optimizer.py 302.8 KB
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# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
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#
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# 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
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#
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#     http://www.apache.org/licenses/LICENSE-2.0
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#
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# 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.
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import numpy as np
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import os
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import logging
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from collections import defaultdict
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import paddle
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from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
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from paddle.fluid.framework import (
    Program,
    Variable,
    Parameter,
    name_scope,
    default_main_program,
    default_startup_program,
    device_guard,
)
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from . import framework
from . import layers
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from . import unique_name
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from .backward import (
    append_backward,
    _some_in_set_,
    _append_grad_suffix_,
    _get_no_grad_set_name,
)
from .clip import (
    GradientClipBase,
    GradientClipByNorm,
    error_clip_callback,
    append_gradient_clip_ops,
    ClipGradByGlobalNorm,
)
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from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
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from .dygraph import base as imperative_base
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from .dygraph import no_grad
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from .dygraph.learning_rate_scheduler import (
    LearningRateDecay,
    _LearningRateEpochDecay,
)
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from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
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from functools import cmp_to_key
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from .wrapped_decorator import signature_safe_contextmanager
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import warnings
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from paddle import _C_ops, _legacy_C_ops
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from ..fluid.framework import (
    _in_legacy_dygraph,
    in_dygraph_mode,
    _current_expected_place,
)
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__all__ = [
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    'SGD',
    'Momentum',
    'Adagrad',
    'Adam',
    'Adamax',
    'Dpsgd',
    'DecayedAdagrad',
    'Ftrl',
    'SGDOptimizer',
    'MomentumOptimizer',
    'AdagradOptimizer',
    'AdamOptimizer',
    'AdamaxOptimizer',
    'DpsgdOptimizer',
    'DecayedAdagradOptimizer',
    'RMSPropOptimizer',
    'FtrlOptimizer',
    'Adadelta',
    'AdadeltaOptimizer',
    'ModelAverage',
    'LarsMomentum',
    'LarsMomentumOptimizer',
    'LambOptimizer',
    'ExponentialMovingAverage',
    'PipelineOptimizer',
    'LookaheadOptimizer',
    'RecomputeOptimizer',
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]
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class Optimizer:
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    """Optimizer Base class.

    Define the common interface of an optimizer.
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    User should not use this class directly,
    but need to use one of it's implementation.
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    """

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    @imperative_base.no_grad
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    def __init__(
        self,
        learning_rate,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        flatten_param_grads=False,
        align_size=-1,
        name=None,
    ):
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        """
        Args:
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            flatten_param_grads (bool, optional): Whether to flatten all the parameters and grads.
                If true, the parameters and gradients will be coalesce to contiguous mempry,
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                and the grad_clip ops / optimizer ops will be fuse to one operator.
        """
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        # Because of the loop import, so place it in the function body
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        from paddle.optimizer.lr import LRScheduler
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        self._parameter_list = (
            list(parameter_list) if parameter_list is not None else None
        )
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        self._name = name
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        if framework._non_static_mode():
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            if not isinstance(
                learning_rate, (float, LearningRateDecay, LRScheduler)
            ):
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                raise TypeError(
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                    "learning rate should be float or LRScheduler, got %s here"
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                    % type(learning_rate)
                )
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            if self._parameter_list is None:
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                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
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            if regularization is not None:
                for param in self._parameter_list:
                    if param.regularizer is not None:
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
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                            % regularization.__str__()
                        )
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                        break
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        else:
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            if not isinstance(
                learning_rate, (float, framework.Variable, LRScheduler)
            ):
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                raise TypeError(
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                    "learning rate should be float or LRScheduler, got %s here"
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                    % type(learning_rate)
                )
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        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipBase):
                raise TypeError(
                    "'grad_clip' should be an instance of GradientClipBase's derived class"
                )
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        self.regularization = regularization
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        self._grad_clip = grad_clip
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        self._learning_rate = learning_rate
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        self._flatten_param_grads = flatten_param_grads
        self._align_size = align_size
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        self._dtype = None
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        # Infer the dtype form parameter
        if self._parameter_list:
            self._dtype = self._parameter_list[0].dtype

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        # each program should have a independent learning rate
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        # program -> Variable(learning_rate)
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        self._learning_rate_map = dict()
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        if isinstance(self._learning_rate, framework.Variable):
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            self._learning_rate_map[
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                framework.default_main_program()
            ] = self._learning_rate
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        # 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())
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        # global_accumulator dict, {accum_name : acc_variable, ...}
        self._global_accumulators = {}
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        self.helper = LayerHelper(self.__class__.__name__)
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        self._opti_name_list = []
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        self._accumulators_holder = {}
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        self._param_device_map = dict()
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        # NOTE(zhiqiu): sometimes we want to add some variables(Tenosr) to the optimizer for a specific optimization,
        # for example, we want to pass 'found_inf' to adam optimizer so it can skip update when found_inf is True.
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        # And these variables should not be the parameters of Optimizer's construnctor (because not commonly used).
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        # Use _auxiliary_vars together with _set_auxiliary_var/_get_auxiliary_var to achieve that.
        self._auxiliary_vars = dict()
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    @framework.dygraph_only
    def state_dict(self):
        '''
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        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimizer never be called(minimize function), the state_dict is empty.
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        Args: None
        Return:
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            state_dict(dict) : dict contains all the variable used by optimizer
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        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
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                import paddle
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                with fluid.dygraph.guard():
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                    emb = paddle.nn.Embedding(10, 10)
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                    adam = fluid.optimizer.Adam(0.001, parameter_list=emb.parameters())
                    state_dict = adam.state_dict()
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        '''
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        from paddle.optimizer.lr import LRScheduler
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        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
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        for k, v in self._global_accumulators.items():
            state_dict[v.name] = v
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        # global step if use lr decay
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        if isinstance(self._learning_rate, LRScheduler):
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            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()
            return state_dict
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        if isinstance(self._learning_rate, LearningRateDecay):
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            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                var_tmp = None
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                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32'
                )
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                tensor.fill_constant(
                    [1], "int32", self._learning_rate.step_num, out=var_temp
                )
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                state_dict['global_step'] = var_temp
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        return state_dict

    @framework.dygraph_only
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    def set_state_dict(self, state_dict):
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        '''
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        Load optimizer state dict. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.
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        Args:
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            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
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        Examples:
            .. code-block:: python
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                import paddle
                import paddle.fluid as fluid
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                paddle.disable_static()

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                emb = paddle.nn.Embedding(10, 10)
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                state_dict = emb.state_dict()
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                fluid.save_dygraph(state_dict, "paddle_dy")
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                scheduler = paddle.optimizer.lr.NoamDecay(
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                    d_model=0.01, warmup_steps=100, verbose=True)
                adam = paddle.optimizer.Adam(
                    learning_rate=scheduler,
                    parameters=emb.parameters())
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                state_dict = adam.state_dict()
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                fluid.save_dygraph(state_dict, "paddle_dy")
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                para_state_dict, opti_state_dict = fluid.load_dygraph("paddle_dy")
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        '''
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        from paddle.optimizer.lr import LRScheduler
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        if isinstance(self._learning_rate, LRScheduler):
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            self._learning_rate.set_dict(state_dict["LR_Scheduler"])
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        if isinstance(self._learning_rate, LearningRateDecay):
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            self._learning_rate.set_dict(state_dict["LR_Scheduler"])

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

                if isinstance(global_step, Variable):
                    step_np = global_step
                    step_np = np.array(step_np.value().get_tensor())
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                    assert step_np.shape == (
                        1,
                    ), "global step shape is (1,), the shape is {}".format(
                        step_np.shape
                    )
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                    self._learning_rate.step_num = int(step_np[0])
                elif isinstance(global_step, np.ndarray):
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                    assert global_step.shape == (
                        1,
                    ), "global step shape is (1,), the shape is {}".format(
                        global_step.shape
                    )
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                    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 ",
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                        type(global_step),
                    )
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        def _load_state_para(state_dict, param):
            var = param.value()
            tensor = var.get_tensor()
            model_np = np.array(tensor)
            load_para = state_dict[param.name]
            if isinstance(load_para, Variable):
                load_para_np = load_para.numpy()
            elif isinstance(load_para, core.VarBase):
                load_para_np = load_para.numpy()
            elif isinstance(load_para, np.ndarray):
                load_para_np = load_para
            else:
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                raise RuntimeError(
                    "State dict type {} not supprt".format(str(type(load_para)))
                )
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            assert (
                model_np.shape == load_para_np.shape
            ), "Parameter shape not match, Dygraph Parameter [ {} ] need tensor with shape {} but load tensor with shape {}".format(
                param.name, model_np.shape, load_para_np.shape
            )
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            assert (
                model_np.dtype == load_para_np.dtype
            ), "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
                param.name, model_np.dtype, load_para_np.dtype
            )
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            tensor.set(load_para_np, framework._current_expected_place())

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        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
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                assert (
                    var_tmp.name in state_dict
                ), "optimizer variable {} not found".format(var_tmp.name)
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                _load_state_para(state_dict, var_tmp)
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        for k, v in self._global_accumulators.items():
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            assert (
                v.name in state_dict
            ), "optimizer variable {} not found".format(v.name)
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            _load_state_para(state_dict, v)
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    # [aliases] Compatible with old method names
    set_dict = set_state_dict

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    def get_opti_var_name_list(self):
        return self._opti_name_list
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    def _set_auxiliary_var(self, key, val):
        self._auxiliary_vars[key] = val

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

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    def _create_global_learning_rate(self):
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        from paddle.optimizer.lr import LRScheduler
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        if isinstance(self._learning_rate, LRScheduler):
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            lr_var = self._global_learning_rate()
            # only create global lr_var once
            if not isinstance(lr_var, framework.Variable):
                lr_name = unique_name.generate('learning_rate')
                self._learning_rate._var_name = lr_name
                lr_var = self.helper.create_global_variable(
                    name=lr_name,
                    shape=[1],
                    persistable=True,
                    stop_gradient=True,
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                    dtype='float32' if self._dtype is None else self._dtype,
                )
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                main_prog = framework.default_main_program()
                main_prog.lr_sheduler = self._learning_rate
                main_prog.lr_var = lr_var
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                self._learning_rate_map[
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                    framework.default_main_program()
                ] = lr_var
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            lr_value = float(self._learning_rate())
            self.helper.set_variable_initializer(
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                lr_var, initializer=Constant(value=lr_value)
            )
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            return

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        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
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                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
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                    self._learning_rate_map[
                        framework.default_main_program()
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                    ] = paddle.static.create_global_var(
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                        name=unique_name.generate("learning_rate"),
                        shape=[1],
                        value=float(self._learning_rate),
                        dtype='float32' if self._dtype is None else self._dtype,
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                        persistable=True,
                    )
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            # get learning rate Variable from LearningRateDecay
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            elif isinstance(self._learning_rate, LearningRateDecay):
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                self._learning_rate_map[
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                    framework.default_main_program()
                ] = self._learning_rate()
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            else:
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                raise TypeError(
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                    "optimizer's learning rate must be float or LearningRateDecay"
                )
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        else:
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            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
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            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"
                    )
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            # create learning rate in the current main program
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            self._learning_rate_map[
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                framework.default_main_program()
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            ] = paddle.static.create_global_var(
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                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,
            )
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    @framework.dygraph_only
    def set_lr(self, value):
        """
        :api_attr: imperative
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        Set the value of the learning rate manually in the optimizer. If the optimizer use LearningRateDecay,
        this API cannot be invoked, because it will lead to conflict.

        Args:
            value (float|Variable): the value of learning rate

        Returns:
            None
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        Examples:
            .. code-block:: python

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                import paddle
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                import paddle.fluid as fluid
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                import paddle
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                with fluid.dygraph.guard():
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                    linear = paddle.nn.Linear(10, 10)
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                    adam = fluid.optimizer.Adam(0.1, parameter_list=linear.parameters())

                    # set learning rate manually by python float value
                    lr_list = [0.2, 0.3, 0.4, 0.5, 0.6]
                    for i in range(5):
                        adam.set_lr(lr_list[i])
                        lr = adam.current_step_lr()
                        print("current lr is {}".format(lr))
                    # Print:
                    #    current lr is 0.2
                    #    current lr is 0.3
                    #    current lr is 0.4
                    #    current lr is 0.5
                    #    current lr is 0.6


                    # set learning rate manually by framework Variable
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                    lr_var = paddle.static.create_global_var(
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                        shape=[1], value=0.7, dtype='float32')
                    adam.set_lr(lr_var)
                    lr = adam.current_step_lr()
                    print("current lr is {}".format(lr))
                    # Print:
                    #    current lr is 0.7



        """
        if not isinstance(value, (framework.Variable, float)):
            raise TypeError(
                "The type of 'value' in optimizer.set_lr must be (float, Variable), but received %s."
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                % (type(value))
            )
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        if isinstance(self._learning_rate, LearningRateDecay):
            raise RuntimeError(
                "optimizer's learning rate can't be LearningRateDecay when invoke this API, because this will lead to conflict."
            )
        if isinstance(value, float):
            self._learning_rate = value
            current_lr = self._global_learning_rate()
            if current_lr is not None:
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                if in_dygraph_mode():
                    place = _current_expected_place()
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                    _C_ops.full_(
                        current_lr,
                        list(current_lr.shape),
                        float(value),
                        current_lr.dtype,
                        place,
                    )
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                elif _in_legacy_dygraph():
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                    _legacy_C_ops.fill_constant(
                        current_lr,
                        'value',
                        float(value),
                        'dtype',
                        current_lr.dtype,
                        'shape',
                        list(current_lr.shape),
                    )
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                else:
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                    global_block = (
                        framework.default_main_program().global_block()
                    )
                    global_block.append_op(
                        type='fill_constant',
                        outputs={'Out': [current_lr]},
                        attrs={
                            'dtype': current_lr.dtype,
                            'shape': list(current_lr.shape),
                            'value': float(value),
                        },
                        stop_gradient=True,
                    )
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        else:
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            assert (
                len(value.shape) == 1 and value.shape[0] == 1
            ), "optimizer's learning rate must be 1-D Tensor with shape[1]"
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            self._learning_rate_map[framework.default_main_program()] = value

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    @framework.dygraph_only
    def current_step_lr(self):
        """
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        :api_attr: imperative
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        Get current step learning rate. The return value is all the same When LearningRateDecay is not used,
        otherwise return the step learning rate.

