/abs/1412.6980.
    Adam is a first-order gradient-based optimization method based on
    adaptive estimates of lower-order moments.

    Adam updates:

    .. 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}

    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.
        beta1 (float): The exponential decay rate for the 1st moment estimates.
        beta2 (float): The exponential decay rate for the 2nd moment estimates.
        epsilon (float): a small float value for numerical stability.
746
        regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
X
Xin Pan 已提交
747
        name: A optional name prefix.
748 749 750 751 752 753
        lazy_mode(bool: false): 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 is the 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.
Q
qiaolongfei 已提交
754 755 756 757 758 759 760

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adam(learning_rate=0.2)
            optimizer.minimize(cost)

761 762 763
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
764 765
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
766 767 768 769 770

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
771
                 epsilon=1e-8,
X
Xin Pan 已提交
772
                 regularization=None,
Q
Qiao Longfei 已提交
773
                 name=None,
Q
Qiao Longfei 已提交
774
                 lazy_mode=False):
775 776 777 778
        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
779
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
780 781 782
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
783 784 785 786
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
787
        self._lazy_mode = lazy_mode
788 789 790 791 792 793

    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
794 795
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
796 797 798 799 800 801 802 803 804 805 806 807
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta2,
                shape=[1])
808 809 810 811 812 813 814 815

    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
816 817 818 819 820
        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])

821
        # create the adam optimize op
822 823 824 825 826
        adam_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
827
                "LearningRate": self._create_param_lr(param_and_grad),
828 829
                "Moment1": moment1,
                "Moment2": moment2,
Q
qiaolongfei 已提交
830 831
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
832 833 834 835 836 837 838 839 840
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
Q
Qiao Longfei 已提交
841
                "epsilon": self._epsilon,
842 843
                "lazy_mode": self._lazy_mode,
                "min_row_size_to_use_multithread": 1000
M
minqiyang 已提交
844 845
            },
            stop_gradient=True)
846 847 848

        return adam_op

849
    def _finish_update(self, block, param_and_grads):
850 851 852
        """Update Beta1 and Beta2 Power accumulators
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
853
        main_block = block.program.global_block()
854 855 856
        for param, grad in param_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
857 858
            with param.block.program._optimized_guard(
                [param, grad]), name_scope("optimizer"):
859 860 861 862 863 864 865 866
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
                beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
                                                      param)
                main_block.append_op(
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
867 868
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
869 870 871 872 873

                main_block.append_op(
                    type="scale",
                    inputs={"X": beta2_pow_acc},
                    outputs={"Out": beta2_pow_acc},
M
minqiyang 已提交
874 875
                    attrs={"scale": self._beta2},
                    stop_gradient=True)
876 877 878


class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908
    """
    We implement the Adamax optimizer from Section 7 of the Adam
    paper: https://arxiv.org/abs/1412.6980. Adamax is a variant of the
    Adam algorithm based on the infinity norm.

    Adamax updates:

    .. 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}


    The original paper does not have an epsilon attribute.
    However, it is added here for numerical stability to prevent the
    division by 0 error.

    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.
        beta1 (float): The exponential decay rate for the 1st moment estimates.
        beta2 (float): The exponential decay rate for the 2nd moment estimates.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
909 910 911
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
912 913 914 915 916 917

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adamax(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
918 919 920

    Notes:
       Currently, AdamaxOptimizer doesn't support sparse parameter optimization.
921 922 923
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
924
    _beta1_pow_acc_str = "beta1_pow_acc"
925 926 927 928 929

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
930
                 epsilon=1e-8,
X
Xin Pan 已提交
931 932
                 regularization=None,
                 name=None):
933 934 935 936
        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
937
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
938 939 940
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
941 942 943 944 945 946 947 948
        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
949 950
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
951 952 953 954 955 956
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
957 958 959 960 961 962 963

    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
964 965
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
966 967 968 969 970 971
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
972
                "LearningRate": self._create_param_lr(param_and_grad),
973 974
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
975
                "Beta1Pow": beta1_pow_acc
976 977 978 979 980 981 982 983 984 985
            },
            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
986 987
            },
            stop_gradient=True)
988 989 990

        return adamax_op

991
    def _finish_update(self, block, parameters_and_grads):
992 993 994
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
995
        main_block = block.program.global_block()
996 997 998
        for param, grad in parameters_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
999 1000
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
1001 1002 1003 1004 1005 1006
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
                main_block.append_op(
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
1007 1008
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1009 1010 1011


class DecayedAdagradOptimizer(Optimizer):
1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033
    """
    **Decayed Adagrad Optimizer**

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)

    The update is done as follows:

    .. math::

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

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

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
    does not have an epsilon attribute. It is added here for numerical
    stability to avoid the division by zero error.

