optimizer.py 159.6 KB
Newer Older
1
# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
D
dzhwinter 已提交
2
#
D
dzhwinter 已提交
3 4 5
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
D
dzhwinter 已提交
6
#
D
dzhwinter 已提交
7
#     http://www.apache.org/licenses/LICENSE-2.0
D
dzhwinter 已提交
8
#
D
dzhwinter 已提交
9 10 11 12 13
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
14 15

from __future__ import print_function
16

17
import numpy as np
18
from collections import defaultdict
19

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

23 24
from . import framework
from . import layers
25
from . import unique_name
H
hutuxian 已提交
26
from .backward import append_backward, _some_in_set_, _append_grad_suffix_
27
from .clip import append_gradient_clip_ops, error_clip_callback
28 29 30
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
31
from .layers import ops
32
from .regularizer import append_regularization_ops
33
from .dygraph import base as imperative_base
34
from .dygraph import no_grad
35 36 37 38
from .dygraph.learning_rate_scheduler import LearningRateDecay
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
39
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
40
from .. import compat as cpt
41

42
__all__ = [
43 44 45 46
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'Dpsgd', 'DecayedAdagrad',
    'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer',
    'AdamOptimizer', 'AdamaxOptimizer', 'DpsgdOptimizer',
    'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta',
Z
Zeng Jinle 已提交
47 48 49 50
    'AdadeltaOptimizer', 'ModelAverage', 'LarsMomentum',
    'LarsMomentumOptimizer', 'DGCMomentumOptimizer', 'LambOptimizer',
    'ExponentialMovingAverage', 'PipelineOptimizer', 'LookaheadOptimizer',
    'RecomputeOptimizer'
51
]
Q
Qiao Longfei 已提交
52 53 54 55 56 57


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

    Define the common interface of an optimizer.
58 59
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
60 61
    """

62
    @imperative_base.no_grad
63 64 65 66 67 68
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
                 name=None):
        self._parameter_list = None
L
lujun 已提交
69
        if framework.in_dygraph_mode():
M
minqiyang 已提交
70 71 72 73 74
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, LearningRateDecay):
                raise TypeError(
                    "learning rate should be float or LearningRateDecay, got %s here"
                    % type(learning_rate))
75 76 77 78
            if name is not None:
                self._name = unique_name.generate(name)
            else:
                self._name = unique_name.generate(self.__class__.__name__)
79 80 81 82 83 84
            if parameter_list is not None:
                self._parameter_list = parameter_list
            else:
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
M
minqiyang 已提交
85 86 87 88 89 90
        else:
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, framework.Variable):
                raise TypeError(
                    "learning rate should be float or Variable, got %s here" %
                    type(learning_rate))
91
            self._name = name
M
minqiyang 已提交
92

D
dzhwinter 已提交
93
        self.regularization = regularization
94
        self._learning_rate = learning_rate
D
dzhwinter 已提交
95 96
        # the learning rate type should be inferenced from loss
        self._dtype = None
97
        # each program should have a independent learning rate
98
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
99
        self._learning_rate_map = dict()
100
        if isinstance(self._learning_rate, framework.Variable):
101 102
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
103 104 105 106 107
        # Dictionary of accumulators. Some optimizer subclasses need to
        # allocate and manage extra variables associated with the parameters
        # to train. These variables are called accumulators.
        # {accum_name : { paramter_name : accumulator_for_parameter, ...}, ...}
        self._accumulators = defaultdict(lambda: dict())
Q
Qiao Longfei 已提交
108
        self.helper = None
109
        self._opti_name_list = []
H
hong 已提交
110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135
        self._accumulators_holder = {}

    @framework.dygraph_only
    def state_dict(self):
        '''
        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam opimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimzier never be called(minimize function), the state_dict is empty.

        Args: None
        Return:
            state_dict(dict) : dict contains all the variablel used by optimizer
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                adam = fluid.optimizer.Adam(0.001)
                state_dict = adam.state_dict()

        '''
        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
        # global step if use lr decay
        if isinstance(self._learning_rate, LearningRateDecay):
136 137 138 139 140 141 142
            var_tmp = None
            if not framework.in_dygraph_mode():
                var_temp = Variable(None, name='global_step', dtype='int32')
            else:
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32')

H
hong 已提交
143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160
            tensor.fill_constant(
                [1], "int32", self._learning_rate.step_num, out=var_temp)

            state_dict['global_step'] = var_temp
        return state_dict

    @framework.dygraph_only
    def set_dict(self, state_dict):
        '''
        Load optimizer state dict. For Adam opimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.

        Args: 
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
        
        Examples:
            .. code-block:: python
161

H
hong 已提交
162 163
                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding( "emb", [10, 10])
164

H
hong 已提交
165 166
                    state_dict = emb.state_dict()
                    fluid.save_dygraph( state_dict, "paddle_dy")
167

168 169
                    adam = fluid.optimizer.Adam( learning_rate = fluid.layers.noam_decay( 100, 10000), 
                                                 parameter_list = emb.parameters() )
H
hong 已提交
170 171
                    state_dict = adam.state_dict()
                    fluid.save_dygraph( state_dict, "padle_dy")
172

H
hong 已提交
173
                    para_state_dict, opti_state_dict = fluid.load_dygraph( "paddle_dy")
174

H
hong 已提交
175 176 177 178 179 180 181 182 183 184
                    adam.set_dict( opti_state_dict )

        '''

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

            if isinstance(global_step, core.VarBase):
185
                step_np = global_step
H
hong 已提交
186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209
                step_np = np.array(step_np.value().get_tensor())
                assert step_np.shape == (1,),  \
                        "global step shape is (1,), the shape is {}".format( step_np.shape )

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

        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                assert var_tmp.name in state_dict, \
                        "optimizer variable {} not found".format( var_tmp.name )
210
                var = var_tmp.value()
H
hong 已提交
211 212 213 214 215 216 217 218
                tensor = var.get_tensor()
                model_np = np.array(tensor)

                load_para = state_dict[var_tmp.name]

                if isinstance(load_para, Variable):
                    load_para_np = load_para.numpy()
                elif isinstance(load_para, core.VarBase):
219
                    load_para_np = load_para.numpy()
H
hong 已提交
220 221 222 223 224 225 226 227 228 229 230 231 232 233 234
                elif isinstance(load_para, np.ndarray):
                    load_para_np = load_para
                else:
                    raise RuntimeError("State dict type {} not supprt".format(
                        str(type(load_para))))

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

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

                tensor.set(load_para_np, framework._current_expected_place())
235

236 237
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
238

Q
Qiao Longfei 已提交
239
    def _create_global_learning_rate(self):
240 241 242
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
243 244 245 246 247 248 249 250 251 252 253 254
                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
                    self._learning_rate_map[framework.default_main_program(
                    )] = layers.create_global_var(
                        name=unique_name.generate("learning_rate"),
                        shape=[1],
                        value=float(self._learning_rate),
                        dtype='float32' if self._dtype is None else self._dtype,
                        persistable=True)
255
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
256
            elif isinstance(self._learning_rate, LearningRateDecay):
257 258 259
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
260
                raise TypeError(
261 262
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
263
        else:
264 265 266 267
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
268 269 270 271 272 273
            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
274

275 276 277 278 279 280 281 282
            # create learning rate in the current main program
            self._learning_rate_map[framework.default_main_program(
            )] = layers.create_global_var(
                name=unique_name.generate("learning_rate"),
                shape=[1],
                value=float(self._learning_rate),
                dtype='float32' if self._dtype is None else self._dtype,
                persistable=True)
283

Y
yuyang18 已提交
284
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
285 286 287 288
        """
        get global decayed learning rate
        :return:
        """
289 290
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
291
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
292

Q
Qiao Longfei 已提交
293 294 295 296 297
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

298 299 300 301
    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
302 303
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
304
        else:
W
Wu Yi 已提交
305
            if param_lr == 1.0:
Y
yuyang18 已提交
306
                return self._global_learning_rate()
W
Wu Yi 已提交
307
            else:
X
Xin Pan 已提交
308 309 310
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
311
                    return self._global_learning_rate() * param_lr
312 313 314 315 316 317 318

    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
319
        """
320 321
        pass

322
    def _finish_update(self, block, parameters_and_grads):
323 324 325 326 327 328 329 330
        """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
331
            None
332 333 334
        """
        pass

335 336 337 338 339
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
340 341
                         shape=None,
                         type=None):
342 343 344 345 346 347 348 349 350
        """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
351 352
        if self._name is not None:
            name = self._name + "_" + name
353 354
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
355
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
356
                return self._accumulators[name][param.name]
357
            raise Exception("Accumulator {} already exists for parameter {}".
358
                            format(name, param.name))
359 360
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
361
        assert isinstance(self.helper, LayerHelper)
362 363 364 365 366

        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
367
        var = self.helper.create_global_variable(
368
            name=var_name,
Q
Qiao Longfei 已提交
369
            persistable=True,
F
fengjiayi 已提交
370
            dtype=dtype or param.dtype,
371
            type=param.type if type is None else type,
H
hong 已提交
372 373
            shape=shape,
            belong_to_optimizer=True)
Q
Qiao Longfei 已提交
374
        self.helper.set_variable_initializer(
375
            var, initializer=Constant(value=float(fill_value)))
H
hong 已提交
376 377 378 379 380 381 382

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

Q
Qiao Longfei 已提交
383
        self._accumulators[name][param.name] = var
384
        return var
385 386 387 388 389 390 391 392 393 394 395