        Returns:
            float: The learning rate of the current step.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np
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                import paddle
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                # example1: LearningRateDecay is not used, return value is all the same
                with fluid.dygraph.guard():
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                    emb = paddle.nn.Embedding(10, 10)
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                    adam = fluid.optimizer.Adam(0.001, parameter_list = emb.parameters())
                    lr = adam.current_step_lr()
                    print(lr) # 0.001

                # example2: PiecewiseDecay is used, return the step learning rate
                with fluid.dygraph.guard():
                    inp = np.random.uniform(-0.1, 0.1, [10, 10]).astype("float32")
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                    linear = paddle.nn.Linear(10, 10)
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                    inp = fluid.dygraph.to_variable(inp)
                    out = linear(inp)
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                    loss = paddle.mean(out)
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                    bd = [2, 4, 6, 8]
                    value = [0.2, 0.4, 0.6, 0.8, 1.0]
                    adam = fluid.optimizer.Adam(fluid.dygraph.PiecewiseDecay(bd, value, 0),
                                           parameter_list=linear.parameters())

                    # first step: learning rate is 0.2
                    np.allclose(adam.current_step_lr(), 0.2, rtol=1e-06, atol=0.0) # True

                    # learning rate for different steps
                    ret = [0.2, 0.2, 0.4, 0.4, 0.6, 0.6, 0.8, 0.8, 1.0, 1.0, 1.0, 1.0]
                    for i in range(12):
                        adam.minimize(loss)
                        lr = adam.current_step_lr()
                        np.allclose(lr, ret[i], rtol=1e-06, atol=0.0) # True

        """
        current_lr = self._global_learning_rate()
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        if isinstance(current_lr, framework.Variable):
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            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
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        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
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        else:
            step_lr = self._learning_rate.step()
            if isinstance(step_lr, (float, int)):
                return step_lr
            else:
                return step_lr.numpy()[0]

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    def _global_learning_rate(self, program=None):
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        """
        get global decayed learning rate
        :return:
        """
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        if program is None:
            program = framework.default_main_program()
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        return self._learning_rate_map.get(program, None)
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    def _append_optimize_op(self, block, param_and_grad):
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        """append optimize operator to block and return all the added optimize_op"""
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        raise NotImplementedError()

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    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']
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        if type(param_lr) == Variable:
            return param_lr
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        else:
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            if param_lr == 1.0:
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                return self._global_learning_rate()
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            else:
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                with default_main_program()._lr_schedule_guard(
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                    is_with_opt=True
                ), framework.name_scope('scale_with_param_lr'):
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                    return self._global_learning_rate() * param_lr
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    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
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        """
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        pass

668
    def _finish_update(self, block, parameters_and_grads):
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        """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:
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            None
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        """
        pass

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    def _add_accumulator(
        self,
        name,
        param,
        dtype=None,
        fill_value=0.0,
        shape=None,
        type=None,
        device=None,
    ):
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        """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
        """
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        if self._name is not None:
            name = self._name + "_" + name
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        if (
            name in self._accumulators
            and param.name in self._accumulators[name]
        ):
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            if framework._non_static_mode():
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                return self._accumulators[name][param.name]
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            raise Exception(
                "Accumulator {} already exists for parameter {}".format(
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                    name, param.name
                )
            )
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        if shape is None:
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            shape = param.shape
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        assert isinstance(self.helper, LayerHelper)
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        var_name = param.name + "_" + name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

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        var = self.helper.create_global_variable(
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            name=var_name,
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            persistable=True,
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            dtype=dtype or param.dtype,
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            type=core.VarDesc.VarType.LOD_TENSOR
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            if framework._non_static_mode()
            else (param.type if type is None else type),
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            shape=shape,
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            belong_to_optimizer=True,
        )
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        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
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                var, initializer=Constant(value=float(fill_value))
            )
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        if framework._non_static_mode():
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            if len(self._accumulators_holder) > 0:
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                assert (
                    var_name in self._accumulators_holder
                ), "Optimizer set error, {} should in state dict".format(
                    var_name
                )
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                var.set_value(self._accumulators_holder[var_name])

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        self._accumulators[name][param.name] = var
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        return var
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    def _add_global_accumulator(
        self,
        name,
        dtype=None,
        fill_value=0.0,
        shape=None,
        type=None,
        device=None,
    ):
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        """Utility function to add a global accumulator for all parameters in the model

        Args:
            block: the block in which the loss variable is present
            name: name of the accumulator
            dtype: data type of the accumulator variable
            fill_value: value to initialize the accumulator variable
            shape: the shape of the accumulator
            type: the variable type of the accumulator
            device: the target place of the accumulator
        """
        if self._name is not None:
            name = self._name + "_" + name
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        if name in self._global_accumulators:
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            if framework._non_static_mode():
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                return self._global_accumulators[name]
            raise Exception("Global accumulator {} already exists".format(name))
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        if shape is None:
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            shape = [1]  # most case, global accumulator is of shape [1]
        assert isinstance(self.helper, LayerHelper)

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

        var = self.helper.create_global_variable(
            name=var_name,
            persistable=True,
            dtype=dtype if dtype else self._dtype,
            type=type,
            shape=shape,
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            belong_to_optimizer=True,
        )
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        if device is None:
            device = 'cpu'
        with device_guard(device):
            self.helper.set_variable_initializer(
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                var, initializer=Constant(value=float(fill_value))
            )
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        if framework._non_static_mode():
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            if len(self._accumulators_holder) > 0:
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                assert (
                    var_name in self._accumulators_holder
                ), "Optimizer set error, {} should in state dict".format(
                    var_name
                )
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                var.set_value(self._accumulators_holder[var_name])

        self._global_accumulators[name] = var
        return var

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    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:
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            accumulator variable
820
        """
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        if self._name is not None:
            name = self._name + "_" + name
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        if (
            name not in self._accumulators
            or param.name not in self._accumulators[name]
        ):
827 828
            raise Exception(
                "Accumulator {} does not exist for parameter {}".format(
829 830 831
                    name, param.name
                )
            )
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        return self._accumulators[name][param.name]

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    def _get_global_accumulator(self, name):
        """Utility function to fetch a global accumulator

        Args:
            name: name of the accumulator

        Returns:
            accumulator variable
        """
        if self._name is not None:
            name = self._name + "_" + name
845
        if name not in self._global_accumulators:
846 847 848
            raise Exception("Global accumulator {} does not exist".format(name))
        return self._global_accumulators[name]

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    def _update_param_device_map(self, parameters_and_grads, target_block):
        for param_and_grad in parameters_and_grads:
            if param_and_grad[0].trainable is True:
                param_name = param_and_grad[0].name
                ops = target_block.ops
854 855
                device_attr_name = (
                    core.op_proto_and_checker_maker.kOpDeviceAttrName()
856 857 858 859 860
                )
                for op in ops:
                    input_arg_names = op.input_arg_names
                    if param_name in input_arg_names:
                        self._param_device_map[param_name] = op.attr(
861 862
                            device_attr_name
                        )
863
                        break
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    def _get_device_for_param(self, param_name):
        device = None
        if param_name in self._param_device_map:
            device = self._param_device_map[param_name]
        return device

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    def _create_optimization_pass(self, parameters_and_grads):
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        """Add optimization operators to update gradients to variables.

        Args:
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          parameters_and_grads(list(tuple(Variable, Variable))):
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            a list of (variable, gradient) pair to update.
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        Returns:
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          return_op_list: a list of operators that will complete one step of
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            optimization. This will include parameter update ops, global step
            update ops and any other custom ops required by subclasses to manage
            their internal state.
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        """
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        # 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
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        # for parameters and extend _finish_update method to add custom ops.
890

891
        # Allways called under program_guard use global block as loss block
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        # But if current block is in control flow, append optimize op in the
        # grad block of current block

895
        global_block = framework.default_main_program().global_block()
896 897 898
        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
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            assert (
                current_block.backward_block_idx != -1
            ), "current block is not global_block, but it doesn't have backward block."
902
            target_block = framework.default_main_program().blocks[
903 904
                current_block.backward_block_idx
            ]
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        start = len(target_block.ops)
907

908
        self._update_param_device_map(parameters_and_grads, target_block)
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        self._create_accumulators(
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            target_block, [p[0] for p in parameters_and_grads if p[0].trainable]
        )
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        self._create_global_learning_rate()

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        if framework._non_static_mode():
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            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
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                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
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        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(
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                    param_and_grad
                ), name_scope("optimizer"):
927
                    if param_and_grad[0].trainable is True:
928
                        device = self._get_device_for_param(
929 930
                            param_and_grad[0].name
                        )
931 932
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
933 934
                                target_block, param_and_grad
                            )
935 936 937

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
938
        self._finish_update(target_block, parameters_and_grads)
939

940 941
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
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    def _process_distribute_lookuptable(self, param_grads):
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        """
        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
        """
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        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
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        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(
963 964
                        "multi dist table var found, only support one now!"
                    )
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                table_param = p
                table_grad = g
            else:
                new_param_grads.append((p, g))
        sgd_op = None
        if table_param is not None:
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            param_and_grad = [table_param, table_grad]
972 973 974
            with table_param.block.program._optimized_guard(
                param_and_grad
            ), framework.name_scope("optimizer"):
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                self._create_global_learning_rate()
                # create the optimize op
                sgd_op = global_block.append_op(
                    type='sgd',
                    inputs={
                        "Param": table_param,
                        "Grad": table_grad,
982
                        "LearningRate": self._create_param_lr(param_and_grad),
983
                    },
984 985
                    outputs={"ParamOut": param_and_grad[0]},
                )
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        return new_param_grads, (table_param, table_grad), sgd_op

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    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
996
        """
997
        The first part of ``minimize``, do auto-diff to append backward operations for
998 999 1000
        the current program.

        Args:
1001 1002 1003 1004
            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.
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            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
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                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
1008
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
1009 1010 1011
                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.
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        Return:
1014 1015
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
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1017
        Examples:
1018
            See examples in ``apply_gradients``.
1019
        """
1020
        act_no_grad_set = None
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        if framework._non_static_mode():
1022
            pass
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        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
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        # Infer dtype by loss if None
        if self._dtype is None:
            self._dtype = loss.dtype

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        if framework._non_static_mode():
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            parameter_list = (
                parameter_list if parameter_list else self._parameter_list
            )
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            params_grads = []
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            for param in parameter_list:
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                if not param.trainable:
                    continue
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                if param._grad_ivar() is not None:
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                    # create gradient variable
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                    grad_var = param._grad_ivar()
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                    params_grads.append((param, grad_var))
1043
        else:
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            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
1047
                assert isinstance(callbacks, list)
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            program = loss.block.program
1049 1050
            assert len(loss.shape) == 1 and loss.shape[0] == 1, (
                "The loss.shape should be (1L,), but the current loss.shape is {}. "
1051
                "Maybe that you should call paddle.mean to process the current loss.".format(
1052 1053 1054 1055 1056 1057
                    loss.shape
                )
            )
            parameter_list = (
                parameter_list if parameter_list else self._parameter_list
            )
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            with program_guard(program, startup_program):
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                params_grads = append_backward(
                    loss, parameter_list, act_no_grad_set, callbacks
                )
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        return params_grads
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1064
    def _create_regularization_of_grad(self, param, grad, regularization=None):
1065
        """Create and add backward regularization Operators
1066

1067 1068 1069
        Function helper of append_regularization_ops.
        """
        # If no gradient or no regularization is specified,  then we don't need to do anything
1070
        if grad is None or (
1071 1072 1073 1074 1075 1076
            (
                not hasattr(param, 'regularizer')
                or (hasattr(param, 'regularizer') and param.regularizer is None)
            )
            and regularization is None
        ):
1077 1078 1079 1080 1081 1082 1083 1084 1085 1086
            return grad
        regularization_term = None
        if hasattr(param, 'regularizer') and param.regularizer is not None:
            # Add variable for regularization term in grad block
            regularization_term = param.regularizer(param, grad, grad.block)
        elif regularization is not None:
            regularization_term = regularization(param, grad, grad.block)

        assert regularization_term is not None

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        if framework._non_static_mode():
1088
            return _legacy_C_ops.sum([grad, regularization_term])
1089

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        new_grad = grad
        if grad.type == core.VarDesc.VarType.SELECTED_ROWS:
            # FIXME(zcd): If the grad is SELECTED_ROWS, after regularization,
            # the grad's type and name will be changed. But the gradient's name
            # is used in ParallelExecutor Reduce mode, so I add a flag for
            # the new_grad here.
            new_grad = grad.block.create_var(
                name=grad.name + core.kNewGradSuffix(),
                dtype=param.dtype,
                shape=param.shape,
                lod_level=param.lod_level,
1101 1102
                type=core.VarDesc.VarType.LOD_TENSOR,
            )
1103 1104 1105

        inputs = {"X": [grad, regularization_term]}
        outputs = {"Out": [new_grad]}
1106
        grad.block.append_op(type='sum', inputs=inputs, outputs=outputs)
1107 1108 1109

        return new_grad

1110 1111 1112
    def append_regularization_ops(
        self, parameters_and_grads, regularization=None
    ):
1113
        r"""Create and add backward regularization Operators
1114

1115 1116 1117 1118
        Creates and adds backward regularization operators in the BlockDesc.
        This will add gradients of the regularizer function to the gradients
        of the parameters and return these modified gradients. This is the
        same as implementing weight decay in optimizers for regularization.
1119

1120 1121 1122 1123 1124
        Args:
            parameters_and_grads: A list of (parameters, gradients) pairs
                                  that need to be regularized.
            regularization: A global regularizer. If the parameter is not
                            set. It will be applied with regularizer.
1125