    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.
        decay (float): decay rate.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
1034 1035 1036
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1037 1038 1039 1040 1041 1042

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.DecayedAdagrad(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
1043 1044 1045

    Notes:
       Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.
1046 1047 1048
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1049 1050 1051 1052 1053 1054
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
                 regularization=None,
                 name=None):
1055 1056 1057 1058
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
1059
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1060 1061 1062
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089
        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},
M
minqiyang 已提交
1090 1091
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1092 1093

        return decayed_adagrad_op
1094 1095


1096
class AdadeltaOptimizer(Optimizer):
1097 1098
    """
    **Adadelta Optimizer**
Q
qiaolongfei 已提交
1099

1100
    Simple Adadelta optimizer with average squared grad state and
1101
    average squared update state.
1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113
    The details of adadelta please refer to this
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD
    <http://www.matthewzeiler.com/pubs/googleTR2012/googleTR2012.pdf>`_.

    ..  math::

        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2 \\\\
        learning\\_rate &= sqrt( ( E(dx_{t-1}^2) + \\epsilon ) / ( \\
                          E(g_t^2) + \\epsilon ) ) \\\\
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\\_rate)^2

    Args:
Q
qiaolongfei 已提交
1114
        learning_rate(float): global learning rate
1115 1116
        rho(float): rho in equation
        epsilon(float): epsilon in equation
X
Xin Pan 已提交
1117 1118 1119
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1120 1121 1122 1123 1124 1125 1126

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
            _, params_grads = optimizer.minimize(cost)
C
chengduo 已提交
1127 1128 1129

    Notes:
       Currently, AdadeltaOptimizer doesn't support sparse parameter optimization.
1130
    """
1131

1132 1133 1134
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
1135 1136 1137 1138 1139 1140
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
                 regularization=None,
                 name=None):
1141 1142 1143 1144 1145 1146
        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.")
1147
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
1148 1149 1150
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1151 1152 1153 1154 1155
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
1156 1157
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1158 1159 1160 1161 1162 1163

        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):
1164 1165
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186

        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
1187 1188
                   "rho": self._rho},
            stop_gradient=True)
1189 1190 1191 1192

        return adadelta_op


Q
qingqing01 已提交
1193 1194 1195 1196 1197 1198 1199 1200 1201 1202
class RMSPropOptimizer(Optimizer):
    """
    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
1203
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1204 1205 1206 1207

        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
1208
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
1209 1210 1211 1212 1213 1214

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

    ..  math::

Q
qiaolongfei 已提交
1215
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1216

1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230
        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
1231 1232 1233 1234
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
1235
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
1236 1237 1238 1239 1240 1241
    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.


    Args:
Q
qiaolongfei 已提交
1242
        learning_rate(float): global learning rate.
Q
qingqing01 已提交
1243 1244 1245
        rho(float): rho is :math: `\\rho` in equation, set 0.95 by default.
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
            avoid division by zero, set 1e-6 by default.
Q
qiaolongfei 已提交
1246
        momentum(float): :math:`\\beta` in equation is the momentum term,
Q
qingqing01 已提交
1247
            set 0.0 by default.
1248 1249 1250 1251
        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.
X
Xin Pan 已提交
1252 1253 1254
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qingqing01 已提交
1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267

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

    Examples:
          .. code-block:: python

              optimizer = fluid.optimizer.RMSProp(0.0001)
              _, params_grads = optimizer.minimize(cost)
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
1268
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
1269 1270 1271 1272 1273 1274

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
1275
                 centered=False,
X
Xin Pan 已提交
1276 1277
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
1278
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
1279 1280 1281
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294
        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
1295
        self._centered = centered
Q
qingqing01 已提交
1296 1297 1298 1299 1300 1301 1302 1303

    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)
1304
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
1305 1306 1307 1308 1309 1310 1311 1312 1313

    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])
1314 1315
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
1316 1317 1318 1319 1320 1321 1322
        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,
1323
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
1324 1325 1326 1327 1328
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
1329 1330
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
1331 1332 1333 1334
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
1335 1336
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
1337 1338
            },
            stop_gradient=True)
Q
qingqing01 已提交
1339 1340 1341 1342

        return rmsprop_op


Q
qiaolongfei 已提交
1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384
class FtrlOptimizer(Optimizer):
    """
    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