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

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

        Returns:
            accumulator variable for the parameter
        """
W
whs 已提交
396 397
        if self._name is not None:
            name = self._name + "_" + name
398 399 400 401 402 403
        if (name not in self._accumulators or
                param.name not in self._accumulators[name]):
            raise Exception("Accumulator {} does not exist for parameter {}".
                            format(name, param.name))
        return self._accumulators[name][param.name]

404
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
405 406 407
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
408
          parameters_and_grads(list(tuple(Variable, Variable))):
409
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
410 411

        Returns:
412
          return_op_list: a list of operators that will complete one step of
413 414 415
            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
416
        """
417 418 419 420 421
        # 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
422
        # for parameters and extend _finish_update method to add custom ops.
423

424
        # Allways called under program_guard use global block as loss block
425 426 427
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

428
        global_block = framework.default_main_program().global_block()
429 430 431 432 433 434 435 436 437
        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
            assert current_block.backward_block_idx != -1, \
                "current block is not global_block, but it doesn't have backward block."
            target_block = framework.default_main_program().blocks[
                current_block.backward_block_idx]

        start = len(target_block.ops)
438
        self.helper = LayerHelper(self.__class__.__name__)
C
chengduo 已提交
439
        self._create_accumulators(
440
            target_block,
C
chengduo 已提交
441
            [p[0] for p in parameters_and_grads if p[0].trainable])
442 443 444
        self._create_global_learning_rate()

        optimize_ops = []
M
minqiyang 已提交
445
        if framework.in_dygraph_mode():
446 447 448 449 450 451
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
                with param_and_grad[0].block.program._optimized_guard(
                        param_and_grad):
                    if param_and_grad[0].trainable is True:
452
                        optimize_op = self._append_optimize_op(target_block,
453 454 455 456 457 458 459 460 461
                                                               param_and_grad)
                        optimize_ops.append(optimize_op)
        else:
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
                with param_and_grad[0].block.program._optimized_guard(
                        param_and_grad), name_scope("optimizer"):
                    if param_and_grad[0].trainable is True:
462
                        optimize_op = self._append_optimize_op(target_block,
463 464
                                                               param_and_grad)
                        optimize_ops.append(optimize_op)
465 466 467

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
468
        self._finish_update(target_block, parameters_and_grads)
469

470 471
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
472 473

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
474 475 476 477 478 479 480 481 482
        """
        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
        """
483 484
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
485 486 487 488 489 490 491 492 493 494 495 496 497 498 499
        table_name = find_distributed_lookup_table(program)
        table_param = None
        table_grad = None
        new_param_grads = []
        for p, g in param_grads:
            if p.name == table_name:
                if table_param is not None:
                    raise RuntimeError(
                        "multi dist table var found, only support one now!")
                table_param = p
                table_grad = g
            else:
                new_param_grads.append((p, g))
        sgd_op = None
        if table_param is not None:
500 501 502 503 504 505 506 507 508 509 510 511 512
            param_and_grad = [table_param, table_grad]
            with table_param.block.program._optimized_guard(param_and_grad), \
                    framework.name_scope("optimizer"):
                self._create_global_learning_rate()
                # create the optimize op
                sgd_op = global_block.append_op(
                    type='sgd',
                    inputs={
                        "Param": table_param,
                        "Grad": table_grad,
                        "LearningRate": self._create_param_lr(param_and_grad)
                    },
                    outputs={"ParamOut": param_and_grad[0]})
Q
Qiao Longfei 已提交
513 514
        return new_param_grads, (table_param, table_grad), sgd_op

515 516 517
    def _append_dgc_ops(self, param_and_grad):
        pass

518 519 520 521 522 523 524
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
525
        The first part of ``minimize``, do auto-diff to append backward operations for
526 527 528
        the current program.

        Args:
529 530 531 532
            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.
533
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
534 535 536 537 538 539
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
            no_grad_set (set, optional): Set of ``Variable`` objects that don't need
                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
540

541
        Return:
542 543
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
544

545
        Examples:
546
            See examples in ``apply_gradients``.
547
        """
548 549 550 551 552
        act_no_grad_set = None
        if not framework.in_dygraph_mode():
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
        else:
            pass
G
gongweibao 已提交
553

C
chengduo 已提交
554
        self._dtype = loss.dtype
L
lujun 已提交
555
        if framework.in_dygraph_mode():
C
chengduo 已提交
556
            params_grads = []
557
            for param in self._parameter_list:
C
chengduo 已提交
558 559
                if not param.trainable:
                    continue
560
                if param._grad_ivar() is not None:
C
chengduo 已提交
561
                    # create gradient variable
562
                    grad_var = param._grad_ivar()
C
chengduo 已提交
563
                    params_grads.append((param, grad_var))
564
        else:
C
chengduo 已提交
565 566 567 568 569
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
570 571 572 573
            assert len(loss.shape) == 1 and loss.shape[0] == 1, \
                "The loss.shape should be (1L,), but the current loss.shape is {}. " \
                "Maybe that you should call fluid.layers.mean to process the current loss.".format(
                    loss.shape)
C
chengduo 已提交
574 575
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
576
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
577 578 579 580
                # Note: since we can't use all_reduce_op now,
                #  dgc_op should be the last op of one grad.
                self._append_dgc_ops(params_grads)
        return params_grads
581 582 583 584 585 586 587 588

    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
589

590 591
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
592

593 594 595
        Examples:
            .. code-block:: python

596
                import paddle.fluid as fluid
597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621
                loss = network()
                optimizer = fluid.optimizer.SGD(learning_rate=0.1)
                params_grads = optimizer.backward(loss)
                # you may append operations for params_grads here
                # ...
                optimizer.apply_gradients(params_grads)
        """
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

        params_grads, table_param_and_grad, table_optimize_op = \
            self._process_distribute_lookuptable(params_grads)

        params_grads = append_gradient_clip_ops(params_grads)

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

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

        return optimize_ops

C
chengduo 已提交
622 623 624 625 626 627 628 629 630 631 632 633 634 635
    def apply_optimize(self, loss, startup_program, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.

        Returns:
            list: A list of operators appended to the current program.
        """
L
lujun 已提交
636
        if framework.in_dygraph_mode():
C
chengduo 已提交
637 638
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
639 640
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
641 642 643 644 645 646 647
                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
648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664
    def _get_no_grad_set(self, loss, no_grad_set=None):
        if no_grad_set is None:
            no_grad_set = set()
        elif isinstance(no_grad_set, set) or isinstance(
                no_grad_set, list) or isinstance(no_grad_set, tuple):
            no_grad_set = set(no_grad_set)
        else:
            assert "no_grad_set should be a set, but the passed type is {}".format(
                type(no_grad_set))
        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
            [param.name for param in parameters if param.trainable is False])
        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

665
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
666 667
    def minimize(self,
                 loss,
668
                 startup_program=None,
Q
Qiao Longfei 已提交
669
                 parameter_list=None,
670 671
                 no_grad_set=None,
                 grad_clip=None):
672
        """
673
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
674

675
        Args:
676 677 678 679
            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.
680
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
681 682 683 684 685 686 687 688
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
            no_grad_set (set, optional): Set of ``Variable`` objects that don't need
                to be updated. The default value is None.
            grad_clip (GradClipBase, optional) : Gradient clipping strategy, static
                graph mode does not need to use this argument. Currently, this argument
                only supports gradient clipping in dygraph mode. In the future, this
                argument my be adjusted. The default value is None.
Q
Qiao Longfei 已提交
689

690
        Returns:
691 692 693 694 695 696
            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.

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
697
        """
C
chengduo 已提交
698
        assert isinstance(loss, Variable), "The loss should be an Variable."
C
chengduo 已提交
699 700 701 702 703
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
704 705 706 707 708

        if grad_clip is not None and framework.in_dygraph_mode():
            # TODO(hongyu): FIX later, this is only for dygraph, should be work for static mode
            params_grads = grad_clip(params_grads)

C
chengduo 已提交
709 710
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
711

Q
Qiao Longfei 已提交
712
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
713 714 715


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
716 717 718 719 720 721 722
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

723 724 725
    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.
726 727 728
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
729 730 731 732
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
733 734 735 736

    Examples:
        .. code-block:: python

737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761
            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
762 763
    """

764 765 766 767 768
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
                 name=None):
Q
Qiao Longfei 已提交
769
        assert learning_rate is not None
Q
Qiao Longfei 已提交
770
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
771
            learning_rate=learning_rate,
772
            parameter_list=parameter_list,
X
Xin Pan 已提交
773 774
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
775 776
        self.type = "sgd"

777
    @no_grad
778
    def _append_optimize_op(self, block, param_and_grad):
779 780 781 782 783 784 785 786 787 788
        if framework.in_dygraph_mode():
            inputs = {
                "Param": [param_and_grad[0]],
                "Grad": [param_and_grad[1]],
                "LearningRate": [self._create_param_lr(param_and_grad)]
            }
            attrs = {}
            outputs = {'ParamOut': [param_and_grad[0]]}
            outs = core.ops.sgd(inputs, attrs, outputs)
            return outs['ParamOut'][0]
789

790
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
791 792 793 794 795 796
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
797
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
798
            },
M
minqiyang 已提交
799 800
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
801 802

        return sgd_op
803 804 805


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
806 807 808 809 810 811 812 813 814 815 816 817 818 819
    """

    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):

820
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
821 822 823

        & else:

Q
qiaolongfei 已提交
824
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
825

826 827 828 829
    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
830 831 832
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
833 834 835 836 837
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
838 839 840 841

    Examples:
        .. code-block:: python

842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866
            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)

867 868 869
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
870 871 872
    def __init__(self,
                 learning_rate,
                 momentum,
873
                 parameter_list=None,
X
Xin Pan 已提交
874 875 876
                 use_nesterov=False,
                 regularization=None,
                 name=None):
877 878
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
879
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
880
            learning_rate=learning_rate,
881
            parameter_list=parameter_list,
X
Xin Pan 已提交
882 883
            regularization=regularization,
            name=name)
884 885
        self.type = "momentum"
        self._momentum = momentum
886
        self._use_nesterov = bool(use_nesterov)
887 888 889 890 891

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

        for p in parameters:
Q
Qiao Longfei 已提交
892
            self._add_accumulator(self._velocity_acc_str, p)
893 894 895 896 897 898

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

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}

        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
            "LearningRate": [self._create_param_lr(param_and_grad)]
        }

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

        if framework.in_dygraph_mode():
            core.ops.momentum(inputs, attrs, outputs)
            return None

917 918 919
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
920 921 922
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
923
            stop_gradient=True)
924 925

        return momentum_op
926 927


928
class DGCMomentumOptimizer(Optimizer):
929
    """
930
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
931

G
gongweibao 已提交
932
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
933 934
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
935
    To avoid losing information, DGC accumulates the rest of the gradients locally.
936 937 938

    Eventually, these gradients become large enough to be transmitted.