1126 1127 1128
        Returns:
            list[(Variable, Variable)]: list of (parameters, gradients) \
            pair with the regularized gradient
1129

1130 1131 1132 1133
        Raises:
            Exception: Unknown regularization type
        """
        params_and_grads = []
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        if framework._non_static_mode():
1135
            for param, grad in parameters_and_grads:
1136
                new_grad = self._create_regularization_of_grad(
1137 1138
                    param, grad, regularization
                )
1139 1140 1141 1142 1143
                params_and_grads.append((param, new_grad))
        else:
            repeate_regularizer = False
            with framework.name_scope('regularization'):
                for param, grad in parameters_and_grads:
1144 1145 1146 1147 1148
                    if (
                        not repeate_regularizer
                        and getattr(param, 'regularizer', None) is not None
                        and regularization is not None
                    ):
1149 1150 1151 1152
                        repeate_regularizer = True
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
1153 1154
                            % regularization.__str__()
                        )
1155 1156
                    with param.block.program._optimized_guard([param, grad]):
                        new_grad = self._create_regularization_of_grad(
1157 1158
                            param, grad, regularization
                        )
1159 1160 1161
                        params_and_grads.append((param, new_grad))
        return params_and_grads

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

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

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

        flatten_param = self.helper.create_global_variable(
            name='flatten_param',
            persistable=True,
            dtype=need_flatten_params[0].dtype,
            shape=[np.sum(shape)],
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            belong_to_optimizer=True,
        )
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        flatten_param.trainable = True
        flatten_param.optimize_attr = need_flatten_params[0].optimize_attr
        flatten_param.regularizer = need_flatten_params[0].regularizer

        flatten_grad = self.helper.create_global_variable(
            name='flatten_grad',
            persistable=True,
            dtype=need_flatten_grads[0].dtype,
            shape=[np.sum(shape)],
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            belong_to_optimizer=True,
        )
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        with program_guard(default_main_program()):
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            block.append_op(
                type="coalesce_tensor",
                inputs={"Input": need_flatten_params},
                outputs={
                    "Output": need_flatten_params,
                    "FusedOutput": flatten_param,
                },
                attrs={
                    "copy_data": True,
                    "use_align": True,
                    "align_size": self._align_size,
                    "dtype": need_flatten_params[0].dtype,
                },
            )

            block.append_op(
                type="coalesce_tensor",
                inputs={"Input": need_flatten_grads},
                outputs={
                    "Output": need_flatten_grads,
                    "FusedOutput": flatten_grad,
                },
                attrs={
                    "copy_data": True,
                    "use_align": True,
                    "align_size": self._align_size,
                    "dtype": need_flatten_grads[0].dtype,
                },
            )
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        # NOTE(zhiqiu): the initializer should be set after coalesce_tensor op,
1238
        # so the shape of flatten_param and flatten_grad will be inferred.
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        self.helper.set_variable_initializer(
            flatten_param, initializer=Constant(0.0)
        )
        self.helper.set_variable_initializer(
            flatten_grad, initializer=Constant(0.0)
        )
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        return [(flatten_param, flatten_grad)]

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    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.
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        Returns:
            list: A list of operators appended to the current program.
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        Examples:
            .. code-block:: python

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                import paddle.fluid as fluid
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                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)

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

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        # 'optimizer(grad_clip)' or 'set_gradient_clip'
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        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
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        # Add regularization if any
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        params_grads = self.append_regularization_ops(
            params_grads, self.regularization
        )
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        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

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    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.
        """
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        if framework._non_static_mode():
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            with program_guard(
                framework.default_main_program(),
                framework.default_startup_program(),
            ):
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                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
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                params_grads = self.append_regularization_ops(
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                    params_grads, self.regularization
                )
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                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

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    def _get_no_grad_set(self, loss, no_grad_set=None):
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        no_grad_set = _get_no_grad_set_name(no_grad_set)
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        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
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            [param.name for param in parameters if param.trainable is False]
        )
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        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

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    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
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        If not, new gradient will accumulat on previous gradient.
1339

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        Returns:
            None
1342

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        Examples:
            .. code-block:: python

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

                with fluid.dygraph.guard():
                    value = np.arange(26).reshape(2, 13).astype("float32")
                    a = fluid.dygraph.to_variable(value)
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                    linear = paddle.nn.Linear(13, 5)
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                    # This can be any optimizer supported by dygraph.
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                    adam = fluid.optimizer.Adam(learning_rate = 0.01,
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                                                parameter_list = linear.parameters())
                    out = linear(a)
                    out.backward()
                    adam.minimize(out)
                    adam.clear_gradients()

        """
        for p in self._parameter_list:
            if p.trainable:
                p.clear_gradient()

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    @imperative_base.no_grad
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    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
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        """
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        Add operations to minimize ``loss`` by updating ``parameter_list``.
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        Args:
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            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.
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            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
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                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
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            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
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                to be updated. The default value is None.
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        Returns:
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            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.
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            The returned tuple can be passed to ``fetch_list`` in ``Executor.run()`` to
            indicate program pruning. If so, the program will be pruned by ``feed`` and
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            ``fetch_list`` before run, see details in ``Executor``.
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        Examples:
            Please refer to the example of current Optimizer.
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        """
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        assert isinstance(loss, Variable), "The loss should be an Variable."
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        parameter_list = (
            parameter_list if parameter_list else self._parameter_list
        )
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        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
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        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
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        return optimize_ops, params_grads
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class SGDOptimizer(Optimizer):
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    r"""
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    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

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    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
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            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
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        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
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        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
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            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
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        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.
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    Examples:
        .. code-block:: python

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

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            paddle.enable_static()
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            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)
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                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
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                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)

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    """

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    def __init__(
        self,
        learning_rate,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        multi_precision=False,
        name=None,
    ):
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        assert learning_rate is not None
1483
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        self.type = "sgd"
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        self._use_mkldnn = False
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        self._multi_precision = multi_precision
        self._master_weights = {}

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

            var_name = param.name + "_fp32_master"
            var_name = unique_name.generate(var_name)
1503
            var = paddle.static.create_global_var(
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                name=var_name,
                shape=param.shape,
                value=0,
                dtype='float32',
                persistable=True,
            )
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            block = self.helper.startup_program.global_block()
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            block.append_op(
                type="cast",
                inputs={"X": [param]},
                outputs={"Out": [var]},
                attrs={
                    "in_dtype": param.dtype,
                    "out_dtype": core.VarDesc.VarType.FP32,
                },
            )
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            self._master_weights[param.name] = var
        return var

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

        # Create accumulator tensors for first and second moments
        for p in parameters:
            if self._multi_precision and p.dtype == core.VarDesc.VarType.FP16:
                master_p = self._create_master_weight(p)
                continue
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            if (
                p.dtype == core.VarDesc.VarType.FP16
                and not self._multi_precision
            ):
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                warnings.warn(
                    "Accumulating with FP16 in optimizer can lead to poor accuracy or slow convergence."
                    "Consider using multi_precision=True option of the Adam optimizer."
                )
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    @no_grad
1543
    def _append_optimize_op(self, block, param_and_grad):
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        find_master = (
            self._multi_precision
            and param_and_grad[0].dtype == core.VarDesc.VarType.FP16
        )
        master_weight = (
            self._master_weights[param_and_grad[0].name]
            if find_master
            else None
        )
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        lr = self._create_param_lr(param_and_grad)
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        if in_dygraph_mode():
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            _C_ops.sgd_(
                param_and_grad[0],
                lr,
                param_and_grad[1],
                master_weight,
                find_master,
            )
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            return None
        if _in_legacy_dygraph():
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            _legacy_C_ops.sgd(
                param_and_grad[0],
                lr,
                param_and_grad[1],
                master_weight,
                param_and_grad[0],
                master_weight,
            )
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            return None
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        assert isinstance(block, framework.Block)
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        # create the optimize op
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        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
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            "LearningRate": lr,
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        }

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

        attrs = {"multi_precision": find_master}

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

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        sgd_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
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        return sgd_op
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class MomentumOptimizer(Optimizer):
1604
    r"""
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    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):

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        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
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        & else:

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        &\quad   param = param - learning\_rate * velocity
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    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
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
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            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1631
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
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        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
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        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
1640
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1641 1642
        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.
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    Examples:
        .. code-block:: python

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

1651
            paddle.enable_static()
1652 1653 1654 1655 1656 1657
            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)
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                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
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                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)

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    """
    _velocity_acc_str = "velocity"

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    def __init__(
        self,
        learning_rate,
        momentum,
        parameter_list=None,
        use_nesterov=False,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
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        assert learning_rate is not None
        assert momentum is not None
1688
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        self.type = "momentum"
        self._momentum = momentum
1697
        self._use_nesterov = bool(use_nesterov)
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    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        for p in parameters:
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            self._add_accumulator(self._velocity_acc_str, p)
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    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

1708 1709 1710
        velocity_acc = self._get_accumulator(
            self._velocity_acc_str, param_and_grad[0]
        )
1711
        lr = self._create_param_lr(param_and_grad)
1712
        master_weight = None
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        if framework._non_static_mode():
1714
            _, _, _ = _legacy_C_ops.momentum(
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                param_and_grad[0],
                param_and_grad[1],
                velocity_acc,
                lr,
                master_weight,
                param_and_grad[0],
                velocity_acc,
                master_weight,
                'mu',
                self._momentum,
                'use_nesterov',
                self._use_nesterov,
            )
1728
            return None
1729

1730
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
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        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1735
            "LearningRate": [lr],
1736 1737 1738 1739
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
1740
            "VelocityOut": [velocity_acc],
1741
        }
1742
        # create the momentum optimize op
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        momentum_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
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        return momentum_op
1752 1753


1754
class LarsMomentumOptimizer(Optimizer):
1755
    r"""
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    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||}

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

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    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
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            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
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        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
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        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
1786
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
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        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.
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        exclude_from_weight_decay (list[str], optional): Name string of layers which will be exclude from lars weight decay. Default is None.
        epsilon (float, optional): Epsilon to avoid Division by Zero when calculate local lr. Default is 0.
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        multi_precision (bool, optional): Whether to use multi-precision during weight updating.
        rescale_grad (float, optional): Multiply the gradient with `rescale_grad` \
            before updating. Often choose to be `1.0/batch_size`.
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    Examples:
        .. code-block:: python

1798
            import paddle
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            import paddle.fluid as fluid
            import numpy as np

1802
            paddle.enable_static()
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            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)
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            out = paddle.sum(out)
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            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])
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    """
    _velocity_acc_str = "velocity"

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    def __init__(
        self,
        learning_rate,
        momentum,
        lars_coeff=0.001,
        lars_weight_decay=0.0005,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        exclude_from_weight_decay=None,
        epsilon=0,
        multi_precision=False,
        rescale_grad=1.0,
    ):
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        assert learning_rate is not None
        assert momentum is not None
1836
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)
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        self._epsilon = float(epsilon)
        if exclude_from_weight_decay is None:
            self._exclude_from_weight_decay = []
        else:
            self._exclude_from_weight_decay = exclude_from_weight_decay
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        self._multi_precision = multi_precision
        self._rescale_grad = float(rescale_grad)
        self._master_weights = {}

    def _create_master_weight(self, param):
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        if param.name in self._master_weights:
            var = self._master_weights[param.name]
        else:
            assert isinstance(self.helper, LayerHelper)
1861

1862 1863
            var_name = param.name + '_fp32_master'
            var_name = unique_name.generate(var_name)
1864
            var = paddle.static.create_global_var(
1865 1866 1867 1868 1869 1870
                name=var_name,
                shape=param.shape,
                value=0,
                dtype='float32',
                persistable=True,
            )
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            block = self.helper.startup_program.global_block()
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            block.append_op(
                type="cast",
                inputs={"X": [param]},
                outputs={"Out": [var]},
                attrs={
                    "in_dtype": param.dtype,
                    "out_dtype": core.VarDesc.VarType.FP32,
                },
            )
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            self._master_weights[param.name] = var
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        return var

    def _get_accumulator(self, name, param):
        """Utility function to fetch an accumulator for a parameter
        Args:
            name: name of the accumulator
            param: parameter variable for which accumulator is to be fetched
        Returns:
            accumulator variable for the parameter
        """
        if self._name is not None:
            name = self._name + "_" + name
1894 1895 1896 1897 1898 1899
        find_master = (
            self._multi_precision and param.dtype == core.VarDesc.VarType.FP16
        )
        target_param = (
            self._master_weights[param.name] if find_master else param
        )
1900
        target_name = target_param.name
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        if (
            name not in self._accumulators
            or target_name not in self._accumulators[name]
        ):
1905 1906
            raise Exception(
                "Accumulator {} does not exist for parameter {}".format(
1907 1908 1909
                    name, target_name
                )
            )
1910
        return self._accumulators[name][target_name]
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    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        for p in parameters:
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            if self._multi_precision and p.dtype == core.VarDesc.VarType.FP16:
                master_p = self._create_master_weight(p)
                self._add_accumulator(self._velocity_acc_str, master_p)
                continue
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            if (
                p.dtype == core.VarDesc.VarType.FP16
                and not self._multi_precision
            ):
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                warnings.warn(
                    "Accumulating with FP16 in optimizer can lead to poor accuracy or slow convergence."
                    "Consider using multi_precision=True option of the Lars optimizer."
                )
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            self._add_accumulator(self._velocity_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
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        _lars_weight_decay = self._lars_weight_decay
        param_name = param_and_grad[0].name
        if len(self._exclude_from_weight_decay) > 0:
            for name in self._exclude_from_weight_decay:
                if name in param_name:
                    _lars_weight_decay = 0.0
                    break

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        velocity_acc = self._get_accumulator(
            self._velocity_acc_str, param_and_grad[0]
        )
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        lr = self._create_param_lr(param_and_grad)

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        find_master = (
            self._multi_precision
            and param_and_grad[0].dtype == core.VarDesc.VarType.FP16
        )
        master_weight = (
            self._master_weights[param_and_grad[0].name]
            if find_master
            else None
        )
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        attrs = {
            "mu": self._momentum,
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            "lars_coeff": self._lars_coeff,
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            "lars_weight_decay": [_lars_weight_decay],
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            "multi_precision": find_master,
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            "epsilon": self._epsilon,
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            "rescale_grad": self._rescale_grad,
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        }

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
1968
            "LearningRate": lr,
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        }

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

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

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        if framework._non_static_mode():
1978
            tmp, tmp2 = _legacy_C_ops.lars_momentum(
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                [param_and_grad[0]],
                [param_and_grad[1]],
                [velocity_acc],
                [lr],
                [param_and_grad[0]],
                [velocity_acc],
                "mu",
                self._momentum,
                "lars_coeff",
                self._lars_coeff,
                "lars_weight_decay",
                [_lars_weight_decay],
                "multi_precision",
                find_master,
                "epsilon",
                self._epsilon,
                "rescale_grad",
                self._rescale_grad,
            )
1998 1999
        else:
            # create the momentum optimize op
2000 2001 2002 2003 2004 2005 2006
            momentum_op = block.append_op(
                type=self.type,
                inputs=inputs,
                outputs=outputs,
                attrs=attrs,
                stop_gradient=True,
            )
2007

2008
            return momentum_op
2009 2010


2011
class AdagradOptimizer(Optimizer):
2012
    r"""
2013 2014
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
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2016
    The parameter ``param_out`` update rule with gradient ``grad``:
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    .. math::

        moment\_out &= moment + grad * grad

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

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    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>`_
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    for numerical stability to avoid the division by zero error.

