optimizer.py 216.1 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

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

25 26
from . import framework
from . import layers
27
from . import unique_name
28
from .backward import append_backward, _some_in_set_, _append_grad_suffix_, _get_no_grad_set_name
29
from .clip import GradientClipBase, GradientClipByNorm, error_clip_callback, append_gradient_clip_ops
30 31 32
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
33
from .layers import ops
34
from .regularizer import append_regularization_ops
35
from .dygraph import base as imperative_base
36
from .dygraph import no_grad
37
from .dygraph.learning_rate_scheduler import LearningRateDecay, _LearningRateEpochDecay
38 39 40
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
41
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
42
from .. import compat as cpt
M
MRXLT 已提交
43
import paddle
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 72
        # Because of the loop import, so place it in the function body
        from paddle.optimizer.lr_scheduler 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 78
            if not isinstance(learning_rate,
                              (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 96
            if not isinstance(learning_rate,
                              (float, framework.Variable, _LRScheduler)):
M
minqiyang 已提交
97
                raise TypeError(
98 99
                    "learning rate should be float or _LRScheduler, got %s here"
                    % 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_scheduler 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
155 156 157
        if isinstance(self._learning_rate, _LRScheduler):
            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
170 171 172 173 174
        return state_dict

    @framework.dygraph_only
    def set_dict(self, state_dict):
        '''
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

H
hong 已提交
185
                with fluid.dygraph.guard():
186
                    emb = fluid.dygraph.Embedding([10, 10])
187

H
hong 已提交
188
                    state_dict = emb.state_dict()
189
                    fluid.save_dygraph(state_dict, "paddle_dy")
190

191 192
                    adam = fluid.optimizer.Adam(learning_rate=fluid.layers.noam_decay( 100, 10000), 
                                                parameter_list=emb.parameters())
H
hong 已提交
193
                    state_dict = adam.state_dict()
194
                    fluid.save_dygraph(state_dict, "paddle_dy")
195

H
hong 已提交
196
                    para_state_dict, opti_state_dict = fluid.load_dygraph( "paddle_dy")
197

198
                    adam.set_dict(opti_state_dict)
H
hong 已提交
199 200

        '''
201 202 203
        from paddle.optimizer.lr_scheduler import _LRScheduler
        if isinstance(self._learning_rate, _LRScheduler):
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])
H
hong 已提交
204 205

        if isinstance(self._learning_rate, LearningRateDecay):
206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227
            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
228 229 230 231 232 233

        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 )
234
                var = var_tmp.value()
H
hong 已提交
235 236 237 238 239 240 241 242
                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):
243
                    load_para_np = load_para.numpy()
H
hong 已提交
244 245 246 247 248 249 250 251 252 253 254 255 256 257 258
                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())
259

260 261
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
262

Q
Qiao Longfei 已提交
263
    def _create_global_learning_rate(self):
264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287
        from paddle.optimizer.lr_scheduler import _LRScheduler
        if isinstance(self._learning_rate, _LRScheduler):
            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

288 289 290
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
291 292 293 294 295 296 297 298 299 300 301 302
                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)
303
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
304
            elif isinstance(self._learning_rate, LearningRateDecay):
305 306 307
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
308
                raise TypeError(
309 310
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
311
        else:
312 313 314 315
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
316 317 318 319 320 321
            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
322

323 324 325 326 327 328 329 330
            # 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)
331

332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408
    @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

409 410 411
    @framework.dygraph_only
    def current_step_lr(self):
        """
412
        :api_attr: imperative
413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457
        
        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()
458
        if isinstance(current_lr, framework.Variable):
459 460 461 462
            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
463 464 465
        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
466 467 468 469 470 471 472
        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
473
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
474 475 476 477
        """
        get global decayed learning rate
        :return:
        """
478 479
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
480
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
481

Q
Qiao Longfei 已提交
482 483 484 485 486
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

487 488 489 490
    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
491 492
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
493
        else:
W
Wu Yi 已提交
494
            if param_lr == 1.0:
Y
yuyang18 已提交
495
                return self._global_learning_rate()
W
Wu Yi 已提交
496
            else:
X
Xin Pan 已提交
497 498 499
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
500
                    return self._global_learning_rate() * param_lr
501 502 503 504 505 506 507

    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
508
        """
509 510
        pass

511
    def _finish_update(self, block, parameters_and_grads):
512 513 514 515 516 517 518 519
        """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
520
            None
521 522 523
        """
        pass

524 525 526 527 528
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
529
                         shape=None,
530
                         type=None,
531
                         device=None):
532 533 534 535 536 537 538 539 540
        """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
541 542
        if self._name is not None:
            name = self._name + "_" + name
543 544
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
545
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
546
                return self._accumulators[name][param.name]
547
            raise Exception("Accumulator {} already exists for parameter {}".
548
                            format(name, param.name))
549 550
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
551
        assert isinstance(self.helper, LayerHelper)
552 553 554 555 556

        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
557
        var = self.helper.create_global_variable(
558
            name=var_name,
Q
Qiao Longfei 已提交
559
            persistable=True,
F
fengjiayi 已提交
560
            dtype=dtype or param.dtype,
561
            type=param.type if type is None else type,
H
hong 已提交
562 563
            shape=shape,
            belong_to_optimizer=True)
564 565 566 567 568
        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
569 570 571 572 573 574 575

        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
576
        self._accumulators[name][param.name] = var
577
        return var
578 579 580 581 582 583 584 585 586 587 588

    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
589 590
        if self._name is not None:
            name = self._name + "_" + name
591 592 593 594 595 596
        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]

597 598 599 600 601 602 603 604 605 606 607 608
    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)
609
                        break
610 611 612 613 614 615 616

    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

617
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
618 619 620
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
621
          parameters_and_grads(list(tuple(Variable, Variable))):
622
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
623 624

        Returns:
625
          return_op_list: a list of operators that will complete one step of
626 627 628
            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
629
        """
630 631 632 633 634
        # 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
635
        # for parameters and extend _finish_update method to add custom ops.
636

637
        # Allways called under program_guard use global block as loss block
638 639 640
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

641
        global_block = framework.default_main_program().global_block()
642 643 644 645 646 647 648 649 650
        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)
651
        self.helper = LayerHelper(self.__class__.__name__)
652
        self._update_param_device_map(parameters_and_grads, target_block)
C
chengduo 已提交
653
        self._create_accumulators(
654
            target_block,
C
chengduo 已提交
655
            [p[0] for p in parameters_and_grads if p[0].trainable])
656 657
        self._create_global_learning_rate()

M
minqiyang 已提交
658
        if framework.in_dygraph_mode():
659 660 661
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
662 663
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
664 665 666 667 668 669 670
        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:
671 672 673 674 675
                        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)
676 677 678

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
679
        self._finish_update(target_block, parameters_and_grads)
680

681 682
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
683 684

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
685 686 687 688 689 690 691 692 693
        """
        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
        """
694 695
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
696 697 698 699 700 701 702 703 704 705 706 707 708 709 710
        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:
711 712 713 714 715 716 717 718 719 720 721 722 723
            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
724 725
        return new_param_grads, (table_param, table_grad), sgd_op

726 727 728
    def _append_dgc_ops(self, param_and_grad):
        pass

729 730 731 732 733 734 735
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
736
        The first part of ``minimize``, do auto-diff to append backward operations for
737 738 739
        the current program.

