optimizer.py 301.2 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
import numpy as np
16
import os
17
import logging
18
from collections import defaultdict
19

20
import paddle
Q
Qiao Longfei 已提交
21
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
22 23 24 25 26 27 28 29 30
from paddle.fluid.framework import (
    Program,
    Variable,
    Parameter,
    name_scope,
    default_main_program,
    default_startup_program,
    device_guard,
)
31

32 33
from . import framework
from . import layers
34
from . import unique_name
35 36 37 38 39 40 41 42 43 44 45 46 47
from .backward import (
    append_backward,
    _some_in_set_,
    _append_grad_suffix_,
    _get_no_grad_set_name,
)
from .clip import (
    GradientClipBase,
    GradientClipByNorm,
    error_clip_callback,
    append_gradient_clip_ops,
    ClipGradByGlobalNorm,
)
48 49 50
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
51
from .dygraph import base as imperative_base
52
from .dygraph import no_grad
53 54 55 56
from .dygraph.learning_rate_scheduler import (
    LearningRateDecay,
    _LearningRateEpochDecay,
)
57 58 59
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
60
from functools import cmp_to_key
61
from .wrapped_decorator import signature_safe_contextmanager
62
import warnings
63
from paddle import _C_ops, _legacy_C_ops
64 65 66 67 68
from ..fluid.framework import (
    _in_legacy_dygraph,
    in_dygraph_mode,
    _current_expected_place,
)
69

70
__all__ = [
71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97
    'SGD',
    'Momentum',
    'Adagrad',
    'Adam',
    'Adamax',
    'Dpsgd',
    'DecayedAdagrad',
    'Ftrl',
    'SGDOptimizer',
    'MomentumOptimizer',
    'AdagradOptimizer',
    'AdamOptimizer',
    'AdamaxOptimizer',
    'DpsgdOptimizer',
    'DecayedAdagradOptimizer',
    'RMSPropOptimizer',
    'FtrlOptimizer',
    'Adadelta',
    'AdadeltaOptimizer',
    'ModelAverage',
    'LarsMomentum',
    'LarsMomentumOptimizer',
    'LambOptimizer',
    'ExponentialMovingAverage',
    'PipelineOptimizer',
    'LookaheadOptimizer',
    'RecomputeOptimizer',
98
]
Q
Qiao Longfei 已提交
99 100


101
class Optimizer:
Q
Qiao Longfei 已提交
102 103 104
    """Optimizer Base class.

    Define the common interface of an optimizer.
105 106
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
107 108
    """

109
    @imperative_base.no_grad
110 111 112 113 114 115 116 117 118 119
    def __init__(
        self,
        learning_rate,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        flatten_param_grads=False,
        align_size=-1,
        name=None,
    ):
120 121
        """
        Args:
122 123
            flatten_param_grads (bool, optional): Whether to flatten all the parameters and grads.
                If true, the parameters and gradients will be coalesce to contiguous mempry,
124 125
                and the grad_clip ops / optimizer ops will be fuse to one operator.
        """
126
        # Because of the loop import, so place it in the function body
127
        from paddle.optimizer.lr import LRScheduler
128 129 130 131

        self._parameter_list = (
            list(parameter_list) if parameter_list is not None else None
        )
132
        self._name = name
J
Jiabin Yang 已提交
133
        if framework._non_static_mode():
134 135 136
            if not isinstance(
                learning_rate, (float, LearningRateDecay, LRScheduler)
            ):
M
minqiyang 已提交
137
                raise TypeError(
138
                    "learning rate should be float or LRScheduler, got %s here"
139 140
                    % type(learning_rate)
                )
141
            if self._parameter_list is None:
142 143 144
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
145 146 147 148 149 150
            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!"
151 152
                            % regularization.__str__()
                        )
153
                        break
M
minqiyang 已提交
154
        else:
155 156 157
            if not isinstance(
                learning_rate, (float, framework.Variable, LRScheduler)
            ):
M
minqiyang 已提交
158
                raise TypeError(
159
                    "learning rate should be float or LRScheduler, got %s here"
160 161
                    % type(learning_rate)
                )
M
minqiyang 已提交
162

163 164 165 166 167
        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
168
        self.regularization = regularization
169
        self._grad_clip = grad_clip
170
        self._learning_rate = learning_rate
171 172
        self._flatten_param_grads = flatten_param_grads
        self._align_size = align_size
L
Leo Chen 已提交
173

D
dzhwinter 已提交
174
        self._dtype = None
L
Leo Chen 已提交
175 176 177 178
        # Infer the dtype form parameter
        if self._parameter_list:
            self._dtype = self._parameter_list[0].dtype

179
        # each program should have a independent learning rate
180
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
181
        self._learning_rate_map = dict()
182
        if isinstance(self._learning_rate, framework.Variable):
183
            self._learning_rate_map[
184 185
                framework.default_main_program()
            ] = self._learning_rate
186 187 188 189 190
        # 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())
191 192
        # global_accumulator dict, {accum_name : acc_variable, ...}
        self._global_accumulators = {}
193
        self.helper = LayerHelper(self.__class__.__name__)
194
        self._opti_name_list = []
H
hong 已提交
195
        self._accumulators_holder = {}
196
        self._param_device_map = dict()
197 198
        # NOTE(zhiqiu): sometimes we want to add some variables(Tenosr) to the optimizer for a specific optimization,
        # for example, we want to pass 'found_inf' to adam optimizer so it can skip update when found_inf is True.
199
        # And these variables should not be the parameters of Optimizer's construnctor (because not commonly used).
200 201
        # Use _auxiliary_vars together with _set_auxiliary_var/_get_auxiliary_var to achieve that.
        self._auxiliary_vars = dict()
H
hong 已提交
202 203 204 205

    @framework.dygraph_only
    def state_dict(self):
        '''
T
tianshuo78520a 已提交
206 207
        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
208 209 210

        Args: None
        Return:
T
tianshuo78520a 已提交
211
            state_dict(dict) : dict contains all the variable used by optimizer
212

H
hong 已提交
213 214 215 216
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
217 218 219 220 221 222

                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
223 224

        '''
225
        from paddle.optimizer.lr import LRScheduler
226

H
hong 已提交
227 228 229 230
        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
231 232
        for k, v in self._global_accumulators.items():
            state_dict[v.name] = v
H
hong 已提交
233
        # global step if use lr decay
234
        if isinstance(self._learning_rate, LRScheduler):
235 236
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()
            return state_dict
H
hong 已提交
237
        if isinstance(self._learning_rate, LearningRateDecay):
238 239 240 241
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                var_tmp = None
242 243 244
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32'
                )
245

246 247 248
                tensor.fill_constant(
                    [1], "int32", self._learning_rate.step_num, out=var_temp
                )
H
hong 已提交
249

250
                state_dict['global_step'] = var_temp
H
hong 已提交
251 252 253
        return state_dict

    @framework.dygraph_only
254
    def set_state_dict(self, state_dict):
H
hong 已提交
255
        '''
T
tianshuo78520a 已提交
256
        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
257

258
        Args:
H
hong 已提交
259 260 261
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
262

H
hong 已提交
263 264
        Examples:
            .. code-block:: python
265

266 267
                import paddle
                import paddle.fluid as fluid
268 269 270

                paddle.disable_static()

271
                emb = paddle.nn.Embedding(10, 10)
272

273
                state_dict = emb.state_dict()
274
                fluid.save_dygraph(state_dict, "paddle_dy")
275

276
                scheduler = paddle.optimizer.lr.NoamDecay(
277 278 279 280
                    d_model=0.01, warmup_steps=100, verbose=True)
                adam = paddle.optimizer.Adam(
                    learning_rate=scheduler,
                    parameters=emb.parameters())
281
                state_dict = adam.state_dict()
282
                fluid.save_dygraph(state_dict, "paddle_dy")
283

284
                para_state_dict, opti_state_dict = fluid.load_dygraph("paddle_dy")
H
hong 已提交
285
        '''
286
        from paddle.optimizer.lr import LRScheduler
287

288
        if isinstance(self._learning_rate, LRScheduler):
289
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])
H
hong 已提交
290 291

        if isinstance(self._learning_rate, LearningRateDecay):
292 293 294
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
295 296 297
                assert (
                    'global_step' in state_dict
                ), 'Global step not in state dict, Dygraph use LearningRateDecay, global_step must in state_dict'
298 299 300 301 302
                global_step = state_dict['global_step']

                if isinstance(global_step, Variable):
                    step_np = global_step
                    step_np = np.array(step_np.value().get_tensor())
303 304 305 306 307
                    assert step_np.shape == (
                        1,
                    ), "global step shape is (1,), the shape is {}".format(
                        step_np.shape
                    )
308 309 310

                    self._learning_rate.step_num = int(step_np[0])
                elif isinstance(global_step, np.ndarray):
311 312 313 314 315
                    assert global_step.shape == (
                        1,
                    ), "global step shape is (1,), the shape is {}".format(
                        global_step.shape
                    )
316 317 318 319
                    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 ",
320 321
                        type(global_step),
                    )
H
hong 已提交
322

323 324 325 326 327 328 329 330 331 332 333 334
        def _load_state_para(state_dict, param):
            var = param.value()
            tensor = var.get_tensor()
            model_np = np.array(tensor)
            load_para = state_dict[param.name]
            if isinstance(load_para, Variable):
                load_para_np = load_para.numpy()
            elif isinstance(load_para, core.VarBase):
                load_para_np = load_para.numpy()
            elif isinstance(load_para, np.ndarray):
                load_para_np = load_para
            else:
335 336 337
                raise RuntimeError(
                    "State dict type {} not supprt".format(str(type(load_para)))
                )
338

339 340 341 342 343
            assert (
                model_np.shape == load_para_np.shape
            ), "Parameter shape not match, Dygraph Parameter [ {} ] need tensor with shape {} but load tensor with shape {}".format(
                param.name, model_np.shape, load_para_np.shape
            )
344

345 346 347 348 349
            assert (
                model_np.dtype == load_para_np.dtype
            ), "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
                param.name, model_np.dtype, load_para_np.dtype
            )
350 351 352

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

H
hong 已提交
353 354 355
        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
356 357 358
                assert (
                    var_tmp.name in state_dict
                ), "optimizer variable {} not found".format(var_tmp.name)
359
                _load_state_para(state_dict, var_tmp)
H
hong 已提交
360

361
        for k, v in self._global_accumulators.items():
362 363 364
            assert (
                v.name in state_dict
            ), "optimizer variable {} not found".format(v.name)
365
            _load_state_para(state_dict, v)
366

367 368 369
    # [aliases] Compatible with old method names
    set_dict = set_state_dict

370 371
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
372

373 374 375 376 377 378 379 380 381
    def _set_auxiliary_var(self, key, val):
        self._auxiliary_vars[key] = val

    def _get_auxiliary_var(self, key):
        if key in self._auxiliary_vars:
            return self._auxiliary_vars[key]
        else:
            return None

Q
Qiao Longfei 已提交
382
    def _create_global_learning_rate(self):
383
        from paddle.optimizer.lr import LRScheduler
384

385
        if isinstance(self._learning_rate, LRScheduler):
386 387 388 389 390 391 392 393 394 395
            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,
396 397
                    dtype='float32' if self._dtype is None else self._dtype,
                )
398 399 400
                main_prog = framework.default_main_program()
                main_prog.lr_sheduler = self._learning_rate
                main_prog.lr_var = lr_var
401
                self._learning_rate_map[
402 403
                    framework.default_main_program()
                ] = lr_var
404 405 406

            lr_value = float(self._learning_rate())
            self.helper.set_variable_initializer(
407 408
                lr_var, initializer=Constant(value=lr_value)
            )
409 410
            return

411 412 413
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
414 415 416 417 418
                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
419 420 421
                    self._learning_rate_map[
                        framework.default_main_program()
                    ] = layers.create_global_var(
M
minqiyang 已提交
422 423 424 425
                        name=unique_name.generate("learning_rate"),
                        shape=[1],
                        value=float(self._learning_rate),
                        dtype='float32' if self._dtype is None else self._dtype,
426 427
                        persistable=True,
                    )
428
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
429
            elif isinstance(self._learning_rate, LearningRateDecay):
430
                self._learning_rate_map[
431 432
                    framework.default_main_program()
                ] = self._learning_rate()
433
            else:
Q
qiaolongfei 已提交
434
                raise TypeError(
435 436
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
437
        else:
438 439 440 441
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
442 443 444 445 446 447
            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
448

449
            # create learning rate in the current main program
450
            self._learning_rate_map[
451 452 453 454 455 456 457 458
                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,
            )
459

460 461 462 463
    @framework.dygraph_only
    def set_lr(self, value):
        """
        :api_attr: imperative
464

465 466 467 468 469 470 471 472
        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
473

474 475 476 477
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
478

479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512
                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."
513 514
                % (type(value))
            )
515 516 517 518 519 520 521 522
        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:
523 524
                if in_dygraph_mode():
                    place = _current_expected_place()
525 526 527 528 529 530 531
                    _C_ops.full_(
                        current_lr,
                        list(current_lr.shape),
                        float(value),
                        current_lr.dtype,
                        place,
                    )
532 533

                elif _in_legacy_dygraph():
534 535 536 537 538 539 540 541 542
                    _legacy_C_ops.fill_constant(
                        current_lr,
                        'value',
                        float(value),
                        'dtype',
                        current_lr.dtype,
                        'shape',
                        list(current_lr.shape),
                    )
543
                else:
544 545 546 547 548 549 550 551 552 553 554 555 556
                    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,
                    )
557
        else:
558 559 560
            assert (
                len(value.shape) == 1 and value.shape[0] == 1
            ), "optimizer's learning rate must be 1-D Tensor with shape[1]"
561 562
            self._learning_rate_map[framework.default_main_program()] = value

563 564 565
    @framework.dygraph_only
    def current_step_lr(self):
        """
566
        :api_attr: imperative
567

568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593
        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)
594

595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611
                    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()
612
        if isinstance(current_lr, framework.Variable):
613 614 615 616
            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
617 618 619
        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
620 621 622 623 624 625 626
        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
627
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
628 629 630 631
        """
        get global decayed learning rate
        :return:
        """
632 633
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
634
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
635

Q
Qiao Longfei 已提交
636
    def _append_optimize_op(self, block, param_and_grad):
637
        """append optimize operator to block and return all the added optimize_op"""
Q
Qiao Longfei 已提交
638 639
        raise NotImplementedError()

640 641 642 643
    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
644 645
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
646
        else:
W
Wu Yi 已提交
647
            if param_lr == 1.0:
Y
yuyang18 已提交
648
                return self._global_learning_rate()
W
Wu Yi 已提交
649
            else:
X
Xin Pan 已提交
650
                with default_main_program()._lr_schedule_guard(
651 652
                    is_with_opt=True
                ), framework.name_scope('scale_with_param_lr'):
653
                    return self._global_learning_rate() * param_lr
654 655 656 657 658 659 660

    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
661
        """
662 663
        pass

664
    def _finish_update(self, block, parameters_and_grads):
665 666 667 668 669 670 671 672
        """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
673
            None
674 675 676
        """
        pass

677 678 679 680 681 682 683 684 685 686
    def _add_accumulator(
        self,
        name,
        param,
        dtype=None,
        fill_value=0.0,
        shape=None,
        type=None,
        device=None,
    ):
687 688 689 690 691 692 693 694 695
        """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
696 697
        if self._name is not None:
            name = self._name + "_" + name
698 699 700 701
        if (
            name in self._accumulators
            and param.name in self._accumulators[name]
        ):
J
Jiabin Yang 已提交
702
            if framework._non_static_mode():
X
polish  
Xin Pan 已提交
703
                return self._accumulators[name][param.name]
704 705
            raise Exception(
                "Accumulator {} already exists for parameter {}".format(
706 707 708
                    name, param.name
                )
            )
709
        if shape is None:
710
            shape = param.shape
Q
Qiao Longfei 已提交
711
        assert isinstance(self.helper, LayerHelper)
712 713 714 715 716

        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
717
        var = self.helper.create_global_variable(
718
            name=var_name,
Q
Qiao Longfei 已提交
719
            persistable=True,
F
fengjiayi 已提交
720
            dtype=dtype or param.dtype,
721
            type=core.VarDesc.VarType.LOD_TENSOR
722 723
            if framework._non_static_mode()
            else (param.type if type is None else type),
H
hong 已提交
724
            shape=shape,
725 726
            belong_to_optimizer=True,
        )
727 728 729 730
        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
731 732
                var, initializer=Constant(value=float(fill_value))
            )
H
hong 已提交
733

J
Jiabin Yang 已提交
734
        if framework._non_static_mode():
H
hong 已提交
735
            if len(self._accumulators_holder) > 0:
736 737 738 739 740
                assert (
                    var_name in self._accumulators_holder
                ), "Optimizer set error, {} should in state dict".format(
                    var_name
                )
H
hong 已提交
741 742
                var.set_value(self._accumulators_holder[var_name])

Q
Qiao Longfei 已提交
743
        self._accumulators[name][param.name] = var
744
        return var
745

746 747 748 749 750 751 752 753 754
    def _add_global_accumulator(
        self,
        name,
        dtype=None,
        fill_value=0.0,
        shape=None,
        type=None,
        device=None,
    ):
755 756 757 758 759 760 761 762 763 764 765 766 767
        """Utility function to add a global accumulator for all parameters in the model

        Args:
            block: the block in which the loss variable is present
            name: name of the accumulator
            dtype: data type of the accumulator variable
            fill_value: value to initialize the accumulator variable
            shape: the shape of the accumulator
            type: the variable type of the accumulator
            device: the target place of the accumulator
        """
        if self._name is not None:
            name = self._name + "_" + name
768
        if name in self._global_accumulators:
J
Jiabin Yang 已提交
769
            if framework._non_static_mode():
770 771
                return self._global_accumulators[name]
            raise Exception("Global accumulator {} already exists".format(name))
772
        if shape is None:
773 774 775 776 777 778 779 780 781 782 783 784 785
            shape = [1]  # most case, global accumulator is of shape [1]
        assert isinstance(self.helper, LayerHelper)

        var_name = name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

        var = self.helper.create_global_variable(
            name=var_name,
            persistable=True,
            dtype=dtype if dtype else self._dtype,
            type=type,
            shape=shape,
786 787
            belong_to_optimizer=True,
        )
788 789 790 791
        if device is None:
            device = 'cpu'
        with device_guard(device):
            self.helper.set_variable_initializer(
792 793
                var, initializer=Constant(value=float(fill_value))
            )
794

J
Jiabin Yang 已提交
795
        if framework._non_static_mode():
796
            if len(self._accumulators_holder) > 0:
797 798 799 800 801
                assert (
                    var_name in self._accumulators_holder
                ), "Optimizer set error, {} should in state dict".format(
                    var_name
                )
802 803 804 805 806
                var.set_value(self._accumulators_holder[var_name])

        self._global_accumulators[name] = var
        return var

807 808 809 810 811 812 813 814
    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:
815
            accumulator variable
816
        """
W
whs 已提交
817 818
        if self._name is not None:
            name = self._name + "_" + name
819 820 821 822
        if (
            name not in self._accumulators
            or param.name not in self._accumulators[name]
        ):
823 824
            raise Exception(
                "Accumulator {} does not exist for parameter {}".format(
825 826 827
                    name, param.name
                )
            )
828 829
        return self._accumulators[name][param.name]

830 831 832 833 834 835 836 837 838 839 840
    def _get_global_accumulator(self, name):
        """Utility function to fetch a global accumulator

        Args:
            name: name of the accumulator

        Returns:
            accumulator variable
        """
        if self._name is not None:
            name = self._name + "_" + name
841
        if name not in self._global_accumulators:
842 843 844
            raise Exception("Global accumulator {} does not exist".format(name))
        return self._global_accumulators[name]

845 846 847 848 849
    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
850 851
                device_attr_name = (
                    core.op_proto_and_checker_maker.kOpDeviceAttrName()
852 853 854 855 856
                )
                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(
857 858
                            device_attr_name
                        )
859
                        break
860 861 862 863 864 865 866

    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

867
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
868 869 870
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
871
          parameters_and_grads(list(tuple(Variable, Variable))):
872
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
873 874

        Returns:
875
          return_op_list: a list of operators that will complete one step of
876 877 878
            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
879
        """
880 881 882 883 884
        # 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
885
        # for parameters and extend _finish_update method to add custom ops.
886

887
        # Allways called under program_guard use global block as loss block
888 889 890
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

891
        global_block = framework.default_main_program().global_block()
892 893 894
        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
895 896 897
            assert (
                current_block.backward_block_idx != -1
            ), "current block is not global_block, but it doesn't have backward block."
898
            target_block = framework.default_main_program().blocks[
899 900
                current_block.backward_block_idx
            ]
901 902

        start = len(target_block.ops)
903

904
        self._update_param_device_map(parameters_and_grads, target_block)
C
chengduo 已提交
905
        self._create_accumulators(
906 907
            target_block, [p[0] for p in parameters_and_grads if p[0].trainable]
        )
908 909
        self._create_global_learning_rate()

J
Jiabin Yang 已提交
910
        if framework._non_static_mode():
911 912 913
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
914 915
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
916 917 918 919 920
        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(
921 922
                    param_and_grad
                ), name_scope("optimizer"):
923
                    if param_and_grad[0].trainable is True:
924
                        device = self._get_device_for_param(
925 926
                            param_and_grad[0].name
                        )
927 928
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
929 930
                                target_block, param_and_grad
                            )
931 932 933

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
934
        self._finish_update(target_block, parameters_and_grads)
935

936 937
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
938 939

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
940 941 942 943 944 945 946 947 948
        """
        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
        """
949 950
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
951 952 953 954 955 956 957 958
        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(
959 960
                        "multi dist table var found, only support one now!"
                    )
Q
Qiao Longfei 已提交
961 962 963 964 965 966
                table_param = p
                table_grad = g
            else:
                new_param_grads.append((p, g))
        sgd_op = None
        if table_param is not None:
967
            param_and_grad = [table_param, table_grad]
968 969 970
            with table_param.block.program._optimized_guard(
                param_and_grad
            ), framework.name_scope("optimizer"):
971 972 973 974 975 976 977
                self._create_global_learning_rate()
                # create the optimize op
                sgd_op = global_block.append_op(
                    type='sgd',
                    inputs={
                        "Param": table_param,
                        "Grad": table_grad,
978
                        "LearningRate": self._create_param_lr(param_and_grad),
979
                    },
980 981
                    outputs={"ParamOut": param_and_grad[0]},
                )
Q
Qiao Longfei 已提交
982 983
        return new_param_grads, (table_param, table_grad), sgd_op

984 985 986 987 988 989 990 991
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
992
        """
993
        The first part of ``minimize``, do auto-diff to append backward operations for
994 995 996
        the current program.