    Args:
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        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2038 2039
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2040 2041 2042 2043 2044
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2045 2046 2047
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
2048
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2049 2050 2051 2052 2053
        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.
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    Examples:
        .. code-block:: python

2058
            import paddle
2059
            import numpy as np
2060
            import paddle.fluid as fluid
2061

2062
            paddle.enable_static()
2063
            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
2064
            inp = fluid.data(name="inp", shape=[2, 2])
2065
            out = fluid.layers.fc(inp, size=3)
2066
            out = paddle.sum(out)
2067
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
2068 2069 2070 2071 2072 2073 2074
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
2075 2076 2077
    """
    _moment_acc_str = "moment"

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    def __init__(
        self,
        learning_rate,
        epsilon=1.0e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        initial_accumulator_value=0.0,
    ):
2088 2089
        assert learning_rate is not None
        assert epsilon is not None
2090
        super().__init__(
2091 2092 2093 2094 2095 2096
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2097 2098
        self.type = "adagrad"
        self._epsilon = epsilon
2099
        self.initial_accumulator_value = initial_accumulator_value
2100 2101 2102 2103 2104

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

        for p in parameters:
2105 2106 2107 2108 2109
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value,
            )
2110 2111 2112 2113

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

2114 2115 2116
        moment_acc = self._get_accumulator(
            self._moment_acc_str, param_and_grad[0]
        )
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        if in_dygraph_mode():
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            _C_ops.adagrad_(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                self._epsilon,
            )
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            return None
        elif _in_legacy_dygraph():
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            _legacy_C_ops.adagrad(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                moment_acc,
                "epsilon",
                self._epsilon,
            )
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            return None
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        else:
            # Create the adagrad optimizer op
            adagrad_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "Moment": moment_acc,
2146
                    "LearningRate": self._create_param_lr(param_and_grad),
2147 2148 2149
                },
                outputs={
                    "ParamOut": param_and_grad[0],
2150
                    "MomentOut": moment_acc,
2151 2152
                },
                attrs={"epsilon": self._epsilon},
2153 2154
                stop_gradient=True,
            )
2155

2156
            return adagrad_op
2157 2158 2159


class AdamOptimizer(Optimizer):
2160
    r"""
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    The Adam optimizer uses an optimization described at the end
2162 2163 2164
    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.
2165

2166
    The parameter ``param_out`` update rule with gradient ``grad``:
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    .. 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}

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

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    Args:
2184 2185
        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.
2186 2187
        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.
2188
            The default value is 0.9.
2189 2190
        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.
2191
            The default value is 0.999.
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        epsilon (float|Tensor, optional): A small float value for numerical stability.
            It should be a float number or a Variable with shape [1] and data type as float32.
2194
            The default value is 1e-08.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
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            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
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        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2203 2204 2205
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
2206
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2207 2208 2209 2210 2211 2212 2213 2214 2215 2216
        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.
2217
        use_global_beta_pow (bool, optional): Whether to use global beta_pow. If true, Adam will use global beta_pow
2218
            for whole model instead of creating beta_pow for each parameter. Default is false.
2219 2220
        flatten_param_grads (bool, optional): Whether to flatten all parameters and gradients. Default is false.
        align_size (int, optional): The alignment size when flatten parameters and gradients. Default is -1, which means
2221
            use same align_size as allocator.
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    Examples:
        .. code-block:: python

2226 2227 2228
            import paddle
            import paddle.fluid as fluid

2229
            paddle.enable_static()
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            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
2233 2234
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
2235
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
2236
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
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                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)
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        .. 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

2258
            paddle.enable_static()
2259 2260 2261 2262 2263 2264
            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)
2265
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
2267 2268

                # define beta decay variable
2269
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate, epsilon_init):
2270 2271
                    global_step = lr_scheduler._decay_step_counter()

2272
                    beta1 = paddle.static.create_global_var(
2273 2274 2275 2276 2277 2278
                        shape=[1],
                        value=float(beta1_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta1")
2279
                    beta2 = paddle.static.create_global_var(
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                        shape=[1],
                        value=float(beta2_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta2")
2286
                    epsilon = paddle.static.create_global_var(
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                        shape=[1],
                        value=float(epsilon_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="epsilon")
2293 2294 2295 2296 2297 2298 2299

                    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)

2300
                    return beta1, beta2, epsilon
2301

2302
                beta1, beta2, epsilon = get_decayed_betas(0.9, 0.99, 1e5, 0.9, 1e-8)
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                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
2305
                                                    beta1=beta1,
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                                                    beta2=beta2,
                                                    epsilon=epsilon)
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                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)
2318 2319 2320
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
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    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
2323

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    def __init__(
        self,
        learning_rate=0.001,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-8,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        lazy_mode=False,
        use_global_beta_pow=False,
        flatten_param_grads=False,
        align_size=-1,
    ):
2339 2340 2341 2342
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
2343
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            flatten_param_grads=flatten_param_grads,
            align_size=align_size,
            name=name,
        )
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        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
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        self._lazy_mode = lazy_mode
2357
        self._use_global_beta_pow = use_global_beta_pow
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    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)

        # Create accumulator tensors for first and second moments
        for p in parameters:
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            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
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            if not self._use_global_beta_pow:
                self._add_accumulator(
                    name=self._beta1_pow_acc_str,
                    param=p,
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                    fill_value=0.9
                    if isinstance(self._beta1, Variable)
                    else self._beta1,
2373
                    shape=[1],
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                    type=core.VarDesc.VarType.LOD_TENSOR,
                    device='cpu',
                )
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                self._add_accumulator(
                    name=self._beta2_pow_acc_str,
                    param=p,
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                    fill_value=0.999
                    if isinstance(self._beta2, Variable)
                    else self._beta2,
2383
                    shape=[1],
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                    type=core.VarDesc.VarType.LOD_TENSOR,
                    device='cpu',
                )
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        if self._use_global_beta_pow:
            self._add_global_accumulator(
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                name=self._beta1_pow_acc_str,
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                fill_value=0.9
                if isinstance(self._beta1, Variable)
                else self._beta1,
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                shape=[1],
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                type=core.VarDesc.VarType.LOD_TENSOR,
                device='cpu',
            )
2397
            self._add_global_accumulator(
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                name=self._beta2_pow_acc_str,
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                fill_value=0.999
                if isinstance(self._beta2, Variable)
                else self._beta2,
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                shape=[1],
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                type=core.VarDesc.VarType.LOD_TENSOR,
                device='cpu',
            )
2406 2407 2408 2409

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

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        moment1 = self._get_accumulator(
            self._moment1_acc_str, param_and_grad[0]
        )
        moment2 = self._get_accumulator(
            self._moment2_acc_str, param_and_grad[0]
        )
2416 2417
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
2418 2419
                self._beta1_pow_acc_str
            )
2420
            beta2_pow_acc = self._get_global_accumulator(
2421 2422
                self._beta2_pow_acc_str
            )
2423
        else:
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            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]
            )
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        lr = self._create_param_lr(param_and_grad)
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        # create the adam optimize op
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        if framework._non_static_mode():
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            _beta1 = (
                self._beta1
                if not isinstance(self._beta1, Variable)
                else self._beta1.numpy().item(0)
            )
            _beta2 = (
                self._beta2
                if not isinstance(self._beta2, Variable)
                else self._beta2.numpy().item(0)
            )
2444
            master_weight = None
2445
            _, _, _, _, _, _ = _legacy_C_ops.adam(
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                param_and_grad[0],
                param_and_grad[1],
                lr,
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                param_and_grad[0],
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                'epsilon',
                self._epsilon,
                'lazy_mode',
                self._lazy_mode,
                'min_row_size_to_use_multithread',
                1000,
                'beta1',
                _beta1,
                'beta2',
                _beta2,
                'use_global_beta_pow',
                self._use_global_beta_pow,
            )
2473 2474 2475

            return None

2476
        inputs = {
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            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2479
            "LearningRate": [lr],
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            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
2483
            "Beta2Pow": [beta2_pow_acc],
2484
        }
2485 2486 2487 2488 2489 2490 2491

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

        if found_inf:
            inputs['SkipUpdate'] = found_inf

2492
        outputs = {
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            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
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        }
        attrs = {
            "lazy_mode": self._lazy_mode,
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            "min_row_size_to_use_multithread": 1000,
2502
            'use_global_beta_pow': self._use_global_beta_pow,
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        }

        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
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        if isinstance(self._epsilon, Variable):
            inputs['EpsilonTensor'] = self._epsilon
        else:
            attrs['epsilon'] = self._epsilon
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        adam_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
2525 2526 2527

        return adam_op

2528
    def _finish_update(self, block, parameters_and_grads):
2529
        r"""Update beta1_pow and beta2_pow accumulator"""
2530 2531 2532
        assert isinstance(block, framework.Block)
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
2533 2534
                self._beta1_pow_acc_str
            )
2535
            beta2_pow_acc = self._get_global_accumulator(
2536 2537
                self._beta2_pow_acc_str
            )
2538 2539 2540

            with block.program._optimized_guard([]):
                inputs = {"X": beta1_pow_acc}
2541
                outputs = {"Out": beta1_pow_acc}
2542 2543
                attrs = {}
                if isinstance(self._beta1, Variable):
2544 2545
                    inputs["Y"] = self._beta1
                    # use elementwise_mul for better performance
2546 2547 2548 2549 2550 2551 2552
                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2553 2554
                else:
                    attrs['scale'] = self._beta1
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                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2562 2563

                inputs = {"X": beta2_pow_acc}
2564
                outputs = {"Out": beta2_pow_acc}
2565 2566
                attrs = {}
                if isinstance(self._beta2, Variable):
2567 2568
                    inputs["Y"] = self._beta2
                    # use elementwise_mul for better performance
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                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2576 2577
                else:
                    attrs['scale'] = self._beta2
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                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2585

2586 2587

class AdamaxOptimizer(Optimizer):
2588
    r"""
2589
    The Adamax optimizer is implemented based on the Adamax Optimization
2590 2591 2592
    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.
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    The parameter ``param_out`` update rule with gradient ``grad``:
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    .. 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}

2608
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
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    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2623 2624
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
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        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
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        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
2633
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2634 2635 2636 2637 2638 2639
        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.**
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    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy
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          import paddle
          paddle.enable_static()
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          # 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):
2656
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2657
              hidden = fluid.layers.fc(input=data, size=10)
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              loss = paddle.mean(hidden)
2659
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
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              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])
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    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
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    _beta1_pow_acc_str = "beta1_pow_acc"
2673

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    def __init__(
        self,
        learning_rate=0.001,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-8,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
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        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
2689
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        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:
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            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
2706 2707 2708 2709 2710 2711
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1],
            )
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    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])
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        inf_norm = self._get_accumulator(
            self._inf_norm_acc_str, param_and_grad[0]
        )
        beta1_pow_acc = self._get_accumulator(
            self._beta1_pow_acc_str, param_and_grad[0]
        )
2723 2724

        if framework.in_dygraph_mode():
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            _C_ops.adamax_(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                moment,
                inf_norm,
                beta1_pow_acc,
                self._beta1,
                self._beta2,
                self._epsilon,
            )
2736
        elif framework._in_legacy_dygraph():
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            _legacy_C_ops.adamax(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                moment,
                inf_norm,
                beta1_pow_acc,
                param_and_grad[0],
                moment,
                inf_norm,
                "beta1",
                self._beta1,
                "beta2",
                self._beta2,
                "epsilon",
                self._epsilon,
            )
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        else:
            # create the adamax optimize op
            adamax_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "LearningRate": self._create_param_lr(param_and_grad),
                    "Moment": moment,
                    "InfNorm": inf_norm,
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                    "Beta1Pow": beta1_pow_acc,
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                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "MomentOut": moment,
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                    "InfNormOut": inf_norm,
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                },
                attrs={
                    "beta1": self._beta1,
                    "beta2": self._beta2,
2774
                    "epsilon": self._epsilon,
2775
                },
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                stop_gradient=True,
            )
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2779
            return adamax_op
2780

