test_momentum_op.py

#   Copyright (c) 2018 PaddlePaddle Authors. All Rights Reserved.
#
# 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
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# 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.

from __future__ import print_function

import unittest
import numpy as np
import paddle.fluid.core as core
from paddle.fluid.op import Operator
from op_test import OpTest
import paddle
import paddle.fluid as fluid


def calculate_momentum_by_numpy(param,
                                grad,
                                mu,
                                velocity,
                                use_nesterov,
                                learning_rate,
                                regularization_method=None,
                                regularization_coeff=1.0):
    if regularization_method == "l2_decay":
        grad = grad + regularization_coeff * param

        velocity_out = mu * velocity + grad
        if use_nesterov:
            param_out = param - (grad + velocity_out * mu) * learning_rate
        else:
            param_out = param - learning_rate * velocity_out
    else:
        velocity_out = mu * velocity + grad
        if use_nesterov:
            param_out = param - grad * learning_rate - \
                        velocity_out * mu * learning_rate
        else:
            param_out = param - learning_rate * velocity_out

    return param_out, velocity_out


class TestMomentumOp1(OpTest):
    def setUp(self):
        self.op_type = "momentum"
        self.dtype = np.float32
        self.init_dtype()

        param = np.random.random((123, 321)).astype(self.dtype)
        grad = np.random.random((123, 321)).astype(self.dtype)
        velocity = np.zeros((123, 321)).astype(self.dtype)
        learning_rate = np.array([0.001]).astype(np.float32)
        mu = 0.0001
        use_nesterov = False

        self.inputs = {
            'Param': param,
            'Grad': grad,
            'Velocity': velocity,
            'LearningRate': learning_rate
        }

        self.attrs = {'mu': mu}

        param_out, velocity_out = calculate_momentum_by_numpy(
            param=param,
            grad=grad,
            mu=mu,
            velocity=velocity,
            use_nesterov=use_nesterov,
            learning_rate=learning_rate)

        self.outputs = {'ParamOut': param_out, 'VelocityOut': velocity_out}

    def init_dtype(self):
        pass

    def test_check_output(self):
        self.check_output()


class TestMomentumOpFp16(TestMomentumOp1):
    def init_dtype(self):
        self.dtype = np.float16

    def test_check_output(self):
        self.check_output(atol=1e-3)


class TestMomentumOp2(OpTest):
    '''Test Momentum with default values for attributes
    '''

    def setUp(self):
        self.op_type = "momentum"

        param = np.random.random((123, 321)).astype("float32")
        grad = np.random.random((123, 321)).astype("float32")
        velocity = np.zeros((123, 321)).astype("float32")
        learning_rate = np.array([0.001]).astype("float32")
        mu = 0.0001
        use_nesterov = True

        self.inputs = {
            'Param': param,
            'Grad': grad,
            'Velocity': velocity,
            'LearningRate': learning_rate
        }

        self.attrs = {'mu': mu, 'use_nesterov': use_nesterov}

        param_out, velocity_out = calculate_momentum_by_numpy(
            param=param,
            grad=grad,
            mu=mu,
            velocity=velocity,
            use_nesterov=use_nesterov,
            learning_rate=learning_rate)

        self.outputs = {'ParamOut': param_out, 'VelocityOut': velocity_out}

    def test_check_output(self):
        self.check_output()


@unittest.skipIf(not core.is_compiled_with_cuda(),
                 "core is not compiled with CUDA")
class TestLarsMomentumOpWithMP(OpTest):
    def setUp(self):
        self.op_type = "lars_momentum"

        master_param = np.random.random((123, 321)).astype("float32")
        param = master_param.astype("float16")
        grad = np.random.random((123, 321)).astype("float16")
        velocity = np.zeros((123, 321)).astype("float32")
        learning_rate = np.array([0.001]).astype("float32")
        mu = 0.0001
        lars_coeff = 0.001
        lars_weight_decay = 0.0005
        rescale_grad = 1.0

        self.inputs = {
            'Param': param,
            'Grad': grad,
            'Velocity': velocity,
            'LearningRate': learning_rate,
            'MasterParam': master_param,
        }