        Args:
740 741 742 743
            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
744
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
745 746
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
747
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
748 749 750
                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
751

752
        Return:
753 754
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
755

756
        Examples:
757
            See examples in ``apply_gradients``.
758
        """
759
        act_no_grad_set = None
L
Leo Chen 已提交
760
        if framework.in_dygraph_mode():
761
            pass
L
Leo Chen 已提交
762 763
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
764

C
chengduo 已提交
765
        self._dtype = loss.dtype
L
lujun 已提交
766
        if framework.in_dygraph_mode():
C
chengduo 已提交
767
            params_grads = []
768
            for param in self._parameter_list:
C
chengduo 已提交
769 770
                if not param.trainable:
                    continue
771
                if param._grad_ivar() is not None:
C
chengduo 已提交
772
                    # create gradient variable
773
                    grad_var = param._grad_ivar()
C
chengduo 已提交
774
                    params_grads.append((param, grad_var))
775
        else:
C
chengduo 已提交
776 777 778 779 780
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
781 782 783 784
            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)
785 786
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list
C
chengduo 已提交
787 788
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
789
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
790
                # Note: since we can't use all_reduce_op now,
D
Dong Daxiang 已提交
791
                # dgc_op should be the last op of one grad.
C
chengduo 已提交
792 793
                self._append_dgc_ops(params_grads)
        return params_grads
794 795 796 797 798 799 800 801

    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
802

803 804
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
805

806 807 808
        Examples:
            .. code-block:: python

809
                import paddle.fluid as fluid
810 811 812 813 814 815 816
                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)
        """
817

818 819
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

820
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
821 822 823 824
        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
825 826

        # Add regularization if any
827 828
        params_grads = append_regularization_ops(params_grads,
                                                 self.regularization)
829 830 831 832

        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

C
chengduo 已提交
833 834 835 836 837 838 839 840 841 842 843 844
    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
845
        if framework.in_dygraph_mode():
C
chengduo 已提交
846 847
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
848 849
                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
850 851
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
852 853 854 855 856 857 858
                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
859
    def _get_no_grad_set(self, loss, no_grad_set=None):
860
        no_grad_set = _get_no_grad_set_name(no_grad_set)
G
gongweibao 已提交
861 862 863 864 865 866 867 868
        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

869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
        
        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()

900
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
901 902
    def minimize(self,
                 loss,
903
                 startup_program=None,
Q
Qiao Longfei 已提交
904
                 parameter_list=None,
905
                 no_grad_set=None):
906
        """
907
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
908

909
        Args:
910 911 912 913
            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
914
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
915 916
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
917
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
918
                to be updated. The default value is None.
Q
Qiao Longfei 已提交
919

920
        Returns:
921 922 923
            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.
924 925 926
            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``.
927 928 929

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
930
        """
C
chengduo 已提交
931
        assert isinstance(loss, Variable), "The loss should be an Variable."
932

933 934
        parameter_list = parameter_list if parameter_list \
            else self._parameter_list
C
chengduo 已提交
935 936 937 938 939
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
940

C
chengduo 已提交
941 942
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
943

Q
Qiao Longfei 已提交
944
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
945 946 947


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
948 949 950 951 952 953 954
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

955 956 957
    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
958
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
959 960
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
961 962 963 964 965
        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.
966 967 968 969
        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.
970 971
        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
972 973 974 975

    Examples:
        .. code-block:: python

976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000
            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
1001 1002
    """

1003 1004 1005 1006
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
1007
                 grad_clip=None,
1008
                 name=None):
Q
Qiao Longfei 已提交
1009
        assert learning_rate is not None
Q
Qiao Longfei 已提交
1010
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
1011
            learning_rate=learning_rate,
1012
            parameter_list=parameter_list,
X
Xin Pan 已提交
1013
            regularization=regularization,
1014
            grad_clip=grad_clip,
X
Xin Pan 已提交
1015
            name=name)
Q
Qiao Longfei 已提交
1016 1017
        self.type = "sgd"

1018
    @no_grad
1019
    def _append_optimize_op(self, block, param_and_grad):
1020
        lr = self._create_param_lr(param_and_grad)
1021
        if framework.in_dygraph_mode():
1022 1023 1024
            core.ops.sgd(param_and_grad[0], lr, param_and_grad[1],
                         param_and_grad[0])
            return None
1025

1026
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1027 1028 1029 1030 1031 1032
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1033
                "LearningRate": lr
Q
Qiao Longfei 已提交
1034
            },
M
minqiyang 已提交
1035 1036
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
1037 1038

        return sgd_op
1039 1040 1041


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055
    """

    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):

1056
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
1057 1058 1059

        & else:

Q
qiaolongfei 已提交
1060
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
1061

1062 1063 1064 1065
    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
1066
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1067 1068
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1069
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
1070 1071 1072 1073 1074
        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.
1075 1076 1077 1078
        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.
1079 1080
        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
1081 1082 1083 1084

    Examples:
        .. code-block:: python

1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109
            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)

1110 1111 1112
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
1113 1114 1115
    def __init__(self,
                 learning_rate,
                 momentum,
1116
                 parameter_list=None,
X
Xin Pan 已提交
1117 1118
                 use_nesterov=False,
                 regularization=None,
1119
                 grad_clip=None,
X
Xin Pan 已提交
1120
                 name=None):
1121 1122
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
1123
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
1124
            learning_rate=learning_rate,
1125
            parameter_list=parameter_list,
X
Xin Pan 已提交
1126
            regularization=regularization,
1127
            grad_clip=grad_clip,
X
Xin Pan 已提交
1128
            name=name)
1129 1130
        self.type = "momentum"
        self._momentum = momentum
1131
        self._use_nesterov = bool(use_nesterov)
1132 1133 1134 1135 1136

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

        for p in parameters:
Q
Qiao Longfei 已提交
1137
            self._add_accumulator(self._velocity_acc_str, p)
1138 1139 1140 1141 1142 1143

    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])
1144 1145 1146 1147 1148 1149 1150 1151
        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
1152

1153
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1154 1155 1156 1157
        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1158
            "LearningRate": [lr]
1159 1160 1161 1162 1163 1164
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
            "VelocityOut": [velocity_acc]
        }
1165 1166 1167
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
1168 1169 1170
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1171
            stop_gradient=True)
1172 1173

        return momentum_op
1174 1175


1176
class DGCMomentumOptimizer(Optimizer):
1177
    """
1178
	:api_attr: Static Graph
S
swtkiwi 已提交
1179

1180
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
1181

G
gongweibao 已提交
1182
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
1183 1184
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
1185
    To avoid losing information, DGC accumulates the rest of the gradients locally.
1186 1187 1188

    Eventually, these gradients become large enough to be transmitted.

1189
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
1190

G
gongweibao 已提交
1191
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
1192 1193 1194 1195

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

    This optimizer will do two things:
1196

1197 1198
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
1199

1200
        2. Call momentum to optimize the cost.
1201 1202

    Args:
1203 1204
        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.
1205
        momentum (float): Momentum factor.
G
gongweibao 已提交
1206
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
1207 1208 1209 1210 1211 1212 1213
        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
1214
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1215 1216
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1217
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
1218 1219 1220 1221 1222
        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.
1223 1224 1225
        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.
1226 1227
        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.
1228 1229 1230 1231

    Examples:
        .. code-block:: python

1232
            import paddle.fluid as fluid
1233
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1234 1235 1236 1237 1238
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1239 1240

    """
1241 1242
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1243 1244 1245 1246 1247 1248 1249

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1250
                 parameter_list=None,
1251 1252 1253
                 use_nesterov=False,
                 num_trainers=None,
                 regularization=None,
1254
                 grad_clip=None,
1255
                 name=None):
Z
zhongpu 已提交
1256 1257
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support DGCMomentumOptimizer.")
1258 1259 1260 1261

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

1262 1263 1264 1265
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1266
            parameter_list=parameter_list,
1267
            regularization=regularization,
1268
            grad_clip=grad_clip,
1269 1270 1271 1272
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1273

1274
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1275
        self._rampup_begin_step = rampup_begin_step
1276 1277
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1278

1279
        self._rampup_begin_step_var = None
1280
        self._global_step_var = None
1281

1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292
        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!"
1293 1294

            self._num_trainers = num_trainers
1295
            self._dgc_clip_norm = grad_clip.clip_norm * (num_trainers**-0.5)
1296

1297 1298
        self.regular_type, self.regular_coeff = self._get_regularization_param(
            self.regularization)
1299

1300 1301 1302
    def _get_regularization_param(self, regularization):
        regular_type = 0
        regular_coeff = 0.0
1303

1304 1305
        if regularization is not None:
            regular_coeff = regularization._regularization_coeff
1306
            from .regularizer import L1Decay, L2Decay
1307 1308 1309 1310
            if isinstance(regularization, L1Decay):
                regular_type = 1
            elif isinstance(regularization, L2Decay):
                regular_type = 2
1311 1312
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'
1313
        return regular_type, regular_coeff
1314

1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325
    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)
1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340
        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}
1341 1342

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1343 1344 1345
            type = "momentum"
        else:
            type = "dgc_momentum"
1346 1347 1348 1349 1350
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1351
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1352 1353 1354

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1355 1356 1357 1358
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1359 1360 1361
            stop_gradient=True)
        return dgc_momentum_op

1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380
    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

1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393
    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

1394 1395 1396 1397 1398 1399
    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
1400
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1401