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    def _finish_update(self, block, parameters_and_grads):
2782
        """Update Beta1 Power accumulator"""
2783
        assert isinstance(block, framework.Block)
2784
        for param, grad in parameters_and_grads:
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            if grad is None or param.trainable is False:
2786
                continue
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            with param.block.program._optimized_guard(
                [param, grad]
            ), name_scope('adamx'):
                beta1_pow_acc = self._get_accumulator(
                    self._beta1_pow_acc_str, param
                )
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                if framework._non_static_mode():
2794
                    if framework.in_dygraph_mode():
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                        tmp = _C_ops.scale(
                            beta1_pow_acc, self._beta1, 0.0, True
                        )
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                    else:
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                        tmp = _legacy_C_ops.scale(
                            beta1_pow_acc, "scale", self._beta1
                        )
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                    beta1_pow_acc.copy_(tmp, False)
                else:
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                    block.append_op(
                        type="scale",
                        inputs={"X": beta1_pow_acc},
                        outputs={"Out": beta1_pow_acc},
                        attrs={"scale": self._beta1},
                        stop_gradient=True,
                    )
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class DpsgdOptimizer(Optimizer):
2814
    r"""
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    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
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          import paddle
          paddle.enable_static()
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          # 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)
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              loss = paddle.mean(hidden)
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              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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
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            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
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    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

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    def __init__(
        self,
        learning_rate=0.001,
        clip=0.9,
        batch_size=0.999,
        sigma=1e-8,
        parameter_list=None,
    ):
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        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
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        super().__init__(
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            learning_rate=learning_rate, parameter_list=parameter_list
        )
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        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
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        '''
        Note(wangzhongpu):
        This property is only used for debugging, do not need to set it!
        Dpsgd operator use time(NULL) as random seed to generate random number.
        However, during debugging, we need determinated result, so we will set self._seed to a fixed number.
        '''
        self._seed = None
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    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

        # create the dpsgd optimize op
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        if self._seed is None:
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            self._seed = 0

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        if framework._non_static_mode():
2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908
            _legacy_C_ops.dpsgd(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                "clip",
                self._clip,
                "batch_size",
                self._batch_size,
                "sigma",
                self._sigma,
                "seed",
                self._seed,
            )
2909
        else:
2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925
            dpsgd_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "LearningRate": self._create_param_lr(param_and_grad),
                },
                outputs={"ParamOut": param_and_grad[0]},
                attrs={
                    "clip": self._clip,
                    "batch_size": self._batch_size,
                    "sigma": self._sigma,
                    "seed": self._seed,
                },
                stop_gradient=True,
            )
2926

2927
            return dpsgd_op
2928 2929


2930
class DecayedAdagradOptimizer(Optimizer):
2931
    r"""
2932 2933 2934
    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.
2935

2936
    The parameter ``param_out`` update rule with gradient ``grad``:
2937 2938 2939 2940 2941 2942 2943

    .. math::

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

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

2944 2945 2946 2947
    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
2948 2949 2950
    stability to avoid the division by zero error.

    Args:
2951 2952 2953 2954 2955
        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2957 2958
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2959 2960 2961 2962 2963
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2964 2965 2966
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
2967
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2968 2969 2970 2971 2972 2973
        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.**
2974 2975 2976 2977

    Examples:
        .. code-block:: python

2978 2979
            import paddle.fluid as fluid

2980 2981 2982 2983
            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)
2984
            optimizer.minimize(cost)
2985 2986 2987
    """
    _moment_acc_str = "moment"

2988 2989 2990 2991 2992 2993 2994 2995 2996 2997
    def __init__(
        self,
        learning_rate,
        decay=0.95,
        epsilon=1.0e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
2998 2999 3000 3001
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

3002
        super().__init__(
3003 3004 3005 3006 3007 3008
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
3009 3010 3011 3012 3013 3014 3015 3016 3017 3018 3019 3020 3021
        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)

3022 3023 3024
        moment_acc = self._get_accumulator(
            self._moment_acc_str, param_and_grad[0]
        )
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        if framework._non_static_mode():
3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038
            _legacy_C_ops.decayed_adagrad(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                moment_acc,
                "epsilon",
                self._epsilon,
                "decay",
                self._decay,
            )
3039 3040 3041 3042 3043 3044 3045 3046
        else:
            # Create the decayed adagrad optimizer op
            decayed_adagrad_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "Moment": moment_acc,
3047
                    "LearningRate": self._create_param_lr(param_and_grad),
3048 3049 3050
                },
                outputs={
                    "ParamOut": param_and_grad[0],
3051
                    "MomentOut": moment_acc,
3052
                },
3053 3054 3055
                attrs={"epsilon": self._epsilon, "decay": self._decay},
                stop_gradient=True,
            )
3056

3057
            return decayed_adagrad_op
3058 3059


3060
class AdadeltaOptimizer(Optimizer):
3061
    r"""
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    **Notes: This API does not support sparse parameter optimization.**
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    Adadelta Optimizer. Please refer to this for details:
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    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
3068

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    .. math::

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        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
3072

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        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
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        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
3076 3077

    Args:
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        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3082 3083
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3084 3085 3086 3087 3088
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3089 3090 3091
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
3092
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3093 3094 3095
        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` .
3096 3097 3098 3099

    Examples:
        .. code-block:: python

3100
            import paddle.fluid as fluid
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3102
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
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            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
3105 3106
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
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            # 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)
3112
    """
3113

3114 3115 3116
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

3117 3118 3119 3120 3121 3122 3123 3124 3125 3126
    def __init__(
        self,
        learning_rate,
        epsilon=1.0e-6,
        rho=0.95,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3127 3128 3129 3130 3131 3132
        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.")
3133
        super().__init__(
3134 3135 3136 3137 3138 3139
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
3140 3141 3142 3143 3144
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
3145 3146
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3147 3148 3149 3150 3151 3152

        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):
3153 3154
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3155 3156

        avg_squared_grad_acc = self._get_accumulator(
3157 3158
            self._avg_squared_grad_acc_str, param_and_grad[0]
        )
3159
        avg_squared_update_acc = self._get_accumulator(
3160 3161
            self._avg_squared_update_acc_str, param_and_grad[0]
        )
3162

3163
        if framework.in_dygraph_mode():
3164 3165 3166 3167 3168 3169 3170 3171
            _C_ops.adadelta_(
                param_and_grad[0],
                param_and_grad[1],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                self._rho,
                self._epsilon,
            )
3172
        elif framework._in_legacy_dygraph():
3173 3174 3175 3176 3177 3178 3179 3180 3181 3182 3183 3184 3185
            _legacy_C_ops.adadelta(
                param_and_grad[0],
                param_and_grad[1],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                param_and_grad[0],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                "epsilon",
                self._epsilon,
                "rho",
                self._rho,
            )
3186 3187
        else:
            # Create the adadelta optimizer op
3188 3189 3190 3191 3192 3193 3194 3195 3196 3197 3198 3199 3200 3201 3202 3203
            adadelta_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "AvgSquaredGrad": avg_squared_grad_acc,
                    "AvgSquaredUpdate": avg_squared_update_acc,
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "AvgSquaredGradOut": avg_squared_grad_acc,
                    "AvgSquaredUpdateOut": avg_squared_update_acc,
                },
                attrs={"epsilon": self._epsilon, "rho": self._rho},
                stop_gradient=True,
            )
3204

3205
            return adadelta_op
3206 3207


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class RMSPropOptimizer(Optimizer):
3209
    r"""
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    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::

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        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
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        w & = w - \\frac{\\eta} {\\sqrt{r(w,t) + \\epsilon}} \\nabla Q_{i}(w)

    The first equation calculates moving average of the squared gradient for
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    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
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    In some cases, adding a momentum term :math: `\\beta` is beneficial.
    In our implementation, Nesterov momentum is used:

    ..  math::

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        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
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3232 3233 3234 3235 3236 3237 3238 3239 3240 3241 3242 3243 3244 3245
        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 +
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            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

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    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
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    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.


3256 3257 3258
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
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        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
3260
            avoid division by zero, default is 1e-6.
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        momentum(float): :math:`\\beta` in equation is the momentum term,
3262
            default is 0.0.
3263 3264 3265 3266
        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3268 3269
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3270 3271 3272 3273 3274
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3275 3276 3277
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
3278
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3279 3280
        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.
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    Raises:
        ValueError: If learning_rate, rho, epsilon, momentum are None.

    Examples:
          .. code-block:: python

3288 3289 3290 3291
            import paddle
            import paddle.fluid as fluid
            import numpy as np

3292
            paddle.enable_static()
3293 3294 3295 3296 3297 3298
            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)
3299
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
3301 3302 3303 3304 3305 3306 3307 3308 3309 3310 3311 3312 3313

                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)

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    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
3318
    _mean_grad_acc_str = "mean_grad"
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3320 3321 3322 3323 3324 3325 3326 3327 3328 3329 3330 3331
    def __init__(
        self,
        learning_rate,
        rho=0.95,
        epsilon=1.0e-6,
        momentum=0.0,
        centered=False,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3332
        super().__init__(
3333 3334 3335 3336 3337 3338
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        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
3352
        self._centered = centered
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    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)
3361
            self._add_accumulator(self._mean_grad_acc_str, p)
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    def _append_optimize_op(self, block, param_and_grad):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

3367 3368 3369 3370 3371 3372 3373 3374 3375
        momentum_acc = self._get_accumulator(
            self._momentum_acc_str, param_and_grad[0]
        )
        mean_square_acc = self._get_accumulator(
            self._mean_square_acc_str, param_and_grad[0]
        )
        mean_grad_acc = self._get_accumulator(
            self._mean_grad_acc_str, param_and_grad[0]
        )
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        if in_dygraph_mode():
3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388
            _C_ops.rmsprop_(
                param_and_grad[0],
                mean_square_acc,
                param_and_grad[1],
                momentum_acc,
                self._create_param_lr(param_and_grad),
                mean_grad_acc,
                self._epsilon,
                self._rho,
                self._momentum,
                self._centered,
            )
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            return None
        elif _in_legacy_dygraph():
3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403 3404 3405 3406 3407 3408 3409
            _legacy_C_ops.rmsprop(
                param_and_grad[0],
                mean_square_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[1],
                momentum_acc,
                param_and_grad[0],
                momentum_acc,
                mean_square_acc,
                mean_grad_acc,
                "epsilon",
                self._epsilon,
                "decay",
                self._rho,
                "momentum",
                self._momentum,
                "centered",
                self._centered,
            )
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            return None
3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 3422 3423 3424 3425
        else:
            rmsprop_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "Moment": momentum_acc,
                    "MeanSquare": mean_square_acc,
                    "MeanGrad": mean_grad_acc,
                    "LearningRate": self._create_param_lr(param_and_grad),
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "MomentOut": momentum_acc,
                    "MeanSquareOut": mean_square_acc,
3426
                    "MeanGradOut": mean_grad_acc,
3427 3428 3429 3430 3431
                },
                attrs={
                    "epsilon": self._epsilon,
                    "decay": self._rho,
                    "momentum": self._momentum,
3432
                    "centered": self._centered,
3433
                },
3434 3435
                stop_gradient=True,
            )
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3437
            return rmsprop_op
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class FtrlOptimizer(Optimizer):
3441
    r"""
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    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

3480 3481 3482 3483 3484
    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3486 3487
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3488 3489 3490 3491 3492
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3493 3494 3495
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
3496
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3497 3498
        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.
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    Raises:
        ValueError: If learning_rate, rho, epsilon, momentum are None.

    Examples:
          .. code-block:: python

3506 3507 3508 3509
            import paddle
            import paddle.fluid as fluid
            import numpy as np

3510 3511
            paddle.enable_static()

3512 3513 3514 3515 3516 3517
            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)
3518
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
3520 3521 3522 3523 3524 3525 3526 3527 3528 3529 3530 3531

                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)
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3533
    NOTE:
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       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
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    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

3540 3541 3542 3543 3544 3545 3546 3547 3548 3549 3550
    def __init__(
        self,
        learning_rate,
        l1=0.0,
        l2=0.0,
        lr_power=-0.5,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3551
        super().__init__(
3552 3553 3554 3555 3556 3557
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        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.")

3578 3579 3580 3581 3582 3583
        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]
        )
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        if framework._non_static_mode():
3585 3586 3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600
            _legacy_C_ops.ftrl(
                param_and_grad[0],
                squared_acc,
                linear_acc,
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                squared_acc,
                linear_acc,
                "l1",
                self._l1,
                "l2",
                self._l2,
                "lr_power",
                self._lr_power,
            )
3601 3602

        else:
3603 3604 3605 3606 3607 3608 3609 3610 3611 3612 3613 3614 3615 3616 3617 3618 3619 3620 3621 3622 3623
            ftrl_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "SquaredAccumulator": squared_acc,
                    "LinearAccumulator": linear_acc,
                    "LearningRate": self._create_param_lr(param_and_grad),
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "SquaredAccumOut": squared_acc,
                    "LinearAccumOut": linear_acc,
                },
                attrs={
                    "l1": self._l1,
                    "l2": self._l2,
                    "lr_power": self._lr_power,
                },
                stop_gradient=True,
            )
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3625
            return ftrl_op
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class LambOptimizer(AdamOptimizer):
3629
    r"""
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    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

3632 3633 3634
    LAMB Optimizer is designed to scale up the batch size of training without losing
    accuracy, which supports adaptive element-wise updating and accurate layer-wise
    correction. For more information, please refer to `Large Batch Optimization for
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    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
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    The updating of parameters follows:

    ..  math::

3641
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t
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        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
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3645 3646 3647 3648
        m_t &= \\frac{m_t}{\\beta_1^t}

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

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        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
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        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})
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3654
    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the
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    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    Args:
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        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3667 3668
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3669 3670 3671 3672 3673
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3674 3675
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
3676 3677 3678
            ( :ref:`api_paddle_fluid_clip_ClipGradByGlobalNorm` , :ref:`api_paddle_fluid_clip_ClipGradByNorm` ,
            :ref:`api_paddle_fluid_clip_ClipGradByValue` ). If you want better convergence, it is recommended
            to use :ref:`api_paddle_fluid_clip_ClipGradByGlobalNorm` . Default None, meaning there is no gradient clipping.
3679 3680
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight
            decay when **exclude_from_weight_decay_fn(parameter)** returns true.
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            Default None.
3682
        name(str|None): For detailed information, please refer to
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            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
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    Examples:
        .. code-block:: python
3687

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            import paddle
3689
            import paddle.fluid as fluid
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            paddle.enable_static()
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            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
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            hidden = fluid.layers.fc(input=data, size=10)
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            cost = paddle.mean(hidden)
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            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)
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            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