        Args:
997 998 999 1000
            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
1001
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
1002 1003
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
1004
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
1005 1006 1007
                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
1008

1009
        Return:
1010 1011
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
1012

1013
        Examples:
1014
            See examples in ``apply_gradients``.
1015
        """
1016
        act_no_grad_set = None
J
Jiabin Yang 已提交
1017
        if framework._non_static_mode():
1018
            pass
L
Leo Chen 已提交
1019 1020
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
1021

L
Leo Chen 已提交
1022 1023 1024 1025
        # Infer dtype by loss if None
        if self._dtype is None:
            self._dtype = loss.dtype

J
Jiabin Yang 已提交
1026
        if framework._non_static_mode():
1027 1028 1029
            parameter_list = (
                parameter_list if parameter_list else self._parameter_list
            )
1030

C
chengduo 已提交
1031
            params_grads = []
1032
            for param in parameter_list:
C
chengduo 已提交
1033 1034
                if not param.trainable:
                    continue
1035
                if param._grad_ivar() is not None:
C
chengduo 已提交
1036
                    # create gradient variable
1037
                    grad_var = param._grad_ivar()
C
chengduo 已提交
1038
                    params_grads.append((param, grad_var))
1039
        else:
C
chengduo 已提交
1040 1041 1042
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
1043
                assert isinstance(callbacks, list)
C
chengduo 已提交
1044
            program = loss.block.program
1045 1046
            assert len(loss.shape) == 1 and loss.shape[0] == 1, (
                "The loss.shape should be (1L,), but the current loss.shape is {}. "
1047
                "Maybe that you should call paddle.mean to process the current loss.".format(
1048 1049 1050 1051 1052 1053
                    loss.shape
                )
            )
            parameter_list = (
                parameter_list if parameter_list else self._parameter_list
            )
C
chengduo 已提交
1054
            with program_guard(program, startup_program):
1055 1056 1057
                params_grads = append_backward(
                    loss, parameter_list, act_no_grad_set, callbacks
                )
C
chengduo 已提交
1058
        return params_grads
1059

1060
    def _create_regularization_of_grad(self, param, grad, regularization=None):
1061
        """Create and add backward regularization Operators
1062

1063 1064 1065
        Function helper of append_regularization_ops.
        """
        # If no gradient or no regularization is specified,  then we don't need to do anything
1066
        if grad is None or (
1067 1068 1069 1070 1071 1072
            (
                not hasattr(param, 'regularizer')
                or (hasattr(param, 'regularizer') and param.regularizer is None)
            )
            and regularization is None
        ):
1073 1074 1075 1076 1077 1078 1079 1080 1081 1082
            return grad
        regularization_term = None
        if hasattr(param, 'regularizer') and param.regularizer is not None:
            # Add variable for regularization term in grad block
            regularization_term = param.regularizer(param, grad, grad.block)
        elif regularization is not None:
            regularization_term = regularization(param, grad, grad.block)

        assert regularization_term is not None

J
Jiabin Yang 已提交
1083
        if framework._non_static_mode():
1084
            return _legacy_C_ops.sum([grad, regularization_term])
1085

1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096
        new_grad = grad
        if grad.type == core.VarDesc.VarType.SELECTED_ROWS:
            # FIXME(zcd): If the grad is SELECTED_ROWS, after regularization,
            # the grad's type and name will be changed. But the gradient's name
            # is used in ParallelExecutor Reduce mode, so I add a flag for
            # the new_grad here.
            new_grad = grad.block.create_var(
                name=grad.name + core.kNewGradSuffix(),
                dtype=param.dtype,
                shape=param.shape,
                lod_level=param.lod_level,
1097 1098
                type=core.VarDesc.VarType.LOD_TENSOR,
            )
1099 1100 1101

        inputs = {"X": [grad, regularization_term]}
        outputs = {"Out": [new_grad]}
1102
        grad.block.append_op(type='sum', inputs=inputs, outputs=outputs)
1103 1104 1105

        return new_grad

1106 1107 1108
    def append_regularization_ops(
        self, parameters_and_grads, regularization=None
    ):
1109
        r"""Create and add backward regularization Operators
1110

1111 1112 1113 1114
        Creates and adds backward regularization operators in the BlockDesc.
        This will add gradients of the regularizer function to the gradients
        of the parameters and return these modified gradients. This is the
        same as implementing weight decay in optimizers for regularization.
1115

1116 1117 1118 1119 1120
        Args:
            parameters_and_grads: A list of (parameters, gradients) pairs
                                  that need to be regularized.
            regularization: A global regularizer. If the parameter is not
                            set. It will be applied with regularizer.
1121

1122 1123 1124
        Returns:
            list[(Variable, Variable)]: list of (parameters, gradients) \
            pair with the regularized gradient
1125

1126 1127 1128 1129
        Raises:
            Exception: Unknown regularization type
        """
        params_and_grads = []
J
Jiabin Yang 已提交
1130
        if framework._non_static_mode():
1131
            for param, grad in parameters_and_grads:
1132
                new_grad = self._create_regularization_of_grad(
1133 1134
                    param, grad, regularization
                )
1135 1136 1137 1138 1139
                params_and_grads.append((param, new_grad))
        else:
            repeate_regularizer = False
            with framework.name_scope('regularization'):
                for param, grad in parameters_and_grads:
1140 1141 1142 1143 1144
                    if (
                        not repeate_regularizer
                        and getattr(param, 'regularizer', None) is not None
                        and regularization is not None
                    ):
1145 1146 1147 1148
                        repeate_regularizer = True
                        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!"
1149 1150
                            % regularization.__str__()
                        )
1151 1152
                    with param.block.program._optimized_guard([param, grad]):
                        new_grad = self._create_regularization_of_grad(
1153 1154
                            param, grad, regularization
                        )
1155 1156 1157
                        params_and_grads.append((param, new_grad))
        return params_and_grads

1158 1159 1160 1161 1162 1163 1164
    def flatten_param_grads(self, params_grads):
        need_flatten_params = []
        need_flatten_grads = []
        for p, g in params_grads:
            if g is None:
                continue
            g.persistable = True
1165 1166 1167 1168
            if (
                getattr(p, 'need_clip', True) is False
                or getattr(p, 'regularizer', None) is not None
            ):
1169 1170
                warnings.warn(
                    "flatten_param_grads=True will be discarded since paramter '{}''s need_clip is False or "
1171 1172
                    "the regularizer is set".format(p.name)
                )
1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186
                self._flatten_param_grads = False
                return params_grads

            need_flatten_params.append(p)
            need_flatten_grads.append(g)

        shape = [np.prod(p.shape) for p in need_flatten_params]
        block = need_flatten_params[0].block

        flatten_param = self.helper.create_global_variable(
            name='flatten_param',
            persistable=True,
            dtype=need_flatten_params[0].dtype,
            shape=[np.sum(shape)],
1187 1188
            belong_to_optimizer=True,
        )
1189 1190 1191 1192 1193 1194 1195 1196 1197 1198

        flatten_param.trainable = True
        flatten_param.optimize_attr = need_flatten_params[0].optimize_attr
        flatten_param.regularizer = need_flatten_params[0].regularizer

        flatten_grad = self.helper.create_global_variable(
            name='flatten_grad',
            persistable=True,
            dtype=need_flatten_grads[0].dtype,
            shape=[np.sum(shape)],
1199 1200
            belong_to_optimizer=True,
        )
1201 1202

        with program_guard(default_main_program()):
1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231
            block.append_op(
                type="coalesce_tensor",
                inputs={"Input": need_flatten_params},
                outputs={
                    "Output": need_flatten_params,
                    "FusedOutput": flatten_param,
                },
                attrs={
                    "copy_data": True,
                    "use_align": True,
                    "align_size": self._align_size,
                    "dtype": need_flatten_params[0].dtype,
                },
            )

            block.append_op(
                type="coalesce_tensor",
                inputs={"Input": need_flatten_grads},
                outputs={
                    "Output": need_flatten_grads,
                    "FusedOutput": flatten_grad,
                },
                attrs={
                    "copy_data": True,
                    "use_align": True,
                    "align_size": self._align_size,
                    "dtype": need_flatten_grads[0].dtype,
                },
            )
1232

1233
        # NOTE(zhiqiu): the initializer should be set after coalesce_tensor op,
1234
        # so the shape of flatten_param and flatten_grad will be inferred.
1235 1236 1237 1238 1239 1240
        self.helper.set_variable_initializer(
            flatten_param, initializer=Constant(0.0)
        )
        self.helper.set_variable_initializer(
            flatten_grad, initializer=Constant(0.0)
        )
1241 1242 1243

        return [(flatten_param, flatten_grad)]

1244 1245 1246 1247 1248 1249 1250
    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
1251

1252 1253
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
1254

1255 1256 1257
        Examples:
            .. code-block:: python

1258
                import paddle.fluid as fluid
1259 1260 1261 1262 1263 1264 1265 1266 1267
                loss = network()
                optimizer = fluid.optimizer.SGD(learning_rate=0.1)
                params_grads = optimizer.backward(loss)
                # you may append operations for params_grads here
                # ...
                optimizer.apply_gradients(params_grads)
        """
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

1268 1269
        # NOTE(zhiqiu): currently, only support ClipGradByGlobalNorm and without regularization.
        if self._flatten_param_grads and self.regularization is None:
1270
            if self._grad_clip is None or isinstance(
1271 1272
                self._grad_clip, ClipGradByGlobalNorm
            ):
1273 1274
                params_grads = self.flatten_param_grads(params_grads)

1275
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
1276 1277 1278 1279
        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
1280 1281

        # Add regularization if any
1282 1283 1284
        params_grads = self.append_regularization_ops(
            params_grads, self.regularization
        )
1285 1286 1287 1288

        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

C
chengduo 已提交
1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300
    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.
        """
J
Jiabin Yang 已提交
1301
        if framework._non_static_mode():
1302 1303 1304 1305
            with program_guard(
                framework.default_main_program(),
                framework.default_startup_program(),
            ):
1306 1307
                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
1308
                params_grads = self.append_regularization_ops(
1309 1310
                    params_grads, self.regularization
                )
C
chengduo 已提交
1311 1312 1313 1314 1315 1316 1317
                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
1318
    def _get_no_grad_set(self, loss, no_grad_set=None):
1319
        no_grad_set = _get_no_grad_set_name(no_grad_set)
G
gongweibao 已提交
1320 1321
        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
1322 1323
            [param.name for param in parameters if param.trainable is False]
        )
G
gongweibao 已提交
1324 1325 1326 1327 1328
        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

1329 1330 1331 1332
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
1333 1334

        If not, new gradient will accumulat on previous gradient.
1335

1336 1337
        Returns:
            None
1338

1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349
        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.
1350
                    adam = fluid.optimizer.Adam(learning_rate = 0.01,
1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361
                                                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()

1362
    @imperative_base.no_grad
1363 1364 1365
    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
1366
        """
1367
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
1368

1369
        Args:
1370 1371 1372 1373
            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
1374
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
1375 1376
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
1377
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
1378
                to be updated. The default value is None.
Q
Qiao Longfei 已提交
1379

1380
        Returns:
1381 1382 1383
            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.
1384 1385
            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
1386
            ``fetch_list`` before run, see details in ``Executor``.
1387 1388 1389

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
1390
        """
C
chengduo 已提交
1391
        assert isinstance(loss, Variable), "The loss should be an Variable."
1392

1393 1394 1395
        parameter_list = (
            parameter_list if parameter_list else self._parameter_list
        )
1396

1397 1398 1399 1400 1401 1402
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
1403

1404 1405 1406
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
M
minqiyang 已提交
1407

Q
Qiao Longfei 已提交
1408
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
1409 1410 1411


class SGDOptimizer(Optimizer):
1412
    r"""
Q
qiaolongfei 已提交
1413 1414 1415 1416 1417 1418
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

1419 1420 1421
    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
1422
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1423 1424
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1425 1426 1427 1428 1429
        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.
1430 1431 1432
        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` ,
1433
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1434 1435
        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
1436 1437 1438 1439

    Examples:
        .. code-block:: python

1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464
            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
1465 1466
    """

1467 1468 1469 1470 1471 1472 1473 1474 1475
    def __init__(
        self,
        learning_rate,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        multi_precision=False,
        name=None,
    ):
Q
Qiao Longfei 已提交
1476
        assert learning_rate is not None
1477
        super().__init__(
1478 1479 1480 1481 1482 1483
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
Q
Qiao Longfei 已提交
1484
        self.type = "sgd"
1485
        self._use_mkldnn = False
1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496
        self._multi_precision = multi_precision
        self._master_weights = {}

    def _create_master_weight(self, param):
        if param.name in self._master_weights:
            var = self._master_weights[param.name]
        else:
            assert isinstance(self.helper, LayerHelper)

            var_name = param.name + "_fp32_master"
            var_name = unique_name.generate(var_name)
1497 1498 1499 1500 1501 1502 1503
            var = layers.create_global_var(
                name=var_name,
                shape=param.shape,
                value=0,
                dtype='float32',
                persistable=True,
            )
1504
            block = self.helper.startup_program.global_block()
1505 1506 1507 1508 1509 1510 1511 1512 1513
            block.append_op(
                type="cast",
                inputs={"X": [param]},
                outputs={"Out": [var]},
                attrs={
                    "in_dtype": param.dtype,
                    "out_dtype": core.VarDesc.VarType.FP32,
                },
            )
1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526
            self._master_weights[param.name] = var
        return var

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)
        if isinstance(parameters, dict):
            parameters = self._update_param_group(parameters)

        # Create accumulator tensors for first and second moments
        for p in parameters:
            if self._multi_precision and p.dtype == core.VarDesc.VarType.FP16:
                master_p = self._create_master_weight(p)
                continue
1527 1528 1529 1530
            if (
                p.dtype == core.VarDesc.VarType.FP16
                and not self._multi_precision
            ):
1531 1532 1533 1534
                warnings.warn(
                    "Accumulating with FP16 in optimizer can lead to poor accuracy or slow convergence."
                    "Consider using multi_precision=True option of the Adam optimizer."
                )
Q
Qiao Longfei 已提交
1535

1536
    @no_grad
1537
    def _append_optimize_op(self, block, param_and_grad):
1538

1539 1540 1541 1542 1543 1544 1545 1546 1547
        find_master = (
            self._multi_precision
            and param_and_grad[0].dtype == core.VarDesc.VarType.FP16
        )
        master_weight = (
            self._master_weights[param_and_grad[0].name]
            if find_master
            else None
        )
1548

1549
        lr = self._create_param_lr(param_and_grad)
Z
zyfncg 已提交
1550
        if in_dygraph_mode():
1551 1552 1553 1554 1555 1556 1557
            _C_ops.sgd_(
                param_and_grad[0],
                lr,
                param_and_grad[1],
                master_weight,
                find_master,
            )
Z
zyfncg 已提交
1558 1559
            return None
        if _in_legacy_dygraph():
1560 1561 1562 1563 1564 1565 1566 1567
            _legacy_C_ops.sgd(
                param_and_grad[0],
                lr,
                param_and_grad[1],
                master_weight,
                param_and_grad[0],
                master_weight,
            )
1568
            return None
1569

1570
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1571
        # create the optimize op
1572 1573 1574
        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
1575
            "LearningRate": lr,
1576 1577 1578 1579 1580 1581 1582 1583 1584 1585
        }

        outputs = {"ParamOut": param_and_grad[0]}

        attrs = {"multi_precision": find_master}

        if find_master:
            inputs["MasterParam"] = master_weight
            outputs["MasterParamOut"] = master_weight

1586 1587 1588 1589 1590 1591 1592
        sgd_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
Q
Qiao Longfei 已提交
1593 1594

        return sgd_op
1595 1596 1597


class MomentumOptimizer(Optimizer):
1598
    r"""
Q
qiaolongfei 已提交
1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611

    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):

1612
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
1613 1614 1615

        & else:

Q
qiaolongfei 已提交
1616
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
1617

1618 1619 1620 1621
    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
1622
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1623 1624
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1625
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
1626 1627 1628 1629 1630
        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.
1631 1632 1633
        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` ,
1634
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1635 1636
        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
1637 1638 1639 1640

    Examples:
        .. code-block:: python

1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665
            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)

1666 1667 1668
    """
    _velocity_acc_str = "velocity"

1669 1670 1671 1672 1673 1674 1675 1676 1677 1678
    def __init__(
        self,
        learning_rate,
        momentum,
        parameter_list=None,
        use_nesterov=False,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
1679 1680
        assert learning_rate is not None
        assert momentum is not None
1681
        super().__init__(
1682 1683 1684 1685 1686 1687
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
1688 1689
        self.type = "momentum"
        self._momentum = momentum
1690
        self._use_nesterov = bool(use_nesterov)
1691 1692 1693 1694 1695

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

        for p in parameters:
Q
Qiao Longfei 已提交
1696
            self._add_accumulator(self._velocity_acc_str, p)
1697 1698 1699 1700

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

1701 1702 1703
        velocity_acc = self._get_accumulator(
            self._velocity_acc_str, param_and_grad[0]
        )
1704
        lr = self._create_param_lr(param_and_grad)
1705
        master_weight = None
J
Jiabin Yang 已提交
1706
        if framework._non_static_mode():
1707
            _, _, _ = _legacy_C_ops.momentum(
1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720
                param_and_grad[0],
                param_and_grad[1],
                velocity_acc,
                lr,
                master_weight,
                param_and_grad[0],
                velocity_acc,
                master_weight,
                'mu',
                self._momentum,
                'use_nesterov',
                self._use_nesterov,
            )
1721
            return None
1722

1723
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1724 1725 1726 1727
        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1728
            "LearningRate": [lr],
1729 1730 1731 1732
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
1733
            "VelocityOut": [velocity_acc],
1734
        }
1735
        # create the momentum optimize op
1736 1737 1738 1739 1740 1741 1742
        momentum_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
1743 1744

        return momentum_op
1745 1746


1747
class LarsMomentumOptimizer(Optimizer):
1748
    r"""
1749 1750 1751 1752 1753 1754 1755 1756 1757
    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||}

1758
        & velocity = mu * velocity + local\_learning\_rate * (gradient + lars\_weight\_decay * param + epsilon)
1759 1760 1761

        & param = param - velocity

1762 1763 1764 1765 1766 1767
    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
1768
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1769 1770
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1771 1772 1773 1774 1775
        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.
1776 1777 1778
        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` ,
1779
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1780 1781
        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.
1782 1783
        exclude_from_weight_decay (list[str], optional): Name string of layers which will be exclude from lars weight decay. Default is None.
        epsilon (float, optional): Epsilon to avoid Division by Zero when calculate local lr. Default is 0.
1784 1785 1786
        multi_precision (bool, optional): Whether to use multi-precision during weight updating.
        rescale_grad (float, optional): Multiply the gradient with `rescale_grad` \
            before updating. Often choose to be `1.0/batch_size`.
1787

1788 1789 1790
    Examples:
        .. code-block:: python

1791
            import paddle
1792 1793 1794
            import paddle.fluid as fluid
            import numpy as np

1795
            paddle.enable_static()
1796 1797 1798 1799
            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)
1800
            out = paddle.sum(out)
1801 1802 1803 1804 1805 1806 1807 1808
            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])
1809 1810 1811
    """
    _velocity_acc_str = "velocity"

1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826
    def __init__(
        self,
        learning_rate,
        momentum,
        lars_coeff=0.001,
        lars_weight_decay=0.0005,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        exclude_from_weight_decay=None,
        epsilon=0,
        multi_precision=False,
        rescale_grad=1.0,
    ):
1827 1828
        assert learning_rate is not None
        assert momentum is not None
1829
        super().__init__(
1830 1831 1832 1833 1834 1835
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
1836 1837 1838 1839
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)
1840 1841 1842 1843 1844
        self._epsilon = float(epsilon)
        if exclude_from_weight_decay is None:
            self._exclude_from_weight_decay = []
        else:
            self._exclude_from_weight_decay = exclude_from_weight_decay
1845 1846 1847 1848 1849
        self._multi_precision = multi_precision
        self._rescale_grad = float(rescale_grad)
        self._master_weights = {}

    def _create_master_weight(self, param):
1850 1851 1852 1853
        if param.name in self._master_weights:
            var = self._master_weights[param.name]
        else:
            assert isinstance(self.helper, LayerHelper)
1854

1855 1856
            var_name = param.name + '_fp32_master'
            var_name = unique_name.generate(var_name)
1857 1858 1859 1860 1861 1862 1863
            var = layers.create_global_var(
                name=var_name,
                shape=param.shape,
                value=0,
                dtype='float32',
                persistable=True,
            )
1864
            block = self.helper.startup_program.global_block()
1865 1866 1867 1868 1869 1870 1871 1872 1873
            block.append_op(
                type="cast",
                inputs={"X": [param]},
                outputs={"Out": [var]},
                attrs={
                    "in_dtype": param.dtype,
                    "out_dtype": core.VarDesc.VarType.FP32,
                },
            )
1874
            self._master_weights[param.name] = var
1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886
        return var

    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
        """
        if self._name is not None:
            name = self._name + "_" + name
1887 1888 1889 1890 1891 1892
        find_master = (
            self._multi_precision and param.dtype == core.VarDesc.VarType.FP16
        )
        target_param = (
            self._master_weights[param.name] if find_master else param
        )
1893
        target_name = target_param.name
1894 1895 1896 1897
        if (
            name not in self._accumulators
            or target_name not in self._accumulators[name]
        ):
1898 1899
            raise Exception(
                "Accumulator {} does not exist for parameter {}".format(
1900 1901 1902
                    name, target_name
                )
            )
1903
        return self._accumulators[name][target_name]
1904 1905 1906 1907 1908

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

        for p in parameters:
1909 1910 1911 1912
            if self._multi_precision and p.dtype == core.VarDesc.VarType.FP16:
                master_p = self._create_master_weight(p)
                self._add_accumulator(self._velocity_acc_str, master_p)
                continue
1913 1914 1915 1916
            if (
                p.dtype == core.VarDesc.VarType.FP16
                and not self._multi_precision
            ):
1917 1918 1919 1920
                warnings.warn(
                    "Accumulating with FP16 in optimizer can lead to poor accuracy or slow convergence."
                    "Consider using multi_precision=True option of the Lars optimizer."
                )
1921 1922 1923 1924
            self._add_accumulator(self._velocity_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
1925 1926 1927 1928 1929 1930 1931 1932
        _lars_weight_decay = self._lars_weight_decay
        param_name = param_and_grad[0].name
        if len(self._exclude_from_weight_decay) > 0:
            for name in self._exclude_from_weight_decay:
                if name in param_name:
                    _lars_weight_decay = 0.0
                    break

1933 1934 1935
        velocity_acc = self._get_accumulator(
            self._velocity_acc_str, param_and_grad[0]
        )
1936 1937
        lr = self._create_param_lr(param_and_grad)

1938 1939 1940 1941 1942 1943 1944 1945 1946
        find_master = (
            self._multi_precision
            and param_and_grad[0].dtype == core.VarDesc.VarType.FP16
        )
        master_weight = (
            self._master_weights[param_and_grad[0].name]
            if find_master
            else None
        )
1947 1948 1949

        attrs = {
            "mu": self._momentum,
1950
            "lars_coeff": self._lars_coeff,
L
limingshu 已提交
1951
            "lars_weight_decay": [_lars_weight_decay],
1952
            "multi_precision": find_master,
L
limingshu 已提交
1953
            "epsilon": self._epsilon,
1954
            "rescale_grad": self._rescale_grad,
1955 1956 1957 1958 1959 1960
        }

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
1961
            "LearningRate": lr,
1962 1963 1964 1965 1966 1967 1968 1969
        }

        outputs = {"ParamOut": param_and_grad[0], "VelocityOut": velocity_acc}

        if find_master:
            inputs["MasterParam"] = master_weight
            outputs["MasterParamOut"] = master_weight

J
Jiabin Yang 已提交
1970
        if framework._non_static_mode():
1971
            tmp, tmp2 = _legacy_C_ops.lars_momentum(
1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990
                [param_and_grad[0]],
                [param_and_grad[1]],
                [velocity_acc],
                [lr],
                [param_and_grad[0]],
                [velocity_acc],
                "mu",
                self._momentum,
                "lars_coeff",
                self._lars_coeff,
                "lars_weight_decay",
                [_lars_weight_decay],
                "multi_precision",
                find_master,
                "epsilon",
                self._epsilon,
                "rescale_grad",
                self._rescale_grad,
            )
1991 1992
        else:
            # create the momentum optimize op
1993 1994 1995 1996 1997 1998 1999
            momentum_op = block.append_op(
                type=self.type,
                inputs=inputs,
                outputs=outputs,
                attrs=attrs,
                stop_gradient=True,
            )
2000

2001
            return momentum_op
2002 2003


2004
class AdagradOptimizer(Optimizer):
2005
    r"""
2006 2007
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
2008

2009
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2010 2011 2012 2013 2014 2015 2016

    .. math::

        moment\_out &= moment + grad * grad

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

2017 2018 2019 2020 2021 2022
    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
2023 2024 2025
    for numerical stability to avoid the division by zero error.