1402 1403 1404
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1405 1406 1407 1408 1409
        # 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
1410
            name=core.dgc.kDGCRampUpBeginStepName(),
1411 1412 1413
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1414 1415
        self.helper = LayerHelper(self.__class__.__name__)

1416
        for param_var, grad_var in param_and_grads:
1417 1418 1419
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1420
            if not self._is_use_dgc(param_var, grad_var):
1421 1422
                continue

1423
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1424 1425 1426 1427 1428

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1429
                name=param_var.name + core.dgc.kDGCKName(),
1430 1431 1432 1433 1434 1435 1436
                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
1437
                name=param_var.name + core.dgc.kDGCEncodedName(),
1438 1439 1440
                value=0.0,
                force_cpu=False)

1441 1442 1443 1444 1445 1446 1447 1448
            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)

1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467
            # 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
1468 1469
            if self._dgc_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._dgc_clip_norm)
1470
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1471
                         encoded_var, gather_var)
1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486

    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:
1487 1488
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1489 1490 1491 1492 1493

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

        helper.append_op(
G
gongweibao 已提交
1494
            type="dgc_clip_by_norm",
1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506
            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
1507
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1508 1509

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1510
                encoded_var, gather_var):
1511 1512
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1513

1514 1515 1516 1517 1518 1519 1520
        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)

1521 1522 1523 1524 1525 1526
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1527
                "Param": param_var,
1528 1529
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1530 1531 1532 1533 1534 1535
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1536 1537
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1538 1539 1540 1541 1542 1543
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1544
                "rampup_step": float(self._rampup_step),
1545 1546
                "regular_coeff": float(regular_coeff),
                "regular_type": int(regular_type),
1547 1548 1549 1550 1551 1552 1553 1554
            },
            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])

1555
    @imperative_base.no_grad
1556 1557 1558 1559 1560 1561 1562
    def apply_gradients(self, 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)

        not_dgc_params_grads = []
        dgc_params_grads = []
1563
        # DGC clip and regularization in optimizer.backward
1564 1565 1566 1567 1568 1569
        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))

1570
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
1571 1572 1573 1574 1575
        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)
1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589

        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

1590

1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605
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

1606 1607 1608 1609 1610 1611
    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
1612
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1613 1614
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1615 1616 1617 1618 1619
        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.
1620 1621 1622 1623
        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.
1624 1625
        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.
1626 1627 1628 1629

    Examples:
        .. code-block:: python

1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645
            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])
1646 1647 1648 1649 1650 1651 1652 1653
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1654
                 parameter_list=None,
1655
                 regularization=None,
1656
                 grad_clip=None,
1657 1658 1659 1660 1661
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1662
            parameter_list=parameter_list,
1663
            regularization=regularization,
1664
            grad_clip=grad_clip,
1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698
            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
1699 1700
            },
            stop_gradient=True)
1701 1702 1703 1704

        return momentum_op


1705
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
1706
    """
1707 1708
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1709

1710
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1711 1712 1713 1714 1715 1716 1717

    .. math::

        moment\_out &= moment + grad * grad

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

1718 1719 1720 1721 1722 1723
    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
1724 1725 1726
    for numerical stability to avoid the division by zero error.

    Args:
1727 1728 1729 1730
        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
1731
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1732 1733
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1734 1735 1736 1737 1738
        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.
1739 1740 1741 1742
        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.
1743 1744 1745 1746 1747
        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
1748 1749 1750 1751

    Examples:
        .. code-block:: python

1752
            import numpy as np
1753
            import paddle.fluid as fluid
1754 1755

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1756
            inp = fluid.data(name="inp", shape=[2, 2])
1757 1758
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1759
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1760 1761 1762 1763 1764 1765 1766
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1767 1768 1769
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1770 1771 1772
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1773
                 parameter_list=None,
X
Xin Pan 已提交
1774
                 regularization=None,
1775
                 grad_clip=None,
1776
                 name=None,
X
xuezhong 已提交
1777
                 initial_accumulator_value=0.0):
1778 1779
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1780
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1781
            learning_rate=learning_rate,
1782
            parameter_list=parameter_list,
X
Xin Pan 已提交
1783
            regularization=regularization,
1784
            grad_clip=grad_clip,
X
Xin Pan 已提交
1785
            name=name)
1786 1787
        self.type = "adagrad"
        self._epsilon = epsilon
1788
        self.initial_accumulator_value = initial_accumulator_value
1789 1790 1791 1792 1793

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

        for p in parameters:
Z
zhongpu 已提交
1794 1795 1796 1797
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value)
1798 1799 1800 1801 1802 1803

    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])
1804
        # Create the adagrad optimizer op
1805 1806 1807 1808 1809 1810
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1811
                "LearningRate": self._create_param_lr(param_and_grad)
1812 1813 1814
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1815 1816
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1817 1818

        return adagrad_op
1819 1820 1821


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1822
    """
T
tianshuo78520a 已提交
1823
    The Adam optimizer uses an optimization described at the end
1824 1825 1826 1827 1828
    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
1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842

    .. 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}

1843 1844
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1845
    Args:
1846 1847
        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.
1848 1849
        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.
1850
            The default value is 0.9.
1851 1852
        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.
1853 1854 1855
            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
1856
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1857 1858
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1859 1860 1861 1862 1863
        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.
1864 1865 1866 1867
        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.
1868 1869 1870 1871 1872 1873 1874 1875 1876 1877
        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
1878 1879 1880 1881

    Examples:
        .. code-block:: python

1882 1883 1884 1885 1886 1887
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1888 1889
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904
                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
1905

1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922
        .. 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
1923
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951
                    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,
1952
                                                    beta1=beta1,
1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963
                                                    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)
1964 1965 1966
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1967 1968
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1969 1970 1971 1972 1973

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1974
                 epsilon=1e-8,
1975
                 parameter_list=None,
X
Xin Pan 已提交
1976
                 regularization=None,
1977
                 grad_clip=None,
Q
Qiao Longfei 已提交
1978
                 name=None,
Q
Qiao Longfei 已提交
1979
                 lazy_mode=False):
1980 1981 1982 1983
        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
1984
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1985
            learning_rate=learning_rate,
1986
            parameter_list=parameter_list,
X
Xin Pan 已提交
1987
            regularization=regularization,
1988
            grad_clip=grad_clip,
X
Xin Pan 已提交
1989
            name=name)
1990 1991 1992 1993
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1994
        self._lazy_mode = lazy_mode
1995 1996 1997 1998 1999 2000

    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
2001 2002
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
2003 2004 2005
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
2006 2007
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
2008
                shape=[1],
2009
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
Q
qiaolongfei 已提交
2010 2011 2012
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
2013 2014
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
2015
                shape=[1],
2016
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
2017 2018 2019 2020 2021 2022 2023 2024

    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
2025 2026 2027 2028
        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])
2029
        lr = self._create_param_lr(param_and_grad)
2030
        # create the adam optimize op
2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045

        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

2046
        inputs = {
2047 2048
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2049
            "LearningRate": [lr],
2050 2051 2052 2053
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
2054 2055
        }
        outputs = {
2056 2057 2058 2059 2060
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076
        }
        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

2077 2078
        adam_op = block.append_op(
            type=self.type,
2079 2080 2081
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
2082
            stop_gradient=True)
2083 2084 2085

        return adam_op

2086 2087

class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
2088
    """
2089 2090 2091 2092
    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
2093

2094
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107

    .. 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}

2108
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2109

2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121
    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
2122
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2123 2124
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2125 2126 2127 2128 2129
        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.
2130 2131 2132 2133
        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.
2134 2135 2136 2137 2138 2139
        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
2140

2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153
    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):
2154
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2155 2156
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2157
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2158 2159 2160 2161 2162 2163 2164 2165 2166
              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])
2167 2168 2169
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2170
    _beta1_pow_acc_str = "beta1_pow_acc"
2171 2172 2173 2174 2175

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2176
                 epsilon=1e-8,
2177
                 parameter_list=None,
X
Xin Pan 已提交
2178
                 regularization=None,
2179
                 grad_clip=None,
X
Xin Pan 已提交
2180
                 name=None):
2181 2182 2183 2184
        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
2185
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
2186
            learning_rate=learning_rate,
2187
            parameter_list=parameter_list,
X
Xin Pan 已提交
2188
            regularization=regularization,
2189
            grad_clip=grad_clip,
X
Xin Pan 已提交
2190
            name=name)
2191 2192 2193 2194 2195 2196 2197 2198
        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
2199 2200
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
2201 2202 2203 2204 2205
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
2206 2207 2208 2209 2210 2211 2212