        self.attrs = {
            'mu': mu,
            'lars_coeff': lars_coeff,
            'lars_weight_decay': lars_weight_decay,
            'multi_precision': True,
            'rescale_grad': rescale_grad
        }

        fp32_grad = grad.astype("float32")
        pnorm = np.sqrt(np.square(master_param).sum())
        gnorm = np.sqrt(np.square(fp32_grad).sum())
        local_lr = learning_rate * lars_coeff * pnorm / (
            gnorm + lars_weight_decay * pnorm)
        fp32_grad = fp32_grad * rescale_grad
        velocity_out = mu * velocity + local_lr * (fp32_grad + lars_weight_decay
                                                   * master_param)
        p_new = master_param - velocity_out
        param_out = p_new.astype("float16")
        master_param_out = p_new

        self.outputs = {
            'ParamOut': param_out,
            'VelocityOut': velocity_out,
            'MasterParamOut': master_param_out
        }

    def test_check_output(self):
        paddle.enable_static()
        if core.is_compiled_with_cuda():
            place = fluid.CUDAPlace(0)
            if core.is_float16_supported(place):
                self.check_output_with_place(place)


class TestLarsMomentumOp(OpTest):
    def setUp(self):
        self.op_type = "lars_momentum"

        param = np.random.random((123, 321)).astype("float32")
        grad = np.random.random((123, 321)).astype("float32")
        velocity = np.zeros((123, 321)).astype("float32")
        learning_rate = np.array([0.001]).astype("float32")
        mu = 0.0001
        lars_coeff = 0.001
        lars_weight_decay = 0.0005

        self.inputs = {
            'Param': param,
            'Grad': grad,
            'Velocity': velocity,
            'LearningRate': learning_rate
        }

        self.attrs = {
            'mu': mu,
            'lars_coeff': lars_coeff,
            'lars_weight_decay': lars_weight_decay
        }

        pnorm = np.sqrt(np.square(param).sum())
        gnorm = np.sqrt(np.square(grad).sum())
        local_lr = learning_rate * lars_coeff * pnorm / (
            gnorm + lars_weight_decay * param)
        velocity_out = mu * velocity + local_lr * (grad + lars_weight_decay *
                                                   param)
        param_out = param - velocity_out

        self.outputs = {'ParamOut': param_out, 'VelocityOut': velocity_out}

    def test_check_output(self):
        paddle.enable_static()
        self.check_output()


class TestSparseMomentumOp(unittest.TestCase):
    def setUp(self):
        self.use_nesterov = False
        self.regularization_method = ""
        self.regularization_coeff = 1.0

    def check_with_place(self, place):
        self.init_kernel()
        scope = core.Scope()
        # create and initialize Grad Variable
        height = 10
        rows = [0, 4, 7]
        row_numel = 12
        mu = 1.0
        use_nesterov = self.use_nesterov
        regularization_method = self.regularization_method
        regularization_coeff = self.regularization_coeff

        # create and initialize Param Variable
        param = scope.var('Param').get_tensor()
        param_array = np.full((height, row_numel), 5.0).astype("float32")
        param.set(param_array, place)
        param_out = scope.var("ParamOut").get_tensor()
        param_out_array = np.full((height, row_numel), 0.0).astype("float32")
        param_out.set(param_out_array, place)

        grad_selected_rows = scope.var('Grad').get_selected_rows()
        grad_selected_rows.set_height(height)
        grad_selected_rows.set_rows(rows)
        grad_np_array = np.ones((len(rows), row_numel)).astype("float32")
        grad_np_array[0, 0] = 2.0
        grad_np_array[2, 8] = 4.0
        grad_tensor = grad_selected_rows.get_tensor()
        grad_tensor.set(grad_np_array, place)

        velocity = scope.var('Velocity').get_tensor()
        velocity_np_array = np.ones((height, row_numel)).astype("float32")
        velocity.set(velocity_np_array, place)
        velocity_out = scope.var('VelocityOut').get_tensor()
        velocity_out_np_array = np.full((height, row_numel),
                                        0.0).astype("float32")
        velocity_out.set(velocity_out_np_array, place)

        # create and initialize LearningRate Variable
        lr = scope.var('LearningRate').get_tensor()
        lr_array = np.full((1), 2.0).astype("float32")
        lr.set(lr_array, place)