939
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
940

G
gongweibao 已提交
941
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
942 943 944 945

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

    This optimizer will do two things:
946

947 948
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
949

950
        2. Call momentum to optimize the cost.
951 952

    Args:
953 954
        learning_rate (float|Variable): The learning rate used to update parameters. \
            It can be a float value or a Variable with one float value as a data element.
955
        momentum (float): Momentum factor.
G
gongweibao 已提交
956
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
957 958 959 960 961 962 963
        rampup_step (int): Time steps used in sparsity warm-up periods. Default is 1.
            For example, if the sparsity is [0.75, 0.9375, 0.984375, 0.996, 0.999], and the rampup_step is 100, \
                it will use 0.75 at 0~19 steps, and 0.9375 at 20~39 steps, and so on. \
                And when reach sparsity array ends, it will use 0.999 then and after.
        sparsity (list[float]): Get top important element from gradient tensor, the ratio is (1 - current sparsity). \
            Default is [0.999]. For example, if the sparsity is [0.99, 0.999], \
                the top [1%, 0.1%] important element will be transmitted.
964 965 966
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
967 968 969 970 971 972 973
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
        local_grad_clip_norm (float, optional): Local gradient clip norm value. Optional, default is None, represent no need clip.
        num_trainers (int, optional): The number of training nodes. Optional, default is None.
        regularization (WeightDecayRegularizer, optional): A Regularizer, such as \
            :ref:`api_fluid_regularizer_L2DecayRegularizer`. Optional, default is None.
        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.
974 975 976 977

    Examples:
        .. code-block:: python

978
            import paddle.fluid as fluid
979
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
980 981 982 983 984
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
985 986

    """
987 988
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
989 990 991 992 993 994 995

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
996
                 parameter_list=None,
997 998 999 1000 1001
                 use_nesterov=False,
                 local_grad_clip_norm=None,
                 num_trainers=None,
                 regularization=None,
                 name=None):
1002 1003 1004 1005
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1006
            parameter_list=parameter_list,
1007 1008 1009 1010 1011
            regularization=regularization,
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1012

1013
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1014
        self._rampup_begin_step = rampup_begin_step
1015 1016
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1017

1018
        self._rampup_begin_step_var = None
1019
        self._global_step_var = None
1020

1021 1022 1023 1024 1025 1026 1027 1028 1029
        self._local_grad_clip_norm = None
        self._clip_norm = None
        if local_grad_clip_norm is not None:
            assert isinstance(num_trainers, int)
            assert isinstance(local_grad_clip_norm, float)
            assert num_trainers > 0

            self._local_grad_clip_norm = local_grad_clip_norm
            self._num_trainers = num_trainers
1030
            self._clip_norm = local_grad_clip_norm * (num_trainers**-0.5)
1031

1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047
        self._get_dgc_regularization_param()

    def _get_dgc_regularization_param(self):
        self.regular_coeff = 0.0
        self.regular_type = 0

        if self.regularization is not None:
            self.regular_coeff = self.regularization._regularization_coeff
            from .regularizer import L1Decay, L2Decay
            if isinstance(self.regularization, L1Decay):
                self.regular_type = 1
            elif isinstance(self.regularization, L2Decay):
                self.regular_type = 2
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'

1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058
    def _is_use_dgc(self, param_var, grad_var):
        var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
        if var_numel < 16384 or \
           param_var.type == core.VarDesc.VarType.SELECTED_ROWS  or \
           grad_var.type == core.VarDesc.VarType.SELECTED_ROWS  or  \
               param_var.dtype != core.VarDesc.VarType.FP32 :
            return False
        return True

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073
        velocity_acc = self._get_accumulator(self._u_velocity_acc_str,
                                             param_and_grad[0])
        assert velocity_acc is not None

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
            "LearningRate": self._create_param_lr(param_and_grad),
        }
        outputs = {
            "ParamOut": param_and_grad[0],
            "VelocityOut": velocity_acc,
        }
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1074 1075

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1076 1077 1078
            type = "momentum"
        else:
            type = "dgc_momentum"
1079 1080 1081 1082 1083
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1084
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1085 1086 1087

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1088 1089 1090 1091
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1092 1093 1094
            stop_gradient=True)
        return dgc_momentum_op

1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113
    def _add_auto_increment_var(self, counter_name, begin, step=1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=counter_name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(begin - 1), force_cpu=True))
            helper.main_program.global_block()._prepend_op(
                type='increment',
                inputs={'X': [counter]},
                outputs={'Out': [counter]},
                attrs={'step': float(step)},
                stop_gradient=True)
            counter.stop_gradient = True

        return counter

1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126
    def _add_nranks_var(self, name, value=-1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(value), force_cpu=True))
            counter.stop_gradient = True

        return counter

1127 1128 1129 1130 1131 1132
    def _append_dgc_ops(self, param_and_grads):
        main_program = default_main_program()
        main_program._enable_dgc = True

        # step counter
        self._global_step_var = self._add_auto_increment_var(
G
gongweibao 已提交
1133
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1134

1135 1136 1137
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1138 1139 1140 1141 1142
        # rampup begin step var for all_reduce_op_handle
        self._rampup_begin_step_var = tensor.create_global_var(
            shape=[1],
            dtype=core.VarDesc.VarType.FP32,
            persistable=True,
G
gongweibao 已提交
1143
            name=core.dgc.kDGCRampUpBeginStepName(),
1144 1145 1146
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1147 1148
        self.helper = LayerHelper(self.__class__.__name__)

1149
        for param_var, grad_var in param_and_grads:
1150 1151 1152
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1153
            if not self._is_use_dgc(param_var, grad_var):
1154 1155
                continue

1156
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1157 1158 1159 1160 1161

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1162
                name=param_var.name + core.dgc.kDGCKName(),
1163 1164 1165 1166 1167 1168 1169
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1170
                name=param_var.name + core.dgc.kDGCEncodedName(),
1171 1172 1173
                value=0.0,
                force_cpu=False)

1174 1175 1176 1177 1178 1179 1180 1181
            gather_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + core.dgc.kDGCGatherName(),
                value=0.0,
                force_cpu=False)

1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203
            # del back oprolevarname
            op_maker = core.op_proto_and_checker_maker
            backward = core.op_proto_and_checker_maker.OpRole.Backward
            for op in main_program.global_block().ops:
                if not self._is_the_backward_op(op):
                    continue

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

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

            clip_var = grad_var
            if self._local_grad_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._clip_norm)
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1204
                         encoded_var, gather_var)
1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219

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

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

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

        if name is None:
1220 1221
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1222 1223 1224 1225 1226

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

        helper.append_op(
G
gongweibao 已提交
1227
            type="dgc_clip_by_norm",
1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239
            inputs={"X": x,
                    "current_step": self._global_step_var},
            attrs={
                "max_norm": max_norm,
                "rampup_begin_step": float(self._rampup_begin_step)
            },
            outputs={"Out": out})
        return out

    def _append_clip_norm(self, grad_var, clip_norm):
        with grad_var.block.program._backward_role_guard():
            return self._clip_by_norm(
G
gongweibao 已提交
1240
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1241 1242

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1243
                encoded_var, gather_var):
1244 1245
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1246

1247 1248 1249 1250 1251 1252
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1253
                "Param": param_var,
1254 1255
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1256 1257 1258 1259 1260 1261
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1262 1263
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1264 1265 1266 1267 1268 1269
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1270
                "rampup_step": float(self._rampup_step),
1271 1272
                "regular_coeff": float(self.regular_coeff),
                "regular_type": int(self.regular_type),
1273 1274 1275 1276 1277 1278 1279 1280
            },
            stop_gradient=True)

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

1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311
    def apply_gradients(self, params_grads):
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

        params_grads, table_param_and_grad, table_optimize_op = \
            self._process_distribute_lookuptable(params_grads)

        not_dgc_params_grads = []
        dgc_params_grads = []
        for param, grad in params_grads:
            if not self._is_use_dgc(param, grad):
                not_dgc_params_grads.append((param, grad))
            else:
                dgc_params_grads.append((param, grad))

        # DGC clip and regularization in local
        not_dgc_params_grads = append_gradient_clip_ops(not_dgc_params_grads)

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

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

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

        return optimize_ops

1312

1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327
class LarsMomentumOptimizer(Optimizer):
    """
    Momentum optimizer with LARS support

    The update equations are as follows:

    .. math::

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

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

        & param = param - velocity

1328 1329 1330 1331 1332 1333
    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.
1334 1335 1336
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1337 1338 1339 1340
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`.
            Optional, default is None.
        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.
1341 1342 1343 1344

    Examples:
        .. code-block:: python

1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360
            import paddle.fluid as fluid
            import numpy as np

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

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1361 1362 1363 1364 1365 1366 1367 1368
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1369
                 parameter_list=None,
1370 1371 1372 1373 1374 1375
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1376
            parameter_list=parameter_list,
1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411
            regularization=regularization,
            name=name)
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)

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

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

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

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Velocity": velocity_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
            attrs={
                "mu": self._momentum,
                "lars_coeff": self._lars_coeff,
                "lars_weight_decay": self._lars_weight_decay
M
minqiyang 已提交
1412 1413
            },
            stop_gradient=True)
1414 1415 1416 1417

        return momentum_op


1418
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
1419
    """
1420 1421
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1422

1423
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1424 1425 1426 1427 1428 1429 1430

    .. math::

        moment\_out &= moment + grad * grad

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

1431 1432 1433 1434 1435 1436
    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
1437 1438 1439
    for numerical stability to avoid the division by zero error.