    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
2213 2214
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
2215 2216 2217 2218 2219 2220
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
2221
                "LearningRate": self._create_param_lr(param_and_grad),
2222 2223
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
2224
                "Beta1Pow": beta1_pow_acc
2225 2226 2227 2228 2229 2230 2231 2232 2233 2234
            },
            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
2235 2236
            },
            stop_gradient=True)
2237 2238 2239

        return adamax_op

2240
    def _finish_update(self, block, parameters_and_grads):
2241 2242 2243
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2244
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2245
            if grad is None or param.trainable is False:
2246
                continue
X
Xin Pan 已提交
2247 2248
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2249 2250
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2251
                block.append_op(
2252 2253 2254
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2255 2256
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2257 2258


2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 2279 2280 2281 2282 2283 2284 2285 2286 2287 2288 2289 2290 2291 2292 2293 2294 2295 2296
class DpsgdOptimizer(Optimizer):
    """
    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
2297
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2298 2299
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2300 2301 2302 2303 2304 2305 2306 2307
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2308 2309
                 sigma=1e-8,
                 parameter_list=None):
2310 2311 2312 2313
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2314 2315
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2316 2317 2318 2319
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2320 2321 2322 2323 2324 2325 2326
        '''
        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
2327 2328 2329 2330 2331

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

        # create the dpsgd optimize op
Z
zhongpu 已提交
2332 2333 2334
        if self._seed == None:
            self._seed = 0

2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345
        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
2346 2347
                "sigma": self._sigma,
                "seed": self._seed
2348 2349 2350 2351 2352 2353
            },
            stop_gradient=True)

        return dpsgd_op


2354
class DecayedAdagradOptimizer(Optimizer):
2355
    """
2356 2357 2358
    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.
2359

2360
    The parameter ``param_out`` update rule with gradient ``grad``:
2361 2362 2363 2364 2365 2366 2367

    .. math::

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

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

2368 2369 2370 2371
    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
2372 2373 2374
    stability to avoid the division by zero error.

    Args:
2375 2376 2377 2378 2379
        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
2380
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2381 2382
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2383 2384 2385 2386 2387
        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.
2388 2389 2390 2391
        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.
2392 2393 2394 2395 2396 2397
        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.**
2398 2399 2400 2401

    Examples:
        .. code-block:: python

2402 2403
            import paddle.fluid as fluid

2404 2405 2406 2407
            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)
2408
            optimizer.minimize(cost)
2409 2410 2411
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2412 2413 2414 2415
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2416
                 parameter_list=None,
X
Xin Pan 已提交
2417
                 regularization=None,
2418
                 grad_clip=None,
X
Xin Pan 已提交
2419
                 name=None):
2420 2421 2422 2423
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2424
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2425
            learning_rate=learning_rate,
2426
            parameter_list=parameter_list,
X
Xin Pan 已提交
2427
            regularization=regularization,
2428
            grad_clip=grad_clip,
X
Xin Pan 已提交
2429
            name=name)
2430 2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456
        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},
2457 2458
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2459
            stop_gradient=True)
2460 2461

        return decayed_adagrad_op
2462 2463


2464
class AdadeltaOptimizer(Optimizer):
2465
    """
Z
Zeng Jinle 已提交
2466
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2467

Z
Zeng Jinle 已提交
2468
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2469 2470 2471
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2472

Z
Zeng Jinle 已提交
2473 2474
    .. math::

Z
Zeng Jinle 已提交
2475
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2476

Z
Zeng Jinle 已提交
2477
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2478

Z
Zeng Jinle 已提交
2479
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2480 2481

    Args:
Z
Zeng Jinle 已提交
2482 2483 2484
        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
2485
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2486 2487
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2488 2489 2490 2491 2492
        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.
2493 2494 2495 2496
        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.
2497 2498 2499
        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` .
2500 2501 2502 2503

    Examples:
        .. code-block:: python

2504
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2505

2506
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2507 2508
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2509 2510
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2511

Z
Zeng Jinle 已提交
2512 2513 2514 2515
            # 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)
2516
    """
2517

2518 2519 2520
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2521 2522 2523 2524
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2525
                 parameter_list=None,
X
Xin Pan 已提交
2526
                 regularization=None,
2527
                 grad_clip=None,
X
Xin Pan 已提交
2528
                 name=None):
2529 2530 2531 2532 2533 2534
        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.")
2535
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2536
            learning_rate=learning_rate,
2537
            parameter_list=parameter_list,
X
Xin Pan 已提交
2538
            regularization=regularization,
2539
            grad_clip=grad_clip,
X
Xin Pan 已提交
2540
            name=name)
2541 2542 2543 2544 2545
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2546 2547
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2548 2549 2550 2551 2552 2553

        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):
2554 2555
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2556 2557 2558 2559 2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576

        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
2577 2578
                   "rho": self._rho},
            stop_gradient=True)
2579 2580 2581 2582

        return adadelta_op


Q
qingqing01 已提交
2583 2584 2585 2586 2587 2588 2589 2590 2591 2592
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
2593
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2594 2595 2596 2597

        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
2598
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2599 2600 2601 2602 2603 2604

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

    ..  math::

Q
qiaolongfei 已提交
2605
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2606

2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620
        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
2621 2622 2623 2624
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2625
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2626 2627 2628 2629 2630
    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.


2631 2632 2633
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2634
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2635
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2636
        momentum(float): :math:`\\beta` in equation is the momentum term,
2637
            default is 0.0.
2638 2639 2640 2641
        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
2642
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2643 2644
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2645 2646 2647 2648 2649
        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.
2650 2651 2652 2653
        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.
2654 2655
        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
2656 2657 2658 2659 2660 2661 2662

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

    Examples:
          .. code-block:: python

2663 2664 2665 2666 2667 2668 2669 2670 2671 2672 2673 2674 2675 2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687
            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
2688 2689 2690 2691
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2692
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2693 2694 2695 2696 2697 2698

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2699
                 centered=False,
2700
                 parameter_list=None,
X
Xin Pan 已提交
2701
                 regularization=None,
2702
                 grad_clip=None,
X
Xin Pan 已提交
2703
                 name=None):
Q
qingqing01 已提交
2704
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2705
            learning_rate=learning_rate,
2706
            parameter_list=parameter_list,
X
Xin Pan 已提交
2707
            regularization=regularization,
2708
            grad_clip=grad_clip,
X
Xin Pan 已提交
2709
            name=name)
Q
qingqing01 已提交
2710 2711 2712 2713 2714 2715 2716 2717 2718 2719 2720 2721 2722
        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
2723
        self._centered = centered
Q
qingqing01 已提交
2724 2725 2726 2727 2728 2729 2730 2731

    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)
2732
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2733 2734 2735 2736 2737 2738 2739 2740 2741

    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])
2742 2743
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2744 2745 2746 2747 2748 2749 2750
        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,
2751
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2752 2753 2754 2755 2756
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2757 2758
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2759 2760 2761 2762
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2763 2764
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2765 2766
            },
            stop_gradient=True)
Q
qingqing01 已提交
2767 2768 2769 2770

        return rmsprop_op


Q
qiaolongfei 已提交
2771 2772 2773 2774 2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800 2801 2802 2803 2804 2805 2806 2807 2808 2809 2810
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

2811 2812 2813 2814 2815
    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
2816
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2817 2818
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2819 2820 2821 2822 2823
        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.
2824 2825 2826 2827
        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.
2828 2829
        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
2830 2831 2832 2833 2834 2835 2836

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

    Examples:
          .. code-block:: python

2837 2838 2839 2840 2841 2842 2843 2844 2845 2846 2847 2848 2849 2850 2851 2852 2853 2854 2855 2856 2857 2858 2859 2860
            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
2861