    Args:
2026 2027 2028 2029
        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
2030
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2031 2032
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2033 2034 2035 2036 2037
        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.
2038 2039 2040
        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` ,
2041
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2042 2043 2044 2045 2046
        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
2047 2048 2049 2050

    Examples:
        .. code-block:: python

2051
            import paddle
2052
            import numpy as np
2053
            import paddle.fluid as fluid
2054

2055
            paddle.enable_static()
2056
            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
2057
            inp = fluid.data(name="inp", shape=[2, 2])
2058
            out = fluid.layers.fc(inp, size=3)
2059
            out = paddle.sum(out)
2060
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
2061 2062 2063 2064 2065 2066 2067
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
2068 2069 2070
    """
    _moment_acc_str = "moment"

2071 2072 2073 2074 2075 2076 2077 2078 2079 2080
    def __init__(
        self,
        learning_rate,
        epsilon=1.0e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        initial_accumulator_value=0.0,
    ):
2081 2082
        assert learning_rate is not None
        assert epsilon is not None
2083
        super().__init__(
2084 2085 2086 2087 2088 2089
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2090 2091
        self.type = "adagrad"
        self._epsilon = epsilon
2092
        self.initial_accumulator_value = initial_accumulator_value
2093 2094 2095 2096 2097

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

        for p in parameters:
2098 2099 2100 2101 2102
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value,
            )
2103 2104 2105 2106

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

2107 2108 2109
        moment_acc = self._get_accumulator(
            self._moment_acc_str, param_and_grad[0]
        )
C
caozhou 已提交
2110
        if in_dygraph_mode():
2111 2112 2113 2114 2115 2116 2117
            _C_ops.adagrad_(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                self._epsilon,
            )
C
caozhou 已提交
2118 2119
            return None
        elif _in_legacy_dygraph():
2120 2121 2122 2123 2124 2125 2126 2127 2128 2129
            _legacy_C_ops.adagrad(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                moment_acc,
                "epsilon",
                self._epsilon,
            )
C
caozhou 已提交
2130
            return None
2131 2132 2133 2134 2135 2136 2137 2138
        else:
            # Create the adagrad optimizer op
            adagrad_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "Moment": moment_acc,
2139
                    "LearningRate": self._create_param_lr(param_and_grad),
2140 2141 2142
                },
                outputs={
                    "ParamOut": param_and_grad[0],
2143
                    "MomentOut": moment_acc,
2144 2145
                },
                attrs={"epsilon": self._epsilon},
2146 2147
                stop_gradient=True,
            )
2148

2149
            return adagrad_op
2150 2151 2152


class AdamOptimizer(Optimizer):
2153
    r"""
T
tianshuo78520a 已提交
2154
    The Adam optimizer uses an optimization described at the end
2155 2156 2157
    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.
2158

2159
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173

    .. 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}

2174 2175
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
2176
    Args:
2177 2178
        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.
2179 2180
        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.
2181
            The default value is 0.9.
2182 2183
        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.
2184
            The default value is 0.999.
2185 2186
        epsilon (float|Tensor, optional): A small float value for numerical stability.
            It should be a float number or a Variable with shape [1] and data type as float32.
2187
            The default value is 1e-08.
H
hong 已提交
2188
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2189 2190
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2191 2192 2193 2194 2195
        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.
2196 2197 2198
        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` ,
2199
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2200 2201 2202 2203 2204 2205 2206 2207 2208 2209
        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.
2210
        use_global_beta_pow (bool, optional): Whether to use global beta_pow. If true, Adam will use global beta_pow
2211
            for whole model instead of creating beta_pow for each parameter. Default is false.
2212 2213
        flatten_param_grads (bool, optional): Whether to flatten all parameters and gradients. Default is false.
        align_size (int, optional): The alignment size when flatten parameters and gradients. Default is -1, which means
2214
            use same align_size as allocator.
Q
qiaolongfei 已提交
2215 2216 2217 2218

    Examples:
        .. code-block:: python

2219 2220 2221 2222 2223 2224
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
2225 2226
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240 2241
                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
2242

2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259
        .. 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
2260
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate, epsilon_init):
2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276
                    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")
2277 2278 2279 2280 2281 2282 2283
                    epsilon = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(epsilon_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="epsilon")
2284 2285 2286 2287 2288 2289 2290

                    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)

2291
                    return beta1, beta2, epsilon
2292

2293
                beta1, beta2, epsilon = get_decayed_betas(0.9, 0.99, 1e5, 0.9, 1e-8)
2294 2295
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
2296
                                                    beta1=beta1,
2297 2298
                                                    beta2=beta2,
                                                    epsilon=epsilon)
2299 2300 2301 2302 2303 2304 2305 2306 2307 2308
                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)
2309 2310 2311
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
2312 2313
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
2314

2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329
    def __init__(
        self,
        learning_rate=0.001,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-8,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        lazy_mode=False,
        use_global_beta_pow=False,
        flatten_param_grads=False,
        align_size=-1,
    ):
2330 2331 2332 2333
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
2334
        super().__init__(
2335 2336 2337 2338 2339 2340 2341 2342
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            flatten_param_grads=flatten_param_grads,
            align_size=align_size,
            name=name,
        )
2343 2344 2345 2346
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
2347
        self._lazy_mode = lazy_mode
2348
        self._use_global_beta_pow = use_global_beta_pow
2349 2350 2351 2352 2353 2354

    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
2355 2356
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
2357 2358 2359 2360
            if not self._use_global_beta_pow:
                self._add_accumulator(
                    name=self._beta1_pow_acc_str,
                    param=p,
2361 2362 2363
                    fill_value=0.9
                    if isinstance(self._beta1, Variable)
                    else self._beta1,
2364
                    shape=[1],
2365 2366 2367
                    type=core.VarDesc.VarType.LOD_TENSOR,
                    device='cpu',
                )
2368 2369 2370
                self._add_accumulator(
                    name=self._beta2_pow_acc_str,
                    param=p,
2371 2372 2373
                    fill_value=0.999
                    if isinstance(self._beta2, Variable)
                    else self._beta2,
2374
                    shape=[1],
2375 2376 2377
                    type=core.VarDesc.VarType.LOD_TENSOR,
                    device='cpu',
                )
2378 2379
        if self._use_global_beta_pow:
            self._add_global_accumulator(
Q
qiaolongfei 已提交
2380
                name=self._beta1_pow_acc_str,
2381 2382 2383
                fill_value=0.9
                if isinstance(self._beta1, Variable)
                else self._beta1,
2384
                shape=[1],
2385 2386 2387
                type=core.VarDesc.VarType.LOD_TENSOR,
                device='cpu',
            )
2388
            self._add_global_accumulator(
Q
qiaolongfei 已提交
2389
                name=self._beta2_pow_acc_str,
2390 2391 2392
                fill_value=0.999
                if isinstance(self._beta2, Variable)
                else self._beta2,
2393
                shape=[1],
2394 2395 2396
                type=core.VarDesc.VarType.LOD_TENSOR,
                device='cpu',
            )
2397 2398 2399 2400

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

2401 2402 2403 2404 2405 2406
        moment1 = self._get_accumulator(
            self._moment1_acc_str, param_and_grad[0]
        )
        moment2 = self._get_accumulator(
            self._moment2_acc_str, param_and_grad[0]
        )
2407 2408
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
2409 2410
                self._beta1_pow_acc_str
            )
2411
            beta2_pow_acc = self._get_global_accumulator(
2412 2413
                self._beta2_pow_acc_str
            )
2414
        else:
2415 2416 2417 2418 2419 2420
            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]
            )
2421
        lr = self._create_param_lr(param_and_grad)
2422
        # create the adam optimize op
2423

J
Jiabin Yang 已提交
2424
        if framework._non_static_mode():
2425 2426 2427 2428 2429 2430 2431 2432 2433 2434
            _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)
            )
2435
            master_weight = None
2436
            _, _, _, _, _, _ = _legacy_C_ops.adam(
2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463
                param_and_grad[0],
                param_and_grad[1],
                lr,
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                param_and_grad[0],
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                'epsilon',
                self._epsilon,
                'lazy_mode',
                self._lazy_mode,
                'min_row_size_to_use_multithread',
                1000,
                'beta1',
                _beta1,
                'beta2',
                _beta2,
                'use_global_beta_pow',
                self._use_global_beta_pow,
            )
2464 2465 2466

            return None

2467
        inputs = {
2468 2469
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2470
            "LearningRate": [lr],
2471 2472 2473
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
2474
            "Beta2Pow": [beta2_pow_acc],
2475
        }
2476 2477 2478 2479 2480 2481 2482

        # Pass found_inf to adam, to skip update for not only param, but also momentum and beta_pow
        found_inf = self._get_auxiliary_var('found_inf')

        if found_inf:
            inputs['SkipUpdate'] = found_inf

2483
        outputs = {
2484 2485 2486 2487 2488
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
2489 2490 2491
        }
        attrs = {
            "lazy_mode": self._lazy_mode,
2492
            "min_row_size_to_use_multithread": 1000,
2493
            'use_global_beta_pow': self._use_global_beta_pow,
2494 2495 2496 2497 2498 2499 2500 2501 2502 2503
        }

        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
2504 2505 2506 2507
        if isinstance(self._epsilon, Variable):
            inputs['EpsilonTensor'] = self._epsilon
        else:
            attrs['epsilon'] = self._epsilon
2508

2509 2510 2511 2512 2513 2514 2515
        adam_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
2516 2517 2518

        return adam_op

2519
    def _finish_update(self, block, parameters_and_grads):
2520
        r"""Update beta1_pow and beta2_pow accumulator"""
2521 2522 2523
        assert isinstance(block, framework.Block)
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
2524 2525
                self._beta1_pow_acc_str
            )
2526
            beta2_pow_acc = self._get_global_accumulator(
2527 2528
                self._beta2_pow_acc_str
            )
2529 2530 2531

            with block.program._optimized_guard([]):
                inputs = {"X": beta1_pow_acc}
2532
                outputs = {"Out": beta1_pow_acc}
2533 2534
                attrs = {}
                if isinstance(self._beta1, Variable):
2535 2536
                    inputs["Y"] = self._beta1
                    # use elementwise_mul for better performance
2537 2538 2539 2540 2541 2542 2543
                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2544 2545
                else:
                    attrs['scale'] = self._beta1
2546 2547 2548 2549 2550 2551 2552
                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2553 2554

                inputs = {"X": beta2_pow_acc}
2555
                outputs = {"Out": beta2_pow_acc}
2556 2557
                attrs = {}
                if isinstance(self._beta2, Variable):
2558 2559
                    inputs["Y"] = self._beta2
                    # use elementwise_mul for better performance
2560 2561 2562 2563 2564 2565 2566
                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2567 2568
                else:
                    attrs['scale'] = self._beta2
2569 2570 2571 2572 2573 2574 2575
                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2576

2577 2578

class AdamaxOptimizer(Optimizer):
2579
    r"""
2580
    The Adamax optimizer is implemented based on the Adamax Optimization
2581 2582 2583
    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
2584

2585
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598

    .. 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}

2599
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2600

2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612
    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
2613
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2614 2615
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2616 2617 2618 2619 2620
        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.
2621 2622 2623
        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` ,
2624
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2625 2626 2627 2628 2629 2630
        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
2631

2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644
    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):
2645
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2646 2647
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2648
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2649 2650 2651 2652 2653 2654 2655 2656 2657
              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])
2658 2659 2660
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2661
    _beta1_pow_acc_str = "beta1_pow_acc"
2662

2663 2664 2665 2666 2667 2668 2669 2670 2671 2672 2673
    def __init__(
        self,
        learning_rate=0.001,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-8,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
2674 2675 2676 2677
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
2678
        super().__init__(
2679 2680 2681 2682 2683 2684
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2685 2686 2687 2688 2689 2690 2691 2692
        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
2693 2694
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
2695 2696 2697 2698 2699 2700
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1],
            )
2701 2702 2703 2704 2705

    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])
2706 2707 2708 2709 2710 2711
        inf_norm = self._get_accumulator(
            self._inf_norm_acc_str, param_and_grad[0]
        )
        beta1_pow_acc = self._get_accumulator(
            self._beta1_pow_acc_str, param_and_grad[0]
        )
2712 2713

        if framework.in_dygraph_mode():
2714 2715 2716 2717 2718 2719 2720 2721 2722 2723 2724
            _C_ops.adamax_(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                moment,
                inf_norm,
                beta1_pow_acc,
                self._beta1,
                self._beta2,
                self._epsilon,
            )
2725
        elif framework._in_legacy_dygraph():
2726 2727 2728 2729 2730 2731 2732 2733 2734 2735 2736 2737 2738 2739 2740 2741 2742
            _legacy_C_ops.adamax(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                moment,
                inf_norm,
                beta1_pow_acc,
                param_and_grad[0],
                moment,
                inf_norm,
                "beta1",
                self._beta1,
                "beta2",
                self._beta2,
                "epsilon",
                self._epsilon,
            )
2743 2744 2745 2746 2747 2748 2749 2750 2751 2752
        else:
            # create the adamax optimize op
            adamax_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),
                    "Moment": moment,
                    "InfNorm": inf_norm,
2753
                    "Beta1Pow": beta1_pow_acc,
2754 2755 2756 2757
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "MomentOut": moment,
2758
                    "InfNormOut": inf_norm,
2759 2760 2761 2762
                },
                attrs={
                    "beta1": self._beta1,
                    "beta2": self._beta2,
2763
                    "epsilon": self._epsilon,
2764
                },
2765 2766
                stop_gradient=True,
            )
2767

2768
            return adamax_op
2769

2770
    def _finish_update(self, block, parameters_and_grads):
2771
        """Update Beta1 Power accumulator"""
2772
        assert isinstance(block, framework.Block)
2773
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2774
            if grad is None or param.trainable is False:
2775
                continue
2776 2777 2778 2779 2780 2781
            with param.block.program._optimized_guard(
                [param, grad]
            ), name_scope('adamx'):
                beta1_pow_acc = self._get_accumulator(
                    self._beta1_pow_acc_str, param
                )
J
Jiabin Yang 已提交
2782
                if framework._non_static_mode():
2783
                    if framework.in_dygraph_mode():
2784 2785 2786
                        tmp = _C_ops.scale(
                            beta1_pow_acc, self._beta1, 0.0, True
                        )
2787
                    else:
2788 2789 2790
                        tmp = _legacy_C_ops.scale(
                            beta1_pow_acc, "scale", self._beta1
                        )
2791 2792
                    beta1_pow_acc.copy_(tmp, False)
                else:
2793 2794 2795 2796 2797 2798 2799
                    block.append_op(
                        type="scale",
                        inputs={"X": beta1_pow_acc},
                        outputs={"Out": beta1_pow_acc},
                        attrs={"scale": self._beta1},
                        stop_gradient=True,
                    )
2800 2801


2802
class DpsgdOptimizer(Optimizer):
2803
    r"""
2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 2823 2824 2825 2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839
    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
2840
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2841 2842
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2843 2844 2845 2846
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

2847 2848 2849 2850 2851 2852 2853 2854
    def __init__(
        self,
        learning_rate=0.001,
        clip=0.9,
        batch_size=0.999,
        sigma=1e-8,
        parameter_list=None,
    ):
2855 2856 2857 2858
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2859
        super().__init__(
2860 2861
            learning_rate=learning_rate, parameter_list=parameter_list
        )
2862 2863 2864 2865
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2866 2867 2868 2869 2870 2871 2872
        '''
        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
2873 2874 2875 2876 2877

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

        # create the dpsgd optimize op
2878
        if self._seed is None:
Z
zhongpu 已提交
2879 2880
            self._seed = 0

J
Jiabin Yang 已提交
2881
        if framework._non_static_mode():
2882 2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2893 2894 2895
            _legacy_C_ops.dpsgd(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                "clip",
                self._clip,
                "batch_size",
                self._batch_size,
                "sigma",
                self._sigma,
                "seed",
                self._seed,
            )
2896
        else:
2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908 2909 2910 2911 2912
            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,
                    "sigma": self._sigma,
                    "seed": self._seed,
                },
                stop_gradient=True,
            )
2913

2914
            return dpsgd_op
2915 2916


2917
class DecayedAdagradOptimizer(Optimizer):
2918
    r"""
2919 2920 2921
    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.
2922

2923
    The parameter ``param_out`` update rule with gradient ``grad``:
2924 2925 2926 2927 2928 2929 2930

    .. math::

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

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

2931 2932 2933 2934
    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
2935 2936 2937
    stability to avoid the division by zero error.

    Args:
2938 2939 2940 2941 2942
        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
2943
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2944 2945
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2946 2947 2948 2949 2950
        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.
2951 2952 2953
        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` ,
2954
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2955 2956 2957 2958 2959 2960
        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.**
2961 2962 2963 2964

    Examples:
        .. code-block:: python

2965 2966
            import paddle.fluid as fluid

2967 2968 2969 2970
            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)
2971
            optimizer.minimize(cost)
2972 2973 2974
    """
    _moment_acc_str = "moment"

2975 2976 2977 2978 2979 2980 2981 2982 2983 2984
    def __init__(
        self,
        learning_rate,
        decay=0.95,
        epsilon=1.0e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
2985 2986 2987 2988
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

2989
        super().__init__(
2990 2991 2992 2993 2994 2995
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2996 2997 2998 2999 3000 3001 3002 3003 3004 3005 3006 3007 3008
        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)

3009 3010 3011
        moment_acc = self._get_accumulator(
            self._moment_acc_str, param_and_grad[0]
        )
3012

J
Jiabin Yang 已提交
3013
        if framework._non_static_mode():
3014 3015 3016 3017 3018 3019 3020 3021 3022 3023 3024 3025
            _legacy_C_ops.decayed_adagrad(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                moment_acc,
                "epsilon",
                self._epsilon,
                "decay",
                self._decay,
            )
3026 3027 3028 3029 3030 3031 3032 3033
        else:
            # 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,
3034
                    "LearningRate": self._create_param_lr(param_and_grad),
3035 3036 3037
                },
                outputs={
                    "ParamOut": param_and_grad[0],
3038
                    "MomentOut": moment_acc,
3039
                },
3040 3041 3042
                attrs={"epsilon": self._epsilon, "decay": self._decay},
                stop_gradient=True,
            )
3043

3044
            return decayed_adagrad_op
3045 3046


3047
class AdadeltaOptimizer(Optimizer):
3048
    r"""
Z
Zeng Jinle 已提交
3049
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
3050

Z
Zeng Jinle 已提交
3051
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
3052 3053 3054
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
3055

Z
Zeng Jinle 已提交
3056 3057
    .. math::

Z
Zeng Jinle 已提交
3058
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
3059

Z
Zeng Jinle 已提交
3060
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
3061

Z
Zeng Jinle 已提交
3062
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
3063 3064

    Args:
Z
Zeng Jinle 已提交
3065 3066 3067
        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
3068
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3069 3070
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3071 3072 3073 3074 3075
        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.
3076 3077 3078
        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` ,
3079
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3080 3081 3082
        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` .
3083 3084 3085 3086

    Examples:
        .. code-block:: python

3087
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
3088

3089
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
3090 3091
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
3092 3093
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
3094

Z
Zeng Jinle 已提交
3095 3096 3097 3098
            # 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)
3099
    """
3100

3101 3102 3103
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

3104 3105 3106 3107 3108 3109 3110 3111 3112 3113
    def __init__(
        self,
        learning_rate,
        epsilon=1.0e-6,
        rho=0.95,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3114 3115 3116 3117 3118 3119
        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.")
3120
        super().__init__(
3121 3122 3123 3124 3125 3126
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
3127 3128 3129 3130 3131
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
3132 3133
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3134 3135 3136 3137 3138 3139

        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):
3140 3141
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3142 3143

        avg_squared_grad_acc = self._get_accumulator(
3144 3145
            self._avg_squared_grad_acc_str, param_and_grad[0]
        )
3146
        avg_squared_update_acc = self._get_accumulator(
3147 3148
            self._avg_squared_update_acc_str, param_and_grad[0]
        )
3149

3150
        if framework.in_dygraph_mode():
3151 3152 3153 3154 3155 3156 3157 3158
            _C_ops.adadelta_(
                param_and_grad[0],
                param_and_grad[1],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                self._rho,
                self._epsilon,
            )
3159
        elif framework._in_legacy_dygraph():
3160 3161 3162 3163 3164 3165 3166 3167 3168 3169 3170 3171 3172
            _legacy_C_ops.adadelta(
                param_and_grad[0],
                param_and_grad[1],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                param_and_grad[0],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                "epsilon",
                self._epsilon,
                "rho",
                self._rho,
            )
3173 3174
        else:
            # Create the adadelta optimizer op
3175 3176 3177 3178 3179 3180 3181 3182 3183 3184 3185 3186 3187 3188 3189 3190
            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, "rho": self._rho},
                stop_gradient=True,
            )
3191

3192
            return adadelta_op
3193 3194


Q
qingqing01 已提交
3195
class RMSPropOptimizer(Optimizer):
3196
    r"""
Q
qingqing01 已提交
3197 3198 3199 3200 3201 3202 3203 3204
    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
3205
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
3206 3207 3208 3209

        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
3210
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
3211 3212 3213 3214 3215 3216

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

    ..  math::

Q
qiaolongfei 已提交
3217
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
3218

3219 3220 3221 3222 3223 3224 3225 3226 3227 3228 3229 3230 3231 3232
        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
3233 3234 3235 3236
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
3237
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
3238 3239 3240 3241 3242
    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.


3243 3244 3245
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
3246
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
3247
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
3248
        momentum(float): :math:`\\beta` in equation is the momentum term,
3249
            default is 0.0.
3250 3251 3252 3253
        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
3254
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3255 3256
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3257 3258 3259 3260 3261
        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.
3262 3263 3264
        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` ,
3265
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3266 3267
        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
3268 3269 3270 3271 3272 3273 3274

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

    Examples:
          .. code-block:: python

3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298 3299
            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
3300 3301 3302 3303
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
3304
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
3305

3306 3307 3308 3309 3310 3311 3312 3313 3314 3315 3316 3317
    def __init__(
        self,
        learning_rate,
        rho=0.95,
        epsilon=1.0e-6,
        momentum=0.0,
        centered=False,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3318
        super().__init__(
3319 3320 3321 3322 3323 3324
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
Q
qingqing01 已提交
3325 3326 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337
        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
3338
        self._centered = centered
Q
qingqing01 已提交
3339 3340 3341 3342 3343 3344 3345 3346

    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)
3347
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
3348 3349 3350 3351 3352

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

3353 3354 3355 3356 3357 3358 3359 3360 3361
        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]
        )
        mean_grad_acc = self._get_accumulator(
            self._mean_grad_acc_str, param_and_grad[0]
        )
C
caozhou 已提交
3362
        if in_dygraph_mode():
3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374
            _C_ops.rmsprop_(
                param_and_grad[0],
                mean_square_acc,
                param_and_grad[1],
                momentum_acc,
                self._create_param_lr(param_and_grad),
                mean_grad_acc,
                self._epsilon,
                self._rho,
                self._momentum,
                self._centered,
            )
C
caozhou 已提交
3375 3376
            return None
        elif _in_legacy_dygraph():
3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391 3392 3393 3394 3395
            _legacy_C_ops.rmsprop(
                param_and_grad[0],
                mean_square_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[1],
                momentum_acc,
                param_and_grad[0],
                momentum_acc,
                mean_square_acc,
                mean_grad_acc,
                "epsilon",
                self._epsilon,
                "decay",
                self._rho,
                "momentum",
                self._momentum,
                "centered",
                self._centered,
            )
C
caozhou 已提交
3396
            return None
3397 3398 3399 3400 3401 3402 3403 3404 3405 3406 3407 3408 3409 3410 3411
        else:
            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,
                    "MeanGrad": mean_grad_acc,
                    "LearningRate": self._create_param_lr(param_and_grad),
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "MomentOut": momentum_acc,
                    "MeanSquareOut": mean_square_acc,
3412
                    "MeanGradOut": mean_grad_acc,
3413 3414 3415 3416 3417
                },
                attrs={
                    "epsilon": self._epsilon,
                    "decay": self._rho,
                    "momentum": self._momentum,
3418
                    "centered": self._centered,
3419
                },
3420 3421
                stop_gradient=True,
            )
Q
qingqing01 已提交
3422

3423
            return rmsprop_op
Q
qingqing01 已提交
3424 3425


Q
qiaolongfei 已提交
3426
class FtrlOptimizer(Optimizer):
3427
    r"""
Q
qiaolongfei 已提交
3428 3429 3430 3431 3432 3433 3434 3435 3436 3437 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449 3450 3451 3452 3453 3454 3455 3456 3457 3458 3459 3460 3461 3462 3463 3464 3465
    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

3466 3467 3468 3469 3470
    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
3471
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3472 3473
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3474 3475 3476 3477 3478
        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.
3479 3480 3481
        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` ,
3482
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3483 3484
        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
3485 3486 3487 3488 3489 3490 3491

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

    Examples:
          .. code-block:: python

3492 3493 3494 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505 3506 3507 3508 3509 3510 3511 3512 3513 3514 3515
            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
3516

3517
    NOTE:
C
chengduo 已提交
3518
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
3519 3520 3521 3522 3523
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

3524 3525 3526 3527 3528 3529 3530 3531 3532 3533 3534
    def __init__(
        self,
        learning_rate,
        l1=0.0,
        l2=0.0,
        lr_power=-0.5,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3535
        super().__init__(
3536 3537 3538 3539 3540 3541
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
Q
qiaolongfei 已提交
3542 3543 3544 3545 3546 3547 3548 3549 3550 3551 3552 3553 3554 3555 3556 3557 3558 3559 3560 3561
        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.")