        # create and run operator
        op = Operator(
            "momentum",
            Param='Param',
            Grad='Grad',
            Velocity='Velocity',
            ParamOut='ParamOut',
            VelocityOut='VelocityOut',
            LearningRate='LearningRate',
            mu=mu,
            use_nesterov=use_nesterov,
            regularization_method=regularization_method,
            regularization_coeff=regularization_coeff)
        op.run(scope, place)

        # get and compare result
        param_out_np_array = np.array(param_out)
        velocity_out_np_array = np.array(velocity_out)

        # TODO(dzh): add a more suitable general numpy interface
        # for sparse update.
        _grad_np_array = np.full((height, row_numel), 0.0).astype("float32")
        for i in range(len(rows)):
            _grad_np_array[rows[i]] = grad_np_array[i]

        _param = param_array

        _param_out, _velocity_out = calculate_momentum_by_numpy(
            param=_param,
            grad=_grad_np_array,
            mu=mu,
            velocity=velocity_np_array,
            use_nesterov=use_nesterov,
            learning_rate=lr_array,
            regularization_method=regularization_method,
            regularization_coeff=regularization_coeff)

        self.assertTrue((_velocity_out == velocity_out_np_array).all())
        self.assertTrue((_param_out == param_out_np_array).all())

    def init_kernel(self):
        pass

    def test_sparse_momentum(self):
        places = [core.CPUPlace()]
        if core.is_compiled_with_cuda():
            places.append(core.CUDAPlace(0))
        for place in places:
            self.check_with_place(place)


class TestSparseMomentumOp2(TestSparseMomentumOp):
    def init_kernel(self):
        self.use_nesterov = True


class TestSparseMomentumOpWithMultiPrecision(unittest.TestCase):
    def setUp(self):
        self.init_args()
        self.regularization_method = ""
        self.regularization_coeff = 1.0

    def check_with_place(self, place):
        scope = core.Scope()
        # create and initialize Grad Variable
        height = 10
        rows = [0, 4, 7]
        row_numel = 12
        mu = 1.0
        use_nesterov = self.use_nesterov
        regularization_method = self.regularization_method
        regularization_coeff = self.regularization_coeff

        # create and initialize Param Variable
        param_array = np.full((height, row_numel), 5.0).astype("float32")
        param_out_array = np.full((height, row_numel), 0.0).astype("float32")

        param = scope.var('Param').get_tensor()
        param.set(param_array.astype("float16"), place)
        param_out = scope.var("ParamOut").get_tensor()
        param_out.set(param_out_array.astype("float16"), place)

        master_param = scope.var('MasterParam').get_tensor()
        master_param.set(param_array, place)
        master_param_out = scope.var("MasterParamOut").get_tensor()
        master_param_out.set(param_out_array, place)

        grad_selected_rows = scope.var('Grad').get_selected_rows()
        grad_selected_rows.set_height(height)
        grad_selected_rows.set_rows(rows)
        grad_np_array = np.ones((len(rows), row_numel)).astype("float32")
        grad_np_array[0, 0] = 2.0
        grad_np_array[2, 8] = 4.0
        grad_tensor = grad_selected_rows.get_tensor()
        grad_tensor.set(grad_np_array.astype("float16"), place)

        velocity = scope.var('Velocity').get_tensor()
        velocity_np_array = np.ones((height, row_numel)).astype("float32")
        velocity.set(velocity_np_array, place)
        velocity_out = scope.var('VelocityOut').get_tensor()
        velocity_out_np_array = np.full((height, row_numel),
                                        0.0).astype("float32")
        velocity_out.set(velocity_out_np_array, place)

        # create and initialize LearningRate Variable
        lr = scope.var('LearningRate').get_tensor()
        lr_array = np.full((1), 2.0).astype("float32")
        lr.set(lr_array, place)

        # create and run operator
        op = Operator(
            "momentum",
            Param='Param',
            Grad='Grad',
            Velocity='Velocity',
            MasterParam='MasterParam',
            ParamOut='ParamOut',
            VelocityOut='VelocityOut',
            MasterParamOut='MasterParamOut',
            LearningRate='LearningRate',
            mu=mu,
            use_nesterov=use_nesterov,
            regularization_method=regularization_method,
            regularization_coeff=regularization_coeff,
            multi_precision=True,
            rescale_grad=1.0)
        op.run(scope, place)