2862
    NOTE:
C
chengduo 已提交
2863
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2864 2865 2866 2867 2868
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2869 2870 2871 2872 2873
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2874
                 parameter_list=None,
X
Xin Pan 已提交
2875
                 regularization=None,
2876
                 grad_clip=None,
X
Xin Pan 已提交
2877
                 name=None):
Q
qiaolongfei 已提交
2878
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2879
            learning_rate=learning_rate,
2880
            parameter_list=parameter_list,
X
Xin Pan 已提交
2881
            regularization=regularization,
2882
            grad_clip=grad_clip,
X
Xin Pan 已提交
2883
            name=name)
Q
qiaolongfei 已提交
2884 2885 2886 2887 2888 2889 2890 2891 2892 2893 2894 2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908 2909 2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922
        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,
2923
                   "l2": self._l2,
M
minqiyang 已提交
2924 2925
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2926 2927 2928 2929

        return ftrl_op


Y
Yibing Liu 已提交
2930 2931 2932 2933 2934 2935
class LambOptimizer(AdamOptimizer):
    """
    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
2936 2937
    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
2938 2939 2940 2941 2942

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2943
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2944

Y
Yibing Liu 已提交
2945
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2946

Y
Yibing Liu 已提交
2947
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2948

Y
Yibing Liu 已提交
2949
        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
2950 2951 2952 2953 2954 2955


    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
2956 2957 2958 2959 2960 2961 2962 2963
        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
2964
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2965 2966
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2967 2968 2969 2970 2971
        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.
2972 2973 2974 2975
        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
2976 2977 2978 2979 2980
        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
2981 2982 2983 2984 2985 2986

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

Y
Yibing Liu 已提交
2987
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
2988 2989 2990
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
2991 2992 2993 2994 2995
            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
2996 2997 2998 2999
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
3000
    # these two not used in op temporarily
Y
Yibing Liu 已提交
3001 3002 3003 3004 3005 3006 3007 3008 3009
    _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,
3010
                 parameter_list=None,
Y
Yibing Liu 已提交
3011
                 regularization=None,
3012
                 grad_clip=None,
Y
Yibing Liu 已提交
3013
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
3014 3015 3016 3017 3018 3019 3020 3021
                 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,
3022
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
3023
            regularization=regularization,
3024
            grad_clip=grad_clip,
Y
Yibing Liu 已提交
3025 3026 3027 3028 3029 3030
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
3031
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
3032 3033 3034

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3035
        block.program._use_lamb = True
Y
Yibing Liu 已提交
3036 3037 3038 3039 3040 3041 3042 3043 3044 3045

        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
3046 3047 3048 3049 3050 3051
        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
3052 3053 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066 3067 3068 3069 3070 3071 3072
        # 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
3073
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
3074 3075 3076 3077 3078 3079
            },
            stop_gradient=True)

        return lamb_op


3080 3081 3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092
# 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
3093
Dpsgd = DpsgdOptimizer
3094
DecayedAdagrad = DecayedAdagradOptimizer
3095
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
3096
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
3097
Ftrl = FtrlOptimizer
3098
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
3099
Lamb = LambOptimizer
3100 3101 3102


class ModelAverage(Optimizer):
3103
    """
3104
	:api_attr: Static Graph
S
swtkiwi 已提交
3105

3106 3107 3108 3109 3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122 3123
    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:

    ::
3124

3125 3126 3127 3128 3129 3130 3131 3132 3133
        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.
3134 3135

    Args:
3136 3137 3138
        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.
3139 3140 3141 3142 3143
        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.
3144 3145 3146
        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.
3147

3148
    Examples:
Q
qiaolongfei 已提交
3149 3150 3151

      .. code-block:: python

3152 3153 3154 3155 3156 3157
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3158

3159 3160 3161 3162
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3163
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3164 3165 3166 3167 3168 3169 3170 3171
            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,
3172
                                                         max_average_window=12500)
3173 3174

            exe.run(startup_program)
3175 3176 3177 3178 3179
            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])
3180 3181

            # apply ModelAverage
3182
            with model_average.apply(exe):
3183 3184 3185 3186
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3187 3188 3189
    """

    def __init__(self,
W
wanghaoshuang 已提交
3190
                 average_window_rate,
3191 3192
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
3193 3194
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
3195 3196
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
3197 3198
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
3199 3200 3201
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3202

3203
        self.params_grads = []
3204 3205
        for param in framework.default_main_program().global_block(
        ).all_parameters():
3206
            if param.do_model_average != False:
3207
                grad = param.block.create_var(
3208 3209
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
3210 3211
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
3212
                    stop_gradient=True)
3213
                self.params_grads.append((param, grad))
3214

3215
        for param, grad in self.params_grads:
3216 3217
            if grad is None:
                continue
X
Xin Pan 已提交
3218 3219
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
3220
                self._append_average_accumulate_op(param)
3221

3222 3223 3224 3225
        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:
3226
                self._add_average_apply_op(block, param_grad)
3227 3228 3229 3230 3231

        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:
3232
                self._add_average_restore_op(block, param_grad)
3233

3234
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3235 3236 3237 3238 3239 3240
        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(
3241
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
3242
        old_num_accumulates = block._clone_variable(
3243
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
3244
        num_updates = block._clone_variable(
3245 3246 3247 3248 3249 3250
            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
3251 3252 3253 3254
        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
3255
        ops._elementwise_div(x=sum, y=tmp, out=param)
3256 3257

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3258 3259
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296
        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
3297 3298
            },
            stop_gradient=True)
3299

S
rename  
sneaxiy 已提交
3300
    @signature_safe_contextmanager
3301
    def apply(self, executor, need_restore=True):
3302 3303
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3304 3305

        Args:
3306 3307 3308 3309 3310 3311 3312 3313 3314 3315 3316 3317 3318 3319 3320 3321 3322 3323 3324 3325 3326 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349
            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])
3350
        """
3351 3352 3353 3354 3355 3356
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3357 3358

    def restore(self, executor):
3359 3360
        """
        Restore ``Parameter`` values of current model.
3361 3362
        
        Args:
3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374 3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403 3404 3405 3406
            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)
3407
        """
3408
        executor.run(self.restore_program)
3409 3410 3411 3412


class ExponentialMovingAverage(object):
    """
3413
	:api_attr: Static Graph
S
swtkiwi 已提交
3414

3415 3416 3417 3418 3419 3420
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3421
        \\text{EMA}_0 & = 0
3422

3423 3424
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3425 3426 3427 3428
    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.
3429 3430 3431 3432 3433 3434 3435 3436 3437 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449

    **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.
3450 3451 3452


    Args:
Y
Yibing Liu 已提交
3453 3454 3455 3456 3457 3458 3459
	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.
3460 3461 3462 3463 3464


    Examples:

	.. code-block:: python
3465 3466 3467 3468 3469

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3470
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3471 3472 3473 3474 3475 3476 3477 3478
	    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)

3479
	    global_steps = fluid.layers.autoincreased_step_counter()
3480 3481 3482 3483 3484 3485 3486 3487 3488 3489 3490 3491 3492 3493 3494 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505 3506 3507 3508
	    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)
3509 3510
    """

3511
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
3512 3513 3514
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
3515
        self._decay = decay
3516
        self._thres_steps = thres_steps
3517
        self._name = name if name is not None else ''
3518 3519
        self._decay_var = self._get_ema_decay()

3520
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3521
        self._params_tmps = []
3522
        for param in default_main_program().global_block().all_parameters():
3523 3524 3525 3526 3527 3528 3529
            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
3530
                self._params_tmps.append((param, tmp))
3531

Y
Yibing Liu 已提交
3532 3533
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3534 3535
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3536
                self._ema_vars[param.name] = self._create_ema_vars(param)
3537 3538 3539 3540

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3541
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3542
            for param, tmp in self._params_tmps:
3543 3544
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3545
                ema = block._clone_variable(self._ema_vars[param.name])
3546
                layers.assign(input=param, output=tmp)
3547
                # bias correction
3548 3549 3550
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
                        layers.assign(output=ema, input=ema / (1.0 - decay_pow))
3551 3552 3553 3554 3555
                layers.assign(input=ema, output=param)

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
3556
            for param, tmp in self._params_tmps:
3557 3558 3559 3560
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3561 3562 3563 3564 3565 3566 3567 3568 3569 3570 3571 3572 3573 3574 3575 3576 3577 3578 3579 3580 3581 3582
    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):
3583 3584 3585 3586 3587 3588 3589
        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")
3590
        decay_var = block._clone_variable(self._decay_var)
3591 3592
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3593

Y
Yibing Liu 已提交
3594
    def _create_ema_vars(self, param):
3595 3596 3597 3598 3599 3600 3601 3602 3603
        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
3604 3605 3606 3607 3608
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3609 3610
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3611
        param_master_emas = []
Y
Yibing Liu 已提交
3612 3613 3614 3615
        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]
3616
                if param.name + '.master' in self._ema_vars:
3617 3618 3619 3620 3621 3622 3623 3624 3625 3626 3627 3628 3629 3630 3631 3632 3633
                    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
3634