    Args:
1440 1441 1442 1443
        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.
1444 1445 1446
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1447 1448 1449 1450 1451 1452 1453
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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
1454 1455 1456 1457

    Examples:
        .. code-block:: python

1458
            import numpy as np
1459
            import paddle.fluid as fluid
1460 1461

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1462
            inp = fluid.data(name="inp", shape=[2, 2])
1463 1464
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1465
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1466 1467 1468 1469 1470 1471 1472
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1473 1474 1475
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1476 1477 1478
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1479
                 parameter_list=None,
X
Xin Pan 已提交
1480
                 regularization=None,
1481
                 name=None,
X
xuezhong 已提交
1482
                 initial_accumulator_value=0.0):
1483 1484
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1485
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1486
            learning_rate=learning_rate,
1487
            parameter_list=parameter_list,
X
Xin Pan 已提交
1488 1489
            regularization=regularization,
            name=name)
1490 1491
        self.type = "adagrad"
        self._epsilon = epsilon
1492
        self.initial_accumulator_value = initial_accumulator_value
1493 1494 1495 1496 1497

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

        for p in parameters:
Q
Qiao Longfei 已提交
1498
            self._add_accumulator(self._moment_acc_str, p)
1499 1500 1501 1502 1503 1504

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

        moment_acc = self._get_accumulator(self._moment_acc_str,
                                           param_and_grad[0])
1505 1506 1507 1508 1509 1510 1511 1512 1513 1514
        startup_block = framework.default_startup_program().global_block()
        startup_block.append_op(
            type='fill_constant',
            inputs={},
            outputs={'Out': [moment_acc]},
            attrs={
                'dtype': moment_acc.dtype,
                'value': self.initial_accumulator_value,
                'shape': moment_acc.shape,
            })
1515

1516
        # Create the adagrad optimizer op
1517 1518 1519 1520 1521 1522
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1523
                "LearningRate": self._create_param_lr(param_and_grad)
1524 1525 1526
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1527 1528
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1529 1530

        return adagrad_op
1531 1532 1533


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1534
    """
1535 1536 1537 1538 1539 1540
    The Adam optimzier uses an optimization described at the end
    of section 2 of `Adam paper <https://arxiv.org/abs/1412.6980>`_ ,
    it can dynamically adjusts the learning rate of each parameter using
    the 1st moment estimates and the 2nd moment estimates of the gradient.
    
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554

    .. 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}

1555 1556
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1557
    Args:
1558 1559
        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.
1560 1561
        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.
1562
            The default value is 0.9.
1563 1564
        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.
1565 1566 1567
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
1568 1569 1570
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        lazy_mode (bool, optional): The official Adam algorithm has two moving-average accumulators.
            The accumulators are updated at every step. Every element of the two moving-average
            is updated in both dense mode and sparse mode. If the size of parameter is very large,
            then the update may be very slow. The lazy mode only update the element that has
            gradient in current mini-batch, so it will be much more faster. But this mode has
            different semantics with the original Adam algorithm and may lead to different result.
            The default value is False.
Q
qiaolongfei 已提交
1583 1584 1585 1586

    Examples:
        .. code-block:: python

1587 1588 1589 1590 1591 1592
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1593 1594
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609
                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
1610

1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627
        .. 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
1628
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656
                    global_step = lr_scheduler._decay_step_counter()

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

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

                    return beta1, beta2

                beta1, beta2 = get_decayed_betas(0.9, 0.99, 1e5, 0.9)
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
1657
                                                    beta1=beta1,
1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668
                                                    beta2=beta2)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
1669 1670 1671
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1672 1673
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1674 1675 1676 1677 1678

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1679
                 epsilon=1e-8,
1680
                 parameter_list=None,
X
Xin Pan 已提交
1681
                 regularization=None,
Q
Qiao Longfei 已提交
1682
                 name=None,
Q
Qiao Longfei 已提交
1683
                 lazy_mode=False):
1684 1685 1686 1687
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1688
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1689
            learning_rate=learning_rate,
1690
            parameter_list=parameter_list,
X
Xin Pan 已提交
1691 1692
            regularization=regularization,
            name=name)
1693 1694 1695 1696
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1697
        self._lazy_mode = lazy_mode
1698 1699 1700 1701 1702 1703

    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
1704 1705
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1706 1707 1708
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
1709 1710
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
1711 1712
                shape=[1],
                type=core.VarDesc.VarType.LOD_TENSOR)
Q
qiaolongfei 已提交
1713 1714 1715
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
1716 1717
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
1718 1719
                shape=[1],
                type=core.VarDesc.VarType.LOD_TENSOR)
1720 1721 1722 1723 1724 1725 1726 1727

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

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
Q
qiaolongfei 已提交
1728 1729 1730 1731 1732
        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])

1733
        # create the adam optimize op
1734
        inputs = {
1735 1736 1737 1738 1739 1740 1741
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "LearningRate": [self._create_param_lr(param_and_grad)],
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
1742 1743
        }
        outputs = {
1744 1745 1746 1747 1748
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764
        }
        attrs = {
            "epsilon": self._epsilon,
            "lazy_mode": self._lazy_mode,
            "min_row_size_to_use_multithread": 1000
        }

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

1765 1766 1767 1768
        if framework.in_dygraph_mode():
            core.ops.adam(inputs, attrs, outputs)
            return None

1769 1770
        adam_op = block.append_op(
            type=self.type,
1771 1772 1773
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1774
            stop_gradient=True)
1775 1776 1777

        return adam_op

1778 1779

class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
1780
    """
1781 1782 1783 1784
    The Adamax optimizer is implemented based on the Adamax Optimization 
    in Section 7 of `Adam paper <https://arxiv.org/abs/1412.6980>`_.
    The Adamax algorithm is a variant of the Adam algorithm based on the infinite norm,
    which makes the learning rate update algorithm more stable and simple.
Q
qiaolongfei 已提交
1785

1786
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799

    .. 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}

1800
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
1801

1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813
    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.
1814 1815 1816
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1817 1818 1819 1820 1821 1822 1823 1824
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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
1825

1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838
    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):
1839
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
1840 1841
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
1842
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
1843 1844 1845 1846 1847 1848 1849 1850 1851
              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])
1852 1853 1854
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
1855
    _beta1_pow_acc_str = "beta1_pow_acc"
1856 1857 1858 1859 1860

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1861
                 epsilon=1e-8,
1862
                 parameter_list=None,
X
Xin Pan 已提交
1863 1864
                 regularization=None,
                 name=None):
1865 1866 1867 1868
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1869
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
1870
            learning_rate=learning_rate,
1871
            parameter_list=parameter_list,
X
Xin Pan 已提交
1872 1873
            regularization=regularization,
            name=name)
1874 1875 1876 1877 1878 1879 1880 1881
        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
1882 1883
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
1884 1885 1886 1887 1888
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
1889 1890 1891 1892 1893 1894 1895

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

        moment = self._get_accumulator(self._moment_acc_str, param_and_grad[0])
        inf_norm = self._get_accumulator(self._inf_norm_acc_str,
                                         param_and_grad[0])
Q
qiaolongfei 已提交
1896 1897
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
1898 1899 1900 1901 1902 1903
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1904
                "LearningRate": self._create_param_lr(param_and_grad),
1905 1906
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
1907
                "Beta1Pow": beta1_pow_acc
1908 1909 1910 1911 1912 1913 1914 1915 1916 1917
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": moment,
                "InfNormOut": inf_norm
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon
M
minqiyang 已提交
1918 1919
            },
            stop_gradient=True)
1920 1921 1922

        return adamax_op

1923
    def _finish_update(self, block, parameters_and_grads):
1924 1925 1926
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
1927
        for param, grad in parameters_and_grads:
C
chengduo 已提交
1928
            if grad is None or param.trainable is False:
1929
                continue
X
Xin Pan 已提交
1930 1931
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
1932 1933
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
1934
                block.append_op(
1935 1936 1937
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
1938 1939
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1940 1941


1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979
class DpsgdOptimizer(Optimizer):
    """
    We implement the Dpsgd optimizer according to CCS16 paper -
    Deep Learning with Differential Privacy.