3562 3563 3564 3565 3566 3567
        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]
        )
J
Jiabin Yang 已提交
3568
        if framework._non_static_mode():
3569 3570 3571 3572 3573 3574 3575 3576 3577 3578 3579 3580 3581 3582 3583 3584
            _legacy_C_ops.ftrl(
                param_and_grad[0],
                squared_acc,
                linear_acc,
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                squared_acc,
                linear_acc,
                "l1",
                self._l1,
                "l2",
                self._l2,
                "lr_power",
                self._lr_power,
            )
3585 3586

        else:
3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600 3601 3602 3603 3604 3605 3606 3607
            ftrl_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "SquaredAccumulator": squared_acc,
                    "LinearAccumulator": linear_acc,
                    "LearningRate": self._create_param_lr(param_and_grad),
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "SquaredAccumOut": squared_acc,
                    "LinearAccumOut": linear_acc,
                },
                attrs={
                    "l1": self._l1,
                    "l2": self._l2,
                    "lr_power": self._lr_power,
                },
                stop_gradient=True,
            )
Q
qiaolongfei 已提交
3608

3609
            return ftrl_op
Q
qiaolongfei 已提交
3610 3611


Y
Yibing Liu 已提交
3612
class LambOptimizer(AdamOptimizer):
3613
    r"""
Y
Yibing Liu 已提交
3614 3615
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

3616 3617 3618
    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
    correction. For more information, please refer to `Large Batch Optimization for
Y
Yibing Liu 已提交
3619
    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
Y
Yibing Liu 已提交
3620 3621 3622 3623 3624

    The updating of parameters follows:

    ..  math::

3625
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t
Y
Yibing Liu 已提交
3626

Y
Yibing Liu 已提交
3627
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
3628

3629 3630 3631 3632
        m_t &= \\frac{m_t}{\\beta_1^t}

        v_t &= \\frac{v_t}{\\beta_2^t}

Y
Yibing Liu 已提交
3633
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
3634

Y
Yibing Liu 已提交
3635
        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
3636 3637


3638
    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the
Y
Yibing Liu 已提交
3639 3640 3641
    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    Args:
Y
Yibing Liu 已提交
3642 3643 3644 3645 3646 3647 3648 3649
        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
3650
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3651 3652
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3653 3654 3655 3656 3657
        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.
3658 3659
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
3660 3661 3662
            ( :ref:`api_paddle_fluid_clip_ClipGradByGlobalNorm` , :ref:`api_paddle_fluid_clip_ClipGradByNorm` ,
            :ref:`api_paddle_fluid_clip_ClipGradByValue` ). If you want better convergence, it is recommended
            to use :ref:`api_paddle_fluid_clip_ClipGradByGlobalNorm` . Default None, meaning there is no gradient clipping.
3663 3664
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight
            decay when **exclude_from_weight_decay_fn(parameter)** returns true.
Y
Yibing Liu 已提交
3665
            Default None.
3666
        name(str|None): For detailed information, please refer to
Y
Yibing Liu 已提交
3667
            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
Y
Yibing Liu 已提交
3668 3669 3670

    Examples:
        .. code-block:: python
3671 3672

            import paddle.fluid as fluid
Y
Yibing Liu 已提交
3673

Y
Yibing Liu 已提交
3674
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
3675 3676 3677
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
3678 3679 3680 3681 3682
            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
3683 3684 3685 3686 3687 3688 3689
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

3690 3691 3692 3693 3694 3695 3696 3697 3698 3699 3700 3701 3702
    def __init__(
        self,
        learning_rate=0.001,
        lamb_weight_decay=0.01,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        exclude_from_weight_decay_fn=None,
        name=None,
    ):
Y
Yibing Liu 已提交
3703 3704 3705 3706 3707
        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
3708
        super().__init__(
3709 3710 3711 3712 3713 3714 3715 3716 3717
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name,
        )
Y
Yibing Liu 已提交
3718 3719
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
3720
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
3721 3722 3723

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3724
        block.program._use_lamb = True
Y
Yibing Liu 已提交
3725

3726 3727 3728 3729 3730 3731 3732 3733 3734 3735 3736 3737 3738 3739 3740 3741 3742
        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]
        )

        if (
            self._exclude_from_weight_decay_fn is not None
            and self._exclude_from_weight_decay_fn(param_and_grad[0])
        ):
Y
Yibing Liu 已提交
3743 3744 3745
            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay
3746
        lr = self._create_param_lr(param_and_grad)
3747
        master_weight = None
J
Jiabin Yang 已提交
3748
        if framework._non_static_mode():
3749 3750 3751 3752 3753 3754 3755 3756 3757 3758 3759 3760 3761 3762 3763 3764 3765 3766 3767 3768 3769 3770 3771 3772
            _legacy_C_ops.lamb(
                param_and_grad[0],
                param_and_grad[1],
                lr,
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                param_and_grad[0],
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                'beta1',
                self._beta1,
                'beta2',
                self._beta2,
                'epsilon',
                self._epsilon,
                'weight_decay',
                weight_decay,
            )
3773
            return None
Y
Yibing Liu 已提交
3774

Y
Yibing Liu 已提交
3775
        # create the lamb optimize op
3776 3777 3778 3779 3780 3781 3782 3783 3784 3785 3786 3787 3788 3789 3790 3791 3792 3793 3794 3795 3796 3797 3798 3799 3800 3801
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": lr,
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc,
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2,
                "Beta1PowOut": beta1_pow_acc,
                "Beta2PowOut": beta2_pow_acc,
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
                "weight_decay": weight_decay,
            },
            stop_gradient=True,
        )
Y
Yibing Liu 已提交
3802 3803 3804 3805

        return lamb_op


3806 3807 3808 3809 3810 3811 3812 3813 3814 3815 3816 3817 3818
# 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
3819
Dpsgd = DpsgdOptimizer
3820
DecayedAdagrad = DecayedAdagradOptimizer
3821
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
3822
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
3823
Ftrl = FtrlOptimizer
3824
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
3825
Lamb = LambOptimizer
3826 3827 3828


class ModelAverage(Optimizer):
3829
    r"""
3830
	:api_attr: Static Graph
S
swtkiwi 已提交
3831

3832 3833 3834 3835 3836 3837 3838 3839 3840 3841 3842 3843 3844 3845 3846 3847 3848 3849
    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:

    ::
3850

3851 3852 3853 3854 3855 3856 3857 3858 3859
        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.
3860 3861

    Args:
3862 3863 3864
        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.
3865 3866 3867 3868 3869
        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.
3870 3871 3872
        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.
3873

3874
    Examples:
Q
qiaolongfei 已提交
3875 3876 3877

      .. code-block:: python

3878 3879 3880 3881 3882 3883
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3884

3885 3886 3887 3888
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3889
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3890 3891 3892 3893 3894 3895 3896 3897
            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,
3898
                                                         max_average_window=12500)
3899 3900

            exe.run(startup_program)
3901 3902 3903 3904 3905
            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])
3906 3907

            # apply ModelAverage
3908
            with model_average.apply(exe):
3909 3910 3911 3912
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3913 3914
    """

3915 3916 3917 3918 3919 3920 3921 3922
    def __init__(
        self,
        average_window_rate,
        min_average_window=10000,
        max_average_window=10000,
        regularization=None,
        name=None,
    ):
J
Jiabin Yang 已提交
3923
        if framework._non_static_mode():
Z
zhongpu 已提交
3924
            raise Exception("In dygraph, don't support ModelAverage.")
3925
        super().__init__(0.0, regularization=regularization, name=name)
3926 3927 3928
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3929

3930
        self.params_grads = []
3931 3932 3933
        for param in (
            framework.default_main_program().global_block().all_parameters()
        ):
3934
            if param.do_model_average != False:
3935
                grad = param.block.create_var(
3936 3937 3938
                    name=unique_name.generate_with_ignorable_key(
                        ".".join([param.name, 'tmp'])
                    ),
3939 3940
                    dtype=param.dtype,
                    persistable=False,
3941 3942
                    stop_gradient=True,
                )
3943
                self.params_grads.append((param, grad))
3944

3945
        for param, grad in self.params_grads:
3946 3947
            if grad is None:
                continue
X
Xin Pan 已提交
3948
            with param.block.program._optimized_guard(
3949 3950
                [param, grad]
            ), name_scope('move_average'):
3951
                self._append_average_accumulate_op(param)
3952

3953 3954 3955 3956
        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:
3957
                self._add_average_apply_op(block, param_grad)
3958 3959 3960 3961 3962

        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:
3963
                self._add_average_restore_op(block, param_grad)
3964

3965
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3966 3967 3968 3969 3970 3971
        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(
3972 3973
            self._get_accumulator('num_accumulates', param)
        )
L
Luo Tao 已提交
3974
        old_num_accumulates = block._clone_variable(
3975 3976
            self._get_accumulator('old_num_accumulates', param)
        )
L
Luo Tao 已提交
3977
        num_updates = block._clone_variable(
3978 3979
            self._get_accumulator('num_updates', param)
        )
3980 3981 3982 3983 3984
        # 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
3985
        tmp = layers.cast(
3986
            x=tmp, dtype='float32' if self._dtype is None else self._dtype
3987
        )
D
dzhwinter 已提交
3988
        sum = layers.cast(
3989
            x=sum, dtype='float32' if self._dtype is None else self._dtype
3990
        )
3991
        paddle.assign(paddle.divide(sum, tmp), output=param)
3992 3993

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3994 3995
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3996 3997 3998 3999 4000 4001 4002
        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)
4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 4014 4015 4016 4017 4018 4019 4020 4021 4022 4023 4024 4025 4026 4027 4028 4029 4030 4031 4032 4033 4034 4035 4036 4037 4038
        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,
            },
            stop_gradient=True,
        )
4039

S
rename  
sneaxiy 已提交
4040
    @signature_safe_contextmanager
4041
    def apply(self, executor, need_restore=True):
4042 4043
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
4044 4045

        Args:
4046 4047 4048 4049 4050 4051 4052 4053 4054 4055 4056 4057 4058 4059 4060 4061 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
            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])
4090
        """
4091 4092 4093 4094 4095 4096
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
4097 4098

    def restore(self, executor):
4099 4100
        """
        Restore ``Parameter`` values of current model.
4101

4102
        Args:
4103 4104 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
            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)
4147
        """
4148
        executor.run(self.restore_program)
4149 4150


4151
class ExponentialMovingAverage:
4152
    r"""
4153
        :api_attr: Static Graph
S
swtkiwi 已提交
4154

4155 4156 4157 4158 4159 4160
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

4161
        \\text{EMA}_0 & = 0
4162

4163
        \\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t
4164

4165 4166 4167
    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
Y
Yibing Liu 已提交
4168
    the **restore()** method is used to restore the parameters.
4169

4170 4171 4172 4173
    **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
4174 4175

    ..  math::
4176

4177 4178
        \\widehat{\\text{EMA}}_t = \\frac{\\text{EMA}_t}{1 - \\text{decay}^t}

4179 4180
    **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
4181
    relative smaller decay rate in the very beginning. The argument **thres_steps**
4182
    allows users to pass a Variable to schedule the decay rate, in this case,
4183
    the actual decay rate becomes
4184

4185
    ..  math::
4186

4187 4188 4189
        \\min(\\text{decay}, \\frac{1 + \\text{thres_steps}}{10 + \\text{thres_steps}})

    Usually **thres_steps** can be the global training steps.
4190 4191 4192


    Args:
4193 4194 4195
        decay (float, optional): The exponential decay rate, usually close to 1, such as 0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None, optional): If not `None`, schedule the decay rate. Default None.
        name (str|None, optional): For detailed information, please refer to :ref:`api_guide_Name`. Usually name is no need to set and None by default.
4196 4197 4198 4199


    Examples:

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
        .. code-block:: python

            import numpy
            import paddle
            import paddle.static as static
            from paddle.static import ExponentialMovingAverage

            paddle.enable_static()

            data = static.data(name='x', shape=[-1, 5], dtype='float32')
            hidden = static.nn.fc(x=data, size=10)
            cost = paddle.mean(hidden)

            test_program = static.default_main_program().clone(for_test=True)
            optimizer = paddle.optimizer.Adam(learning_rate=0.001)
            optimizer.minimize(cost)

            ema = ExponentialMovingAverage(0.999)
            ema.update()

            place = paddle.CPUPlace()
            exe = static.Executor(place)
            exe.run(static.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=static.default_main_program(),
4228
                    feed={'x': data},
4229 4230 4231 4232 4233 4234
                    fetch_list=[cost.name])

                # usage 1
                with ema.apply(exe):
                    data = numpy.random.random(size=(10, 5)).astype('float32')
                    exe.run(program=test_program,
4235
                        feed={'x': data},
4236 4237 4238 4239 4240 4241
                        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,
4242
                        feed={'x': data},
4243 4244 4245
                        fetch_list=[hidden.name])
                ema.restore(exe)

4246 4247
    """

4248
    def __init__(self, decay=0.999, thres_steps=None, name=None):
J
Jiabin Yang 已提交
4249
        if framework._non_static_mode():
Z
zhongpu 已提交
4250
            raise Exception(
4251 4252
                "In dygraph, don't support ExponentialMovingAverage."
            )
4253
        self._decay = decay
4254
        self._thres_steps = thres_steps
4255
        self._name = name if name is not None else ''
4256 4257
        self._decay_var = self._get_ema_decay()

4258
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
4259
        self._params_tmps = []
4260
        for param in default_main_program().global_block().all_parameters():
4261
            if param.do_model_average != False:
4262 4263 4264 4265 4266 4267 4268 4269
                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
4270
                self._params_tmps.append((param, tmp))
4271

Y
Yibing Liu 已提交
4272 4273
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
4274 4275 4276
            with param.block.program._optimized_guard([param, tmp]), name_scope(
                'moving_average'
            ):
Y
Yibing Liu 已提交
4277
                self._ema_vars[param.name] = self._create_ema_vars(param)
4278 4279 4280 4281

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
4282
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
4283
            for param, tmp in self._params_tmps:
4284 4285
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
4286
                ema = block._clone_variable(self._ema_vars[param.name])
4287
                layers.assign(input=param, output=tmp)
4288
                # bias correction
4289 4290
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
4291 4292 4293
                        layers.assign(
                            output=param, input=ema / (1.0 - decay_pow)
                        )
4294 4295
                    with switch.default():
                        layers.assign(output=param, input=ema)
4296 4297 4298 4299

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
4300
            for param, tmp in self._params_tmps:
4301 4302 4303 4304
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

4305 4306 4307 4308 4309 4310 4311
    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,
4312 4313
                name="scheduled_ema_decay_rate",
            )
4314 4315 4316 4317 4318 4319 4320 4321

            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(
4322 4323
                            np.array([self._decay], dtype=np.float32), decay_var
                        )
4324 4325 4326
        return decay_var

    def _get_decay_pow(self, block):
4327 4328 4329 4330 4331 4332 4333
        global_step = layers.create_global_var(
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True,
        )
4334
        global_step = layers.cast(global_step, "float32")
4335
        decay_var = block._clone_variable(self._decay_var)
4336
        decay_pow_acc = paddle.pow(decay_var, global_step)
4337
        return decay_pow_acc, global_step
4338

Y
Yibing Liu 已提交
4339
    def _create_ema_vars(self, param):
4340 4341 4342 4343 4344
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
4345 4346
            persistable=True,
        )
4347 4348 4349

        return param_ema

Y
Yibing Liu 已提交
4350
    def update(self):
4351 4352
        """
        Update Exponential Moving Average. Should only call this method in
Y
Yibing Liu 已提交
4353 4354
        train program.
        """
4355
        global_step = layers.autoincreased_step_counter(
4356 4357
            counter_name=self._step_counter_name
        )
4358
        param_master_emas = []
Y
Yibing Liu 已提交
4359
        for param, tmp in self._params_tmps:
4360 4361 4362
            with param.block.program._optimized_guard([param, tmp]), name_scope(
                'moving_average'
            ):
Y
Yibing Liu 已提交
4363
                param_ema = self._ema_vars[param.name]
4364
                if param.name + '.master' in self._ema_vars:
4365 4366 4367 4368
                    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 * (
4369 4370
                        1 - self._decay_var
                    )
4371 4372 4373 4374 4375 4376 4377 4378 4379 4380
                    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,
4381 4382 4383
                    "out_dtype": param_ema.dtype,
                },
            )
Y
Yibing Liu 已提交
4384

4385 4386 4387 4388
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
4389

4390 4391
        Args:
            executor (Executor): The Executor to execute applying.
4392
            need_restore (bool, optional): Whether to restore parameters after
Y
Yibing Liu 已提交
4393
                applying. Default True.
4394 4395 4396 4397 4398 4399 4400 4401 4402 4403
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
4404

4405 4406 4407 4408
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
hutuxian 已提交
4409 4410


4411
class PipelineOptimizer:
4412
    """
4413
        :api_attr: Static Graph
S
swtkiwi 已提交
4414

4415 4416 4417 4418
    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
4419

4420
    Args:
4421 4422 4423
        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].
4424

4425 4426
    Examples:
        .. code-block:: python
H
hutuxian 已提交
4427

4428
            import paddle.fluid as fluid
H
hutuxian 已提交
4429 4430
            import paddle.fluid.layers as layers

4431 4432 4433 4434 4435 4436 4437 4438 4439 4440 4441 4442 4443 4444 4445 4446
            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
4447
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
4448
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
4449
            optimizer.minimize(loss)
4450 4451 4452 4453 4454 4455 4456 4457 4458

            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
4459 4460
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
4461 4462
            batch_size = 1
            data_loader.start()
H
hutuxian 已提交
4463
            exe.train_from_dataset(
4464
                    fluid.default_main_program())
4465
            data_loader.reset()
4466 4467
    """

4468
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
4469 4470 4471 4472 4473
        self._device = 'cpu'
        if core.is_compiled_with_npu():
            self._device = "npu"
        elif core.is_compiled_with_cuda():
            self._device = "gpu"
J
Jiabin Yang 已提交
4474
        if framework._non_static_mode():
Z
zhongpu 已提交
4475
            raise Exception("In dygraph, don't support PipelineOptimizer.")
4476 4477 4478 4479 4480
        valid_optimizers = (
            Optimizer,
            paddle.optimizer.Optimizer,
            paddle.fluid.contrib.mixed_precision.decorator.OptimizerWithMixedPrecision,
        )
4481
        if not isinstance(optimizer, valid_optimizers):
4482 4483 4484 4485 4486 4487 4488
            raise ValueError(
                "The 'optimizer' parameter for "
                "PipelineOptimizer must be an instance of "
                "{}, but the given type is {}.".format(
                    valid_optimizers, type(optimizer)
                )
            )
H
hutuxian 已提交
4489
        self._optimizer = optimizer
4490 4491 4492 4493 4494 4495

        # Get the original optimizer defined by users, such as SGD
        self._origin_optimizer = self._optimizer
        while hasattr(self._origin_optimizer, "inner_opt"):
            self._origin_optimizer = self._origin_optimizer.inner_opt

4496 4497 4498
        assert (
            num_microbatches >= 1
        ), "num_microbatches must be a positive value."
4499
        self._num_microbatches = num_microbatches
4500 4501 4502
        assert (
            start_cpu_core_id >= 0
        ), "start_cpu_core_id must be a non-negative integer."
H
hutuxian 已提交
4503
        self._start_cpu_core_id = start_cpu_core_id
4504 4505 4506 4507 4508 4509
        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()
4510
        self._param_device_map = None
4511 4512
        self._pipeline_pair = []
        self._pp_ring_map = dict()
4513 4514
        self.output_var_to_op = None
        self.input_var_to_op = None
4515 4516 4517 4518 4519 4520 4521 4522 4523 4524 4525 4526 4527 4528 4529

    # insert allreduce op to sync global information for global
    # gradient clip and amp
    def _insert_allreduce_op(self, op_idx, block):
        """
        Insert allreduce op to sync global information for global
        gradient clip and amp.
        """
        op = block.ops[op_idx]
        out_name = op.desc.output_arg_names()[0]
        out_var = block.var(out_name)
        offset = 0
        if op.type == "reduce_any":
            # cast the bool var to int32 to use allreduce_max op
            temp_var_name = unique_name.generate(out_name + "_cast_int32")
4530 4531 4532 4533 4534 4535 4536 4537 4538 4539 4540 4541 4542 4543
            temp_var = block.create_var(
                name=temp_var_name, shape=[1], dtype="int32"
            )
            block._insert_op(
                op_idx + 1 + offset,
                type='cast',
                inputs={'X': out_var},
                outputs={'Out': temp_var},
                attrs={
                    'in_dtype': out_var.dtype,
                    'out_dtype': temp_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
4544 4545 4546 4547
            offset += 1
        block._insert_op(
            op_idx + 1 + offset,
            type='c_allreduce_max'
4548 4549
            if op.type == "reduce_any"
            else 'c_allreduce_sum',
4550 4551 4552
            inputs={'X': temp_var if op.type == "reduce_any" else out_var},
            outputs={'Out': temp_var if op.type == "reduce_any" else out_var},
            attrs={
4553
                'ring_id': self.global_ring_id,
4554
                self._op_role_key: self._op_role.Optimize,
4555 4556 4557
                'use_calc_stream': True,
            },
        )
4558 4559
        offset += 1
        if op.type == "reduce_any":
4560 4561 4562 4563 4564 4565 4566 4567 4568 4569 4570
            block._insert_op(
                op_idx + 1 + offset,
                type='cast',
                inputs={'X': temp_var},
                outputs={'Out': out_var},
                attrs={
                    'in_dtype': temp_var.dtype,
                    'out_dtype': out_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
4571
            offset += 1
4572
        return offset
H
hutuxian 已提交
4573

4574
    def _create_vars(self, block, ori_block):
4575
        # Create vars for block, copied from ori_block
H
hutuxian 已提交
4576
        used_var_set = set()
4577 4578 4579 4580 4581 4582 4583 4584 4585
        added_op_num = 0
        op_idx = 0
        op_size = block.desc.op_size()
        while op_idx < op_size + added_op_num:
            # Whether to insert allreduce_sum or allreduce_max op.
            # For amp and global gradient clip strategies, we should
            # get the global information, so allreduce op is needed.
            should_insert = False
            op = block.ops[op_idx]
4586
            # For op process vars on all devices, remove its input
4587 4588 4589 4590 4591 4592 4593 4594 4595 4596 4597 4598 4599 4600 4601
            # vars not in this block
            reserved_x = []
            if op.type == 'reduce_any' and self._is_optimize_op(op):
                should_insert = True
            elif op.type == 'concat' and self._is_optimize_op(op):
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
            elif op.type == 'update_loss_scaling':
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                op.desc.set_output('Out', reserved_x)
4602 4603 4604 4605 4606 4607 4608 4609 4610 4611
            elif op.type == 'check_finite_and_unscale':
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                op.desc.set_output('Out', reserved_x)
                if len(reserved_x) == 0:
                    block._remove_op(op_idx)
                    op_size -= 1
                    continue
4612 4613 4614 4615 4616 4617 4618 4619
            elif op.type == 'sum' and self._is_gradient_clip_op(op):
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                should_insert = True

            vars = op.desc.input_arg_names() + op.desc.output_arg_names()
H
hutuxian 已提交
4620
            for var in vars:
4621 4622
                # a var whose name contains "blocking_queue"
                # only exists in startup program
4623
                if var in used_var_set or "_blocking_queue" in var:
H
hutuxian 已提交
4624 4625
                    continue
                used_var_set.add(var)
4626 4627
                if block._find_var_recursive(str(var)):
                    continue
4628
                source_var = ori_block._var_recursive(str(var))
4629
                if source_var.type == core.VarDesc.VarType.READER:
4630
                    dest_var = block.create_var(
4631 4632
                        name=var,
                        type=core.VarDesc.VarType.READER,
4633 4634
                        persistable=source_var.persistable,
                    )
4635 4636 4637 4638 4639 4640 4641 4642 4643 4644 4645
                elif isinstance(source_var, Parameter):
                    dest_var = block.create_parameter(
                        name=source_var.name,
                        shape=source_var.shape,
                        dtype=source_var.dtype,
                        type=source_var.type,
                        lod_level=source_var.lod_level,
                        stop_gradient=source_var.stop_gradient,
                        trainable=source_var.trainable,
                        optimize_attr=source_var.optimize_attr,
                        regularizer=source_var.regularizer,
4646 4647
                        error_clip=source_var.error_clip,
                    )
4648
                else:
4649
                    dest_var = block._clone_variable(source_var, False)
4650
                self._clone_var_attr(dest_var, source_var)
4651 4652 4653
            # When use with sharding, allreduce_sum and allreduce_max
            # used for global gradient clip and amp will be added by sharding.
            op_idx += 1
4654 4655
            if self.use_sharding or not should_insert:
                continue
4656 4657 4658 4659
            inserted_ops = self._insert_allreduce_op(op_idx - 1, block)
            added_op_num += inserted_ops
            op_idx += inserted_ops
        block._sync_with_cpp()
H
hutuxian 已提交
4660

4661
    def _is_loss_grad_op(self, op):
4662 4663
        assert self._op_role_key in op.attr_names
        op_role = int(op.attr(self._op_role_key))
4664
        return op_role & int(self._op_role.Backward) and op_role & int(
4665 4666
            self._op_role.Loss
        )
4667

4668
    def _is_forward_op(self, op):
4669 4670 4671
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) == int(self._op_role.Forward)
        )
4672

4673
    def _is_backward_op(self, op):
4674
        return self._op_role_key in op.attr_names and (
4675 4676
            int(op.attr(self._op_role_key)) & int(self._op_role.Backward)
        )
4677 4678 4679 4680

    def _is_loss_op(self, op):
        assert self._op_role_key in op.attr_names
        return int(op.attr(self._op_role_key)) == int(self._op_role.Loss)
4681 4682

    def _is_optimize_op(self, op):
4683
        return self._op_role_key in op.attr_names and (
4684 4685
            int(op.attr(self._op_role_key)) & int(self._op_role.Optimize)
        )
4686 4687

    def _is_update_op(self, op):
4688 4689 4690 4691 4692
        return (
            'Param' in op.input_names
            and 'Grad' in op.input_names
            and ("LearningRate" in op.input_names)
        )
4693

4694
    def _split_program(self, main_program, devices):
H
hutuxian 已提交
4695
        """
4696
        Split a program into sections according to devices that ops run on.
4697
        The op whose op_device attr is "gpu:all" is copied to all sections.
4698 4699 4700

        Args:
            main_program (Program): the main program
4701
            devices: all used devices
H
hutuxian 已提交
4702
        """
4703
        # Map from device to its corresponding section program info
4704
        device_program_map = defaultdict(Program)
4705

4706
        block = main_program.block(0)
4707 4708
        for op in block.ops:
            device = op.attr(self._op_device_key)
4709
            # Copy ops whose op_device set to "gpu:all" to all sections.
4710
            if device == f"{self._device}:all":
4711
                for device in devices:
4712 4713
                    program = device_program_map[device]
                    op_desc = op.desc
4714
                    ap_op = program.global_block().desc.append_op()
4715
                    ap_op.copy_from(op_desc)
4716
                    ap_op._set_attr(self._op_device_key, "")
4717 4718 4719
            else:
                program = device_program_map[device]
                op_desc = op.desc
4720
                ap_op = program.global_block().desc.append_op()
4721
                ap_op.copy_from(op_desc)
4722
                ap_op._set_attr(self._op_device_key, "")
4723

4724
        program_list = []
4725
        for key in devices:
4726
            program = device_program_map[key]
4727 4728
            program._sync_with_cpp()
            program_list.append(program)
H
hutuxian 已提交
4729

4730
        return program_list
H
hutuxian 已提交
4731

4732 4733 4734 4735 4736 4737 4738
    def _get_op_device_for_startup_program(self, var_name):
        """
        For adam optimizer, it will add accumulators and initialize them
        with fill_constant, and force the op device to cpu. Hence, we should
        get the real op_device attribute of the fill_constant as the device
        where the corresponding parameters on.
        """
4739 4740
        assert "beta1_pow_acc" in var_name or "beta2_pow_acc" in var_name, (
            'For accumulators for Adam, the name must contain beta1_pow_acc '
4741
            'or beta2_pow_acc.'
4742 4743
        )
        param_name = var_name[0 : var_name.index('_beta')]
4744 4745 4746
        device = self._param_device_map[param_name]
        return device