3635 3636 3637 3638 3639 3640 3641
    @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
3642 3643
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3644 3645 3646 3647 3648 3649 3650 3651 3652 3653 3654 3655 3656 3657 3658
        """
        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
3659 3660 3661


class PipelineOptimizer(object):
3662
    """
3663
	:api_attr: Static Graph
S
swtkiwi 已提交
3664

3665 3666 3667 3668
    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
3669

3670
    Args:
3671 3672 3673 3674
        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].
    
3675 3676
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3677

3678
            import paddle.fluid as fluid
H
hutuxian 已提交
3679 3680
            import paddle.fluid.layers as layers

3681 3682 3683 3684 3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 3695 3696
            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
3697
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
3698
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
3699
            optimizer.minimize(loss)
3700 3701 3702 3703 3704 3705 3706 3707 3708

            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
3709 3710
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
3711
            batch_size = 1
H
hutuxian 已提交
3712 3713 3714 3715 3716
            filelist = [] # you should set your own filelist, e.g. filelist = ["dataA.txt"]
            dataset = fluid.DatasetFactory().create_dataset("FileInstantDataset")
            dataset.set_use_var([x,y])
            dataset.set_batch_size(batch_size)
            dataset.set_filelist(filelist)
3717
            data_loader.start()
H
hutuxian 已提交
3718
            exe.train_from_dataset(
3719 3720 3721
                    fluid.default_main_program(),
                    dataset)
            data_loader.reset()
3722 3723
    """

3724
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
Z
zhongpu 已提交
3725 3726
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
M
MRXLT 已提交
3727 3728
        if not isinstance(optimizer, Optimizer) and not isinstance(
                optimizer, paddle.optimizer.Optimizer):
3729 3730 3731 3732
            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
3733
        self._optimizer = optimizer
3734 3735 3736 3737 3738
        assert num_microbatches >= 1, (
            "num_microbatches must be a positive value.")
        self._num_microbatches = num_microbatches
        assert start_cpu_core_id >= 0, (
            "start_cpu_core_id must be greater than or equal to 0.")
H
hutuxian 已提交
3739
        self._start_cpu_core_id = start_cpu_core_id
3740 3741 3742 3743 3744 3745 3746
        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()
        self._param_device_map = dict()
H
hutuxian 已提交
3747

H
hutuxian 已提交
3748
    def _create_vars(self, block, main_program):
3749
        # Create vars for block, copied from main_program's global block
H
hutuxian 已提交
3750 3751 3752 3753 3754
        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:
3755 3756 3757
                # 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
3758 3759 3760
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
3761 3762 3763 3764
                if source_var.type == core.VarDesc.VarType.READER:
                    block.create_var(name=var, type=core.VarDesc.VarType.READER)
                else:
                    block._clone_variable(source_var, False)
H
hutuxian 已提交
3765

3766 3767 3768 3769 3770 3771 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 3783 3784 3785
    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)

    def _split_program(self, main_program):
H
hutuxian 已提交
3786
        """
3787 3788 3789 3790
        Split a program into sections according to devices that ops run on.

        Args:
            main_program (Program): the main program
H
hutuxian 已提交
3791
        """
3792 3793 3794 3795 3796 3797 3798 3799 3800 3801 3802 3803 3804 3805 3806 3807 3808 3809 3810 3811
        programs = []
        # Map from device to its corresponding section program info
        device_program_map = dict()
        block = main_program.block(0)

        for op in block.ops:
            device = op.attr(self._op_device_key)

            if device not in device_program_map:
                program = {"program": Program()}
                device_program_map[device] = program
            program = device_program_map[device]
            op_desc = op.desc
            ap_op = program["program"].block(0).desc.append_op()
            ap_op.copy_from(op_desc)

        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
3812

3813
        return programs
H
hutuxian 已提交
3814

3815
    def _find_post_op(self, ops, cur_op, var_name):
H
hutuxian 已提交
3816
        """
3817 3818 3819 3820 3821 3822 3823
        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
3824
        """
3825 3826
        post_op = []
        before = True
H
hutuxian 已提交
3827
        for op in ops:
3828 3829 3830 3831 3832 3833 3834 3835 3836 3837 3838 3839 3840 3841 3842
            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)
        if post_op:
            if not len(post_op) == 1:
                raise ValueError("Each op can only have one post op.")
            return post_op[0]
        return None

    def _find_real_prev_op(self, ops, cur_op, var_name):
H
hutuxian 已提交
3843
        """
3844 3845 3846 3847 3848 3849 3850
        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
3851
        """
3852
        prev_op = []
H
hutuxian 已提交
3853
        for op in ops:
3854 3855 3856 3857 3858 3859 3860 3861 3862 3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 3888 3889 3890 3891 3892
            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):
        """
        Get all vars whose is_data attribute are true and then rename them.
H
hutuxian 已提交
3893

3894 3895 3896 3897 3898 3899 3900 3901 3902 3903 3904 3905 3906 3907 3908 3909 3910 3911 3912 3913 3914 3915 3916 3917 3918 3919 3920 3921 3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 3941
        For PipelineTrainer, all data vars are binded to
        minibatch scope, so we have to feed them to the microbatch
        to avoid conflicts. The vars feeded to microbatch have to
        be renamed.
        """
        # A map from var name to the renamed name.
        raw_name_new_name_map = dict()
        # Because we will create vars in block, it is more safe
        # to get all var_names before iteration.
        var_names = list(block.vars.keys())
        for var_name in var_names:
            var = block.var(var_name)
            if not var.is_data:
                continue
            assert var_name not in raw_name_new_name_map, (
                "{} has already been processed.".format(var_name))
            new_name = unique_name.generate(var_name)
            raw_name_new_name_map[var_name] = new_name
            new_var = self._create_var(block, var, new_name)
            new_var.is_data = False

        # map of data to devices that that data on
        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:
                if var_name not in raw_name_new_name_map:
                    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)
                new_name = raw_name_new_name_map[var_name]
                #self._rename_arg(op, var_name, new_name)
        return data_devices_map, raw_name_new_name_map

    def _rename_var_in_block(self, block, raw_name_new_name_map):
        """
        Rename vars whose names in raw_name_new_name_map to the corresponding
        new names.
        """
        for op in block.ops:
            if op.type == "enqueue" or op.type == "dequeue":
                continue
            for var_name in op.input_arg_names:
                if var_name in raw_name_new_name_map:
                    new_name = raw_name_new_name_map[var_name]
                    self._rename_arg(op, var_name, new_name)
H
hutuxian 已提交
3942

3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958 3959 3960 3961 3962 3963 3964 3965 3966 3967 3968 3969 3970 3971 3972 3973 3974 3975 3976 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994 3995 3996 3997 3998 3999 4000 4001 4002 4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 4014 4015 4016 4017 4018 4019 4020 4021 4022 4023 4024 4025
    def _insert_enq_deq_for_data_var(self, main_block, programs, startup,
                                     devices):
        """
        Insert enqueue and dequeue ops for data var

        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
        data_devices_map, raw_name_new_name_map = self._get_data_var_info(
            main_block)

        first_prog = programs[0]['program']
        first_block = first_prog.block(0)
        enqueue_index = 0
        if first_block.ops[0].type == "create_py_reader" or (
                first_block.ops[1].type == "create_py_reader"):
            for op in first_block.ops:
                if op.type == "read":
                    enqueue_index += 1
                    break
                enqueue_index += 1
        first_dev_spec = devices[0]
        for var_name in data_devices_map.keys():
            for device in data_devices_map[var_name]:
                # step1: generate queue for each pair of data var and device
                # that that data on
                queue_name = var_name + "_blocking_queue"
                queue_name = unique_name.generate(queue_name)
                queue_var = startup.block(0).create_var(
                    name=queue_name,
                    persistable=True,
                    type=core.VarDesc.VarType.RAW)
                startup.block(0).append_op(
                    type='queue_generator',
                    attrs={
                        'names': [queue_name],
                        'capacity': self._num_microbatches
                    })
                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)
                first_block._insert_op(
                    index=enqueue_index,
                    type='enqueue',
                    inputs={'X': first_block.var(var_name)},
                    attrs={
                        'queue_name': queue_name,
                        self._op_device_key: first_dev_spec,
                        self._op_role_key: self._op_role.Forward
                    })
                # 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
                if device == first_dev_spec:
                    index = enqueue_index + 1
                new_name = raw_name_new_name_map[var_name]
                source_var = main_program.block(0).var(var_name)
                new_var = self._create_var(block, source_var, new_name)
                block._insert_op(
                    index=index,
                    type='dequeue',
                    outputs={'Out': [new_var]},
                    attrs={
                        self._op_device_key: device,
                        self._op_role_key: self._op_role.Forward,
                        'queue_name': queue_name,
                    })
                self._rename_var_in_block(block, raw_name_new_name_map)