    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

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

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

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

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

    Args:
        learning_rate (float|Variable): the learning rate used to update parameters. \
        Can be a float value or a Variable with one float value as data element.
        clip (float): clipping threshold
        batch_size (float): batch size.
        sigma (float): for gaussian noise.
1980 1981 1982
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1983 1984 1985 1986 1987 1988 1989 1990
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
1991 1992
                 sigma=1e-8,
                 parameter_list=None):
1993 1994 1995 1996
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
1997 1998
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma

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

        # create the dpsgd optimize op
        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
            },
            stop_gradient=True)

        return dpsgd_op


2026
class DecayedAdagradOptimizer(Optimizer):
2027
    """
2028 2029 2030
    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.
2031

2032
    The parameter ``param_out`` update rule with gradient ``grad``:
2033 2034 2035 2036 2037 2038 2039

    .. math::

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

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

2040 2041 2042 2043
    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
2044 2045 2046
    stability to avoid the division by zero error.

    Args:
2047 2048 2049 2050 2051
        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.
2052 2053 2054
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2055 2056 2057 2058 2059 2060 2061 2062
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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.**
2063 2064 2065 2066

    Examples:
        .. code-block:: python

2067 2068
            import paddle.fluid as fluid

2069 2070 2071 2072
            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)
2073
            optimizer.minimize(cost)
2074 2075 2076
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2077 2078 2079 2080
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2081
                 parameter_list=None,
X
Xin Pan 已提交
2082 2083
                 regularization=None,
                 name=None):
2084 2085 2086 2087
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2088
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2089
            learning_rate=learning_rate,
2090
            parameter_list=parameter_list,
X
Xin Pan 已提交
2091 2092
            regularization=regularization,
            name=name)
2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119
        self.type = "decayed_adagrad"
        self._decay = decay
        self._epsilon = epsilon

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

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

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

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

        # Create the decayed adagrad optimizer op
        decayed_adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
2120 2121
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2122
            stop_gradient=True)
2123 2124

        return decayed_adagrad_op
2125 2126


2127
class AdadeltaOptimizer(Optimizer):
2128
    """
Z
Zeng Jinle 已提交
2129
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2130

Z
Zeng Jinle 已提交
2131
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2132 2133 2134
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2135

Z
Zeng Jinle 已提交
2136 2137
    .. math::

Z
Zeng Jinle 已提交
2138
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2139

Z
Zeng Jinle 已提交
2140
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2141

Z
Zeng Jinle 已提交
2142
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2143 2144

    Args:
Z
Zeng Jinle 已提交
2145 2146 2147
        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.
2148 2149 2150
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
Z
Zeng Jinle 已提交
2151 2152 2153
        regularization (WeightDecayRegularizer, optional): A Regularizer, such as
                fluid.regularizer.L2DecayRegularizer. Default None, meaning that there is no
                regularization.
2154 2155 2156
        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` .
2157 2158 2159 2160

    Examples:
        .. code-block:: python

2161
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2162

2163
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2164 2165
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2166 2167
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2168

Z
Zeng Jinle 已提交
2169 2170 2171 2172
            # 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)
2173
    """
2174

2175 2176 2177
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2178 2179 2180 2181
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2182
                 parameter_list=None,
X
Xin Pan 已提交
2183 2184
                 regularization=None,
                 name=None):
2185 2186 2187 2188 2189 2190
        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.")
2191
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2192
            learning_rate=learning_rate,
2193
            parameter_list=parameter_list,
X
Xin Pan 已提交
2194 2195
            regularization=regularization,
            name=name)
2196 2197 2198 2199 2200
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2201 2202
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2203 2204 2205 2206 2207 2208

        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):
2209 2210
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2211 2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231

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

        # Create the adadelta optimizer op
        adadelta_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "AvgSquaredGrad": avg_squared_grad_acc,
                "AvgSquaredUpdate": avg_squared_update_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "AvgSquaredGradOut": avg_squared_grad_acc,
                "AvgSquaredUpdateOut": avg_squared_update_acc
            },
            attrs={"epsilon": self._epsilon,
M
minqiyang 已提交
2232 2233
                   "rho": self._rho},
            stop_gradient=True)
2234 2235 2236 2237

        return adadelta_op


Q
qingqing01 已提交
2238 2239 2240 2241 2242 2243 2244 2245 2246 2247
class RMSPropOptimizer(Optimizer):
    """
    Root Mean Squared Propagation (RMSProp) is an unpublished, adaptive learning
    rate method. The original slides proposed RMSProp: Slide 29 of
    http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf .

    The original equation is as follows:

    ..  math::

Q
qiaolongfei 已提交
2248
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2249 2250 2251 2252

        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
2253
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2254 2255 2256 2257 2258 2259

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

    ..  math::

Q
qiaolongfei 已提交
2260
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2261

2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275
        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
2276 2277 2278 2279
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2280
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2281 2282 2283 2284 2285
    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.


2286 2287 2288
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2289
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2290
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2291
        momentum(float): :math:`\\beta` in equation is the momentum term,
2292
            default is 0.0.
2293 2294 2295 2296
        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.
2297 2298 2299
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2300 2301 2302 2303
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
2304 2305 2306 2307 2308 2309 2310

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

    Examples:
          .. code-block:: python

2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333 2334 2335
            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
2336 2337 2338 2339
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2340
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2341 2342 2343 2344 2345 2346

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2347
                 centered=False,
2348
                 parameter_list=None,
X
Xin Pan 已提交
2349 2350
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
2351
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2352
            learning_rate=learning_rate,
2353
            parameter_list=parameter_list,
X
Xin Pan 已提交
2354 2355
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
2356 2357 2358 2359 2360 2361 2362 2363 2364 2365 2366 2367 2368
        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
2369
        self._centered = centered
Q
qingqing01 已提交
2370 2371 2372 2373 2374 2375 2376 2377

    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)
2378
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2379 2380 2381 2382 2383 2384 2385 2386 2387

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

        momentum_acc = self._get_accumulator(self._momentum_acc_str,
                                             param_and_grad[0])
        mean_square_acc = self._get_accumulator(self._mean_square_acc_str,
                                                param_and_grad[0])
2388 2389
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2390 2391 2392 2393 2394 2395 2396
        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,
2397
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2398 2399 2400 2401 2402
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2403 2404
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2405 2406 2407 2408
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2409 2410
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2411 2412
            },
            stop_gradient=True)
Q
qingqing01 已提交
2413 2414 2415 2416

        return rmsprop_op


Q
qiaolongfei 已提交
2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427 2428 2429 2430 2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456
class FtrlOptimizer(Optimizer):
    """
    FTRL (Follow The Regularized Leader) Optimizer.

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

    ..  math::

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

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

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

        &else:

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


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

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

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

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

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

        &else:

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

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

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

        &squared\_accum += grad^2

2457 2458 2459 2460 2461
    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.
2462 2463 2464
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2465 2466 2467 2468
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
2469 2470 2471 2472 2473 2474 2475

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

    Examples:
          .. code-block:: python

2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486 2487 2488 2489 2490 2491 2492 2493 2494 2495 2496 2497 2498 2499
            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
2500

2501
    NOTE:
C
chengduo 已提交
2502
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2503 2504 2505 2506 2507
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2508 2509 2510 2511 2512
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2513
                 parameter_list=None,
X
Xin Pan 已提交
2514 2515
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
2516
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2517
            learning_rate=learning_rate,
2518
            parameter_list=parameter_list,
X
Xin Pan 已提交
2519 2520
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553 2554 2555 2556 2557 2558 2559 2560
        if learning_rate is None:
            raise ValueError("learning_rate is not set.")

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

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

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

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

        squared_acc = self._get_accumulator(self._squared_acc_str,
                                            param_and_grad[0])
        linear_acc = self._get_accumulator(self._linear_acc_str,
                                           param_and_grad[0])
        ftrl_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "SquaredAccumulator": squared_acc,
                "LinearAccumulator": linear_acc,
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "SquaredAccumOut": squared_acc,
                "LinearAccumOut": linear_acc
            },
            attrs={"l1": self._l1,
                   "l2": self._l1,
M
minqiyang 已提交
2561 2562
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2563 2564 2565 2566

        return ftrl_op


Y
Yibing Liu 已提交
2567 2568 2569 2570 2571 2572
class LambOptimizer(AdamOptimizer):
    """
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

    LAMB Optimizer is designed to scale up the batch size of training without losing 
    accuracy, which supports adaptive element-wise updating and accurate layer-wise 
Y
Yibing Liu 已提交
2573 2574
    correction. For more information, please refer to `Large Batch Optimization for 
    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
Y
Yibing Liu 已提交
2575 2576 2577 2578 2579

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2580
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2581

Y
Yibing Liu 已提交
2582
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2583

Y
Yibing Liu 已提交
2584
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2585

Y
Yibing Liu 已提交
2586
        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
2587 2588 2589 2590 2591 2592


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

    Args:
Y
Yibing Liu 已提交
2593 2594 2595 2596 2597 2598 2599 2600
        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.
2601 2602 2603
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
Y
Yibing Liu 已提交
2604 2605 2606 2607 2608 2609 2610
        regularization (Regularizer|None): A Regularizer, such as
           fluid.regularizer.L1DecayRegularizer. Default None.
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight 
            decay when **exclude_from_weight_decay_fn(parameter)** returns true. 
            Default None.
        name(str|None): For detailed information, please refer to 
            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
Y
Yibing Liu 已提交
2611 2612 2613 2614 2615 2616