    Args:
        learning_rate (float|Variable): global learning rate.
M
minqiyang 已提交
1385 1386 1387
        l1 (float): L1 regularization strength.
        l2 (float): L2 regularization strength.
        lr_power (float): Learning Rate Power.
X
Xin Pan 已提交
1388 1389 1390
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
1391 1392 1393 1394 1395 1396 1397 1398 1399

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

    Examples:
          .. code-block:: python

              optimizer = fluid.optimizer.Ftrl(0.0001)
              _, params_grads = optimizer.minimize(cost)
C
chengduo 已提交
1400 1401 1402

    Notes:
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
1403 1404 1405 1406 1407
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
1408 1409 1410 1411 1412 1413 1414
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
1415
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
1416 1417 1418
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458
        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,
                   "l2": self._l1,
M
minqiyang 已提交
1459 1460
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
1461 1462 1463 1464

        return ftrl_op


1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478
# 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
DecayedAdagrad = DecayedAdagradOptimizer
1479
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
1480
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
1481
Ftrl = FtrlOptimizer
1482
LarsMomentum = LarsMomentumOptimizer
1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497


class ModelAverage(Optimizer):
    """Accumulate the average of parameters whtin sliding window. The average
    result will be saved in temporary variables which can be applied to
    parameter variables of current model by calling 'apply()' method. And the
    'restore()' method is used to restored the parameter values of current model.

    The size of average window is determined by average_window_rate,
    min_average_window, max_average_window and current update times.

    Args:
        average_window_rate: The rate of average window.
        min_average_window: The minimum size of average window.
        max_average_window: The maximum size of average window.
X
Xin Pan 已提交
1498 1499 1500
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1501
    Examples:
Q
qiaolongfei 已提交
1502 1503 1504

      .. code-block:: python

1505
        optimizer = fluid.optimizer.Momentum()
1506 1507
        optimizer.minimize(cost)
        model_average = fluid.optimizer.ModelAverage(0.15,
1508 1509 1510 1511 1512
                                                min_average_window=10000,
                                                max_average_window=20000)
        for pass_id in range(args.pass_num):
            for data in train_reader():
                exe.run(fluid.default_main_program()...)
1513 1514 1515 1516

            with model_average.apply(exe):
                for data in test_reader():
                    exe.run(inference_program...)
1517 1518 1519
    """

    def __init__(self,
W
wanghaoshuang 已提交
1520
                 average_window_rate,
1521 1522
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
1523 1524 1525 1526
                 regularization=None,
                 name=None):
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
1527 1528 1529
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
1530

1531
        self.params_grads = []
1532 1533
        for param in framework.default_main_program().global_block(
        ).all_parameters():
1534
            if param.do_model_average != False:
1535 1536 1537 1538
                grad = param.block.create_var(
                    name=unique_name.generate(".".join([param.name, 'tmp'])),
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
1539
                    stop_gradient=True)
1540
                self.params_grads.append((param, grad))
1541

1542
        for param, grad in self.params_grads:
1543 1544
            if grad is None:
                continue
X
Xin Pan 已提交
1545 1546
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
1547
                self._append_average_accumulate_op(param)
1548

1549 1550 1551 1552
        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:
1553
                self._add_average_apply_op(block, param_grad)
1554 1555 1556 1557 1558

        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:
1559
                self._add_average_restore_op(block, param_grad)
1560

1561
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
1562 1563 1564 1565 1566 1567
        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(
1568
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
1569
        old_num_accumulates = block._clone_variable(
1570
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
1571
        num_updates = block._clone_variable(
1572 1573 1574 1575 1576 1577
            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
1578 1579 1580 1581
        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
1582
        ops._elementwise_div(x=sum, y=tmp, out=param)
1583 1584

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
1585 1586
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623
        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
1624 1625
            },
            stop_gradient=True)
1626

S
rename  
sneaxiy 已提交
1627
    @signature_safe_contextmanager
1628
    def apply(self, executor, need_restore=True):
1629 1630
        """Apply average values to parameters of current model.
        """
1631 1632 1633 1634 1635 1636
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
1637 1638 1639 1640

    def restore(self, executor):
        """Restore parameter values of current model.
        """
1641
        executor.run(self.restore_program)