    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
4026

4027 4028 4029 4030 4031 4032 4033 4034 4035 4036 4037 4038 4039 4040 4041 4042 4043 4044 4045
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

    def _update_param_device_map(self, params_grads, block):
        for param_grad in params_grads:
            if not param_grad[0].trainable: continue
            param_name = param_grad[0].name
            ops = block.ops
            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(
                        self._op_device_key)
                    break

    def _add_opdevice_attr_for_regularization_clip(self, block):
H
hutuxian 已提交
4046
        """
4047
        Add op_device attribute for regulization and clip ops.
H
hutuxian 已提交
4048
        """
4049 4050 4051
        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
4052
                continue
4053 4054 4055 4056 4057 4058 4059 4060 4061
            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
            param_name = block.vars[op_role_var[0]].name
            device = self._param_device_map[param_name]
            op._set_attr(self._op_device_key, device)
H
hutuxian 已提交
4062

4063 4064 4065 4066 4067 4068 4069 4070 4071 4072 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
    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
4100

4101 4102 4103 4104
                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
4105

4106 4107 4108 4109 4110 4111 4112 4113 4114 4115 4116 4117 4118 4119 4120 4121 4122 4123 4124 4125 4126 4127 4128 4129 4130 4131 4132 4133 4134 4135 4136 4137 4138 4139 4140 4141 4142 4143 4144 4145 4146 4147 4148 4149 4150 4151 4152 4153 4154 4155 4156 4157 4158 4159 4160 4161 4162 4163 4164 4165 4166 4167 4168 4169 4170 4171 4172 4173 4174 4175 4176 4177 4178 4179 4180 4181 4182 4183 4184 4185 4186 4187 4188 4189 4190 4191 4192 4193 4194 4195 4196 4197 4198 4199 4200 4201 4202 4203 4204 4205 4206 4207 4208 4209 4210 4211 4212 4213 4214 4215 4216 4217 4218 4219 4220 4221 4222 4223 4224 4225 4226 4227 4228 4229 4230 4231 4232 4233 4234 4235 4236 4237 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 4263 4264 4265 4266 4267 4268 4269 4270 4271 4272 4273 4274 4275 4276 4277 4278 4279 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 4336 4337 4338 4339 4340 4341 4342 4343 4344 4345 4346 4347 4348 4349 4350 4351 4352 4353 4354 4355 4356 4357 4358 4359 4360 4361 4362 4363 4364 4365 4366 4367 4368 4369 4370 4371 4372 4373 4374 4375 4376 4377 4378 4379 4380 4381 4382 4383 4384 4385 4386 4387 4388 4389 4390 4391 4392 4393 4394 4395 4396 4397 4398 4399 4400 4401 4402 4403 4404 4405 4406 4407 4408 4409 4410 4411 4412 4413 4414 4415 4416 4417 4418 4419 4420 4421 4422 4423 4424 4425 4426 4427 4428 4429
    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)
        return device_specs

    def _insert_enq_deq_ops_for_boundaries(self, block, origin_block,
                                           startup_program):
        """
        Insert a pair of enqueue and dequeue ops for every two
        consecutive ops on different devices.
        """
        startup_block = startup_program.global_block()
        extra_index = 0

        # A map from var to device spec where op takes it as input,
        # avoiding multiple enqueue and dequeue ops.
        var_devspec = dict()

        for index, op in list(enumerate(origin_block.ops)):
            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.
                if not var_name in origin_block.vars: continue
                var = block.var(var_name)
                # skip data, because we will process it later
                if var.is_data: continue
                prev_op = self._find_real_prev_op(origin_block.ops, op,
                                                  var_name)
                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)

                    queue_name = var_name + "_blocking_queue"
                    queue_name = unique_name.generate(queue_name)
                    queue_var = startup_block.create_var(
                        name=queue_name,
                        persistable=True,
                        type=core.VarDesc.VarType.RAW)
                    startup_block.append_op(
                        type='queue_generator',
                        attrs={
                            'names': [queue_name],
                            'capacity': self._num_microbatches
                        })
                    op_role = op.all_attrs()[self._op_role_key]
                    var = block.vars[var_name]
                    block._insert_op(
                        index=index + extra_index,
                        type='enqueue',
                        inputs={'X': var},
                        attrs={
                            'queue_name': queue_name,
                            self._op_device_key: prev_device_spec,
                            self._op_role_key: op_role
                        })
                    extra_index += 1
                    block._insert_op(
                        index=index + extra_index,
                        type='dequeue',
                        outputs={'Out': [var]},
                        attrs={
                            self._op_device_key: cur_device_spec,
                            'queue_name': queue_name,
                            self._op_role_key: op_role
                        })
                    extra_index += 1

    def _add_dequeue_ops_for_optimize(self, block, startup_program):
        startup_block = startup_program.global_block()
        grad_queue_map = dict()
        grad_device_map = dict()
        optimize_index = None
        grad_names_to_dequeue = []

        for index, op in reversed(list(enumerate(block.ops))):
            device = op.attr(self._op_device_key)
            # Optimizer pass
            if not self._is_optimize_op(op):
                optimize_index = index + 1
                break
            if not self._is_update_op(op): 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
            grad_name = op_role_var[1]
            assert grad_name not in grad_device_map
            assert grad_name not in grad_names_to_dequeue
            grad_device_map[grad_name] = device
            grad_names_to_dequeue.append(grad_name)

        for grad_name in grad_names_to_dequeue:
            device = grad_device_map[grad_name]
            grad_names = []
            grads = []
            queue_name = grad_name + "_blocking_queue"
            queue_name = unique_name.generate(queue_name)
            grad_queue_map[grad_name] = queue_name
            ref_var = block.vars[grad_name]
            queue_var = startup_block.create_var(
                name=queue_name,
                persistable=True,
                type=core.VarDesc.VarType.RAW)
            startup_block.append_op(
                type='queue_generator',
                attrs={
                    'names': [queue_name],
                    'capacity': self._num_microbatches
                })
            orig_var_name = self._strip_grad_suffix(grad_name)
            for _ in range(self._num_microbatches):
                u_name = unique_name.generate(orig_var_name)
                u_grad_name = self._append_grad_suffix(u_name)
                grad_var = self._create_var(block, ref_var, u_grad_name)
                grad_names.append(u_grad_name)
                grads.append(grad_var)
            block._insert_op(
                index=optimize_index,
                type='dequeue',
                outputs={'Out': grads},
                attrs={
                    self._op_device_key: device,
                    'queue_name': queue_name,
                    self._op_role_key: self._op_role.Optimize
                })
            block._insert_op(
                index=optimize_index + 1,
                type='sum',
                inputs={'X': grad_names},
                outputs={'Out': ref_var},
                attrs={
                    self._op_device_key: device,
                    self._op_role_key: self._op_role.Optimize
                })
        return grad_queue_map

    def _insert_enq_deq_ops_for_update(self, block, startup_program):
        """
        Insert enqueue and dequeue ops for gradients of parameters.
        """
        startup_block = startup_program.global_block()
        grad_queue_map = self._add_dequeue_ops_for_optimize(block,
                                                            startup_program)

        for index, op in reversed(list(enumerate(block.ops))):
            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
                for i in range(0, len(op_role_var), 2):
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
                    assert grad_name in grad_queue_map
                    queue_name = grad_queue_map[grad_name]
                    block._insert_op(
                        index=offset + 1,
                        type='enqueue',
                        inputs={'X': block.vars[grad_name]},
                        attrs={
                            'queue_name': queue_name,
                            self._op_device_key: device,
                            self._op_role_key: self._op_role.Backward
                        })
                    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:
                    if op.type == "dequeue": continue
                    # 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)
            all_progs = var_info[var_name]
            for prog in all_progs:
                if prog == write_prog: continue

                queue_name = var_name + "_blocking_queue"
                queue_name = unique_name.generate(queue_name)
                queue_var = startup_prog.block(0).create_var(
                    name=queue_name,
                    persistable=True,
                    type=core.VarDesc.VarType.RAW)
                startup_prog.block(0).append_op(
                    type='queue_generator',
                    attrs={
                        'names': [queue_name],
                        'capacity': self._num_microbatches
                    })
                write_block._insert_op(
                    index=0,
                    type='enqueue',
                    inputs={'X': write_block.var(var_name), },
                    attrs={
                        'queue_name': queue_name,
                        self._op_device_key: write_device,
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched
                    })
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_block._insert_op(
                    index=0,
                    type='dequeue',
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
                        self._op_device_key: read_device,
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched,
                        'queue_name': queue_name,
                    })
H
hutuxian 已提交
4430 4431 4432 4433 4434 4435