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

Y
Yibing Liu 已提交
2617
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
2618 2619 2620
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
2621 2622 2623 2624 2625
            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
2626 2627 2628 2629
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
2630
    # these two not used in op temporarily
Y
Yibing Liu 已提交
2631 2632 2633 2634 2635 2636 2637 2638 2639
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

    def __init__(self,
                 learning_rate=0.001,
                 lamb_weight_decay=0.01,
                 beta1=0.9,
                 beta2=0.999,
                 epsilon=1e-6,
2640
                 parameter_list=None,
Y
Yibing Liu 已提交
2641
                 regularization=None,
Y
Yibing Liu 已提交
2642
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
2643 2644 2645 2646 2647 2648 2649 2650
                 name=None):
        assert learning_rate is not None
        assert lamb_weight_decay is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
        super(LambOptimizer, self).__init__(
            learning_rate=learning_rate,
2651
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
2652 2653 2654 2655 2656 2657 2658
            regularization=regularization,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
2659
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
2660 2661 2662

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
2663
        block.program._use_lamb = True
Y
Yibing Liu 已提交
2664 2665 2666 2667 2668 2669 2670 2671 2672 2673

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

Y
Yibing Liu 已提交
2674 2675 2676 2677 2678 2679
        if self._exclude_from_weight_decay_fn is not None \
            and self._exclude_from_weight_decay_fn(param_and_grad[0]):
            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay

Y
Yibing Liu 已提交
2680 2681 2682 2683 2684 2685 2686 2687 2688 2689 2690 2691 2692 2693 2694 2695 2696 2697 2698 2699 2700
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad),
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
2701
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
2702 2703 2704 2705 2706 2707
            },
            stop_gradient=True)

        return lamb_op


2708 2709 2710 2711 2712 2713 2714 2715 2716 2717 2718 2719 2720
# 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
2721
Dpsgd = DpsgdOptimizer
2722
DecayedAdagrad = DecayedAdagradOptimizer
2723
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
2724
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
2725
Ftrl = FtrlOptimizer
2726
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
2727
Lamb = LambOptimizer
2728 2729 2730


class ModelAverage(Optimizer):
2731 2732 2733 2734 2735 2736 2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749
    """
    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:

    ::
2750

2751 2752 2753 2754 2755 2756 2757 2758 2759
        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.
2760 2761

    Args:
2762 2763 2764 2765 2766 2767 2768 2769
        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.
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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.
2770

2771
    Examples:
Q
qiaolongfei 已提交
2772 2773 2774

      .. code-block:: python

2775 2776 2777 2778 2779 2780
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
2781

2782 2783 2784 2785
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
2786
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2787 2788 2789 2790 2791 2792 2793 2794
            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,
2795
                                                         max_average_window=12500)
2796 2797

            exe.run(startup_program)
2798 2799 2800 2801 2802
            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])
2803 2804

            # apply ModelAverage
2805
            with model_average.apply(exe):
2806 2807 2808 2809
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
2810 2811 2812
    """

    def __init__(self,
W
wanghaoshuang 已提交
2813
                 average_window_rate,
2814 2815
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
2816 2817 2818 2819
                 regularization=None,
                 name=None):
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
2820 2821 2822
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
2823

2824
        self.params_grads = []
2825 2826
        for param in framework.default_main_program().global_block(
        ).all_parameters():
2827
            if param.do_model_average != False:
2828
                grad = param.block.create_var(
2829 2830
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
2831 2832
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
2833
                    stop_gradient=True)
2834
                self.params_grads.append((param, grad))
2835

2836
        for param, grad in self.params_grads:
2837 2838
            if grad is None:
                continue
X
Xin Pan 已提交
2839 2840
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
2841
                self._append_average_accumulate_op(param)
2842

2843 2844 2845 2846
        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:
2847
                self._add_average_apply_op(block, param_grad)
2848 2849 2850 2851 2852

        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:
2853
                self._add_average_restore_op(block, param_grad)
2854

2855
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
2856 2857 2858 2859 2860 2861
        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(
2862
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
2863
        old_num_accumulates = block._clone_variable(
2864
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
2865
        num_updates = block._clone_variable(
2866 2867 2868 2869 2870 2871
            self._get_accumulator('num_updates', param))
        # backup param value to grad
        layers.assign(input=param, output=grad)
        # param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
        tmp = layers.sum(x=[num_accumulates, old_num_accumulates])
        sum = layers.sum(x=[sum_1, sum_2, sum_3])
D
dzhwinter 已提交
2872 2873 2874 2875
        tmp = layers.cast(
            x=tmp, dtype='float32' if self._dtype == None else self._dtype)
        sum = layers.cast(
            x=sum, dtype='float32' if self._dtype == None else self._dtype)
S
sneaxiy 已提交
2876
        ops._elementwise_div(x=sum, y=tmp, out=param)
2877 2878

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
2879 2880
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
2881 2882 2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2893 2894 2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908 2909 2910 2911 2912 2913 2914 2915 2916 2917
        layers.assign(input=grad, output=param)

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

        self.helper.append_op(
            type='average_accumulates',
            inputs={
                "param": param,
                "in_sum_1": sum_1,
                "in_sum_2": sum_2,
                "in_sum_3": sum_3,
                "in_num_accumulates": num_accumulates,
                "in_old_num_accumulates": old_num_accumulates,
                "in_num_updates": num_updates
            },
            outputs={
                "out_sum_1": sum_1,
                "out_sum_2": sum_2,
                "out_sum_3": sum_3,
                "out_num_accumulates": num_accumulates,
                "out_old_num_accumulates": old_num_accumulates,
                "out_num_updates": num_updates,
            },
            attrs={
                "average_window": self.average_window,
                "min_average_window": self.min_average_window,
                "max_average_window": self.max_average_window,
M
minqiyang 已提交
2918 2919
            },
            stop_gradient=True)
2920

S
rename  
sneaxiy 已提交
2921
    @signature_safe_contextmanager
2922
    def apply(self, executor, need_restore=True):
2923 2924
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
2925 2926

        Args:
2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938 2939 2940 2941 2942 2943 2944 2945 2946 2947 2948 2949 2950 2951 2952 2953 2954 2955 2956 2957 2958 2959 2960 2961 2962 2963 2964 2965 2966 2967 2968 2969 2970
            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])
2971
        """
2972 2973 2974 2975 2976 2977
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
2978 2979

    def restore(self, executor):
2980 2981
        """
        Restore ``Parameter`` values of current model.
2982 2983
        
        Args:
2984 2985 2986 2987 2988 2989 2990 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000 3001 3002 3003 3004 3005 3006 3007 3008 3009 3010 3011 3012 3013 3014 3015 3016 3017 3018 3019 3020 3021 3022 3023 3024 3025 3026 3027
            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)
3028
        """
3029
        executor.run(self.restore_program)
3030 3031 3032 3033 3034 3035 3036 3037 3038 3039


class ExponentialMovingAverage(object):
    """
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3040
        \\text{EMA}_0 & = 0
3041

3042 3043
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3044 3045 3046 3047
    The average results calculated by **update()** method will be saved in 
    temporary variables which are created and maintained by the object, and can 
    be applied to parameters of current model by calling **apply()** method. And 
    the **restore()** method is used to restore the parameters.
3048 3049 3050 3051 3052 3053 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066 3067 3068

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

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

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

    Usually **thres_steps** can be the global training steps.
3069 3070 3071


    Args:
Y
Yibing Liu 已提交
3072 3073 3074 3075 3076 3077 3078
	decay (float, optional): The exponential decay rate, usually close to 1, such as 
            0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None): If not `None`, schedule the decay rate. 
            Default None.
        name (str|None): For detailed information, please refer to 
            :ref:`api_guide_Name`. Usually name is no need to set and None by 
            default.
3079 3080 3081 3082 3083


    Examples:

	.. code-block:: python
3084 3085 3086 3087 3088

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3089
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3090 3091 3092 3093 3094 3095 3096 3097
	    hidden = fluid.layers.fc(input=data, size=10)
	    cost = fluid.layers.mean(hidden)

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

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

3098
	    global_steps = fluid.layers.autoincreased_step_counter()
3099 3100 3101 3102 3103 3104 3105 3106 3107 3108 3109 3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122 3123 3124 3125 3126 3127
	    ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
	    ema.update()

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

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

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

		 # usage 2
		with ema.apply(exe, need_restore=False):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
		ema.restore(exe)
3128 3129
    """

3130
    def __init__(self, decay=0.999, thres_steps=None, name=None):
3131
        self._decay = decay
3132
        self._thres_steps = thres_steps
3133
        self._name = name if name is not None else ''
3134 3135
        self._decay_var = self._get_ema_decay()

3136
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3137
        self._params_tmps = []
3138
        for param in default_main_program().global_block().all_parameters():
3139 3140 3141 3142 3143 3144 3145
            if param.do_model_average != False:
                tmp = param.block.create_var(
                    name=unique_name.generate(".".join(
                        [self._name + param.name, 'ema_tmp'])),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True)
Y
Yibing Liu 已提交
3146
                self._params_tmps.append((param, tmp))
3147

Y
Yibing Liu 已提交
3148 3149
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3150 3151
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3152
                self._ema_vars[param.name] = self._create_ema_vars(param)
3153 3154 3155 3156

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3157
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3158
            for param, tmp in self._params_tmps:
3159 3160
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3161
                ema = block._clone_variable(self._ema_vars[param.name])
3162
                layers.assign(input=param, output=tmp)
3163
                # bias correction
3164 3165 3166
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
                        layers.assign(output=ema, input=ema / (1.0 - decay_pow))
3167 3168 3169 3170 3171
                layers.assign(input=ema, output=param)

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
3172
            for param, tmp in self._params_tmps:
3173 3174 3175 3176
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3177 3178 3179 3180 3181 3182 3183 3184 3185 3186 3187 3188 3189 3190 3191 3192 3193 3194 3195 3196 3197 3198
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
            decay_var = layers.tensor.create_global_var(
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
                name="scheduled_ema_decay_rate")