3708 3709 3710 3711 3712 3713 3714 3715 3716 3717 3718 3719 3720
    def __init__(
        self,
        learning_rate=0.001,
        lamb_weight_decay=0.01,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        exclude_from_weight_decay_fn=None,
        name=None,
    ):
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        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
3726
        super().__init__(
3727 3728 3729 3730 3731 3732 3733 3734 3735
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name,
        )
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        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
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        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
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    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3742
        block.program._use_lamb = True
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3744 3745 3746 3747 3748 3749 3750 3751 3752 3753 3754 3755 3756 3757 3758 3759 3760
        moment1 = self._get_accumulator(
            self._moment1_acc_str, param_and_grad[0]
        )
        moment2 = self._get_accumulator(
            self._moment2_acc_str, param_and_grad[0]
        )
        beta1_pow_acc = self._get_accumulator(
            self._beta1_pow_acc_str, param_and_grad[0]
        )
        beta2_pow_acc = self._get_accumulator(
            self._beta2_pow_acc_str, param_and_grad[0]
        )

        if (
            self._exclude_from_weight_decay_fn is not None
            and self._exclude_from_weight_decay_fn(param_and_grad[0])
        ):
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            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay
3764
        lr = self._create_param_lr(param_and_grad)
3765
        master_weight = None
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        if framework._non_static_mode():
3767 3768 3769 3770 3771 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 3783 3784 3785 3786 3787 3788 3789 3790
            _legacy_C_ops.lamb(
                param_and_grad[0],
                param_and_grad[1],
                lr,
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                param_and_grad[0],
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                'beta1',
                self._beta1,
                'beta2',
                self._beta2,
                'epsilon',
                self._epsilon,
                'weight_decay',
                weight_decay,
            )
3791
            return None
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        # create the lamb optimize op
3794 3795 3796 3797 3798 3799 3800 3801 3802 3803 3804 3805 3806 3807 3808 3809 3810 3811 3812 3813 3814 3815 3816 3817 3818 3819
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": lr,
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc,
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2,
                "Beta1PowOut": beta1_pow_acc,
                "Beta2PowOut": beta2_pow_acc,
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
                "weight_decay": weight_decay,
            },
            stop_gradient=True,
        )
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        return lamb_op


3824 3825 3826 3827 3828 3829 3830 3831 3832 3833 3834 3835 3836
# 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
3837
Dpsgd = DpsgdOptimizer
3838
DecayedAdagrad = DecayedAdagradOptimizer
3839
Adadelta = AdadeltaOptimizer
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RMSProp = RMSPropOptimizer
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Ftrl = FtrlOptimizer
3842
LarsMomentum = LarsMomentumOptimizer
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Lamb = LambOptimizer
3844 3845 3846


class ModelAverage(Optimizer):
3847
    r"""
3848
	:api_attr: Static Graph
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3850 3851 3852 3853 3854 3855 3856 3857 3858 3859 3860 3861 3862 3863 3864 3865 3866 3867
    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:

    ::
3868

3869 3870 3871 3872 3873 3874 3875 3876 3877
        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.
3878 3879

    Args:
3880 3881 3882
        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.
3883 3884 3885 3886 3887
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3888 3889 3890
        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.
3891

3892
    Examples:
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      .. code-block:: python

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3896
        import paddle
3897 3898
        import paddle.fluid as fluid
        import numpy
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        paddle.enable_static()
3900 3901 3902 3903

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3904

3905 3906 3907 3908
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3909
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3910
            hidden = fluid.layers.fc(input=data, size=10)
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            loss = paddle.mean(hidden)
3912 3913 3914 3915 3916 3917
            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,
3918
                                                         max_average_window=12500)
3919 3920

            exe.run(startup_program)
3921 3922 3923 3924 3925
            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])
3926 3927

            # apply ModelAverage
3928
            with model_average.apply(exe):
3929 3930 3931 3932
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3933 3934
    """

3935 3936 3937 3938 3939 3940 3941 3942
    def __init__(
        self,
        average_window_rate,
        min_average_window=10000,
        max_average_window=10000,
        regularization=None,
        name=None,
    ):
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        if framework._non_static_mode():
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            raise Exception("In dygraph, don't support ModelAverage.")
3945
        super().__init__(0.0, regularization=regularization, name=name)
3946 3947 3948
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3949

3950
        self.params_grads = []
3951 3952 3953
        for param in (
            framework.default_main_program().global_block().all_parameters()
        ):
3954
            if param.do_model_average != False:
3955
                grad = param.block.create_var(
3956 3957 3958
                    name=unique_name.generate_with_ignorable_key(
                        ".".join([param.name, 'tmp'])
                    ),
3959 3960
                    dtype=param.dtype,
                    persistable=False,
3961 3962
                    stop_gradient=True,
                )
3963
                self.params_grads.append((param, grad))
3964

3965
        for param, grad in self.params_grads:
3966 3967
            if grad is None:
                continue
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            with param.block.program._optimized_guard(
3969 3970
                [param, grad]
            ), name_scope('move_average'):
3971
                self._append_average_accumulate_op(param)
3972

3973 3974 3975 3976
        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:
3977
                self._add_average_apply_op(block, param_grad)
3978 3979 3980 3981 3982

        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:
3983
                self._add_average_restore_op(block, param_grad)
3984

3985
    def _add_average_apply_op(self, block, param_grad):
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Luo Tao 已提交
3986 3987 3988 3989 3990 3991
        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(
3992 3993
            self._get_accumulator('num_accumulates', param)
        )
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        old_num_accumulates = block._clone_variable(
3995 3996
            self._get_accumulator('old_num_accumulates', param)
        )
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        num_updates = block._clone_variable(
3998 3999
            self._get_accumulator('num_updates', param)
        )
4000 4001 4002
        # backup param value to grad
        layers.assign(input=param, output=grad)
        # param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
4003 4004
        tmp = paddle.add_n([num_accumulates, old_num_accumulates])
        sum = paddle.add_n([sum_1, sum_2, sum_3])
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        tmp = layers.cast(
4006
            x=tmp, dtype='float32' if self._dtype is None else self._dtype
4007
        )
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4008
        sum = layers.cast(
4009
            x=sum, dtype='float32' if self._dtype is None else self._dtype
4010
        )
4011
        paddle.assign(paddle.divide(sum, tmp), output=param)
4012 4013

    def _add_average_restore_op(self, block, param_grad):
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4014 4015
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
4016 4017 4018 4019 4020 4021 4022
        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)
4023 4024 4025 4026 4027 4028 4029 4030 4031 4032 4033 4034 4035 4036 4037 4038 4039 4040 4041 4042 4043 4044 4045 4046 4047 4048 4049 4050 4051 4052 4053 4054 4055 4056 4057 4058
        num_accumulates = self._add_accumulator(
            'num_accumulates', param, dtype='int64', shape=[1]
        )
        old_num_accumulates = self._add_accumulator(
            'old_num_accumulates', param, dtype='int64', shape=[1]
        )
        num_updates = self._add_accumulator(
            'num_updates', param, dtype='int64', shape=[1]
        )

        self.helper.append_op(
            type='average_accumulates',
            inputs={
                "param": param,
                "in_sum_1": sum_1,
                "in_sum_2": sum_2,
                "in_sum_3": sum_3,
                "in_num_accumulates": num_accumulates,
                "in_old_num_accumulates": old_num_accumulates,
                "in_num_updates": num_updates,
            },
            outputs={
                "out_sum_1": sum_1,
                "out_sum_2": sum_2,
                "out_sum_3": sum_3,
                "out_num_accumulates": num_accumulates,
                "out_old_num_accumulates": old_num_accumulates,
                "out_num_updates": num_updates,
            },
            attrs={
                "average_window": self.average_window,
                "min_average_window": self.min_average_window,
                "max_average_window": self.max_average_window,
            },
            stop_gradient=True,
        )
4059

S
rename  
sneaxiy 已提交
4060
    @signature_safe_contextmanager
4061
    def apply(self, executor, need_restore=True):
4062 4063
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
4064 4065

        Args:
4066 4067 4068 4069 4070 4071 4072 4073 4074 4075 4076
            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
2
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4077 4078
            import paddle
            paddle.enable_static()
4079 4080 4081 4082 4083 4084 4085 4086 4087 4088 4089

            # 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)
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4090
                loss = paddle.mean(hidden)
4091 4092 4093 4094 4095 4096 4097 4098 4099 4100 4101 4102 4103 4104 4105 4106 4107 4108 4109 4110 4111
                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])
4112
        """
4113 4114 4115 4116 4117 4118
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
4119 4120

    def restore(self, executor):
4121 4122
        """
        Restore ``Parameter`` values of current model.
4123

4124
        Args:
4125 4126 4127 4128 4129 4130 4131 4132
            executor(fluid.Executor): The current network executor.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy
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4133 4134
            import paddle
            paddle.enable_static()
4135 4136 4137 4138 4139 4140 4141 4142 4143 4144 4145

            # 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)
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4146
                loss = paddle.mean(hidden)
4147 4148 4149 4150 4151 4152 4153 4154 4155 4156 4157 4158 4159 4160 4161 4162 4163 4164 4165 4166 4167 4168 4169 4170
                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)
4171
        """
4172
        executor.run(self.restore_program)
4173 4174


4175
class ExponentialMovingAverage:
4176
    r"""
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swtkiwi 已提交
4177

4178 4179 4180 4181 4182 4183
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

4184
        \text{EMA}_0 & = 0
4185

4186
        \text{EMA}_t & = \text{decay} * \text{EMA}_{t-1} + (1 - \text{decay}) * \theta_t
4187

4188 4189 4190
    The average results calculated by **update()** method will be saved in
    temporary variables which are created and maintained by the object, and can
    be applied to parameters of current model by calling **apply()** method. And
Y
Yibing Liu 已提交
4191
    the **restore()** method is used to restore the parameters.
4192

4193 4194
    **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
4195
    :math:`(1 - \text{decay}^t)` , i.e., the actual EMAs applied to parameters
4196
    when calling **apply()** method would be
4197 4198

    ..  math::
4199

4200
        \widehat{\text{EMA}}_t = \frac{\text{EMA}_t}{1 - \text{decay}^t}
4201

4202 4203
    **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
4204
    relative smaller decay rate in the very beginning. The argument **thres_steps**
4205
    allows users to pass a Variable to schedule the decay rate, in this case,
4206
    the actual decay rate becomes
4207

4208
    ..  math::
4209

4210
        \min(\text{decay}, \frac{1 + \text{thres_steps}}{10 + \text{thres_steps}})
4211 4212

    Usually **thres_steps** can be the global training steps.
4213 4214 4215


    Args:
4216 4217 4218
        decay (float, optional): The exponential decay rate, usually close to 1, such as 0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None, optional): If not `None`, schedule the decay rate. Default None.
        name (str|None, optional): For detailed information, please refer to :ref:`api_guide_Name`. Usually name is no need to set and None by default.
4219 4220 4221 4222


    Examples:

4223 4224 4225 4226 4227 4228 4229 4230 4231 4232 4233 4234 4235 4236 4237 4238 4239 4240 4241 4242 4243 4244 4245 4246 4247 4248 4249 4250
        .. code-block:: python

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

            paddle.enable_static()

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

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

            ema = ExponentialMovingAverage(0.999)
            ema.update()

            place = paddle.CPUPlace()
            exe = static.Executor(place)
            exe.run(static.default_startup_program())

            for pass_id in range(3):
                for batch_id in range(6):
                    data = numpy.random.random(size=(10, 5)).astype('float32')
                    exe.run(program=static.default_main_program(),
4251
                    feed={'x': data},
4252 4253 4254 4255 4256 4257
                    fetch_list=[cost.name])

                # usage 1
                with ema.apply(exe):
                    data = numpy.random.random(size=(10, 5)).astype('float32')
                    exe.run(program=test_program,
4258
                        feed={'x': data},
4259 4260 4261 4262 4263 4264
                        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,
4265
                        feed={'x': data},
4266 4267 4268
                        fetch_list=[hidden.name])
                ema.restore(exe)

4269 4270
    """

4271
    def __init__(self, decay=0.999, thres_steps=None, name=None):
J
Jiabin Yang 已提交
4272
        if framework._non_static_mode():
Z
zhongpu 已提交
4273
            raise Exception(
4274 4275
                "In dygraph, don't support ExponentialMovingAverage."
            )
4276
        self._decay = decay
4277
        self._thres_steps = thres_steps
4278
        self._name = name if name is not None else ''
4279 4280
        self._decay_var = self._get_ema_decay()

4281
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
4282
        self._params_tmps = []
4283
        for param in default_main_program().global_block().all_parameters():
4284
            if param.do_model_average != False:
4285 4286 4287 4288 4289 4290 4291 4292
                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
4293
                self._params_tmps.append((param, tmp))
4294

Y
Yibing Liu 已提交
4295 4296
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
4297 4298 4299
            with param.block.program._optimized_guard([param, tmp]), name_scope(
                'moving_average'
            ):
Y
Yibing Liu 已提交
4300
                self._ema_vars[param.name] = self._create_ema_vars(param)
4301 4302 4303 4304

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
4305
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
4306
            for param, tmp in self._params_tmps:
4307 4308
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
4309
                ema = block._clone_variable(self._ema_vars[param.name])
4310
                layers.assign(input=param, output=tmp)
4311
                # bias correction
4312 4313
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
4314 4315 4316
                        layers.assign(
                            output=param, input=ema / (1.0 - decay_pow)
                        )
4317 4318
                    with switch.default():
                        layers.assign(output=param, input=ema)
4319 4320 4321 4322

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
4323
            for param, tmp in self._params_tmps:
4324 4325 4326 4327
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

4328 4329
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
4330
            decay_var = paddle.static.create_global_var(
4331 4332 4333 4334
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
4335 4336
                name="scheduled_ema_decay_rate",
            )
4337 4338 4339 4340 4341 4342 4343 4344