        # get and compare result
        param_out_np_array = np.array(param_out)
        velocity_out_np_array = np.array(velocity_out)

        _grad_np_array = np.full((height, row_numel), 0.0).astype("float32")
        for i in range(len(rows)):
            _grad_np_array[rows[i]] = grad_np_array[i]

        _param = param_array

        _param_out, _velocity_out = calculate_momentum_by_numpy(
            param=_param,
            grad=_grad_np_array,
            mu=mu,
            velocity=velocity_np_array,
            use_nesterov=use_nesterov,
            learning_rate=lr_array,
            regularization_method=regularization_method,
            regularization_coeff=regularization_coeff)

        self.assertTrue((_velocity_out == velocity_out_np_array).all())
        self.assertTrue((_param_out == param_out_np_array).all())

    def init_args(self):
        self.use_nesterov = False

    def test_sparse_momentum(self):
        if core.is_compiled_with_cuda():
            self.check_with_place(fluid.CUDAPlace(0))


class TestSparseMomentumOpWithMultiPrecision2(
        TestSparseMomentumOpWithMultiPrecision):
    def init_args(self):
        self.use_nesterov = True


class TestMomentumV2(unittest.TestCase):
    def test_momentum_dygraph(self):
        paddle.disable_static()
        value = np.arange(26).reshape(2, 13).astype("float32")
        a = paddle.to_tensor(value)
        linear = paddle.nn.Linear(13, 5)
        # This can be any optimizer supported by dygraph.
        adam = paddle.optimizer.Momentum(
            learning_rate=0.01, momentum=0.9, parameters=linear.parameters())
        out = linear(a)
        out.backward()
        adam.step()
        adam.clear_gradients()

    def test_momentum(self):
        paddle.enable_static()
        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 = paddle.optimizer.Momentum(
                learning_rate=0.1, momentum=0.9)
            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)

    def test_raise_error(self):
        self.assertRaises(
            ValueError, paddle.optimizer.Momentum, learning_rate=None)
        self.assertRaises(ValueError, paddle.optimizer.Momentum, momentum=None)


class TestMomentumOpWithDecay(OpTest):
    def setUp(self):
        self.op_type = "momentum"
        self.dtype = np.float32
        self.use_nesterov = True
        self.regularization_method = 'l2_decay'
        self.regularization_coeff = 0.9
        self.init_config()

        param = np.random.random((123, 321)).astype(self.dtype)
        grad = np.random.random((123, 321)).astype(self.dtype)
        velocity = np.zeros((123, 321)).astype(self.dtype)
        learning_rate = np.array([0.001]).astype(np.float32)
        mu = 0.0001
        use_nesterov = self.use_nesterov
        regularization_method = self.regularization_method
        regularization_coeff = self.regularization_coeff

        self.inputs = {
            'Param': param,
            'Grad': grad,
            'Velocity': velocity,
            'LearningRate': learning_rate
        }

        self.attrs = {
            'mu': mu,
            'use_nesterov': use_nesterov,
            'regularization_method': regularization_method,
            'regularization_coeff': regularization_coeff
        }

        grad = grad + regularization_coeff * param

        param_out, velocity_out = calculate_momentum_by_numpy(
            param=param,
            grad=grad,
            mu=mu,
            velocity=velocity,
            use_nesterov=use_nesterov,
            learning_rate=learning_rate)

        self.outputs = {'ParamOut': param_out, 'VelocityOut': velocity_out}

    def init_config(self):
        pass

    def test_check_output(self):
        paddle.enable_static()
        self.check_output()


class TestMomentumOpWithDecayFP16(TestMomentumOpWithDecay):
    def init_config(self):
        self.dtype = np.float16

    def test_check_output(self):
        paddle.enable_static()
        self.check_output(atol=1e-3)


class TestMomentumOpWithDecay2(TestMomentumOpWithDecay):
    def init_config(self):
        self.use_nesterov = False


class TestSparseMomentumOpWithDecay(TestSparseMomentumOp):
    def setUp(self):
        self.use_nesterov = False
        self.regularization_method = 'l2_decay'
        self.regularization_coeff = 0.9