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

    def _get_decay_pow(self, block):
3199 3200 3201 3202 3203 3204 3205
        global_step = layers.create_global_var(
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True)
        global_step = layers.cast(global_step, "float32")
3206
        decay_var = block._clone_variable(self._decay_var)
3207 3208
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3209

Y
Yibing Liu 已提交
3210
    def _create_ema_vars(self, param):
3211 3212 3213 3214 3215 3216 3217 3218 3219
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
            persistable=True)

        return param_ema

Y
Yibing Liu 已提交
3220 3221 3222 3223 3224
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3225 3226
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3227
        param_master_emas = []
Y
Yibing Liu 已提交
3228 3229 3230 3231
        for param, tmp in self._params_tmps:
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
                param_ema = self._ema_vars[param.name]
3232
                if param.name + '.master' in self._ema_vars:
3233 3234 3235 3236 3237 3238 3239 3240 3241 3242 3243 3244 3245 3246 3247 3248 3249
                    master_ema = self._ema_vars[param.name + '.master']
                    param_master_emas.append([param_ema, master_ema])
                else:
                    ema_t = param_ema * self._decay_var + param * (
                        1 - self._decay_var)
                    layers.assign(input=ema_t, output=param_ema)

        # for fp16 params
        for param_ema, master_ema in param_master_emas:
            default_main_program().global_block().append_op(
                type="cast",
                inputs={"X": master_ema},
                outputs={"Out": param_ema},
                attrs={
                    "in_dtype": master_ema.dtype,
                    "out_dtype": param_ema.dtype
                })
Y
Yibing Liu 已提交
3250

3251 3252 3253 3254 3255 3256 3257
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
        
        Args:
            executor (Executor): The Executor to execute applying.
Y
Yibing Liu 已提交
3258 3259
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
        
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
hutuxian 已提交
3275 3276 3277


class PipelineOptimizer(object):
3278 3279
    """
    Pipeline Optimizer
H
hutuxian 已提交
3280 3281 3282 3283 3284 3285 3286 3287 3288

    Train with pipeline mode. The program will be splited by cut_list. 

    If the len of cut_list is k, then the whole program (including \
    backward part) will be splited to 2*k-1 sections. 
    
    So the length of place_list and concurrency_list must be also 2*k-1.

    Note: Though the asynchronous mode is applied in pipeline training to speed up, \
3289
    the final performance depends on the training progress of each pipeline heavily.
H
hutuxian 已提交
3290 3291 3292

    And we will try the synchronous mode in the future.

3293
    Args:
H
hutuxian 已提交
3294 3295 3296 3297
        optimizer (Optimizer): The based optimizer, such as SGD.
        cut_list (list of Variable list): The cut variable of the main_program.
        place_list (list of Place): The place where the section will run on.
        concurrency_list (list of int): The concurrency degree.
3298 3299
        queue_size (int): Each section will consume scopes from its in-scope queue 
                        and produce scopes to out-scope queue. And this parameter 
H
hutuxian 已提交
3300 3301 3302 3303
                        specify the scope queue size. [Optional. Default: 30].
        sync_steps (int): The synchronization steps between different cards. [Optional. Default: 1].
        start_cpu_core_id (int): specify the first cpu core id. [Optional. Default:0].

3304 3305
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3306

3307
            import paddle.fluid as fluid
H
hutuxian 已提交
3308 3309 3310 3311 3312 3313 3314 3315 3316 3317 3318 3319 3320 3321 3322 3323 3324 3325 3326 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341
            import paddle.fluid.layers as layers

            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)
            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)
            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)
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer,
                    cut_list=[[emb_x, emb_y], [loss]],
                    place_list=[fluid.CPUPlace(), fluid.CUDAPlace(0), fluid.CPUPlace()],
                    concurrency_list=[1, 1, 4],
                    queue_size=2,
                    sync_steps=1,
                    )
            optimizer.minimize(loss)
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            filelist = [] # you should set your own filelist, e.g. filelist = ["dataA.txt"]
            dataset = fluid.DatasetFactory().create_dataset("FileInstantDataset")
            dataset.set_use_var([x,y])
            dataset.set_batch_size(batch_size)
            dataset.set_filelist(filelist)
            exe.train_from_dataset(
                        fluid.default_main_program(),
                        dataset,
                        thread=2,
                        debug=False,
                        fetch_list=[],
                        fetch_info=[],
                        print_period=1)
3342 3343
    """

H
hutuxian 已提交
3344 3345 3346 3347 3348 3349 3350 3351 3352 3353 3354 3355 3356 3357 3358 3359 3360
    def __init__(self,
                 optimizer,
                 cut_list=None,
                 place_list=None,
                 concurrency_list=None,
                 queue_size=30,
                 sync_steps=1,
                 start_cpu_core_id=0):
        # TODO: check properties
        self._optimizer = optimizer
        self._cut_list = cut_list
        self._place_list = place_list
        self._concurrency_list = concurrency_list
        self._queue_size = queue_size
        self._sync_steps = sync_steps
        self._start_cpu_core_id = start_cpu_core_id

H
hutuxian 已提交
3361
    def _create_vars(self, block, main_program):
H
hutuxian 已提交
3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372
        used_var_set = set()
        for op_idx in range(block.desc.op_size()):
            op_desc = block.desc.op(op_idx)
            vars = op_desc.input_arg_names() + op_desc.output_arg_names()
            for var in vars:
                if var in used_var_set:
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
                block._clone_variable(source_var, False)

H
hutuxian 已提交
3373
    def _extract_section_opt_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3374 3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388
        """
        Extract opt ops in the given section
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if _some_in_set_(op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            else:
                relevant_op_flags[i] = False

        op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
        return op_path

H
hutuxian 已提交
3389
    def _find_input_output(self, ops, name, is_forward=True):
H
hutuxian 已提交
3390 3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403
        """
        Find the inputs or outputs of a section
        """
        all_set = set()
        part_set = set()
        for op in ops:
            if is_forward:
                part_set.update(op.desc.output_arg_names())
            else:
                part_set.update(op.desc.input_arg_names())
            all_set.update(op.desc.output_arg_names())
            all_set.update(op.desc.input_arg_names())
        return all_set - part_set

H
hutuxian 已提交
3404
    def _find_persistable_vars(self, ops, whole_parameters):
H
hutuxian 已提交
3405 3406 3407 3408 3409 3410 3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 3422 3423 3424 3425 3426 3427 3428 3429 3430 3431
        """
        find the persistable input vars in current section
        """
        res = set()
        for op in ops:
            vars = op.desc.input_arg_names()
            for var in vars:
                if var in whole_parameters:
                    res.add(var)
        return res

    def _is_opt_role_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        optimize_role = core.op_proto_and_checker_maker.OpRole.Optimize
        if op_maker.kOpRoleAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) & int(optimize_role) != 0:
            return True
        return False

    def _is_lr_role_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        optimize_role = core.op_proto_and_checker_maker.OpRole.LRSched
        if op_maker.kOpRoleAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(optimize_role):
            return True
        return False

H
hutuxian 已提交
3432
    def _extract_section_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3433 3434 3435 3436 3437 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449 3450 3451
        """
        Extract ops in the given section 
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if not self._is_opt_role_op(op) and _some_in_set_(
                    op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            elif op.desc.type() == "print" and op.desc.input_arg_names()[
                    0] in output_names:
                continue
            else:
                relevant_op_flags[i] = False

        op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
        return op_path

H
hutuxian 已提交
3452 3453
    def _find_section_opt(self, ops, params):
        res = self._extract_section_opt_ops(ops, params)
H
hutuxian 已提交
3454 3455
        return res

H
hutuxian 已提交
3456
    def _split_program(self, main_program, cut_list):
H
hutuxian 已提交
3457 3458 3459 3460 3461 3462 3463 3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474 3475 3476
        programs = []
        block = main_program.block(0)
        whole_parameters = [e.name for e in block.all_parameters()]
        cut_var_names = []
        cut_len = len(cut_list)
        sec_params = []
        for i, cut_vars in enumerate(cut_list[:-1]):
            cut_var_names.append([cut_var.name for cut_var in cut_vars])
        for i, cut_vars in reversed(list(enumerate(cut_list[:-1]))):
            cut_var_names.append(
                [_append_grad_suffix_(cut_var.name) for cut_var in cut_vars])
            if i == 0:
                cut_var_names[-1] += [var.name for var in cut_list[-1]]
        ops = block.ops[:]
        for i, cut_vars in enumerate(cut_var_names):
            program = {
                "program": Program(),
                "input_set": set(),
                "output_set": set()
            }
H
hutuxian 已提交
3477
            cur_ops = self._extract_section_ops(ops, cut_vars)
H
hutuxian 已提交
3478 3479 3480 3481 3482 3483
            if i == 0:
                for op in ops:
                    if self._is_lr_role_op(op):
                        cur_ops.append(op)
            #prevent inplace in/out
            program["input_set"].update(
H
hutuxian 已提交
3484
                self._find_input_output(
H
hutuxian 已提交
3485 3486 3487 3488 3489 3490
                    cur_ops, [], is_forward=True))
            for e in cur_ops:
                ops.remove(e)

            if i < cut_len:
                sec_params.append(
H
hutuxian 已提交
3491
                    self._find_persistable_vars(cur_ops, whole_parameters))
H
hutuxian 已提交
3492
            if i >= cut_len - 1:
H
hutuxian 已提交
3493 3494
                opt_ops = self._find_section_opt(
                    ops, sec_params[2 * cut_len - 2 - i])
H
hutuxian 已提交
3495 3496 3497 3498 3499 3500 3501 3502 3503 3504