4747 4748
    def _split_startup_program(self, startup_program, device_id):
        block = startup_program.global_block()
4749 4750 4751
        new_startup_program = Program()
        for op in block.ops:
            device = op.attr(self._op_device_key)
4752 4753
            if device == "cpu":
                assert op.type == "fill_constant", (
4754
                    "For ops in startup program with the op_device attribute "
4755 4756
                    "of cpu, they must be of type fill_constant."
                )
4757 4758 4759
                output_var = op.output_arg_names[0]
                device = self._get_op_device_for_startup_program(output_var)

4760
            if device:
4761
                device_index = int(device.split(':')[1])
4762
            else:
4763 4764
                # LR related ops
                device = None
4765 4766
            if device and device_index != device_id:
                continue
4767
            op_desc = op.desc
4768
            ap_op = new_startup_program.global_block().desc.append_op()
4769 4770 4771
            ap_op.copy_from(op_desc)
            ap_op._set_attr(self._op_device_key, "")
        new_startup_program._sync_with_cpp()
4772
        self._create_vars(new_startup_program.global_block(), block)
4773 4774
        return new_startup_program

4775
    def _find_post_op(self, index, var_name):
H
hutuxian 已提交
4776
        """
4777
        Find the post op that has variable named var_name as input.
H
hutuxian 已提交
4778
        """
4779 4780 4781 4782 4783 4784
        # bugfix for uniform hybrid parallelism
        if '.cast_fp32' in var_name:
            var_name = var_name.replace('.cast_fp32', '')
        if '.cast_fp16' in var_name:
            var_name = var_name.replace('.cast_fp16', '')

4785
        post_ops = self.input_var_to_op[var_name]
4786
        if post_ops is None:
4787
            return None
4788 4789 4790 4791 4792 4793
        result_op = None
        for post_op, post_idx in reversed(post_ops):
            if post_idx > index:
                result_op = post_op
                break
        return result_op
4794

4795
    def _find_prev_op(self, index, var_name):
H
hutuxian 已提交
4796
        """
4797 4798
        Find the previous op of op with index that outputs
        variable named var_name.
H
hutuxian 已提交
4799
        """
4800
        prev_ops = self.output_var_to_op[var_name]
4801
        if prev_ops is None:
4802
            return None
4803 4804 4805 4806
        result_op = None
        for prev_op, prev_idx in reversed(prev_ops):
            if prev_idx < index:
                result_op = prev_op
4807
                break
4808
        return result_op
4809 4810

    def _rename_arg(self, op, old_name, new_name):
4811 4812
        op._rename_input(old_name, new_name)
        op._rename_output(old_name, new_name)
4813

4814
    def _create_var(self, block, ref_var, name, dtype=None):
4815 4816 4817 4818 4819 4820 4821 4822
        """
        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,
4823
            dtype=ref_var.dtype if dtype is None else dtype,
4824 4825
            type=ref_var.type,
            lod_level=ref_var.lod_level,
4826 4827
            persistable=ref_var.persistable,
            is_data=ref_var.is_data,
4828 4829
            need_check_feed=ref_var.desc.need_check_feed(),
        )
4830
        self._clone_var_attr(new_var, ref_var)
4831 4832
        return new_var

4833 4834 4835 4836 4837
    def _clone_var_attr(self, dest, src):
        dest.stop_gradient = src.stop_gradient
        if hasattr(src, 'is_distributed'):
            dest.is_distributed = src.is_distributed

4838 4839 4840 4841 4842 4843
    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
4844

4845 4846 4847 4848 4849 4850
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

4851
    def _get_op_device_attr(self, op):
H
hutuxian 已提交
4852
        """
4853
        Get the op_device attribute of a op.
H
hutuxian 已提交
4854
        """
4855 4856 4857 4858 4859
        device = (
            op.attr(self._op_device_key)
            if op.has_attr(self._op_device_key)
            else None
        )
4860
        if device:
4861 4862
            assert device[0:3] == 'gpu' or device[0:3] == 'npu', (
                "Now, only gpu and npu devices are "
4863
                "supported in pipeline parallemism."
4864
            )
4865 4866 4867 4868 4869 4870 4871 4872 4873 4874 4875 4876 4877
        return device

    def _add_op_device_attr_for_op(self, op, idx, block):
        """
        Add op_device attrribute for ops that have not that attribute set.
        We use "gpu:all" to represent the op should be put on all
        sub-programs, such as lr-related ops. Note that: "gpu:all"
        is only used by pipeline as an indicator.
        """
        lrsched_role = int(self._op_role.LRSched)
        if op.attr(self._op_role_key) == lrsched_role:
            # For LRSched ops, we should put them on all sub-programs to
            # make sure each sub-program update the lr correctly
4878
            op._set_attr(self._op_device_key, f"{self._device}:all")
4879 4880 4881 4882
        # bugfix in hybrid parallelism
        elif op.type == "sum" and self._is_backward_op(op):
            # For sum ops that compute the sum of @RENAMED@ vars
            for name in op.desc.input_arg_names():
4883 4884 4885
                assert (
                    '@RENAME@' in name
                ), "The op must be sum used to accumulate renamed vars."
4886 4887 4888 4889
            assert len(op.desc.output_arg_names()) == 1
            out_name = op.desc.output_arg_names()[0]
            post_op = self._find_post_op(idx, out_name)
            assert post_op.has_attr(
4890 4891 4892 4893
                'op_device'
            ), "{} has no op_device attr for var {}".format(
                post_op.type, out_name
            )
4894 4895 4896
            device = post_op.attr(self._op_device_key)
            assert device, "The post op must have op_device set."
            op._set_attr(self._op_device_key, device)
4897 4898 4899
        elif (op.type == "cast" or op.type == "scale") and self._is_backward_op(
            op
        ):
4900
            prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4901 4902
            op._set_attr(self._op_device_key, prev_op.attr(self._op_device_key))
        elif op.type == "memcpy" and not self._is_optimize_op(op):
4903
            # for checkpoint offloading
4904 4905 4906
            assert (
                len(op.input_arg_names) == 1 and len(op.output_arg_names) == 1
            )
4907 4908 4909
            input_name = op.input_arg_names[0]
            output_name = op.output_arg_names[0]
            if '@Fetch' in output_name:
4910
                post_op = self._find_post_op(idx, output_name)
4911 4912 4913
                op._set_attr(
                    self._op_device_key, post_op.attr(self._op_device_key)
                )
4914
            else:
4915
                prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4916 4917 4918
                op._set_attr(
                    self._op_device_key, prev_op.attr(self._op_device_key)
                )
4919 4920 4921
        elif self._is_loss_op(op):
            # For loss * loss_scaling op added by AMP
            offset = 1
4922 4923 4924
            while not block.ops[idx + offset].has_attr(
                self._op_device_key
            ) or not block.ops[idx + offset].attr(self._op_device_key):
4925 4926 4927 4928 4929 4930 4931 4932 4933
                offset += 1
            device = block.ops[idx + offset].attr(self._op_device_key)
            assert device, "Please put you program within device_guard scope."
            for i in range(offset):
                block.ops[idx + i]._set_attr(self._op_device_key, device)
        elif self._is_optimize_op(op) and op.type == "cast":
            # For fp16-->fp32 cast added by AMP
            grad_name = op.output('Out')
            assert len(grad_name) == 1
4934
            param_name = self._strip_grad_suffix(grad_name[0])
4935 4936 4937 4938 4939
            device = self._param_device_map[param_name]
            op._set_attr(self._op_device_key, device)
        elif self._is_gradient_clip_op(op) or self._is_regularization_op(op):
            # For gradient clip and regularization ops, we set their op_device
            # attribute to the device where their corresponding parameters on.
4940 4941
            assert self._op_role_var_key in op.attr_names, (
                "gradient_clip "
4942
                "and regularization ops must have op_role_var attribute."
4943
            )
4944
            op_role_var = op.attr(self._op_role_var_key)
4945 4946
            assert len(op_role_var) == 2, (
                "op_role_var for gradient_clip "
4947
                "regularization ops must have two elements."
4948
            )
4949 4950
            param_name = op_role_var[0]
            device = self._param_device_map[param_name]
4951
            # For sum op added by global gradient clip, it must be
4952
            # put on all devices
4953 4954 4955 4956 4957 4958 4959
            if (
                op.type == 'sum'
                or op.type == 'sqrt'
                or op.type == 'fill_constant'
                or op.type == 'elementwise_max'
                or op.type == 'elementwise_div'
            ):
4960
                device = f"{self._device}:all"
4961
            op._set_attr(self._op_device_key, device)
R
Roc 已提交
4962
        elif op.type == "alloc_float_status" or op.type == "clear_float_status":
4963
            op._set_attr(self._op_device_key, f"{self._device}:all")
4964 4965 4966 4967 4968 4969 4970 4971 4972 4973
            # NOTE(wangxi): NPU should only clear the float status
            # once at each batch step
            op._set_attr(self._op_role_key, self._op_role.LRSched)

            float_status_name = op.output_arg_names[0]
            float_status_var = block.var(float_status_name)
            # FIXME(wangxi): pipeline lr schedule will exec on sub_scope(0)
            # while update will exec on sub_scope(last_micro_step), should
            # set persistable to use global scope
            float_status_var.persistable = True
4974 4975
        else:
            other_known_ops = [
4976 4977 4978 4979 4980 4981
                'update_loss_scaling',
                'reduce_any',
                'concat',
                'sum',
                'check_finite_and_unscale',
                'memcpy',
4982
            ]
4983 4984 4985
            assert op.type in other_known_ops, (
                "For other ops without "
                "op_device set, they must be one of {}, but it "
4986
                "is {}".format(other_known_ops, op.type)
4987
            )
4988
            assert self._is_optimize_op(op)
4989
            op._set_attr(self._op_device_key, f"{self._device}:all")
4990 4991

    def _add_op_device_attr(self, block):
4992
        """
4993
        Add op_device attrribute for ops in block that have
4994
        not that attribute set.
4995
        """
4996
        for idx, op in enumerate(list(block.ops)):
4997 4998 4999 5000 5001
            if (
                op.type == "create_py_reader"
                or op.type == "read"
                or op.type == "create_double_buffer_reader"
            ):
5002
                # Copy read related ops to all section to make them exit
5003 5004 5005 5006
                # after each epoch.
                # We use "gpu:all" to represent the op should be put on all
                # sub-programs, such as lr-related ops. Note that: "gpu:all"
                # is only used by pipeline as an indicator.
5007
                op._set_attr(self._op_device_key, f"{self._device}:all")
5008 5009
                continue
            # op_device attribute has been set
5010 5011
            if self._get_op_device_attr(op):
                continue
5012
            self._add_op_device_attr_for_op(op, idx, block)
H
hutuxian 已提交
5013

5014 5015
    def _check_validation(self, block):
        """
5016
        Check whether ops in a block have both the op_device and the
5017 5018
        op_role attributes set.
        Then, return all devices in order.
5019
        """
5020 5021 5022 5023 5024 5025 5026 5027 5028 5029
        device_list = []
        # Section worker only supports the following op_role
        valid_op_role_value = [
            int(self._op_role.LRSched),
            int(self._op_role.Forward),
            int(self._op_role.Backward),
            int(self._op_role.Loss),
            int(self._op_role.Optimize),
            int(self._op_role.Backward) | int(self._op_role.Loss),
        ]
5030
        for op in block.ops:
5031
            if not op._has_kernel(op.type):
5032 5033 5034 5035 5036 5037
                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."
                )
5038
            assert op.has_attr(
5039 5040
                self._op_role_key
            ), "op ({}) has no {} attribute.".format(op.type, self._op_role_key)
5041
            op_role = op.attr(self._op_role_key)
5042 5043 5044 5045 5046
            assert (
                int(op_role) in valid_op_role_value
            ), "op_role {} for op {} must be one of {}".format(
                op_role, op.type, valid_op_role_value
            )
5047

5048
            assert op.has_attr(
5049 5050 5051 5052
                self._op_device_key
            ), "op ({}) has no {} attribute.".format(
                op.type, self._op_device_key
            )
5053 5054

            device = op.attr(self._op_device_key)
5055 5056 5057 5058 5059 5060 5061
            assert (
                device
            ), "op_device attribute for op " "{} has not been set.".format(
                op.type
            )
            if device == f"{self._device}:all":
                continue
5062

5063
            dev_type = device.split(':')[0]
B
Baibaifan 已提交
5064 5065
            assert dev_type == "gpu" or dev_type == 'npu', (
                "Now only gpu and npu devices are supported "
5066 5067
                "for pipeline parallelism."
            )
5068 5069

            if device not in device_list:
5070
                device_list.append(device)
5071

5072
        return device_list
5073

5074
    def _insert_sendrecv_ops_for_boundaries(self, block):
5075
        """
5076
        Insert a pair of send and recv ops for every two
5077 5078
        consecutive ops on different devices.
        """
5079
        # A map from var to device where op takes it as input,
5080
        # avoiding multiple send and recv ops.
5081
        input_var_to_device = dict()
5082 5083 5084 5085 5086 5087 5088 5089
        # bugfix hybrid parallelism
        first_optimize_index = None
        for index, op in enumerate(list(block.ops)):
            if self._is_optimize_op(op):
                first_optimize_index = index
                break
        extra_index_info = {
            'index': 0,
5090
            'first_optimize_index': first_optimize_index,
5091
        }
5092

5093
        for index, op in enumerate(list(block.ops)):
5094
            cur_device = op.attr(self._op_device_key)
5095 5096
            if cur_device == f"{self._device}:all":
                continue
5097 5098
            for var_name in op.input_arg_names:
                var = block.var(var_name)
5099
                # skip data var
5100 5101
                if var.is_data:
                    continue
5102
                prev_device = None
5103 5104 5105

                prev_op = self._find_prev_op(index, var_name)
                if prev_op is None:
5106 5107
                    if var_name not in self._param_device_map:
                        continue
5108
                    prev_device = self._param_device_map[var_name]
5109

5110
                if not prev_device:
5111 5112 5113
                    prev_device = (
                        prev_op.attr(self._op_device_key) if prev_op else None
                    )
5114

5115 5116
                if prev_device is None or prev_device == f"{self._device}:all":
                    continue
5117

5118 5119
                if prev_device == cur_device:
                    continue
5120

5121 5122 5123 5124 5125 5126 5127
                if var_name not in input_var_to_device:
                    input_var_to_device[var_name] = []
                if (cur_device, prev_device) in input_var_to_device[var_name]:
                    continue

                device_type = cur_device.split(':')[0] + ':'

5128 5129 5130 5131
                def _check_stage(cur_id, prev_id):
                    # check send/recv stage valid
                    is_forward = self._is_forward_op(op)
                    is_backward = self._is_backward_op(op)
5132 5133
                    assert is_forward or is_backward, (
                        'send/recv in pipeline should only be inserted in forward or backward,'
5134
                        'please check the op_role of op={}'.format(op)
5135
                    )
5136 5137

                    if is_forward:
5138 5139
                        assert prev_id < cur_id, (
                            "In forward, send/recv can only be passed forward, but now "
5140
                            "prev_stage={} great than cur_stage={}, please check op_device of op={}".format(
5141 5142 5143
                                prev_id, cur_id, op
                            )
                        )
5144
                    elif is_backward:
5145 5146
                        assert prev_id > cur_id, (
                            "In backward, send/recv can only be passed backward, but now "
5147
                            "prev_stage={} less than cur_stage={}, please check op_device of op={}".format(
5148 5149 5150
                                prev_id, cur_id, op
                            )
                        )
5151

5152 5153 5154 5155 5156 5157 5158 5159 5160 5161
                def _insert_send_recv(cur_id, prev_id):
                    cur_dev = device_type + str(cur_id)
                    prev_dev = device_type + str(prev_id)
                    if (cur_dev, prev_dev) in input_var_to_device[var_name]:
                        return

                    if cur_id - prev_id > 1:
                        _insert_send_recv(cur_id - 1, prev_id)
                        _insert_send_recv(cur_id, cur_id - 1)
                        input_var_to_device[var_name].append(
5162 5163
                            (cur_dev, prev_dev)
                        )
5164 5165 5166 5167 5168
                        return
                    elif cur_id - prev_id < -1:
                        _insert_send_recv(cur_id + 1, prev_id)
                        _insert_send_recv(cur_id, cur_id + 1)
                        input_var_to_device[var_name].append(
5169 5170
                            (cur_dev, prev_dev)
                        )
5171 5172 5173 5174 5175 5176
                        return

                    assert abs(cur_id - prev_id) == 1
                    input_var_to_device[var_name].append((cur_dev, prev_dev))

                    op_role = op.attr(self._op_role_key)
5177
                    var = block.vars[var_name]
5178 5179 5180
                    pair = (prev_id, cur_id)
                    # 1000 is just a magic number
                    pair_key = prev_id * 1000 + cur_id
5181 5182 5183 5184 5185 5186 5187
                    if pair not in self._pipeline_pair:
                        self._pipeline_pair.append(pair)
                        self._pp_ring_map[pair_key] = self.ring_id
                        ring_id = self.ring_id
                        self.ring_id += 1
                    else:
                        ring_id = self._pp_ring_map[pair_key]
5188

5189
                    if self.schedule_mode == 'F-then-B':  # F-then-B
F
fangshuixun007 已提交
5190
                        block._insert_op_without_sync(
5191
                            index=index + extra_index_info['index'],
5192 5193 5194
                            type='send_v2',
                            inputs={'X': var},
                            attrs={
5195
                                self._op_device_key: prev_dev,
5196 5197 5198
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 1,
5199 5200 5201
                                'ring_id': ring_id,
                            },
                        )
5202
                        extra_index_info['index'] += 1
5203
                        var_shape = list(var.shape)
5204 5205 5206 5207 5208
                        var_shape[0] = (
                            self.micro_batch_size
                            if var_shape[0] < 0
                            else var_shape[0]
                        )
F
fangshuixun007 已提交
5209
                        block._insert_op_without_sync(
5210
                            index=index + extra_index_info['index'],
5211 5212 5213
                            type='recv_v2',
                            outputs={'Out': [var]},
                            attrs={
5214
                                'out_shape': var_shape,
5215
                                'dtype': var.dtype,
5216
                                self._op_device_key: cur_dev,
5217 5218 5219
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
5220 5221 5222
                                'ring_id': ring_id,
                            },
                        )
5223
                        extra_index_info['index'] += 1
5224
                    elif self.schedule_mode == '1F1B':  # 1F1B
5225
                        var_shape = list(var.shape)
5226 5227 5228 5229 5230
                        var_shape[0] = (
                            self.micro_batch_size
                            if var_shape[0] < 0
                            else var_shape[0]
                        )
5231

5232
                        numel = np.prod(var_shape)
5233 5234 5235
                        use_mp = (self.mp_degree > 1) and (
                            numel % self.mp_degree == 0
                        )
5236 5237 5238 5239 5240 5241 5242 5243 5244 5245 5246 5247 5248 5249 5250 5251 5252 5253 5254 5255 5256 5257

                        if 'subprog' in var.name:
                            # For recompute, if the checkpoints var is layer_norm_6.tmp_2
                            # this var will be sent twice, layer_norm_6.tmp_2 for forward pass,
                            # layer_norm_6.tmp_2.subprog_* for recompute pass.
                            # We can store the first sent var and copy the value to the
                            # second one to reduce one send/recv op.
                            # The origin_ckpt_name is layer_norm_6.tmp_2, which will be used
                            # to find the stored var for the forward pass.
                            origin_name = var.name.split('subprog')[0][0:-1]
                            associate_var = block.var(origin_name)
                            block._insert_op_without_sync(
                                index=index + extra_index_info['index'],
                                type='assign',
                                inputs={'X': [associate_var]},
                                outputs={'Out': [var]},
                                attrs={
                                    'out_shape': var_shape,
                                    'dtype': var.dtype,
                                    self._op_device_key: cur_dev,
                                    self._op_role_key: op_role,
                                    'use_calc_stream': True,
5258 5259
                                },
                            )
5260 5261 5262
                            extra_index_info['index'] += 1
                            return

5263 5264
                        _check_stage(cur_id, prev_id)

5265 5266 5267 5268 5269 5270 5271 5272 5273 5274
                        block._insert_op_without_sync(
                            index=index + extra_index_info['index'],
                            type='c_sync_calc_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
                                self._op_device_key: prev_dev,
                                self._op_role_key: op_role,
                            },
                        )
5275
                        extra_index_info['index'] += 1
5276 5277
                        prefix_name = var.name.split('@')[0]
                        prefix_var = block.var(prefix_name)
5278 5279 5280
                        is_param = (
                            True if isinstance(prefix_var, Parameter) else False
                        )
F
fangshuixun007 已提交
5281
                        block._insert_op_without_sync(
5282
                            index=index + extra_index_info['index'],
5283
                            type='send_v2'
5284 5285
                            if not use_mp or is_param
                            else 'partial_send',
5286 5287
                            inputs={'X': var},
                            attrs={
5288
                                self._op_device_key: prev_dev,
5289 5290 5291 5292
                                self._op_role_key: op_role,
                                'use_calc_stream': False,
                                'ring_id': ring_id,
                                'peer': 1,
5293 5294 5295
                                # if send_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
5296 5297
                            },
                        )
5298
                        extra_index_info['index'] += 1
5299 5300 5301
                        insert_index = None
                        if int(op_role) == int(self._op_role.Backward):
                            insert_index = extra_index_info[
5302 5303
                                'first_optimize_index'
                            ]
5304 5305 5306 5307
                            new_op_role = self._op_role.Optimize
                        else:
                            insert_index = index
                            new_op_role = self._op_role.Backward
5308
                        sync_comm_op = block._insert_op_without_sync(
5309
                            index=insert_index + extra_index_info['index'],
5310 5311 5312 5313
                            type='c_sync_comm_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
5314
                                self._op_device_key: prev_dev,
5315
                                self._op_role_key: new_op_role,
5316
                                'ring_id': ring_id,
5317 5318
                            },
                        )
5319
                        if int(op_role) == int(self._op_role.Forward):
5320
                            sync_comm_op._set_attr('pipeline_flag', '')
5321
                            extra_index_info['index'] += 1
F
fangshuixun007 已提交
5322
                        block._insert_op_without_sync(
5323
                            index=index + extra_index_info['index'],
5324
                            type='recv_v2'
5325 5326
                            if not use_mp or is_param
                            else 'partial_recv',
5327 5328 5329 5330
                            outputs={'Out': [var]},
                            attrs={
                                'out_shape': var_shape,
                                'dtype': var.dtype,
5331
                                self._op_device_key: cur_dev,
5332 5333 5334
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
5335 5336 5337 5338
                                'ring_id': ring_id,
                                # if recv_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
5339 5340
                            },
                        )
5341
                        extra_index_info['index'] += 1
5342
                        if use_mp and not is_param:
5343 5344 5345 5346 5347 5348 5349 5350 5351 5352 5353 5354 5355
                            block._insert_op_without_sync(
                                index=index + extra_index_info['index'],
                                type='partial_allgather',
                                inputs={'X': [var]},
                                outputs={'Out': [var]},
                                attrs={
                                    self._op_device_key: cur_dev,
                                    self._op_role_key: op_role,
                                    'use_calc_stream': True,
                                    'ring_id': 0,
                                    # if recv_v2, num&id attr is not in op_attrs, will not insert
                                    'nranks': self.mp_degree,
                                    'rank': self.mp_rank,
5356 5357
                                },
                            )
5358
                            extra_index_info['index'] += 1
5359 5360 5361
                    else:
                        raise ValueError(
                            "Now only 'F-then-B' and '1F1B' are supported."
5362 5363
                            "The given value is {}.".format(self.schedule_mode)
                        )
5364

5365 5366 5367 5368
                _insert_send_recv(
                    int(cur_device.split(':')[1]),
                    int(prev_device.split(':')[1]),
                )
5369 5370
        block._sync_with_cpp()

5371
    def _insert_loss_scale(self, block):
5372
        """
5373
        Scale the loss corresponding to number of micro-batches.
5374
        """
5375 5376
        if self._num_microbatches == 1:
            return
5377
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
5378
            if self._is_loss_grad_op(op):
5379 5380
                assert op.type == 'fill_constant', (
                    "loss_grad_op must be fill_constant op, "
5381
                    "but this op is {}".format(op.type)
5382
                )
5383 5384 5385 5386
                assert op.has_attr('value')
                loss_scale = float(op.attr('value'))
                loss_scale = loss_scale / self._num_microbatches
                op._set_attr('value', loss_scale)
5387 5388
                break

5389 5390
    def _rename_gradient_var_name(self, block):
        for index, op in enumerate(block.ops):
5391 5392
            if not self._is_optimize_op(op):
                continue
5393 5394 5395
            input_names = op.input_arg_names
            output_names = op.output_arg_names
            in_out_names = input_names + output_names
5396 5397
            if op.type == 'cast' or op.type == "c_sync_comm_stream":
                continue
5398 5399 5400
            # append "MERGED" to the names of parameter gradients,
            # and mofify the op_role_var attribute (by rename_arg func).
            for name in in_out_names:
5401 5402
                if not core.grad_var_suffix() in name:
                    continue
5403 5404 5405 5406
                param_name = name.strip(core.grad_var_suffix())
                new_grad_name = name + "@MERGED"
                self._rename_arg(op, name, new_grad_name)