            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(
4345 4346
                            np.array([self._decay], dtype=np.float32), decay_var
                        )
4347 4348 4349
        return decay_var

    def _get_decay_pow(self, block):
4350
        global_step = paddle.static.create_global_var(
4351 4352 4353 4354 4355 4356
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True,
        )
4357
        global_step = layers.cast(global_step, "float32")
4358
        decay_var = block._clone_variable(self._decay_var)
4359
        decay_pow_acc = paddle.pow(decay_var, global_step)
4360
        return decay_pow_acc, global_step
4361

Y
Yibing Liu 已提交
4362
    def _create_ema_vars(self, param):
4363
        param_ema = paddle.static.create_global_var(
4364 4365 4366 4367
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
4368 4369
            persistable=True,
        )
4370 4371 4372

        return param_ema

Y
Yibing Liu 已提交
4373
    def update(self):
4374 4375
        """
        Update Exponential Moving Average. Should only call this method in
Y
Yibing Liu 已提交
4376 4377
        train program.
        """
4378
        global_step = layers.autoincreased_step_counter(
4379 4380
            counter_name=self._step_counter_name
        )
4381
        param_master_emas = []
Y
Yibing Liu 已提交
4382
        for param, tmp in self._params_tmps:
4383 4384 4385
            with param.block.program._optimized_guard([param, tmp]), name_scope(
                'moving_average'
            ):
Y
Yibing Liu 已提交
4386
                param_ema = self._ema_vars[param.name]
4387
                if param.name + '.master' in self._ema_vars:
4388 4389 4390 4391
                    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 * (
4392 4393
                        1 - self._decay_var
                    )
4394 4395 4396 4397 4398 4399 4400 4401 4402 4403
                    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,
4404 4405 4406
                    "out_dtype": param_ema.dtype,
                },
            )
Y
Yibing Liu 已提交
4407

4408 4409 4410 4411
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
4412

4413 4414
        Args:
            executor (Executor): The Executor to execute applying.
4415
            need_restore (bool, optional): Whether to restore parameters after
Y
Yibing Liu 已提交
4416
                applying. Default True.
4417 4418 4419 4420 4421 4422 4423 4424 4425 4426
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
4427

4428 4429 4430 4431
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
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4432 4433


4434
class PipelineOptimizer:
4435
    """
4436
        :api_attr: Static Graph
S
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4437

4438 4439 4440 4441
    Pipeline Optimizer: Make a program to run as pipeline, that is splitting a
    program into multiple sections (sub-programs) and each section run on a
    device to enable the training of large scale models and the use of
    heterogeneous devices. Meanwhile, all sections run in the stype of pipeline.
H
hutuxian 已提交
4442

4443
    Args:
4444 4445 4446
        optimizer (Optimizer): The optimizer to use, such as SGD.
        num_microbatches (int): Number of microbatches. [Optional. Default:1].
        start_cpu_core_id (int): The first cpu core id to use. [Optional. Default:0].
4447

4448 4449
    Examples:
        .. code-block:: python
H
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4450

4451
            import paddle.fluid as fluid
H
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4452 4453
            import paddle.fluid.layers as layers

4454 4455 4456 4457 4458 4459 4460 4461 4462 4463 4464 4465 4466 4467 4468 4469
            with fluid.device_guard("gpu:0"):
                x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
                y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
                data_loader = fluid.io.DataLoader.from_generator(
                    feed_list=[x, y],
                    capacity=64,
                    use_double_buffer=True,
                    iterable=False)

                emb_x = layers.embedding(input=x, param_attr=fluid.ParamAttr(name="embx"), size=[10,2], is_sparse=False)
                emb_y = layers.embedding(input=y, param_attr=fluid.ParamAttr(name="emby",learning_rate=0.9), size=[10,2], is_sparse=False)

            with fluid.device_guard("gpu:1"):
                concat = layers.concat([emb_x, emb_y], axis=1)
                fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
                loss = layers.reduce_mean(fc)
H
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4470
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
4471
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
4472
            optimizer.minimize(loss)
4473 4474 4475 4476 4477 4478 4479 4480 4481

            def train_reader():
                for _ in range(4):
                    x = np.random.random(size=[1]).astype('int64')
                    y = np.random.random(size=[1]).astype('int64')
                    yield x, y
            data_loader.set_sample_generator(train_reader, batch_size=1)

            place = fluid.CUDAPlace(0)
H
hutuxian 已提交
4482 4483
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
4484 4485
            batch_size = 1
            data_loader.start()
H
hutuxian 已提交
4486
            exe.train_from_dataset(
4487
                    fluid.default_main_program())
4488
            data_loader.reset()
4489 4490
    """

4491
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
4492 4493 4494 4495 4496
        self._device = 'cpu'
        if core.is_compiled_with_npu():
            self._device = "npu"
        elif core.is_compiled_with_cuda():
            self._device = "gpu"
J
Jiabin Yang 已提交
4497
        if framework._non_static_mode():
Z
zhongpu 已提交
4498
            raise Exception("In dygraph, don't support PipelineOptimizer.")
4499 4500 4501 4502 4503
        valid_optimizers = (
            Optimizer,
            paddle.optimizer.Optimizer,
            paddle.fluid.contrib.mixed_precision.decorator.OptimizerWithMixedPrecision,
        )
4504
        if not isinstance(optimizer, valid_optimizers):
4505 4506 4507 4508 4509 4510 4511
            raise ValueError(
                "The 'optimizer' parameter for "
                "PipelineOptimizer must be an instance of "
                "{}, but the given type is {}.".format(
                    valid_optimizers, type(optimizer)
                )
            )
H
hutuxian 已提交
4512
        self._optimizer = optimizer
4513 4514 4515 4516 4517 4518

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

4519 4520 4521
        assert (
            num_microbatches >= 1
        ), "num_microbatches must be a positive value."
4522
        self._num_microbatches = num_microbatches
4523 4524 4525
        assert (
            start_cpu_core_id >= 0
        ), "start_cpu_core_id must be a non-negative integer."
H
hutuxian 已提交
4526
        self._start_cpu_core_id = start_cpu_core_id
4527 4528 4529 4530 4531 4532
        self._place_list = None
        op_maker = core.op_proto_and_checker_maker
        self._op_role = op_maker.OpRole
        self._op_role_key = op_maker.kOpRoleAttrName()
        self._op_role_var_key = op_maker.kOpRoleVarAttrName()
        self._op_device_key = op_maker.kOpDeviceAttrName()
4533
        self._param_device_map = None
4534 4535
        self._pipeline_pair = []
        self._pp_ring_map = dict()
4536 4537
        self.output_var_to_op = None
        self.input_var_to_op = None
4538 4539 4540 4541 4542 4543 4544 4545 4546 4547 4548 4549 4550 4551 4552

    # insert allreduce op to sync global information for global
    # gradient clip and amp
    def _insert_allreduce_op(self, op_idx, block):
        """
        Insert allreduce op to sync global information for global
        gradient clip and amp.
        """
        op = block.ops[op_idx]
        out_name = op.desc.output_arg_names()[0]
        out_var = block.var(out_name)
        offset = 0
        if op.type == "reduce_any":
            # cast the bool var to int32 to use allreduce_max op
            temp_var_name = unique_name.generate(out_name + "_cast_int32")
4553 4554 4555 4556 4557 4558 4559 4560 4561 4562 4563 4564 4565 4566
            temp_var = block.create_var(
                name=temp_var_name, shape=[1], dtype="int32"
            )
            block._insert_op(
                op_idx + 1 + offset,
                type='cast',
                inputs={'X': out_var},
                outputs={'Out': temp_var},
                attrs={
                    'in_dtype': out_var.dtype,
                    'out_dtype': temp_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
4567 4568 4569 4570
            offset += 1
        block._insert_op(
            op_idx + 1 + offset,
            type='c_allreduce_max'
4571 4572
            if op.type == "reduce_any"
            else 'c_allreduce_sum',
4573 4574 4575
            inputs={'X': temp_var if op.type == "reduce_any" else out_var},
            outputs={'Out': temp_var if op.type == "reduce_any" else out_var},
            attrs={
4576
                'ring_id': self.global_ring_id,
4577
                self._op_role_key: self._op_role.Optimize,
4578 4579 4580
                'use_calc_stream': True,
            },
        )
4581 4582
        offset += 1
        if op.type == "reduce_any":
4583 4584 4585 4586 4587 4588 4589 4590 4591 4592 4593
            block._insert_op(
                op_idx + 1 + offset,
                type='cast',
                inputs={'X': temp_var},
                outputs={'Out': out_var},
                attrs={
                    'in_dtype': temp_var.dtype,
                    'out_dtype': out_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
4594
            offset += 1
4595
        return offset
H
hutuxian 已提交
4596

4597
    def _create_vars(self, block, ori_block):
4598
        # Create vars for block, copied from ori_block
H
hutuxian 已提交
4599
        used_var_set = set()
4600 4601 4602 4603 4604 4605 4606 4607 4608
        added_op_num = 0
        op_idx = 0
        op_size = block.desc.op_size()
        while op_idx < op_size + added_op_num:
            # Whether to insert allreduce_sum or allreduce_max op.
            # For amp and global gradient clip strategies, we should
            # get the global information, so allreduce op is needed.
            should_insert = False
            op = block.ops[op_idx]
4609
            # For op process vars on all devices, remove its input
4610 4611 4612 4613 4614 4615 4616 4617 4618 4619 4620 4621 4622 4623 4624
            # vars not in this block
            reserved_x = []
            if op.type == 'reduce_any' and self._is_optimize_op(op):
                should_insert = True
            elif op.type == 'concat' and self._is_optimize_op(op):
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
            elif op.type == 'update_loss_scaling':
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                op.desc.set_output('Out', reserved_x)
4625 4626 4627 4628 4629 4630 4631 4632 4633 4634
            elif op.type == 'check_finite_and_unscale':
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                op.desc.set_output('Out', reserved_x)
                if len(reserved_x) == 0:
                    block._remove_op(op_idx)
                    op_size -= 1
                    continue
4635 4636 4637 4638 4639 4640 4641 4642
            elif op.type == 'sum' and self._is_gradient_clip_op(op):
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                should_insert = True

            vars = op.desc.input_arg_names() + op.desc.output_arg_names()
H
hutuxian 已提交
4643
            for var in vars:
4644 4645
                # a var whose name contains "blocking_queue"
                # only exists in startup program
4646
                if var in used_var_set or "_blocking_queue" in var:
H
hutuxian 已提交
4647 4648
                    continue
                used_var_set.add(var)
4649 4650
                if block._find_var_recursive(str(var)):
                    continue
4651
                source_var = ori_block._var_recursive(str(var))
4652
                if source_var.type == core.VarDesc.VarType.READER:
4653
                    dest_var = block.create_var(
4654 4655
                        name=var,
                        type=core.VarDesc.VarType.READER,
4656 4657
                        persistable=source_var.persistable,
                    )
4658 4659 4660 4661 4662 4663 4664 4665 4666 4667 4668
                elif isinstance(source_var, Parameter):
                    dest_var = block.create_parameter(
                        name=source_var.name,
                        shape=source_var.shape,
                        dtype=source_var.dtype,
                        type=source_var.type,
                        lod_level=source_var.lod_level,
                        stop_gradient=source_var.stop_gradient,
                        trainable=source_var.trainable,
                        optimize_attr=source_var.optimize_attr,
                        regularizer=source_var.regularizer,
4669 4670
                        error_clip=source_var.error_clip,
                    )
4671
                else:
4672
                    dest_var = block._clone_variable(source_var, False)
4673
                self._clone_var_attr(dest_var, source_var)
4674 4675 4676
            # When use with sharding, allreduce_sum and allreduce_max
            # used for global gradient clip and amp will be added by sharding.
            op_idx += 1
4677 4678
            if self.use_sharding or not should_insert:
                continue
4679 4680 4681 4682
            inserted_ops = self._insert_allreduce_op(op_idx - 1, block)
            added_op_num += inserted_ops
            op_idx += inserted_ops
        block._sync_with_cpp()
H
hutuxian 已提交
4683

4684
    def _is_loss_grad_op(self, op):
4685 4686
        assert self._op_role_key in op.attr_names
        op_role = int(op.attr(self._op_role_key))
4687
        return op_role & int(self._op_role.Backward) and op_role & int(
4688 4689
            self._op_role.Loss
        )
4690

4691
    def _is_forward_op(self, op):
4692 4693 4694
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) == int(self._op_role.Forward)
        )
4695

4696
    def _is_backward_op(self, op):
4697
        return self._op_role_key in op.attr_names and (
4698 4699
            int(op.attr(self._op_role_key)) & int(self._op_role.Backward)
        )
4700 4701 4702 4703

    def _is_loss_op(self, op):
        assert self._op_role_key in op.attr_names
        return int(op.attr(self._op_role_key)) == int(self._op_role.Loss)
4704 4705

    def _is_optimize_op(self, op):
4706
        return self._op_role_key in op.attr_names and (
4707 4708
            int(op.attr(self._op_role_key)) & int(self._op_role.Optimize)
        )
4709 4710

    def _is_update_op(self, op):
4711 4712 4713 4714 4715
        return (
            'Param' in op.input_names
            and 'Grad' in op.input_names
            and ("LearningRate" in op.input_names)
        )
4716

4717
    def _split_program(self, main_program, devices):
H
hutuxian 已提交
4718
        """
4719
        Split a program into sections according to devices that ops run on.
4720
        The op whose op_device attr is "gpu:all" is copied to all sections.
4721 4722 4723

        Args:
            main_program (Program): the main program
4724
            devices: all used devices
H
hutuxian 已提交
4725
        """
4726
        # Map from device to its corresponding section program info
4727
        device_program_map = defaultdict(Program)
4728