                for e in opt_ops:
                    ops.remove(e)
                cur_ops += opt_ops

            op_descs = [op.desc for op in cur_ops]
            for op_desc in op_descs:
                ap_op = program["program"].block(0).desc.append_op()
                ap_op.copy_from(op_desc)
            program["input_set"].update(
H
hutuxian 已提交
3505
                self._find_input_output(
H
hutuxian 已提交
3506 3507 3508
                    cur_ops, cut_vars, is_forward=True))
            program["input_set"].update(sec_params[min(i, 2 * cut_len - 2 - i)])
            program["output_set"].update(
H
hutuxian 已提交
3509
                self._find_input_output(
H
hutuxian 已提交
3510 3511 3512 3513 3514 3515 3516 3517 3518 3519 3520 3521 3522 3523
                    cur_ops, cut_vars, is_forward=False))
            programs.append(program)
        program = {
            "program": Program(),
            "input_set": set(),
            "output_set": set()
        }
        op_descs = [op.desc for op in ops]
        for op_desc in op_descs:
            ap_op = program["program"].block(0).desc.append_op()
            ap_op.copy_from(op_desc)
        program["input_set"].update(
            [cut_var.name + "@GRAD" for cut_var in cut_list[0]])
        program["input_set"].update(
H
hutuxian 已提交
3524
            self._find_input_output(
H
hutuxian 已提交
3525 3526 3527 3528 3529 3530 3531 3532 3533 3534 3535 3536 3537 3538 3539 3540 3541 3542 3543 3544
                ops, [], is_forward=True))
        program["input_set"].update(sec_params[0])
        programs.append(program)
        inputs = set()
        for program in reversed(list(programs)):
            output_list = list(program["output_set"])
            for output in output_list:
                if output not in inputs:
                    program["output_set"].remove(output)
            inputs.update(program["input_set"])
        return programs

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
        self._optimizer.minimize(loss, startup_program, parameter_list,
                                 no_grad_set)
        program = loss.block.program
H
hutuxian 已提交
3545 3546 3547 3548 3549 3550 3551 3552
        if len(self._cut_list) == 0:
            program_list = []
            ptmp = {"program": program, "input_set": set(), "output_set": set()}
            program_list.append(ptmp)
        else:
            program_list = self._split_program(program, self._cut_list)
            for p in program_list:
                self._create_vars(p["program"].block(0), program)
H
hutuxian 已提交
3553 3554 3555 3556 3557 3558 3559 3560 3561 3562 3563 3564 3565 3566 3567 3568 3569 3570 3571 3572
        whole_parameters = [e.name for e in program.block(0).all_parameters()]
        param_need_sync = []
        for i, section_p in enumerate(program_list):
            if not isinstance(self._place_list[i], core.CUDAPlace):
                continue
            section_var = [e for e in section_p["program"].block(0).vars]
            for p in section_var:
                if p in whole_parameters:
                    param_need_sync.append(p)
        program._pipeline_opt = {
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
            "section_program_list": program_list,
            "place_list": self._place_list,
            "concurrency_list": self._concurrency_list,
            "queue_size": self._queue_size,
            "start_cpu_core_id": self._start_cpu_core_id,
            "sync_steps": self._sync_steps,
            "param_need_sync": param_need_sync
        }
M
mapingshuo 已提交
3573 3574


M
mapingshuo 已提交
3575 3576 3577 3578 3579 3580 3581 3582 3583 3584 3585 3586 3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600 3601 3602 3603 3604 3605 3606 3607 3608 3609 3610 3611 3612 3613 3614 3615 3616 3617 3618 3619 3620 3621 3622 3623 3624 3625 3626 3627 3628 3629 3630 3631 3632 3633 3634 3635 3636 3637 3638 3639 3640 3641 3642 3643 3644 3645 3646 3647 3648 3649 3650 3651 3652 3653 3654 3655 3656 3657 3658 3659 3660 3661 3662 3663 3664 3665 3666 3667 3668 3669 3670 3671 3672 3673 3674 3675 3676 3677 3678 3679 3680 3681 3682 3683 3684 3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 3695 3696 3697 3698 3699 3700 3701 3702 3703 3704 3705 3706 3707 3708 3709 3710 3711 3712 3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728 3729 3730 3731 3732 3733 3734 3735 3736 3737 3738 3739 3740 3741 3742 3743 3744 3745 3746 3747 3748 3749 3750 3751 3752 3753 3754 3755 3756 3757 3758 3759 3760 3761 3762 3763 3764 3765 3766 3767 3768 3769 3770 3771 3772 3773 3774 3775 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 3802
class RecomputeOptimizer(Optimizer):
    """
    Recompute Optimizer Wrapper

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

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

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

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

    Examples:
        .. code-block:: python

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

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

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

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

    """

    def __init__(self, optimizer):
        self._optimizer = optimizer
        self._checkpoints = None

    def _set_checkpoints(self, checkpoints):
        self._checkpoints = checkpoints

    def load(self, stat_dict):
        """
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
            stat_dict: the dict load by load_persistable method

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.compat as cpt
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
                    stat_dict = {}
                    sgd.load(stat_dict)
                except NotImplementedError as e:
                    print(cpt.get_exception_message(e))
        """
        raise NotImplementedError(
            "load function is not supported by Recompute Optimizer for now")

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

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

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

        Examples:
            .. code-block:: python

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

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


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

                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])

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

                print("Finished apply gradients")
        """

        return self._optimizer.apply_gradients(params_grads=params_grads)

    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None,
                 checkpoints=None):
        """
        call append_backward with checkpoints.

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

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
    
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
    
    
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
    
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])
                print("Finished backward")
        """

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

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
            params_grads = append_backward(
                loss,
                parameter_list,
                no_grad_set,
                checkpoints=self._checkpoints)
        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
M
mapingshuo 已提交
3803

M
mapingshuo 已提交
3804 3805 3806 3807 3808 3809 3810
                import paddle.fluid as fluid
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
M
mapingshuo 已提交
3811
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
3812 3813 3814 3815 3816 3817 3818 3819 3820 3821 3822 3823 3824 3825 3826 3827 3828 3829 3830
                
                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)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
M
mapingshuo 已提交
3831

M
mapingshuo 已提交
3832 3833 3834 3835 3836 3837 3838 3839 3840 3841 3842 3843 3844 3845 3846 3847 3848 3849 3850 3851 3852 3853 3854 3855 3856 3857 3858 3859 3860 3861 3862 3863 3864 3865 3866 3867
        """

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

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 grad_clip=None):

        assert (isinstance(loss, Variable)), "The loss should be an Variable."
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")

        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
            checkpoints=self._checkpoints)

        if grad_clip:
            # TODO(guru4elephant): should add grad_clip for static graph
            pass

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 3888 3889 3890 3891 3892 3893 3894 3895 3896 3897 3898 3899 3900 3901 3902 3903 3904 3905 3906 3907 3908 3909 3910 3911 3912 3913 3914 3915 3916 3917 3918 3919 3920 3921 3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958 3959 3960 3961 3962 3963 3964 3965 3966 3967 3968 3969 3970 3971 3972 3973 3974 3975 3976 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994 3995 3996 3997 3998 3999 4000 4001 4002 4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 4014 4015 4016 4017 4018
class LookaheadOptimizer(object):
    """
    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

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

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

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

    Examples:
        .. code-block:: python

            import paddle
            import paddle.fluid as fluid
            import numpy as np

	    x = fluid.layers.data(name='x', shape=[2], dtype='float32')
	    label = fluid.layers.data(name="label", shape=[1], dtype="int64")
	    y = fluid.layers.fc(input=[x], size=2, act="softmax")
	    loss = fluid.layers.cross_entropy(input=y, label=label)
	    loss = fluid.layers.mean(x=loss)
	    sgd = fluid.optimizer.SGD(learning_rate=0.01)
	    optimizer = fluid.optimizer.LookaheadOptimizer(sgd,
                                            alpha=0.5,
                                            k=5)
	    optimizer.minimize(loss)
	    main_program = fluid.default_main_program()
	    place = fluid.CPUPlace()
	    exe = fluid.Executor(place)
	    exe.run(fluid.default_startup_program())

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

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

    """

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

        assert (inner_optimizer is not None), "inner optimizer can not be None"
        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
        assert (isinstance(k, int) and k > 0), "k should be a positive integer"

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

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

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

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

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

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

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

        # Add Var k to main prog and startup prog
        k = layers.create_global_var(
            name="lookahead_k",
            shape=[1],
            value=int(self.k),
            dtype='int32',
            persistable=True)

        # Add Var alpha to main prog and startup prog
        alpha = layers.create_global_var(
            name="lookahead_alpha",
            shape=[1],
            value=float(self.alpha),
            dtype='float32',
            persistable=True)

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

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

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

        mod = layers.elementwise_mod(step, k)
        with layers.control_flow.Switch() as switch:
            with switch.case(mod == zero_var):
                for param_name in params:
                    fast_var = main_block.var(param_name)
                    slow_var = param_to_slow[param_name]
                    tmp_var = layers.elementwise_add(
                        layers.elementwise_mul(fast_var, alpha),
                        layers.elementwise_mul(
                            slow_var, layers.elementwise_sub(one_var, alpha)))
                    layers.assign(input=tmp_var, output=slow_var)
                    layers.assign(input=tmp_var, output=fast_var)
            with switch.default():
                pass
        return mini_out