5407 5408 5409
    def _accumulate_gradients(
        self, block, pp_allreduce_in_optimize=False, strategy=None, shard=None
    ):
5410 5411 5412 5413
        """
        Create a new merged gradient for each parameter and accumulate the
        corresponding gradient to it.
        """
5414 5415
        fp16_allreduce = strategy.fp16_allreduce if strategy else False
        if strategy and strategy.fuse_grad_merge:
5416
            fused_gradient_names = self._accumulate_gradients_with_fuse(
5417 5418
                block, fp16_allreduce, strategy.fuse_grad_size_in_MB, shard
            )
5419 5420
            return fused_gradient_names

5421 5422 5423
        merged_gradient_names = []
        first_opt_op_idx = None

5424 5425 5426
        merged_suffix = '@MERGED@FP16' if fp16_allreduce else '@MERGED'
        dtype = paddle.float16 if fp16_allreduce else None

5427 5428 5429 5430 5431 5432 5433 5434
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    block._remove_op(index)
5435
                    continue
5436

5437
            if self._is_backward_op(op) and first_opt_op_idx is None:
5438
                first_opt_op_idx = index + 1
5439 5440
                # maybe have no optimize
                # if first_opt_op_idx == len(block.ops): return
5441

5442 5443 5444
            if self._is_backward_op(op) and (
                self._op_role_var_key in op.attr_names
            ):
5445
                op_role_var = op.attr(self._op_role_var_key)
5446 5447
                if len(op_role_var) == 0:
                    continue
5448 5449
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
5450 5451
                    offset = 0
                    param_name = op_role_var[i]
5452 5453 5454 5455
                    if not block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
5456

5457
                    param_grad_name = param_name + core.grad_var_suffix()
5458
                    merged_param_grad_name = param_grad_name + merged_suffix
5459
                    if not block.has_var(merged_param_grad_name):
5460 5461 5462 5463 5464 5465
                        self._create_var(
                            block,
                            block.vars[param_name],
                            merged_param_grad_name,
                            dtype,
                        )
5466
                    assert block.has_var(merged_param_grad_name)
5467

5468 5469 5470
                    param_grad_var = block.var(param_grad_name)
                    merged_param_grad_var = block.var(merged_param_grad_name)
                    merged_param_grad_var.persistable = True
5471
                    block._insert_op(
5472 5473 5474 5475
                        index=first_opt_op_idx + offset,
                        type='fill_constant',
                        inputs={},
                        outputs={'Out': [merged_param_grad_var]},
5476
                        attrs={
5477 5478 5479
                            'shape': merged_param_grad_var.shape,
                            'dtype': merged_param_grad_var.dtype,
                            'value': float(0),
5480
                            # a trick to run this op once per mini-batch
5481 5482 5483
                            self._op_role_key: self._op_role.Optimize.LRSched,
                        },
                    )
5484
                    offset += 1
5485 5486
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
5487 5488

                    is_fp16_grad = 'cast_fp16' in grad_name
5489
                    need_cast = is_fp16_grad is not fp16_allreduce
5490 5491 5492 5493 5494 5495

                    if need_cast:
                        # if fp16_allreduce:
                        #     cast grad to fp16 to accumulate to merged gradient
                        # else:
                        #     cast grad to fp32 to accumulate to merged gradient
5496
                        cast_grad_var_name = param_grad_name + '@TMP'
5497
                        cast_grad_var = self._create_var(
5498 5499
                            block, param_grad_var, cast_grad_var_name, dtype
                        )
5500
                        cast_grad_var.persistable = False
5501 5502 5503 5504 5505 5506 5507 5508 5509 5510 5511
                        block._insert_op(
                            index=first_opt_op_idx + offset,
                            type='cast',
                            inputs={'X': grad_var},
                            outputs={'Out': cast_grad_var},
                            attrs={
                                'in_dtype': grad_var.dtype,
                                'out_dtype': cast_grad_var.dtype,
                                self._op_role_key: self._op_role.Backward,
                            },
                        )
5512
                        offset += 1
5513 5514 5515 5516 5517 5518 5519
                        grad_var = cast_grad_var

                    block._insert_op(
                        index=first_opt_op_idx + offset,
                        type='sum',
                        inputs={'X': [merged_param_grad_var, grad_var]},
                        outputs={'Out': merged_param_grad_var},
5520 5521
                        attrs={
                            self._op_role_key: self._op_role.Backward,
5522 5523
                        },
                    )
5524 5525 5526
                    offset += 1
                    merged_gradient_names.append(merged_param_grad_name)

5527 5528
        if not fp16_allreduce:
            return merged_gradient_names
5529 5530 5531 5532 5533 5534 5535 5536 5537 5538 5539 5540 5541 5542 5543 5544 5545 5546 5547 5548 5549 5550 5551

        first_opt_op_idx = None
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
            if self._is_backward_op(op) and first_opt_op_idx is None:
                first_opt_op_idx = index + 1
                break
        assert first_opt_op_idx is not None

        # insert cast op from fp16->fp32
        # FIXME(wangxi): maybe put in sharding is better, for some grad
        #                is not in sharding device.
        for fp16_grad_name in merged_gradient_names:
            grad_name = fp16_grad_name.replace('@FP16', '')
            param_name = fp16_grad_name.replace('@GRAD@MERGED@FP16', '')

            if not block.has_var(grad_name):
                self._create_var(block, block.vars[param_name], grad_name)
            assert block.has_var(grad_name)

            fp16_grad_var = block.var(fp16_grad_name)
            grad_var = block.var(grad_name)
            grad_var.persistable = False

5552 5553 5554 5555 5556 5557 5558 5559 5560 5561 5562
            block._insert_op(
                index=first_opt_op_idx,
                type='cast',
                inputs={'X': fp16_grad_var},
                outputs={'Out': grad_var},
                attrs={
                    'in_dtype': fp16_grad_var.dtype,
                    'out_dtype': grad_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
5563

5564
        return merged_gradient_names
5565

5566 5567 5568
    def _insert_accumulate_gradients_with_fuse(
        self, main_block, fp16, fused_size, grad_param_pairs, first_opt_op_idx
    ):
5569
        grad_param_pairs = self._sort_grad_param_by_dtype(
5570 5571
            main_block, grad_param_pairs
        )
5572

5573 5574 5575
        grad_param_segments = []
        merged_suffix = '@MERGED@FP16' if fp16 else '@MERGED'
        dtype = paddle.float16 if fp16 else paddle.float32
5576
        cur_size = 0.0
5577 5578 5579 5580 5581 5582 5583 5584 5585 5586
        last_dtype = None
        # split the grad based on dtype and fused size
        for grad, param in grad_param_pairs:
            real_grad = main_block.var(grad)
            # create the gradient merged var for each grad
            merged_grad_var = main_block.create_var(
                name=param + core.grad_var_suffix() + merged_suffix,
                dtype=dtype,
                shape=real_grad.shape,
                persistable=True,
5587 5588
                stop_gradient=False,
            )
5589
            real_param = main_block.var(param)
5590 5591
            if hasattr(real_param, 'is_distributed'):
                merged_grad_var.is_distributed = real_param.is_distributed
5592 5593 5594 5595
            tmp_size = self._get_var_size(real_grad)
            # two strategies for splitting the grad
            # 1. the current segment's size reach the user defined grad_size_in_MB
            # 2. the upcoming grad holds different dtype compared with grads in current segment
5596 5597 5598 5599 5600
            if (
                len(grad_param_segments) == 0
                or cur_size + tmp_size > fused_size
                or real_grad.dtype != last_dtype
            ):
5601
                grad_param_segments.append(
5602 5603
                    ([real_grad], [real_param], [merged_grad_var])
                )
5604
                last_dtype = real_grad.dtype
5605
                cur_size = 0.0
5606 5607 5608 5609 5610 5611 5612 5613 5614 5615 5616 5617
            else:
                grad_param_segments[-1][0].append(real_grad)
                grad_param_segments[-1][1].append(real_param)
                grad_param_segments[-1][2].append(merged_grad_var)
                cur_size += tmp_size

        fused_gradients = []
        fused_merged_gradients = []
        # create fused vars for grad and param
        for grad_param_segment in grad_param_segments:
            grad_segment = grad_param_segment[0]
            merged_grad_segment = grad_param_segment[2]
5618 5619 5620 5621 5622 5623
            fused_grad = main_block.create_var(
                name='FusedGrad_{}'.format(grad_segment[0].name),
                dtype=grad_segment[0].dtype,
                persistable=False,
                stop_gradient=False,
            )
5624
            # keep the '.cast_fp16' info in the fuse var name
5625 5626 5627 5628 5629 5630 5631 5632 5633
            fused_merged_grad_name_prefix = (
                'FusedMergedGrad.cast_fp16.'
                if merged_grad_segment[0].dtype == paddle.float16
                else 'FusedMergedGrad'
            )
            fused_merged_grad_name = (
                fused_merged_grad_name_prefix
                + '_{}'.format(merged_grad_segment[0].name)
            )
5634 5635 5636 5637
            fused_merged_grad = main_block.create_var(
                name=fused_merged_grad_name,
                dtype=merged_grad_segment[0].dtype,
                persistable=True,
5638 5639
                stop_gradient=False,
            )
5640 5641 5642 5643 5644 5645 5646 5647 5648 5649 5650 5651 5652 5653 5654 5655 5656 5657 5658 5659 5660 5661 5662 5663 5664
            fused_gradients.append(fused_grad)
            fused_merged_gradients.append(fused_merged_grad)

        assert len(fused_gradients) == len(grad_param_segments)
        assert len(fused_merged_gradients) == len(grad_param_segments)

        # insert coalesce op at the start of the backward pass
        # use param as the coalesce input to make sure the two Fused vars are in same shape
        first_back_op_idx = None
        for index, op in enumerate(main_block.ops):
            if self._is_backward_op(op) and first_back_op_idx is None:
                first_back_op_idx = index
                break
        assert first_back_op_idx is not None
        offset = 0
        for i in range(len(grad_param_segments)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            grads = grad_param_segments[i][0]
            params = grad_param_segments[i][1]
            merged_grads = grad_param_segments[i][2]
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
5665
                outputs={"Output": grads, "FusedOutput": fused_grad},
5666 5667 5668 5669 5670 5671 5672 5673 5674 5675 5676 5677 5678 5679 5680 5681
                attrs={
                    # Explanation of user_defined_size_of_dtype:
                    # In coalesce op, the align size is 256 bytes
                    # the float takes 4 bytes while fp16 takes 2 bytes.
                    # To meet the requirement, 128 fp16 or 64 float will be aligned
                    # Think the total shape of the input tensors if [64],
                    # if the dtype is float, then the shape of the fuse var is [64]
                    # however if the dytpe if fp16, the shape of the fuse var is [128],
                    # which will cause the fused vars' shape vary between each other.
                    # To make sure the shape of the fused vars are identical,
                    # we set the dtype of float and fp16 both to 2.
                    # Under this way, the fused vars' shape for float and fp16 are all [128]
                    "user_defined_size_of_dtype": 2,
                    "copy_data": False,
                    "use_align": True,
                    "dtype": grads[0].dtype,
5682 5683 5684 5685 5686 5687 5688
                    self._op_role_key: self._op_role.Backward,
                    # On npu, the nan/inf check login is different with gpu.
                    # If there are some not initialized sections in the fused var,
                    # and the value in those sections are nan/inf, it will trigger the nan/inf check.
                    # To avoid these problematic triggers, set constant is needed for npu
                    "set_constant": core.is_compiled_with_npu(),
                    "constant": float(0.0),
5689 5690
                },
            )
5691 5692 5693 5694 5695 5696 5697 5698 5699 5700
            offset += 1
            # For the gradient_merged_fused_var, given a init value during the coalesce op
            # this will remove a problematic fill_constant op. This op role of this coalesce
            # is set to be LRSched to make this coalesce (with init) only run once
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
                outputs={
                    "Output": merged_grads,
5701
                    "FusedOutput": fused_merged_grad,
5702 5703 5704 5705 5706 5707 5708 5709
                },
                attrs={
                    "user_defined_size_of_dtype": 2,
                    "set_constant": True,
                    "constant": float(0.0),
                    "copy_data": False,
                    "use_align": True,
                    "dtype": merged_grads[0].dtype,
5710 5711 5712
                    self._op_role_key: self._op_role.Optimize.LRSched,
                },
            )
5713 5714 5715 5716 5717 5718 5719 5720 5721
            offset += 1

        # insert gradient merge relating ops
        first_opt_op_idx += offset
        offset = 0
        for i in range(len(fused_gradients)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            is_fp16_grad = 'cast_fp16' in fused_grad.name
5722
            need_cast = is_fp16_grad is not fp16
5723 5724 5725 5726
            if need_cast:
                # for fp16 allreduce, cast fp32 grad to fp16
                # for fp32 allreduce, cast fp16 grad to fp32
                cast_grad_var_name = fused_grad.name + '@TMP'
5727 5728 5729 5730 5731 5732 5733 5734 5735 5736 5737 5738 5739 5740 5741 5742 5743
                cast_grad_var = main_block.create_var(
                    name=cast_grad_var_name,
                    dtype=dtype,
                    persistable=False,
                    stop_gradient=False,
                )
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fused_grad},
                    outputs={'Out': cast_grad_var},
                    attrs={
                        'in_dtype': fused_grad.dtype,
                        'out_dtype': cast_grad_var.dtype,
                        self._op_role_key: self._op_role.Backward,
                    },
                )
5744 5745 5746 5747 5748 5749 5750
                offset += 1
                fused_grad = cast_grad_var
            main_block._insert_op(
                index=first_opt_op_idx + offset,
                type='sum',
                inputs={'X': [fused_merged_grad, fused_grad]},
                outputs={'Out': fused_merged_grad},
5751 5752
                attrs={self._op_role_key: self._op_role.Backward},
            )
5753 5754 5755 5756 5757 5758 5759 5760 5761 5762
            offset += 1

        if fp16:
            # if using fp16 allreduce, the optimizer needs fp32 grads, cast them back to fp32
            for grad, param in grad_param_pairs:
                real_grad = main_block.var(grad)
                fp16_grad_name = param + core.grad_var_suffix() + '@MERGED@FP16'
                assert main_block.has_var(fp16_grad_name)
                fp16_grad = main_block.var(fp16_grad_name)
                fp32_grad_name = param + core.grad_var_suffix() + '@MERGED'
5763 5764 5765 5766 5767 5768 5769 5770 5771 5772 5773 5774 5775 5776 5777 5778 5779 5780
                fp32_grad = main_block.create_var(
                    name=fp32_grad_name,
                    dtype=paddle.float32,
                    shape=real_grad.shape,
                    persistable=False,
                    stop_gradient=False,
                )
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fp16_grad},
                    outputs={'Out': fp32_grad},
                    attrs={
                        'in_dtype': paddle.float16,
                        'out_dtype': paddle.float32,
                        self._op_role_key: self._op_role.Optimize,
                    },
                )
5781 5782 5783 5784 5785 5786
                offset += 1

        # replace the var with it's name, which will be used for inserting allreduce
        for i in range(len(fused_merged_gradients)):
            fused_merged_gradients[i] = fused_merged_gradients[i].name

5787
        return fused_merged_gradients, first_opt_op_idx
5788

5789 5790 5791
    def _accumulate_gradients_with_fuse(
        self, main_block, fp16, fused_size, shard=None
    ):
5792 5793 5794 5795 5796 5797 5798 5799 5800 5801 5802 5803 5804 5805 5806 5807 5808 5809 5810
        first_opt_op_idx = None
        grad_param_pairs = []
        # obtain all param/grad pairs that needed to be fused
        for index, op in reversed(tuple(enumerate(list(main_block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    main_block._remove_op(index)
                    continue

            if self._is_backward_op(op) and first_opt_op_idx is None:
                first_opt_op_idx = index + 1
                # no optimize phase
                if first_opt_op_idx == len(main_block.ops):
                    return

5811 5812 5813
            if self._is_backward_op(op) and (
                self._op_role_var_key in op.attr_names
            ):
5814 5815 5816 5817 5818 5819 5820 5821 5822 5823 5824
                op_role_var = op.attr(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):
                    param_name = op_role_var[i]
                    if not main_block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
                    grad_param_pairs.append(
5825 5826
                        (op_role_var[i + 1], op_role_var[i])
                    )
5827 5828 5829 5830 5831 5832 5833 5834 5835 5836 5837 5838 5839

        if len(grad_param_pairs) == 0:
            return

        nranks = shard.worker_num if shard else 1
        device_to_pairs = [[] for _ in range(nranks)]
        for pair in grad_param_pairs:
            root_id = shard.device(pair[1]) if shard else 0
            assert 0 <= root_id < nranks
            device_to_pairs[root_id].append(pair)

        all_fused_merged_gradients = []
        for pairs in device_to_pairs:
5840 5841 5842 5843 5844 5845
            (
                fused_merged_gradients,
                first_opt_op_idx,
            ) = self._insert_accumulate_gradients_with_fuse(
                main_block, fp16, fused_size, pairs, first_opt_op_idx
            )
5846 5847 5848 5849
            all_fused_merged_gradients += fused_merged_gradients

        main_block._sync_with_cpp()
        return all_fused_merged_gradients
5850

5851 5852 5853 5854 5855 5856 5857 5858 5859 5860 5861 5862 5863 5864 5865 5866 5867 5868
    def _sort_grad_param_by_dtype(self, main_block, grad_param_pairs):
        # sort the grad param paris by the dtype
        fp16_pairs = []
        fp32_pairs = []
        other_pairs = []
        for pairs in grad_param_pairs:
            dtype = main_block.var(pairs[0]).dtype
            if dtype == paddle.float32:
                fp32_pairs.append(pairs)
            elif dtype == paddle.float16:
                fp16_pairs.append(pairs)
            else:
                other_pairs.append(pairs)
        sorted_pairs = fp16_pairs
        sorted_pairs.extend(fp32_pairs)
        sorted_pairs.extend(other_pairs)
        return sorted_pairs

5869 5870 5871 5872 5873 5874 5875 5876 5877 5878 5879 5880
    def _get_var_size(self, var):
        dtype_to_size = {
            core.VarDesc.VarType.FP16: 2,
            core.VarDesc.VarType.FP32: 4,
            core.VarDesc.VarType.FP64: 8,
            core.VarDesc.VarType.INT16: 2,
            core.VarDesc.VarType.INT32: 4,
            core.VarDesc.VarType.INT64: 8,
            core.VarDesc.VarType.BOOL: 1,
            core.VarDesc.VarType.UINT8: 1,
        }
        assert -1 not in var.shape
5881 5882 5883 5884 5885 5886
        return (
            reduce(lambda x, y: x * y, var.shape)
            * dtype_to_size[var.dtype]
            / 1024.0
            / 1024.0
        )
5887

5888 5889
    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
5890
        for prog in program_list:
5891 5892 5893 5894 5895 5896
            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)
5897 5898
                for sub_op in origin_sub_block.ops:
                    op_desc = sub_op.desc
5899 5900 5901
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
5902
                self._create_vars(new_sub_block, origin_sub_block)
5903
                op._set_attr('sub_block', new_sub_block)
5904 5905 5906

    def _get_device_info(self, block):
        for op in block.ops:
5907 5908
            if not op._has_kernel(op.type):
                continue
5909 5910 5911
            op_device = op.attr(self._op_device_key)
            return op_device

5912 5913 5914
    def _process_persistable_vars_in_multi_sections(
        self, main_program, startup_prog, program_list
    ):
5915 5916 5917 5918 5919 5920 5921
        """
        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()
5922
        for prog in program_list:
5923 5924
            block = prog.block(0)
            for var_name in block.vars:
5925 5926
                if var_name == "double_buffer_0":
                    continue
5927
                var = block.var(var_name)
5928 5929
                if not var.persistable:
                    continue
5930 5931 5932 5933 5934 5935 5936 5937 5938 5939 5940 5941 5942 5943 5944
                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:
5945 5946 5947 5948 5949 5950
                    if (
                        op.type == "recv_v2"
                        or op.type == "create_py_reader"
                        or op.type == "read"
                        or op.type == "update_loss_scaling"
                    ):
5951
                        continue
5952 5953
                    # We have processed lr related vars
                    if op.attr(self._op_role_key) == int(
5954 5955
                        self._op_role.Optimize.LRSched
                    ):
5956 5957 5958 5959
                        continue
                    if var_name in op.desc.output_arg_names():
                        assert var_name not in write_info, (
                            "two sections write the same var({}): second "
5960 5961
                            "op {}.".format(var_name, op)
                        )
5962 5963 5964 5965 5966
                        write_info[var_name] = prog
                        break

        for var_name in var_info.keys():
            # Case 1: read only variables, no special process
5967 5968
            if not var_name in write_info:
                continue
5969 5970 5971 5972 5973

            # 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)
5974
            write_dev_index = int(write_device.split(':')[1])
5975 5976
            all_progs = var_info[var_name]
            for prog in all_progs:
5977 5978
                if prog == write_prog:
                    continue
5979 5980 5981
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_dev_index = int(read_device.split(':')[1])
5982 5983 5984 5985 5986 5987 5988 5989 5990
                pair = (write_dev_index, read_dev_index)
                pair_key = write_dev_index * 1000 + read_dev_index
                if pair not in self._pipeline_pair:
                    self._pipeline_pair.append(pair)
                    self._pp_ring_map[pair_key] = self.ring_id
                    ring_id = self.ring_id
                    self.ring_id += 1
                else:
                    ring_id = self._pp_ring_map[pair_key]
5991 5992 5993

                write_block._insert_op(
                    index=0,
5994
                    type='send_v2',
5995 5996 5997
                    inputs={
                        'X': write_block.var(var_name),
                    },
5998
                    attrs={
5999 6000
                        self._op_device_key: write_device,
                        'use_calc_stream': False,
6001 6002
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
6003 6004 6005 6006 6007
                        self._op_role_key: self._op_role.LRSched,
                        'peer': read_dev_index,
                        'ring_id': ring_id,
                    },
                )
6008 6009
                read_block._insert_op(
                    index=0,
6010
                    type='recv_v2',
6011 6012
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
6013 6014 6015 6016
                        'out_shape': read_block.var(var_name).shape,
                        'dtype': read_block.var(var_name).dtype,
                        self._op_device_key: read_device,
                        'use_calc_stream': False,
6017 6018
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
6019 6020 6021 6022 6023
                        self._op_role_key: self._op_role.LRSched,
                        'peer': write_dev_index,
                        'ring_id': ring_id,
                    },
                )
6024 6025 6026 6027 6028 6029
                read_block._insert_op(
                    index=1,
                    type='c_sync_comm_stream',
                    inputs={'X': [read_block.var(var_name)]},
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
6030
                        self._op_device_key: read_device,
6031 6032
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
6033 6034 6035 6036
                        self._op_role_key: self._op_role.LRSched,
                        'ring_id': ring_id,
                    },
                )
6037 6038

    def _is_gradient_clip_op(self, op):
6039 6040 6041
        return op.desc.has_attr("op_namescope") and op.desc.attr(
            "op_namescope"
        ).startswith("/gradient_clip")
6042 6043

    def _is_regularization_op(self, op):
6044 6045 6046
        return op.desc.has_attr("op_namescope") and op.desc.attr(
            "op_namescope"
        ).startswith("/regularization")
H
hutuxian 已提交
6047

6048 6049
    def _is_weight_decay_op(self, op):
        # in AdamW namescope is /optimizer_*/weight decay/
6050 6051 6052
        return op.desc.has_attr(
            "op_namescope"
        ) and 'weight decay' in op.desc.attr("op_namescope")
6053

6054 6055 6056 6057 6058
    def _get_input_output_info(self, block):
        '''
        Get info of op input and output.
        '''
        # A map from output var to op which generate it.
6059
        output_var_to_op = defaultdict(list)
6060
        # A map from var to op which takes it as input.
6061
        input_var_to_op = defaultdict(list)
6062

6063
        for index, op in enumerate(block.ops):
6064
            for var_name in op.input_arg_names:
6065
                input_var_to_op[var_name].append([op, index])
6066
            for var_name in op.output_arg_names:
6067 6068 6069 6070 6071 6072 6073 6074
                output_var_to_op[var_name].append([op, index])

        return output_var_to_op, input_var_to_op

    def _optimize_forward_send_sync(self, program):
        """
        optimize forward send's sync_comm_stream schedule
        """
6075 6076
        if self.schedule_mode != '1F1B':
            return
6077 6078 6079

        block = program.block(0)

6080
        recv_type = 'recv_v2' if self.mp_degree == 1 else 'partial_recv'
6081 6082
        backward_recv_index = None
        for index, op in enumerate(block.ops):
6083
            if op.type == recv_type and self._is_backward_op(op):
6084 6085 6086
                backward_recv_index = index
                break

6087
        # last pipeline stage
6088 6089
        if backward_recv_index is None:
            return
6090 6091 6092

        offset = 0
        for index, op in enumerate(list(block.ops)):
6093 6094
            if index >= backward_recv_index:
                break
6095 6096 6097 6098 6099 6100 6101 6102 6103 6104 6105 6106 6107 6108 6109 6110
            if op.type == 'c_sync_comm_stream' and op.has_attr('pipeline_flag'):
                var_name = op.input_arg_names[0]
                var = block.var(var_name)
                block._remove_op(index + offset, sync=False)
                offset -= 1
                # NOTE:
                # 1. When the backward recv is completed, it indicates
                # that the forward send is completed too. So we only need
                # to use the NOP op to prevent memory release.
                # 2. Because we removed sync_comm_op,
                # we will insert NOP after recv_op.
                block._insert_op_without_sync(
                    index=backward_recv_index,
                    type='nop',
                    inputs={'X': [var]},
                    outputs={'Out': [var]},
6111 6112
                    attrs={self._op_role_key: self._op_role.Backward},
                )
6113
        block._sync_with_cpp()
6114