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
4436 4437 4438 4439 4440 4441 4442 4443 4444 4445 4446 4447 4448 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 4475 4476 4477
        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)
        self._update_param_device_map(params_grads, main_block)

        # 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
        # attribute have not been set yet.
        self._add_default_opdevice_attr(main_block)
        device_specs = self._check_validation(main_block)

        # Step3: add enqueue and dequeue ops between section boundaries
        origin_prog = main_block.program.clone(for_test=False)
        origin_main_block = origin_prog.global_block()
        self._insert_enq_deq_ops_for_boundaries(main_block, origin_main_block,
                                                startup_program)

        # Step4: add a pair of enqueue and dequeueN for parameter gradients
        self._insert_enq_deq_ops_for_update(main_block, startup_program)

        main_program = main_block.program

        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)

        # Step5: split program into sections and add pairs of
        # enqueue and dequeue ops for data var.
        if len(place_list) == 0:
H
hutuxian 已提交
4478
            program_list = []
4479 4480 4481 4482 4483
            ptmp = {
                "program": main_program,
                "input_set": set(),
                "output_set": set()
            }
H
hutuxian 已提交
4484 4485
            program_list.append(ptmp)
        else:
4486
            program_list = self._split_program(main_program)
H
hutuxian 已提交
4487
            for p in program_list:
4488 4489 4490 4491 4492 4493 4494 4495 4496 4497 4498 4499 4500
                self._create_vars(p["program"].block(0), main_program)
        self._insert_enq_deq_for_data_var(main_block, program_list,
                                          startup_program, device_specs)

        # Step6: Special Case: process persistable vars that exist in
        # multiple sections
        self._process_persistable_vars_in_multi_sections(
            main_program, startup_program, program_list)

        # Step7: Add sub blocks for section programs
        self._add_sub_blocks(main_block, program_list)

        main_program._pipeline_opt = {
H
hutuxian 已提交
4501 4502 4503
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
            "section_program_list": program_list,
4504 4505 4506
            "place_list": place_list,
            "place_id_list": place_id_list,
            "sync_steps": -1,
L
lilong12 已提交
4507
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
4508 4509
            "start_cpu_core_id": self._start_cpu_core_id,
        }
4510
        return optimize_ops, params_grads, program_list
M
mapingshuo 已提交
4511 4512


M
mapingshuo 已提交
4513 4514
class RecomputeOptimizer(Optimizer):
    """
4515
	:api_attr: Static Graph
S
swtkiwi 已提交
4516

M
mapingshuo 已提交
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 4553 4554 4555 4556 4557 4558 4559 4560 4561 4562 4563 4564 4565 4566 4567 4568 4569 4570 4571 4572 4573 4574 4575 4576
    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
4577 4578
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
4579 4580
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
4581 4582
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
M
mapingshuo 已提交
4583 4584

    def _set_checkpoints(self, checkpoints):
4585 4586 4587 4588 4589 4590 4591 4592 4593 4594 4595
        """
        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
4596 4597 4598 4599
        self._checkpoints = checkpoints

    def load(self, stat_dict):
        """
4600
	:api_attr: Static Graph
S
swtkiwi 已提交
4601

M
mapingshuo 已提交
4602 4603 4604 4605 4606 4607 4608 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 4646 4647 4648 4649 4650 4651 4652 4653 4654 4655 4656 4657 4658 4659 4660 4661 4662 4663 4664 4665 4666 4667 4668
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
            stat_dict: the dict load by load_persistable method

        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:
                    stat_dict = {}
                    sgd.load(stat_dict)
                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)
4669
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4670 4671 4672 4673
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4674
                    no_grad_set=None)
M
mapingshuo 已提交
4675 4676 4677 4678 4679 4680 4681 4682 4683 4684 4685 4686 4687 4688 4689

                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,
4690
                 callbacks=None):
M
mapingshuo 已提交
4691 4692 4693 4694 4695 4696 4697
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
4698 4699
            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
4700 4701 4702 4703 4704 4705 4706 4707 4708 4709 4710 4711 4712 4713 4714 4715 4716 4717 4718 4719 4720 4721 4722 4723
            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)
4724
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4725 4726 4727 4728
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4729
                    no_grad_set=None)
M
mapingshuo 已提交
4730 4731
                print("Finished backward")
        """
4732 4733
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
M
mapingshuo 已提交
4734 4735 4736 4737 4738 4739 4740 4741

        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):
4742 4743 4744 4745 4746 4747 4748
            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
4749
            params_grads = append_backward(
4750
                loss, parameter_list, no_grad_set, checkpoints=checkpoint_vars)
4751 4752
            # Note: since we can't use all_reduce_op now,
            #  dgc_op should be the last op of one grad.
M
mapingshuo 已提交
4753 4754
            if hasattr(self._optimizer, "_append_dgc_ops"):
                self._optimizer._append_dgc_ops(params_grads)
M
mapingshuo 已提交
4755 4756 4757 4758 4759 4760 4761 4762 4763 4764 4765 4766 4767 4768 4769 4770 4771 4772 4773
        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
4774
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
4775 4776 4777 4778 4779 4780 4781 4782
                
                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)
4783
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4784 4785 4786 4787
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4788
                    no_grad_set=None)
M
mapingshuo 已提交
4789 4790 4791 4792 4793 4794 4795 4796 4797 4798 4799 4800 4801 4802
                
                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,
4803
                 no_grad_set=None):
4804
        assert isinstance(loss, Variable), "The loss should be an Variable."
M
mapingshuo 已提交
4805 4806 4807 4808 4809 4810 4811 4812 4813
        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,
4814
            no_grad_set=no_grad_set)
M
mapingshuo 已提交
4815 4816 4817 4818 4819 4820 4821

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
4822 4823
class LookaheadOptimizer(object):
    """
4824
	:api_attr: Static Graph
S
swtkiwi 已提交
4825

M
mapingshuo 已提交
4826 4827 4828 4829 4830 4831 4832 4833 4834 4835 4836 4837 4838 4839 4840 4841 4842 4843 4844 4845 4846 4847 4848 4849 4850 4851 4852 4853 4854 4855 4856 4857 4858 4859 4860 4861 4862 4863 4864 4865 4866 4867 4868 4869 4870 4871 4872 4873 4874 4875 4876 4877 4878
    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

	    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())

	    feeder = fluid.DataFeeder(feed_list=[x, label], place=place)

	    step = 0
            while(step < 10):
                step += 1
		exe.run(fluid.default_main_program(),
            	feed=feeder.feed(batch_data))

    """

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

Z
zhongpu 已提交
4879 4880
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
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 4911 4912 4913 4914 4915 4916 4917 4918 4919 4920 4921 4922 4923 4924 4925 4926 4927 4928 4929 4930 4931
        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})

4932 4933 4934 4935 4936 4937 4938 4939
        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
4940

4941 4942 4943 4944 4945 4946 4947
            # 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
4948

4949 4950 4951 4952 4953 4954 4955 4956 4957 4958 4959 4960 4961 4962 4963 4964 4965 4966
            # 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:
4967 4968 4969 4970 4971
                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)
4972 4973 4974 4975 4976 4977 4978 4979 4980 4981 4982 4983 4984
                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
4985
        return mini_out
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 5038 5039 5040 5041 5042 5043 5044 5045 5046 5047 5048 5049 5050 5051 5052 5053 5054 5055 5056 5057 5058


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

5059 5060 5061 5062 5063 5064
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

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

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 5191 5192 5193 5194 5195 5196 5197 5198 5199 5200 5201 5202 5203 5204 5205 5206 5207 5208 5209 5210 5211
    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