class TestSparseMomentumOpWithDecay2(TestSparseMomentumOpWithDecay):
    def init_kernel(self):
        self.use_nesterov = True


class TestMomentumOpWithDecayAPI(unittest.TestCase):
    def _test_momentum_dygraph_common(self, regularization):
        paddle.disable_static()
        inp = np.random.uniform(-0.1, 0.1, [10, 10]).astype("float32")
        linear = paddle.nn.Linear(10, 10)
        inp = paddle.to_tensor(inp)
        out = linear(inp)
        loss = paddle.mean(out)
        # This can be any optimizer supported by dygraph.
        momentum = paddle.fluid.contrib.optimizer.Momentum(
            learning_rate=0.01,
            momentum=0.9,
            parameter_list=linear.parameters(),
            regularization=regularization)
        momentum.minimize(loss)

    def test_momentum_dygraph_1(self):
        self._test_momentum_dygraph_common(
            regularization=paddle.fluid.regularizer.L2Decay(
                regularization_coeff=0.1))

    def test_momentum_static(self):
        paddle.enable_static()
        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)

            momentum_optimizer = paddle.fluid.contrib.optimizer.Momentum(
                learning_rate=0.1, momentum=0.9)
            momentum_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)


class TestMomentumOpVsMomentumOpWithDecayAPI(unittest.TestCase):
    def __update_params(self, momentum, linear):
        for i in range(10):
            inp = paddle.full(
                shape=[2, 2], fill_value=i, dtype='float32').astype("float32")
            inp = paddle.to_tensor(inp)
            out = linear(inp)
            loss = paddle.mean(out)
            loss.backward()
            momentum.minimize(loss)
            linear.clear_gradients()

    def __test_vs(self, place=fluid.CPUPlace()):
        paddle.disable_static(place=place)

        linear_old = paddle.nn.Linear(
            2,
            2,
            weight_attr=paddle.nn.initializer.Constant(value=2.0),
            bias_attr=paddle.nn.initializer.Constant(value=2.0))
        momentum_old = paddle.fluid.optimizer.Momentum(
            learning_rate=0.01,
            momentum=0.9,
            parameter_list=linear_old.parameters(),
            regularization=paddle.fluid.regularizer.L2Decay(
                regularization_coeff=0.1))
        self.__update_params(momentum=momentum_old, linear=linear_old)

        linear_new = paddle.nn.Linear(
            2,
            2,
            weight_attr=paddle.nn.initializer.Constant(value=2.0),
            bias_attr=paddle.nn.initializer.Constant(value=2.0))
        momentum_new = paddle.fluid.contrib.optimizer.Momentum(
            learning_rate=0.01,
            momentum=0.9,
            parameter_list=linear_new.parameters(),
            regularization=paddle.fluid.regularizer.L2Decay(
                regularization_coeff=0.1))
        self.__update_params(momentum=momentum_new, linear=linear_new)

        self.assertEqual(
            (linear_old.weight.numpy() == linear_new.weight.numpy()).all(),
            True,
            'the param weight updated by two Momentum optimizers should equal')

    def test_vs(self, place=fluid.CPUPlace()):
        places = [fluid.CPUPlace()]
        if paddle.fluid.core.is_compiled_with_cuda():
            places.append(fluid.CUDAPlace(0))

        for place in places:
            self.__test_vs(place=place)


class TestMomentumV2Group(TestMomentumV2):
    def test_momentum_dygraph(self):
        paddle.disable_static()
        value = np.arange(26).reshape(2, 13).astype("float32")
        a = paddle.to_tensor(value)
        linear_1 = paddle.nn.Linear(13, 5)
        linear_2 = paddle.nn.Linear(5, 3)
        # This can be any optimizer supported by dygraph.
        adam = paddle.optimizer.Momentum(
            learning_rate=0.01,
            parameters=[{
                'params': linear_1.parameters()
            }, {
                'params': linear_2.parameters(),
                'weight_decay': 0.001,
                'learning_rate': 0.1,
                'momentum': 0.99
            }],
            weight_decay=0.1,
            momentum=0.9)
        out = linear_1(a)
        out = linear_2(out)
        out.backward()
        adam.step()
        adam.clear_gradients()


if __name__ == "__main__":
    unittest.main()