6115 6116 6117 6118 6119 6120 6121 6122 6123 6124 6125 6126 6127
    def _mv_head_recv(self, program):
        """
        A pass to move the recv op to the beginning of
        the forward/backward phase
        """
        forward_insert_index = 0
        backward_insert_index = None
        block = program.global_block()
        num_ops = len(program.global_block().ops)
        for i in range(num_ops):
            insert_index = None
            op = program.global_block().ops[i]
            op_role = int(op.attr(self._op_role_key))
6128 6129 6130 6131
            if (
                op_role == int(self._op_role.Backward)
                and backward_insert_index is None
            ):
6132
                backward_insert_index = i
6133 6134 6135 6136 6137 6138
            if (
                op.type != "partial_recv"
                and op.type != "partial_allgather"
                and op.type != "nop"
                and op.type != "recv_v2"
            ):
6139 6140 6141 6142 6143 6144 6145 6146 6147 6148 6149 6150 6151 6152 6153 6154 6155 6156 6157
                continue
            if op_role == int(self._op_role.Forward):
                if i == forward_insert_index:
                    forward_insert_index += 1
                    continue
                insert_index = forward_insert_index
            elif op_role == int(self._op_role.Backward):
                if i == backward_insert_index:
                    backward_insert_index += 1
                    continue
                insert_index = backward_insert_index
            else:
                raise ValueError("Unknown op_role: {}".format(op_role))
            op_inputs = dict()
            for name in op.input_names:
                op_inputs[name] = op.input(name)
            op_outputs = dict()
            for name in op.output_names:
                op_outputs[name] = op.output(name)
6158 6159 6160 6161 6162 6163 6164
            block._insert_op_without_sync(
                index=insert_index,
                type=op.type,
                inputs=op_inputs,
                outputs=op_outputs,
                attrs=op.all_attrs(),
            )
6165 6166 6167 6168 6169 6170 6171
            block._remove_op(i + 1)
            if op_role == int(self._op_role.Forward):
                forward_insert_index += 1
            elif op_role == int(self._op_role.Backward):
                backward_insert_index += 1
        block._sync_with_cpp()

6172 6173 6174 6175 6176 6177 6178 6179 6180 6181 6182 6183 6184 6185 6186 6187 6188 6189 6190 6191 6192 6193 6194 6195 6196 6197 6198
    def _check_pipeline_persist_var(self, program):
        """
        Pipeline may need multiple forward before
        """
        block = program.global_block()

        persist_output = set()
        used_in_backward = set()
        for op in block.ops:
            if self._is_forward_op(op):
                for var_name in op.output_arg_names:
                    var = block.vars[var_name]
                    if var.persistable:
                        persist_output.add(var_name)
            elif self._is_backward_op(op):
                for var_name in op.input_arg_names:
                    if var_name in persist_output:
                        used_in_backward.add(var_name)
        if len(used_in_backward) == 0:
            return
        warnings.warn(
            "The pipeline requires multiple forward calculations before backward, "
            "so when the persistable var is changed in the forward, it may cause "
            "errors in the backward calculation who using this persistable var. "
            "However, some backward op don't need this var(NoNeedBufferVars), "
            "there will be no error at this time.\n"
            "So please check these persistable vars which changed in "
6199 6200
            "forward and used in backward:\n{}".format(used_in_backward)
        )
6201

6202 6203 6204
    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
6205
        main_block = loss.block
6206
        self.origin_main_block = main_block
6207
        main_program = main_block.program
6208 6209
        if startup_program is None:
            startup_program = default_startup_program()
6210

6211 6212
        pipeline_opt = main_program._pipeline_opt
        assert pipeline_opt, 'Please use pipeline with fleet.'
6213 6214 6215 6216 6217 6218 6219
        required_keys = [
            'local_rank',
            'schedule_mode',
            'micro_batch_size',
            'ring_id',
            'global_ring_id',
            'use_sharding',
6220 6221
            'mp_degree',
            'mp_rank',
6222 6223
        ]
        for key in required_keys:
6224 6225 6226
            assert (
                key in pipeline_opt
            ), 'Please use pipeline with fleet to use {}.'.format(key)
6227 6228 6229 6230 6231 6232 6233 6234
        self.local_rank = pipeline_opt['local_rank']
        self.schedule_mode = pipeline_opt['schedule_mode']
        self.micro_batch_size = pipeline_opt['micro_batch_size']
        self.use_sharding = pipeline_opt['use_sharding']
        self.ring_id = pipeline_opt['ring_id']
        self.global_ring_id = pipeline_opt['global_ring_id']
        self.mp_degree = pipeline_opt['mp_degree']
        self.mp_rank = pipeline_opt['mp_rank']
6235
        self.scale_gradient = pipeline_opt.get('scale_gradient', False)
6236 6237
        assert self.mp_degree >= 1
        assert 0 <= self.mp_rank < self.mp_degree
6238 6239

        optimize_ops, params_grads = self._optimizer.minimize(
6240 6241
            loss, startup_program, parameter_list, no_grad_set
        )
6242
        self._param_device_map = self._origin_optimizer._param_device_map
6243

6244 6245 6246 6247
        (
            self.output_var_to_op,
            self.input_var_to_op,
        ) = self._get_input_output_info(main_block)
6248 6249 6250
        # Step1: add default op_device attribute for ops.
        self._add_op_device_attr(main_block)
        device_list = self._check_validation(main_block)
6251 6252 6253 6254 6255 6256 6257 6258 6259 6260 6261

        def device_cmp(device1, device2):
            dev1_id = int(device1.split(':')[1])
            dev2_id = int(device2.split(':')[1])
            if dev1_id < dev2_id:
                return -1
            elif dev1_id > dev2_id:
                return 1
            else:
                return 0

6262 6263 6264
        sorted_device_list = sorted(device_list, key=cmp_to_key(device_cmp))
        assert sorted_device_list == device_list, (
            "With pipeline parallelism, you must use gpu devices one after "
6265 6266
            "another in the order of their ids."
        )
6267
        # Step2: add send and recv ops between section boundaries
6268
        self._insert_sendrecv_ops_for_boundaries(main_block)
6269

6270
        # Step3: split program into sections and add pairs of
6271 6272
        # send and recv ops for data var.
        main_program = main_block.program
6273
        program_list = self._split_program(main_program, device_list)
6274
        for p in program_list:
6275
            self._create_vars(p.global_block(), main_block)
6276

L
lilong12 已提交
6277 6278 6279 6280 6281
        if os.getenv("PADDLE_MANUAL_PIPELINE_STAGE", None):
            self.local_rank = int(os.getenv("PADDLE_MANUAL_PIPELINE_STAGE"))
            assert self.local_rank < len(device_list), (
                "Manually specified "
                "pipeline stage must be less than total number of pipeline "
6282 6283
                "stages."
            )
L
lilong12 已提交
6284 6285
        else:
            self.local_rank %= len(device_list)
6286 6287 6288
        # Step3.5: optimize forward send sync_comm to overlap send and recv
        self._optimize_forward_send_sync(program_list[self.local_rank])

6289
        # Step4: Special Case: process persistable vars that exist in
6290
        # multiple sections
6291
        # FIXME
6292 6293
        # self._process_persistable_vars_in_multi_sections(
        #     main_program, startup_program, program_list)
6294

6295
        # Step5: Add sub blocks for section programs
6296 6297
        self._add_sub_blocks(main_block, program_list)

6298
        place_list = []
6299 6300
        for dev in device_list:
            dev_index = int(dev.split(":")[1])
6301 6302 6303 6304
            if core.is_compiled_with_cuda():
                place_list.append(core.CUDAPlace(dev_index % 1))
            elif core.is_compiled_with_npu():
                place_list.append(core.NPUPlace(dev_index % 1))
6305

6306
        # Step6: Split startup program
6307
        new_startup_program = self._split_startup_program(
6308 6309
            startup_program, self.local_rank
        )
6310 6311 6312 6313

        startup_program._pipeline_opt = {
            "startup_program": new_startup_program,
        }
6314
        real_block = program_list[self.local_rank].global_block()
6315 6316
        if not self.scale_gradient:
            self._insert_loss_scale(real_block)
6317
        if not self.use_sharding:
6318
            # Step7: clear gradients before each mini-batch and
6319 6320 6321 6322 6323
            # accumulate gradients during backward
            self._rename_gradient_var_name(real_block)
            real_block._sync_with_cpp()
            self._accumulate_gradients(real_block)
            real_block._sync_with_cpp()
6324

6325 6326 6327 6328
        if core.is_compiled_with_cuda():
            place_id = int(os.getenv("FLAGS_selected_gpus", "0"))
        elif core.is_compiled_with_npu():
            place_id = int(os.getenv("FLAGS_selected_npus", "0"))
6329 6330 6331
        # A pass to move the recv op to the beginning of
        # the forward/backward phase
        self._mv_head_recv(program_list[self.local_rank])
6332 6333 6334 6335 6336

        # A pass to check pipeline persist var which changed in
        # forward and used in backward
        self._check_pipeline_persist_var(program_list[self.local_rank])

6337
        main_program._pipeline_opt = {
H
hutuxian 已提交
6338 6339
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
6340
            "pipeline_stage": self.local_rank,
6341
            "num_pipeline_stages": len(device_list),
6342
            "schedule_mode": self.schedule_mode,
6343
            "inner_parallelism": len(device_list),
6344 6345
            "section_program": program_list[self.local_rank],
            "place": place_list[self.local_rank],
6346
            "place_id": place_id,
6347
            "sync_steps": -1,
L
lilong12 已提交
6348
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
6349 6350
            "start_cpu_core_id": self._start_cpu_core_id,
        }
6351 6352 6353 6354 6355 6356 6357
        return (
            optimize_ops,
            params_grads,
            program_list,
            self._pipeline_pair,
            self._pp_ring_map,
        )
M
mapingshuo 已提交
6358 6359


M
mapingshuo 已提交
6360 6361
class RecomputeOptimizer(Optimizer):
    """
6362
        :api_attr: Static Graph
S
swtkiwi 已提交
6363

M
mapingshuo 已提交
6364 6365 6366
    Recompute Optimizer Wrapper

    Normally, a training step contains three sub-steps: first, run forward
6367
    Operators to calculate the loss; second, run backward Operators to
M
mapingshuo 已提交
6368 6369 6370
    calculate gradient of the parameters; third, apply optimization method
    to update the value of the parameters.

6371
    In the forward computation process, all variables that are needed by
M
mapingshuo 已提交
6372 6373 6374
    backward computation process will be kept in memory, which occupy a great
    amount of memory when the network becomes very deep.

6375
    Recompute split the network to k segments. In each segment, It will
M
mapingshuo 已提交
6376 6377
    recompute the forward Operators, before running backward operators. It is
    very helpful for saving memory.
6378

M
mapingshuo 已提交
6379 6380 6381 6382 6383 6384 6385 6386 6387 6388 6389 6390 6391 6392 6393 6394 6395 6396 6397 6398 6399 6400 6401 6402 6403 6404 6405 6406 6407 6408 6409 6410 6411 6412 6413 6414 6415 6416 6417 6418 6419 6420 6421 6422 6423
    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):
J
Jiabin Yang 已提交
6424
        if framework._non_static_mode():
Z
zhongpu 已提交
6425
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
6426 6427
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
6428 6429
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
J
JZ-LIANG 已提交
6430
        self.enable_offload = False
M
mapingshuo 已提交
6431 6432

    def _set_checkpoints(self, checkpoints):
6433 6434
        """
        Args:
6435
            checkpoints (list): List of Variable or string
6436 6437 6438 6439 6440
        """
        assert isinstance(
            checkpoints, list
        ), "_checkpoints should be a list of Variable or a list of String"
        for ckpt in checkpoints:
6441 6442
            assert isinstance(ckpt, str) or isinstance(
                ckpt, Variable
6443
            ), "_checkpoints should be a list of Variable or a list of String"
M
mapingshuo 已提交
6444 6445
        self._checkpoints = checkpoints

6446
    # should enable offload before calling backward
J
JZ-LIANG 已提交
6447 6448 6449
    def _enable_offload(self):
        self.enable_offload = True

6450 6451
    @framework.deprecate_stat_dict
    def load(self, state_dict):
M
mapingshuo 已提交
6452
        """
6453
            :api_attr: Static Graph
S
swtkiwi 已提交
6454

M
mapingshuo 已提交
6455 6456 6457 6458
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
6459
            state_dict: the dict load by load_persistable method
M
mapingshuo 已提交
6460 6461 6462 6463

        Examples:
            .. code-block:: python

6464
                import paddle
M
mapingshuo 已提交
6465
                import paddle.fluid as fluid
6466

6467
                paddle.enable_static()
M
mapingshuo 已提交
6468 6469 6470 6471 6472 6473
                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
6474

M
mapingshuo 已提交
6475 6476 6477 6478
                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")
6479

M
mapingshuo 已提交
6480 6481 6482 6483
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
6484 6485
                    state_dict = {}
                    sgd.load(state_dict)
M
mapingshuo 已提交
6486
                except NotImplementedError as e:
6487
                    print(e)
M
mapingshuo 已提交
6488 6489
        """
        raise NotImplementedError(
6490 6491
            "load function is not supported by Recompute Optimizer for now"
        )
M
mapingshuo 已提交
6492 6493 6494 6495 6496 6497 6498 6499 6500 6501 6502 6503 6504 6505 6506 6507 6508 6509 6510 6511 6512 6513 6514 6515 6516 6517 6518 6519 6520 6521 6522 6523

    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)
6524
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
6525 6526 6527 6528
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6529
                    no_grad_set=None)
M
mapingshuo 已提交
6530 6531 6532 6533 6534 6535 6536 6537 6538 6539

                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)

J
JZ-LIANG 已提交
6540 6541 6542 6543 6544 6545 6546 6547 6548
    def _creat_vars(self, varname):
        pinned_var_name = unique_name.generate(varname + "@Pinned")
        fetched_var_name = unique_name.generate(varname + "@Fetch")

        pinned_var = self._main_program.global_block().create_var(
            name=pinned_var_name,
            shape=self.checkpoint_shape,
            dtype=self._main_program.global_block().var(varname).dtype,
            persistable=False,
6549 6550
            stop_gradient=True,
        )
J
JZ-LIANG 已提交
6551 6552 6553 6554 6555 6556

        fetch_var = self._main_program.global_block().create_var(
            name=fetched_var_name,
            shape=self.checkpoint_shape,
            dtype=self._main_program.global_block().var(varname).dtype,
            persistable=False,
6557 6558
            stop_gradient=False,
        )
J
JZ-LIANG 已提交
6559 6560 6561 6562 6563 6564 6565 6566

        return pinned_var_name, fetched_var_name

    def _append_fill_constant_ops(self, startup_program):
        """
        add fill_constant_ops to the end of the prog

        we should fill the pinned vars before runing the main_prog
6567 6568 6569
        to instantiate their tensor hold_, which could tell us whether
        the host memory could hold all the checkpoints from all the
        GPU devices in this node.
J
JZ-LIANG 已提交
6570 6571 6572 6573 6574 6575 6576 6577 6578 6579 6580 6581 6582
        """
        op_role = 0
        block = startup_program.global_block()
        fill_constant_vars = self.checkpoint_name2pinned_name.values()
        OP_ROLE_KEY = core.op_proto_and_checker_maker.kOpRoleAttrName()
        for varname in fill_constant_vars:
            var = self._main_program.global_block().var(varname)
            # NOTE (JZ-LIANG) to pre-allocate the CUDAPinned MEM
            pinned_var = block.create_var(
                name=varname,
                shape=self.checkpoint_shape,
                dtype=self._main_program.global_block().var(var.name).dtype,
                persistable=False,
6583 6584 6585 6586 6587 6588 6589 6590 6591 6592 6593 6594 6595
                stop_gradient=True,
            )
            block.append_op(
                type='fill_constant',
                outputs={'Out': varname},
                attrs={
                    "shape": var.shape,
                    "dtype": var.dtype,
                    "value": 0.0,
                    "place_type": 2,
                    OP_ROLE_KEY: op_role,
                },
            )
J
JZ-LIANG 已提交
6596 6597 6598

        return

6599 6600 6601
    def _insert_async_memcpy_op(
        self, insert_idx, src_varname, dst_varname, op_role, dst_place_type
    ):
J
JZ-LIANG 已提交
6602 6603 6604 6605 6606 6607 6608 6609
        OP_ROLE_KEY = core.op_proto_and_checker_maker.kOpRoleAttrName()
        self.block._insert_op_without_sync(
            insert_idx,
            type='memcpy',
            inputs={'X': [self._main_program.global_block().var(src_varname)]},
            outputs={
                'Out': [self._main_program.global_block().var(dst_varname)]
            },
6610 6611
            attrs={"dst_place_type": int(dst_place_type), OP_ROLE_KEY: op_role},
        )
J
JZ-LIANG 已提交
6612 6613

    def _insert_fetch_op(self, idx, varname):
6614 6615 6616 6617 6618
        assert (
            varname in self.checkpoint_name2pinned_name
        ), "Try to fetch {} from Pinned Memory, but it is NOT a checkpoint".format(
            varname
        )
J
JZ-LIANG 已提交
6619 6620 6621

        pinned_varname = self.checkpoint_name2pinned_name[varname]
        fetch_varname = self.checkpoint_name2fetch_name[varname]
6622
        self._insert_async_memcpy_op(idx, pinned_varname, fetch_varname, 1, 1)
J
JZ-LIANG 已提交
6623 6624

    def _insert_offload_op(self, idx, varname):
6625 6626 6627 6628 6629
        assert (
            varname in self.checkpoint_name2pinned_name
        ), "Try to offload {} to Pinned Memory, but it is NOT a checkpoint".format(
            varname
        )
J
JZ-LIANG 已提交
6630
        pinned_varname = self.checkpoint_name2pinned_name[varname]
6631
        self._insert_async_memcpy_op(idx, varname, pinned_varname, 0, 2)
J
JZ-LIANG 已提交
6632 6633

    def _insert_sync_op(self, op_idx, checkpoint_name):
6634
        # single stream offload no need sync
J
JZ-LIANG 已提交
6635 6636 6637
        pass

    def _record_fetch_op(self, idx):
6638 6639 6640
        assert (
            len(self.un_fetch_checkpoint_names) > 0
        ), "Could NOT found checkpoint to fetch"
J
JZ-LIANG 已提交
6641 6642 6643 6644 6645 6646 6647 6648
        checkpoint_name = self.un_fetch_checkpoint_names.pop(-1)
        logging.debug("Record fetch [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("fetch", checkpoint_name)

        return checkpoint_name

    def _record_offload_op(self, idx, checkpoint_name):
        expected_checkpoint_name = self.un_offload_checkpoint_names.pop(0)
6649 6650 6651 6652 6653
        assert (
            checkpoint_name == expected_checkpoint_name
        ), "expected to offload [{}] but got [{}]".format(
            expected_checkpoint_name, checkpoint_name
        )
J
JZ-LIANG 已提交
6654 6655 6656 6657
        logging.debug("Record offload [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("offload", checkpoint_name)

    def _record_sync_op(self, idx, checkpoint_name):
6658 6659 6660
        assert (
            checkpoint_name not in self.synced_checkpoints
        ), "Try to sync the checkpoint [{}] twice".format(checkpoint_name)
J
JZ-LIANG 已提交
6661 6662 6663 6664 6665 6666 6667
        self.synced_checkpoints.add(checkpoint_name)
        logging.debug("Record offload sync [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("sync", checkpoint_name)

    def _parse_backward(self):

        self.idx2insertions = {}
6668
        # don't offload the last checkpoints, to favor throughput
J
JZ-LIANG 已提交
6669 6670 6671 6672 6673 6674 6675 6676 6677 6678 6679 6680 6681 6682
        self.un_fetch_checkpoint_names = self.sorted_checkpoint_names[:]
        self.un_fetch_checkpoint_names.pop(-1)
        need_fetch_checkpoint_names = self.un_fetch_checkpoint_names[:]
        self.checkpoint_usage_count = {}
        for checkpoint_name in self.un_fetch_checkpoint_names:
            self.checkpoint_usage_count[checkpoint_name] = 0

        self.bw_strart_op_idx = len(self.block.ops)
        for idx, op in enumerate(self.block.ops):
            if int(op.desc.attr("op_role")) == 1:
                self.bw_strart_op_idx = idx
                break

        assert self.bw_strart_op_idx < len(
6683 6684
            self.block.ops
        ), "Could NOT found backword op in prog"
J
JZ-LIANG 已提交
6685 6686 6687

        # fetch second to last checkpoint at the beginning of BW
        fetched_checkpoint_varname = self._record_fetch_op(
6688 6689
            self.bw_strart_op_idx
        )
J
JZ-LIANG 已提交
6690 6691
        last_last_fetch_checkpoint = None

6692
        for i, op in enumerate(self.block.ops[self.bw_strart_op_idx :]):
J
JZ-LIANG 已提交
6693 6694 6695 6696 6697 6698 6699 6700 6701
            idx = self.bw_strart_op_idx + i
            input_vars = op.desc.input_arg_names()

            for input_var in input_vars:
                if input_var in need_fetch_checkpoint_names:
                    if input_var not in self.un_fetch_checkpoint_names:
                        # fetch the  offloade checkpoint when the first usage of its previous one
                        if self.checkpoint_usage_count[input_var] == 0:
                            # TODO (JZ-LIANG) sync memcpy_stream if extra stream for memcpy
6702 6703 6704
                            second_to_last_fetch_checkpoint = (
                                fetched_checkpoint_varname
                            )
6705
                            # there is NO fetch ahead the first checkpoint
J
JZ-LIANG 已提交
6706
                            if input_var != self.sorted_checkpoint_names[0]:
6707 6708 6709
                                fetched_checkpoint_varname = (
                                    self._record_fetch_op(idx)
                                )
J
JZ-LIANG 已提交
6710

6711
                        # should check the current used checkpoint is ths last fetch one
6712 6713 6714 6715 6716
                        assert (
                            second_to_last_fetch_checkpoint == input_var
                        ), "Current recompute segment should use [{}] BUT got [{}]".format(
                            second_to_last_fetch_checkpoint, input_var
                        )
J
JZ-LIANG 已提交
6717 6718 6719
                        # rename
                        self.block.ops[idx]._rename_input(
                            input_var,
6720 6721
                            self.checkpoint_name2fetch_name[input_var],
                        )
J
JZ-LIANG 已提交
6722 6723 6724 6725
                        self.checkpoint_usage_count[input_var] += 1
                    else:
                        raise ValueError(
                            "use checkpoint [{}] before fetch in BW".format(
6726 6727 6728
                                input_var
                            )
                        )
J
JZ-LIANG 已提交
6729

6730 6731 6732 6733 6734
        assert (
            len(self.un_fetch_checkpoint_names) == 0
        ), "{} checkpoints have NOT been Recorded".format(
            self.un_fetch_checkpoint_names
        )
J
JZ-LIANG 已提交
6735 6736 6737 6738 6739 6740 6741 6742 6743 6744

    def _update_backward(self):
        if len(self.idx2insertions) == 0:
            return
        total_op = len(self.block.ops)
        for op_idx in reversed(range(self.bw_strart_op_idx, total_op)):
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "fetch":
                    self._insert_fetch_op(op_idx, checkpoint_name)
6745
                    logging.debug(
6746 6747
                        "Insert [{}] fetch op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6748 6749 6750 6751 6752
                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
                    logging.debug("Sync [{}] fetch op.".format(checkpoint_name))
        self.block._sync_with_cpp()
6753 6754 6755 6756 6757
        assert (
            len(self.idx2insertions) == 0
        ), "{} checkpoints left un-Fecthed".format(
            [ele[1] for ele in self.idx2insertions.values()]
        )
J
JZ-LIANG 已提交
6758 6759 6760 6761

    def _parse_forward(self):

        self.idx2insertions = {}
6762
        # don't offload the last checkpoints, faster, less memory saving
J
JZ-LIANG 已提交
6763 6764 6765 6766 6767 6768 6769
        self.un_offload_checkpoint_names = self.sorted_checkpoint_names[:]
        last_checkpoint = self.un_offload_checkpoint_names.pop(-1)
        need_offload_checkpoint_names = self.un_offload_checkpoint_names[:]
        self.checkpoint_usage_count_and_idx = {}
        for checkpoint_name in self.un_offload_checkpoint_names:
            self.checkpoint_usage_count_and_idx[checkpoint_name] = {
                'count': 0,
6770
                'idx': -1,
J
JZ-LIANG 已提交
6771 6772 6773 6774 6775 6776 6777 6778 6779
            }
        self.synced_checkpoints = set()
        self.fw_strart_op_idx = len(self.block.ops)
        for idx, op in enumerate(self.block.ops):
            if int(op.desc.attr("op_role")) == 0:
                self.fw_strart_op_idx = idx
                break

        assert self.fw_strart_op_idx < len(
6780 6781
            self.block.ops
        ), "Could NOT found Forward op in prog"
J
JZ-LIANG 已提交
6782 6783
        last_offload_checkpoint = None

6784
        for i, op in enumerate(
6785 6786
            self.block.ops[self.fw_strart_op_idx : self.bw_strart_op_idx]
        ):
J
JZ-LIANG 已提交
6787 6788 6789 6790 6791 6792 6793

            idx = self.fw_strart_op_idx + i
            output_vars = op.desc.output_arg_names()
            input_vars = op.desc.input_arg_names()

            for output_var in output_vars:
                if output_var in need_offload_checkpoint_names:
6794 6795 6796 6797 6798
                    assert (
                        len(output_vars) == 1
                    ), "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op
                    )
J
JZ-LIANG 已提交
6799 6800 6801

                    if output_var in self.un_offload_checkpoint_names:
                        # insert sync op if last checkpoint has not been sync
6802
                        if last_offload_checkpoint is not None:
6803 6804 6805 6806 6807 6808 6809 6810 6811
                            if (
                                self.checkpoint_usage_count_and_idx[
                                    last_offload_checkpoint
                                ]['count']
                                == 0
                            ):
                                self._record_sync_op(
                                    idx, last_offload_checkpoint
                                )
J
JZ-LIANG 已提交
6812
                            else:
6813 6814 6815 6816 6817 6818 6819 6820 6821 6822 6823 6824 6825
                                last_usage_idx = (
                                    self.checkpoint_usage_count_and_idx[
                                        last_offload_checkpoint
                                    ]['idx']
                                )
                                assert (
                                    last_usage_idx > 0
                                ), "last_usage_idx of checkpoint [{}] should large than 0".format(
                                    last_offload_checkpoint
                                )
                                self._record_sync_op(
                                    last_usage_idx + 1, last_offload_checkpoint
                                )
J
JZ-LIANG 已提交
6826 6827 6828 6829 6830
                        # insert offload op after the checkpoint's generation op
                        self._record_offload_op(idx + 1, output_var)
                        last_offload_checkpoint = output_var
                    else:
                        raise ValueError(
6831 6832 6833 6834
                            "There should be just ONE op that output checkpoint [{}]".format(
                                output_var
                            )
                        )
J
JZ-LIANG 已提交
6835 6836
                # need to sync the last need to offload checkpoint before the last checkpoint as output op
                if output_var == last_checkpoint:
6837 6838 6839 6840 6841 6842 6843 6844 6845 6846 6847 6848 6849
                    assert (
                        len(output_vars) == 1
                    ), "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op
                    )
                    assert (
                        last_offload_checkpoint
                        == self.sorted_checkpoint_names[-2]
                    ), "the last offload chekpoint before [{}] is suppose to be [{}], but got [{}]".format(
                        last_checkpoint,
                        self.sorted_checkpoint_names[-2],
                        last_offload_checkpoint,
                    )
J
JZ-LIANG 已提交
6850
                    # sync if last checkpoint has not been sync
6851 6852 6853 6854 6855 6856
                    if (
                        self.checkpoint_usage_count_and_idx[
                            last_offload_checkpoint
                        ]['idx']
                        == 0
                    ):
J
JZ-LIANG 已提交
6857 6858 6859
                        self._record_sync_op(idx, last_offload_checkpoint)
                    else:
                        last_usage_idx = self.checkpoint_usage_count_and_idx[
6860 6861 6862 6863 6864 6865 6866 6867 6868 6869
                            last_offload_checkpoint
                        ]['idx']
                        assert (
                            last_usage_idx > 0
                        ), "last_usage_idx of checkpoint [{}] should large than 0".format(
                            last_offload_checkpoint
                        )
                        self._record_sync_op(
                            last_usage_idx + 1, last_offload_checkpoint
                        )
6870
            # record checkpoint usage
J
JZ-LIANG 已提交
6871 6872
            for input_var in input_vars:
                if input_var in need_offload_checkpoint_names:
6873 6874 6875
                    assert (
                        input_var not in self.synced_checkpoints
                    ), "checkpoint [{}] used after sync".format(input_var)
J
JZ-LIANG 已提交
6876 6877 6878
                    self.checkpoint_usage_count_and_idx[input_var]['count'] += 1
                    self.checkpoint_usage_count_and_idx[input_var]['idx'] = idx

6879 6880 6881 6882 6883
        assert (
            len(self.un_offload_checkpoint_names) == 0
        ), "{} checkpoints have NOT been Recorded".format(
            self.un_fetch_checkpoint_names
        )
J
JZ-LIANG 已提交
6884 6885 6886
        assert len(self.synced_checkpoints) == len(
            need_offload_checkpoint_names
        ), "{} checkpoints have NOT been Recorded".format(
6887 6888
            set(need_offload_checkpoint_names) - set(self.synced_checkpoints)
        )
J
JZ-LIANG 已提交
6889 6890 6891 6892 6893

    def _update_forward(self):
        if len(self.idx2insertions) == 0:
            return
        for op_idx in reversed(
6894 6895
            range(self.fw_strart_op_idx, self.bw_strart_op_idx)
        ):
J
JZ-LIANG 已提交
6896 6897 6898 6899
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "offload":
                    self._insert_offload_op(op_idx, checkpoint_name)
6900
                    logging.debug(
6901 6902
                        "Insert [{}] offload op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6903 6904 6905
                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
6906
                    logging.debug(
6907 6908
                        "Insert [{}] offload_sync op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6909 6910 6911
                    del self.idx2insertions[op_idx]

        self.block._sync_with_cpp()
6912 6913 6914 6915 6916
        assert (
            len(self.idx2insertions) == 0
        ), "{} checkpoints left un-Offloaded".format(
            [ele[1] for ele in self.idx2insertions.values()]
        )
J
JZ-LIANG 已提交
6917 6918 6919 6920 6921 6922 6923 6924

    def _check_offload_fetch(self):
        # TODO(JZ-LIANG) the single stream offload need no sync
        pass

    def _offload(self, loss, startup_program=None):
        """
        core steps for recompute offload
6925
        1. create pinned vars and temp vars
J
JZ-LIANG 已提交
6926 6927 6928 6929 6930 6931
        2. parse & update Forward pass: offload, sync
        3. parse & update Backward pass: rename, fetch, sync
        4. verify the correctness
        """
        self._main_program = loss.block.program
        self.block = loss.block
6932
        if startup_program is None:
J
JZ-LIANG 已提交
6933
            startup_program = paddle.static.default_startup_program()
J
JZ-LIANG 已提交
6934 6935

        with program_guard(self._main_program, startup_program):
6936 6937 6938 6939 6940 6941 6942 6943 6944 6945
            assert (
                len(self.checkpoint_shape) > 0
            ), "checkpoints shape {} should be an non empty list like: [12, 512, 1024]".format(
                self.checkpoint_shape
            )
            assert all(
                [ele > 0 for ele in self.checkpoint_shape]
            ), "all ele in checkpoints shape {} should be a determined integer larger than 0".format(
                self.checkpoint_shape
            )
J
JZ-LIANG 已提交
6946 6947 6948 6949
            self.checkpoint_name2pinned_name = dict()
            self.checkpoint_name2fetch_name = dict()
            for checkpoint_varname in self.sorted_checkpoint_names:
                pinned_var_name, fetch_var_name = self._creat_vars(
6950 6951
                    checkpoint_varname
                )
J
JZ-LIANG 已提交
6952
                self.checkpoint_name2pinned_name[
6953 6954
                    checkpoint_varname
                ] = pinned_var_name
J
JZ-LIANG 已提交
6955
                self.checkpoint_name2fetch_name[
6956 6957
                    checkpoint_varname
                ] = fetch_var_name
J
JZ-LIANG 已提交
6958 6959 6960 6961 6962 6963 6964 6965 6966 6967 6968 6969 6970
            self._append_fill_constant_ops(startup_program)
            # TODO (JZ-LIANG) to provide two offload stragtegy in future
            # step 2. parse & update FW: rename, offload, sync
            self._parse_backward()
            self._update_backward()
            # step 3. parse & update BW: rename, offload, sync
            self._parse_forward()
            self._update_forward()
            # step 4. verify the correctness
            self._check_offload_fetch()

        return

6971 6972 6973 6974 6975 6976 6977 6978
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
M
mapingshuo 已提交
6979 6980 6981 6982 6983 6984 6985
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
6986 6987
            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
6988 6989 6990 6991 6992 6993 6994 6995
            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
6996

M
mapingshuo 已提交
6997 6998 6999 7000 7001 7002
                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
7003 7004


M
mapingshuo 已提交
7005 7006 7007 7008
                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")
7009

M
mapingshuo 已提交
7010 7011
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
7012
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
7013 7014 7015 7016
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
7017
                    no_grad_set=None)
M
mapingshuo 已提交
7018 7019
                print("Finished backward")
        """
7020 7021 7022
        assert (
            self._checkpoints is not None
        ), "You should call _set_checkpoints first"
M
mapingshuo 已提交
7023

J
Jiabin Yang 已提交
7024
        if framework._non_static_mode():
M
mapingshuo 已提交
7025
            raise NotImplementedError(
7026 7027
                "DyGraph current does not support recompute"
            )
M
mapingshuo 已提交
7028 7029 7030 7031

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
7032 7033 7034 7035 7036 7037 7038
            checkpoint_vars = []
            for ckpt in self._checkpoints:
                if isinstance(ckpt, Variable):
                    checkpoint_vars.append(ckpt)
                else:
                    checkpoint_vars.append(loss.block.var(ckpt))

J
JZ-LIANG 已提交
7039 7040 7041 7042 7043 7044
            # allow return to non-recompute when checkpoints is empty
            if len(checkpoint_vars) > 0:
                params_grads, sorted_checkpoint_names = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
7045 7046
                    checkpoints=checkpoint_vars,
                )
J
JZ-LIANG 已提交
7047
            else:
7048 7049 7050 7051 7052 7053
                params_grads = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
                    checkpoints=checkpoint_vars,
                )
J
JZ-LIANG 已提交
7054 7055 7056 7057 7058

        if self.enable_offload:
            self.sorted_checkpoint_names = sorted_checkpoint_names
            self._offload(loss, startup_program=startup_program)

M
mapingshuo 已提交
7059 7060 7061 7062 7063 7064 7065 7066 7067 7068 7069 7070 7071
        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
7072

M
mapingshuo 已提交
7073 7074 7075 7076 7077
                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)
7078 7079
                    return sum_cost, fc_1, prediction

M
mapingshuo 已提交
7080 7081 7082 7083
                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")
7084

M
mapingshuo 已提交
7085 7086
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
7087
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
7088 7089 7090 7091
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
7092
                    no_grad_set=None)
7093

M
mapingshuo 已提交
7094 7095
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
7096

M
mapingshuo 已提交
7097 7098 7099
                print("Finished apply_optimize")
        """

7100 7101 7102 7103 7104 7105 7106 7107 7108 7109 7110 7111
        func = (
            self._optimizer.apply_optimize
            if hasattr(self._optimizer, 'apply_optimize')
            else self._optimizer._apply_optimize
        )
        return func(
            loss, startup_program=startup_program, params_grads=params_grads
        )

    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
7112
        assert isinstance(loss, Variable), "The loss should be an Variable."
7113 7114 7115
        assert (
            self._checkpoints is not None
        ), "You should call _set_checkpoints first"
J
Jiabin Yang 已提交
7116
        if framework._non_static_mode():
M
mapingshuo 已提交
7117
            raise NotImplementedError(
7118 7119 7120 7121 7122 7123 7124 7125
                "DyGraph current does not support recompute"
            )
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
M
mapingshuo 已提交
7126

7127 7128 7129
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
M
mapingshuo 已提交
7130 7131 7132 7133

        return optimize_ops, params_grads


7134
class LookaheadOptimizer:
7135
    r"""
7136
        :api_attr: Static Graph
S
swtkiwi 已提交
7137

M
mapingshuo 已提交
7138 7139 7140 7141
    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

    Lookahead keeps two sets of params: the fast_params and
7142 7143
    the slow_params. inner_optimizer update fast_params every
    training step. Lookahead updates the slow_params and fast_params
M
mapingshuo 已提交
7144 7145 7146
    every k training steps as follows:

    .. math::
7147

M
mapingshuo 已提交
7148
        slow\_param_t &= slow\_param_{t-1} + \\alpha * (fast\_param_{t-1} - slow\_param_{t-1})
7149

7150
        fast\_param_t &=  slow\_param_t
M
mapingshuo 已提交
7151 7152

    Args:
7153
        inner_optimizer (Optimizer): The optimizer that update fast params step by step.
M
mapingshuo 已提交
7154 7155 7156 7157 7158 7159 7160 7161 7162
        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
7163
            import numpy.random as random
M
mapingshuo 已提交
7164

7165
            paddle.enable_static()
7166

7167 7168 7169 7170
            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)
7171
            loss = paddle.mean(x=loss)
7172 7173 7174 7175 7176 7177 7178 7179 7180
            sgd = fluid.optimizer.SGD(learning_rate=0.01)
            optimizer = fluid.optimizer.LookaheadOptimizer(sgd,
                                                alpha=0.5,
                                                k=5)
            optimizer.minimize(loss)
            main_program = fluid.default_main_program()
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
M
mapingshuo 已提交
7181

7182 7183 7184
            def train_reader(limit=5):
                for i in range(limit):
                    yield random.random([2]).astype('float32'), random.random([1]).astype('int64')
7185

7186 7187
            feeder = fluid.DataFeeder(feed_list=[x, label], place=place)
            reader = paddle.batch(paddle.reader.shuffle(train_reader, buf_size=50000),batch_size=1)
7188

7189 7190 7191
            for batch_data in reader():
                exe.run(fluid.default_main_program(),
                feed=feeder.feed(batch_data))
M
mapingshuo 已提交
7192 7193 7194 7195 7196

    """

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

J
Jiabin Yang 已提交
7197
        if framework._non_static_mode():
Z
zhongpu 已提交
7198
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
7199
        assert inner_optimizer is not None, "inner optimizer can not be None"
M
mapingshuo 已提交
7200 7201 7202
        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
7203
        assert isinstance(k, int) and k > 0, "k should be a positive integer"
M
mapingshuo 已提交
7204 7205 7206 7207 7208 7209 7210 7211 7212 7213

        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(
7214 7215
            loss, startup_program=startup_program
        )
M
mapingshuo 已提交
7216 7217 7218 7219 7220 7221 7222 7223 7224 7225 7226

        # 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)
7227 7228 7229 7230 7231 7232 7233
            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,
            )
M
mapingshuo 已提交
7234 7235 7236 7237 7238 7239
            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)
7240 7241 7242 7243 7244 7245 7246
            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,
            )
M
mapingshuo 已提交
7247

7248 7249 7250
            startup_block.append_op(
                type="assign", inputs={"X": fast_var}, outputs={"Out": slow_var}
            )
M
mapingshuo 已提交
7251

7252 7253
        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
7254 7255 7256 7257 7258 7259 7260
            k = layers.create_global_var(
                name="lookahead_k",
                shape=[1],
                value=int(self.k),
                dtype='int32',
                persistable=True,
            )
M
mapingshuo 已提交
7261

7262
            # Add Var alpha to main prog and startup prog
7263 7264 7265 7266 7267 7268 7269
            alpha = layers.create_global_var(
                name="lookahead_alpha",
                shape=[1],
                value=float(self.alpha),
                dtype='float32',
                persistable=True,
            )
M
mapingshuo 已提交
7270

7271
            # Add Var step
7272 7273 7274 7275 7276 7277 7278
            step = layers.create_global_var(
                name="lookahead_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True,
            )
7279 7280 7281
            layers.increment(x=step, value=1.0, in_place=True)

            # lookahead
7282 7283 7284
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0
            )
7285

7286 7287 7288
            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0
            )
7289

7290
            mod = paddle.remainder(step, k)
7291
            with layers.control_flow.Switch() as switch:
7292 7293 7294 7295 7296
                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)
7297 7298 7299 7300 7301 7302 7303
                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(
7304 7305 7306
                                slow_var, layers.elementwise_sub(one_var, alpha)
                            ),
                        )
7307 7308 7309 7310
                        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
7311
        return mini_out
7312 7313


7314
class GradientMergeOptimizer:
7315 7316 7317 7318 7319 7320 7321 7322 7323 7324 7325 7326 7327 7328 7329 7330 7331 7332 7333 7334 7335 7336 7337 7338 7339 7340 7341 7342 7343 7344 7345 7346 7347 7348 7349 7350 7351 7352 7353 7354 7355 7356 7357 7358 7359 7360 7361 7362 7363 7364 7365 7366 7367 7368
    """
    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]))
    """

7369 7370
    GRAD_MERGE_COND_NAME = "grad_merge_cond_name"

7371
    def __init__(self, inner_optimizer, k_steps=1, avg=True):
J
Jiabin Yang 已提交
7372
        if framework._non_static_mode():
7373 7374 7375
            raise Exception(
                "In dygraph, we don't support GradientMergeOptimizer."
                "You can do Gradient merge by yourself with k-times forward + backward, "
7376 7377
                "and one-time optimizer.minimize()"
            )
7378

7379 7380 7381 7382
        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"
7383 7384 7385 7386 7387

        self.inner_optimizer = inner_optimizer
        self.k_steps = k_steps
        self.type = "gradient_merge"
        self.avg = avg
7388
        self._optimize_ops = None
7389

7390 7391 7392 7393 7394 7395
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

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

7396 7397 7398 7399 7400 7401 7402 7403
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
7404 7405 7406 7407 7408 7409 7410 7411 7412
        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(
7413 7414
            loss, startup_program=startup_program
        )
7415 7416 7417 7418 7419 7420 7421 7422 7423 7424 7425
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        program = loss.block.program
        with program_guard(program, startup_program):
            optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

    def _is_the_backward_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        backward = core.op_proto_and_checker_maker.OpRole.Backward
7426 7427 7428
        if op_maker.kOpRoleVarAttrName() in op.attr_names and int(
            op.all_attrs()[op_maker.kOpRoleAttrName()]
        ) == int(backward):
7429 7430 7431 7432 7433 7434
            return True
        return False

    def _remove_op_role_var(self, param, grad):
        op_maker = core.op_proto_and_checker_maker
        op = grad.op
7435 7436 7437 7438 7439
        assert self._is_the_backward_op(
            op
        ), 'grad.op={} is not the backward op which produces the grad={}'.format(
            op, grad.name
        )
7440 7441 7442

        block = grad.block
        var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
7443 7444 7445 7446 7447 7448 7449 7450 7451 7452
        assert (
            param.name in var_attr
        ), 'when using GradientMergeOptimizer, param={} must be in var_attr={}'.format(
            param.name, var_attr
        )
        assert (
            grad.name in var_attr
        ), 'when using GradientMergeOptimizer, grad={} must be in var_attr={}'.format(
            param.name, var_attr
        )
7453 7454 7455 7456 7457 7458 7459 7460 7461 7462 7463 7464 7465 7466 7467 7468 7469 7470 7471 7472 7473 7474 7475 7476 7477 7478

        # remove (param, grad) from op_role_var
        var_attr.remove(param.name)
        var_attr.remove(grad.name)
        if len(var_attr) > 1:
            op._set_attr(op_maker.kOpRoleVarAttrName(), var_attr)
        else:
            op._remove_attr(op_maker.kOpRoleVarAttrName())

    def _add_gm_op_role_var(self, op, param, grad, cond):
        grad.op = op
        op_maker = core.op_proto_and_checker_maker
        backward = op_maker.OpRole.Backward

        # NOTE(wangxi). When distributed, we will insert grad_merge_all_reduce_op_handle
        # in multi_devices_graph_pass, which will allreduce(grad) if cond is True, else
        # do nothing.
        # In this way, the gradient can be merged first, and then communicate when the
        # condition is met, reducing the number of communications to increase the
        # speed.
        op._set_attr(self.GRAD_MERGE_COND_NAME, cond.name)
        op._set_attr(op_maker.kOpRoleAttrName(), backward)
        op._set_attr(op_maker.kOpRoleVarAttrName(), [param.name, grad.name])

    def _get_gm_cond_var(self, main_block):
        # Add const var
7479 7480 7481 7482 7483 7484 7485 7486 7487 7488 7489 7490 7491 7492 7493 7494 7495
        k_step_var = layers.create_global_var(
            name="gradient_merge_k",
            shape=[1],
            value=int(self.k_steps),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )

        zero_var = layers.create_global_var(
            name="gradient_merge_zero",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )
7496 7497

        # Add step var & cond var
7498 7499 7500 7501 7502 7503 7504 7505
        step_var = layers.create_global_var(
            name="gradient_merge_step",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )
7506

7507 7508 7509
        cond_var = main_block.create_var(
            name="gradient_merge_cond", shape=[1], dtype='bool'
        )
7510 7511 7512 7513

        with device_guard("cpu"):
            # step_var = (step_var + 1) % k_step
            layers.increment(x=step_var, value=1.0, in_place=True)
7514 7515 7516 7517 7518 7519
            main_block.append_op(
                type='elementwise_mod',
                inputs={'X': step_var, 'Y': k_step_var},
                outputs={'Out': step_var},
                attrs={'axis': -1, 'use_mkldnn': False},
            )
7520 7521

            # cond_var = (step_var == 0)
7522 7523 7524 7525 7526
            main_block.append_op(
                type='equal',
                inputs={'X': step_var, 'Y': zero_var},
                outputs={'Out': cond_var},
            )
7527 7528 7529 7530 7531 7532 7533 7534 7535 7536

        return cond_var

    def apply_gradients(self, params_grads):
        main_program = default_main_program()
        startup_program = default_startup_program()
        main_block = main_program.global_block()
        startup_block = startup_program.global_block()

        cond = self._get_gm_cond_var(main_block)
7537

7538
        # TODO(mapingshuo) support sparse embedding
7539 7540
        # step1: remove grad.op's op_role_var
        for param, grad in params_grads:
7541
            assert (
7542
                param.type != core.VarDesc.VarType.SELECTED_ROWS
7543 7544
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

7545
            self._remove_op_role_var(param, grad)
7546

7547
        param_to_grad = {k.name: v for (k, v) in params_grads}
7548 7549 7550
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

7551 7552 7553 7554 7555
        new_params_grads = []
        # step2: create gradient_merge var and init with 0
        # and update op_role_var
        for param, grad in params_grads:
            param_name = param.name
7556
            param_var = main_block.var(param_name)
7557 7558 7559 7560 7561 7562 7563
            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,
            )
7564
            param_to_gradient_merge[param_name] = gradient_merge_var
7565

7566 7567 7568 7569
            startup_gradient_merge_var = startup_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
7570 7571 7572 7573 7574 7575 7576 7577 7578 7579 7580
                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),
                },
            )
7581

7582 7583 7584
            # grad_merge += grad
            new_grad_op = main_block.append_op(
                type="elementwise_add",
7585
                inputs={'X': grad, 'Y': gradient_merge_var},
7586
                outputs={'Out': gradient_merge_var},
7587 7588 7589 7590 7591
                attrs={'axis': -1, 'use_mkldnn': False},
            )
            self._add_gm_op_role_var(
                new_grad_op, param, gradient_merge_var, cond
            )
7592 7593 7594 7595 7596 7597 7598 7599
            new_params_grads.append([param, gradient_merge_var])

        def true_apply_gradient():
            cur_block_idx = main_program.current_block_idx
            cur_block = main_program.current_block()

            # cur_block's forward_block & backward_block is itself
            cur_block._set_forward_block_idx(cur_block_idx)
7600
            op_maker = core.op_proto_and_checker_maker
7601 7602 7603 7604

            if self.avg:
                for param, new_grad in new_params_grads:
                    # grad /= k_steps
7605 7606 7607 7608 7609 7610 7611 7612 7613 7614 7615 7616 7617
                    cur_block.append_op(
                        type='scale',
                        inputs={'X': new_grad},
                        outputs={'Out': new_grad},
                        attrs={
                            'scale': 1.0 / self.k_steps,
                            'bias': 0.0,
                            'bias_after_scale': False,
                        },
                    )
                    new_grad.op._set_attr(
                        op_maker.kOpRoleAttrName(), op_maker.OpRole.Backward
                    )
7618

7619 7620 7621 7622 7623 7624
            for param, new_grad in new_params_grads:
                # NOTE. regularization will append ops to grad.block,
                # while new_grad's real block is global_block,
                # but we want append regularization ops to cur_block,
                # so we set new_grad.block = cur_block
                new_grad.block = cur_block
7625

7626
            self._optimize_ops = self.inner_optimizer.apply_gradients(
7627 7628
                new_params_grads
            )
7629

7630 7631
            # clear gradient_merge_vars
            for param, new_grad in new_params_grads:
7632 7633 7634 7635 7636 7637 7638 7639 7640
                layers.fill_constant(
                    shape=new_grad.shape,
                    dtype=new_grad.dtype,
                    value=0.0,
                    out=new_grad,
                )
                new_grad.op._set_attr(
                    op_maker.kOpRoleAttrName(), op_maker.OpRole.Optimize
                )
7641 7642 7643 7644 7645 7646

        # step3. apply gradient
        layers.cond(cond, true_fn=true_apply_gradient, false_fn=None)

        return self._optimize_ops

7647 7648 7649
    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
7650 7651
        assert isinstance(loss, Variable), "The loss should be an Variable."

7652 7653 7654 7655 7656 7657
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
7658

7659 7660 7661
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
7662 7663

        return optimize_ops, params_grads