4729
        block = main_program.block(0)
4730 4731
        for op in block.ops:
            device = op.attr(self._op_device_key)
4732
            # Copy ops whose op_device set to "gpu:all" to all sections.
4733
            if device == f"{self._device}:all":
4734
                for device in devices:
4735 4736
                    program = device_program_map[device]
                    op_desc = op.desc
4737
                    ap_op = program.global_block().desc.append_op()
4738
                    ap_op.copy_from(op_desc)
4739
                    ap_op._set_attr(self._op_device_key, "")
4740 4741 4742
            else:
                program = device_program_map[device]
                op_desc = op.desc
4743
                ap_op = program.global_block().desc.append_op()
4744
                ap_op.copy_from(op_desc)
4745
                ap_op._set_attr(self._op_device_key, "")
4746

4747
        program_list = []
4748
        for key in devices:
4749
            program = device_program_map[key]
4750 4751
            program._sync_with_cpp()
            program_list.append(program)
H
hutuxian 已提交
4752

4753
        return program_list
H
hutuxian 已提交
4754

4755 4756 4757 4758 4759 4760 4761
    def _get_op_device_for_startup_program(self, var_name):
        """
        For adam optimizer, it will add accumulators and initialize them
        with fill_constant, and force the op device to cpu. Hence, we should
        get the real op_device attribute of the fill_constant as the device
        where the corresponding parameters on.
        """
4762 4763
        assert "beta1_pow_acc" in var_name or "beta2_pow_acc" in var_name, (
            'For accumulators for Adam, the name must contain beta1_pow_acc '
4764
            'or beta2_pow_acc.'
4765 4766
        )
        param_name = var_name[0 : var_name.index('_beta')]
4767 4768 4769
        device = self._param_device_map[param_name]
        return device

4770 4771
    def _split_startup_program(self, startup_program, device_id):
        block = startup_program.global_block()
4772 4773 4774
        new_startup_program = Program()
        for op in block.ops:
            device = op.attr(self._op_device_key)
4775 4776
            if device == "cpu":
                assert op.type == "fill_constant", (
4777
                    "For ops in startup program with the op_device attribute "
4778 4779
                    "of cpu, they must be of type fill_constant."
                )
4780 4781 4782
                output_var = op.output_arg_names[0]
                device = self._get_op_device_for_startup_program(output_var)

4783
            if device:
4784
                device_index = int(device.split(':')[1])
4785
            else:
4786 4787
                # LR related ops
                device = None
4788 4789
            if device and device_index != device_id:
                continue
4790
            op_desc = op.desc
4791
            ap_op = new_startup_program.global_block().desc.append_op()
4792 4793 4794
            ap_op.copy_from(op_desc)
            ap_op._set_attr(self._op_device_key, "")
        new_startup_program._sync_with_cpp()
4795
        self._create_vars(new_startup_program.global_block(), block)
4796 4797
        return new_startup_program

4798
    def _find_post_op(self, index, var_name):
H
hutuxian 已提交
4799
        """
4800
        Find the post op that has variable named var_name as input.
H
hutuxian 已提交
4801
        """
4802 4803 4804 4805 4806 4807
        # bugfix for uniform hybrid parallelism
        if '.cast_fp32' in var_name:
            var_name = var_name.replace('.cast_fp32', '')
        if '.cast_fp16' in var_name:
            var_name = var_name.replace('.cast_fp16', '')

4808
        post_ops = self.input_var_to_op[var_name]
4809
        if post_ops is None:
4810
            return None
4811 4812 4813 4814 4815 4816
        result_op = None
        for post_op, post_idx in reversed(post_ops):
            if post_idx > index:
                result_op = post_op
                break
        return result_op
4817

4818
    def _find_prev_op(self, index, var_name):
H
hutuxian 已提交
4819
        """
4820 4821
        Find the previous op of op with index that outputs
        variable named var_name.
H
hutuxian 已提交
4822
        """
4823
        prev_ops = self.output_var_to_op[var_name]
4824
        if prev_ops is None:
4825
            return None
4826 4827 4828 4829
        result_op = None
        for prev_op, prev_idx in reversed(prev_ops):
            if prev_idx < index:
                result_op = prev_op
4830
                break
4831
        return result_op
4832 4833

    def _rename_arg(self, op, old_name, new_name):
4834 4835
        op._rename_input(old_name, new_name)
        op._rename_output(old_name, new_name)
4836

4837
    def _create_var(self, block, ref_var, name, dtype=None):
4838 4839 4840 4841 4842 4843 4844 4845
        """
        Create a new var for block, which has the same type,
        shape and dtype as ref_var, then rename it with the
        name `name`.
        """
        new_var = block.create_var(
            name=name,
            shape=ref_var.shape,
4846
            dtype=ref_var.dtype if dtype is None else dtype,
4847 4848
            type=ref_var.type,
            lod_level=ref_var.lod_level,
4849 4850
            persistable=ref_var.persistable,
            is_data=ref_var.is_data,
4851 4852
            need_check_feed=ref_var.desc.need_check_feed(),
        )
4853
        self._clone_var_attr(new_var, ref_var)
4854 4855
        return new_var

4856 4857 4858 4859 4860
    def _clone_var_attr(self, dest, src):
        dest.stop_gradient = src.stop_gradient
        if hasattr(src, 'is_distributed'):
            dest.is_distributed = src.is_distributed

4861 4862 4863 4864 4865 4866
    def _strip_grad_suffix(self, name):
        """
        Strip the grad suffix from the given variable name
        """
        pos = name.find(core.grad_var_suffix())
        return name[:pos] if pos != -1 else name
H
hutuxian 已提交
4867

4868 4869 4870 4871 4872 4873
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

4874
    def _get_op_device_attr(self, op):
H
hutuxian 已提交
4875
        """
4876
        Get the op_device attribute of a op.
H
hutuxian 已提交
4877
        """
4878 4879 4880 4881 4882
        device = (
            op.attr(self._op_device_key)
            if op.has_attr(self._op_device_key)
            else None
        )
4883
        if device:
4884 4885
            assert device[0:3] == 'gpu' or device[0:3] == 'npu', (
                "Now, only gpu and npu devices are "
4886
                "supported in pipeline parallemism."
4887
            )
4888 4889 4890 4891 4892 4893 4894 4895 4896 4897 4898 4899 4900
        return device

    def _add_op_device_attr_for_op(self, op, idx, block):
        """
        Add op_device attrribute for ops that have not that attribute set.
        We use "gpu:all" to represent the op should be put on all
        sub-programs, such as lr-related ops. Note that: "gpu:all"
        is only used by pipeline as an indicator.
        """
        lrsched_role = int(self._op_role.LRSched)
        if op.attr(self._op_role_key) == lrsched_role:
            # For LRSched ops, we should put them on all sub-programs to
            # make sure each sub-program update the lr correctly
4901
            op._set_attr(self._op_device_key, f"{self._device}:all")
4902 4903 4904 4905
        # bugfix in hybrid parallelism
        elif op.type == "sum" and self._is_backward_op(op):
            # For sum ops that compute the sum of @RENAMED@ vars
            for name in op.desc.input_arg_names():
4906 4907 4908
                assert (
                    '@RENAME@' in name
                ), "The op must be sum used to accumulate renamed vars."
4909 4910 4911 4912
            assert len(op.desc.output_arg_names()) == 1
            out_name = op.desc.output_arg_names()[0]
            post_op = self._find_post_op(idx, out_name)
            assert post_op.has_attr(
4913 4914 4915 4916
                'op_device'
            ), "{} has no op_device attr for var {}".format(
                post_op.type, out_name
            )
4917 4918 4919
            device = post_op.attr(self._op_device_key)
            assert device, "The post op must have op_device set."
            op._set_attr(self._op_device_key, device)
4920 4921 4922
        elif (op.type == "cast" or op.type == "scale") and self._is_backward_op(
            op
        ):
4923
            prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4924 4925
            op._set_attr(self._op_device_key, prev_op.attr(self._op_device_key))
        elif op.type == "memcpy" and not self._is_optimize_op(op):
4926
            # for checkpoint offloading
4927 4928 4929
            assert (
                len(op.input_arg_names) == 1 and len(op.output_arg_names) == 1
            )
4930 4931 4932
            input_name = op.input_arg_names[0]
            output_name = op.output_arg_names[0]
            if '@Fetch' in output_name:
4933
                post_op = self._find_post_op(idx, output_name)
4934 4935 4936
                op._set_attr(
                    self._op_device_key, post_op.attr(self._op_device_key)
                )
4937
            else:
4938
                prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4939 4940 4941
                op._set_attr(
                    self._op_device_key, prev_op.attr(self._op_device_key)
                )
4942 4943 4944
        elif self._is_loss_op(op):
            # For loss * loss_scaling op added by AMP
            offset = 1
4945 4946 4947
            while not block.ops[idx + offset].has_attr(
                self._op_device_key
            ) or not block.ops[idx + offset].attr(self._op_device_key):
4948 4949 4950 4951 4952 4953 4954 4955 4956
                offset += 1
            device = block.ops[idx + offset].attr(self._op_device_key)
            assert device, "Please put you program within device_guard scope."
            for i in range(offset):
                block.ops[idx + i]._set_attr(self._op_device_key, device)
        elif self._is_optimize_op(op) and op.type == "cast":
            # For fp16-->fp32 cast added by AMP
            grad_name = op.output('Out')
            assert len(grad_name) == 1
4957
            param_name = self._strip_grad_suffix(grad_name[0])
4958 4959 4960 4961 4962
            device = self._param_device_map[param_name]
            op._set_attr(self._op_device_key, device)
        elif self._is_gradient_clip_op(op) or self._is_regularization_op(op):
            # For gradient clip and regularization ops, we set their op_device
            # attribute to the device where their corresponding parameters on.
4963 4964
            assert self._op_role_var_key in op.attr_names, (
                "gradient_clip "
4965
                "and regularization ops must have op_role_var attribute."
4966
            )
4967
            op_role_var = op.attr(self._op_role_var_key)
4968 4969
            assert len(op_role_var) == 2, (
                "op_role_var for gradient_clip "
4970
                "regularization ops must have two elements."
4971
            )
4972 4973
            param_name = op_role_var[0]
            device = self._param_device_map[param_name]
4974
            # For sum op added by global gradient clip, it must be
4975
            # put on all devices
4976 4977 4978 4979 4980 4981 4982
            if (
                op.type == 'sum'
                or op.type == 'sqrt'
                or op.type == 'fill_constant'
                or op.type == 'elementwise_max'
                or op.type == 'elementwise_div'
            ):
4983
                device = f"{self._device}:all"
4984
            op._set_attr(self._op_device_key, device)
R
Roc 已提交
4985
        elif op.type == "alloc_float_status" or op.type == "clear_float_status":
4986
            op._set_attr(self._op_device_key, f"{self._device}:all")
4987 4988 4989 4990 4991 4992 4993 4994 4995 4996
            # NOTE(wangxi): NPU should only clear the float status
            # once at each batch step
            op._set_attr(self._op_role_key, self._op_role.LRSched)

            float_status_name = op.output_arg_names[0]
            float_status_var = block.var(float_status_name)
            # FIXME(wangxi): pipeline lr schedule will exec on sub_scope(0)
            # while update will exec on sub_scope(last_micro_step), should
            # set persistable to use global scope
            float_status_var.persistable = True
4997 4998
        else:
            other_known_ops = [
4999 5000 5001 5002 5003 5004
                'update_loss_scaling',
                'reduce_any',
                'concat',
                'sum',
                'check_finite_and_unscale',
                'memcpy',
5005
            ]
5006 5007 5008
            assert op.type in other_known_ops, (
                "For other ops without "
                "op_device set, they must be one of {}, but it "
5009
                "is {}".format(other_known_ops, op.type)
5010
            )
5011
            assert self._is_optimize_op(op)
5012
            op._set_attr(self._op_device_key, f"{self._device}:all")
5013 5014

    def _add_op_device_attr(self, block):
5015
        """
5016
        Add op_device attrribute for ops in block that have
5017
        not that attribute set.
5018
        """
5019
        for idx, op in enumerate(list(block.ops)):
5020 5021 5022 5023 5024
            if (
                op.type == "create_py_reader"
                or op.type == "read"
                or op.type == "create_double_buffer_reader"
            ):
5025
                # Copy read related ops to all section to make them exit
5026 5027 5028 5029
                # after each epoch.
                # We use "gpu:all" to represent the op should be put on all
                # sub-programs, such as lr-related ops. Note that: "gpu:all"
                # is only used by pipeline as an indicator.
5030
                op._set_attr(self._op_device_key, f"{self._device}:all")
5031 5032
                continue
            # op_device attribute has been set
5033 5034
            if self._get_op_device_attr(op):
                continue
5035
            self._add_op_device_attr_for_op(op, idx, block)
H
hutuxian 已提交
5036

5037 5038
    def _check_validation(self, block):
        """
5039
        Check whether ops in a block have both the op_device and the
5040 5041
        op_role attributes set.
        Then, return all devices in order.
5042
        """
5043 5044 5045 5046 5047 5048 5049 5050 5051 5052
        device_list = []
        # Section worker only supports the following op_role
        valid_op_role_value = [
            int(self._op_role.LRSched),
            int(self._op_role.Forward),
            int(self._op_role.Backward),
            int(self._op_role.Loss),
            int(self._op_role.Optimize),
            int(self._op_role.Backward) | int(self._op_role.Loss),
        ]
5053
        for op in block.ops:
5054
            if not op._has_kernel(op.type):
5055 5056 5057 5058 5059 5060
                assert op.type == "conditional_block" and (
                    op.attr(self._op_role_key) == int(self._op_role.LRSched)
                ), (
                    "Now, the only supported op without kernel is "
                    "conditional_block, and its op role must be LRSched."
                )
5061
            assert op.has_attr(
5062 5063
                self._op_role_key
            ), "op ({}) has no {} attribute.".format(op.type, self._op_role_key)
5064
            op_role = op.attr(self._op_role_key)
5065 5066 5067 5068 5069
            assert (
                int(op_role) in valid_op_role_value
            ), "op_role {} for op {} must be one of {}".format(
                op_role, op.type, valid_op_role_value
            )
5070

5071
            assert op.has_attr(
5072 5073 5074 5075
                self._op_device_key
            ), "op ({}) has no {} attribute.".format(
                op.type, self._op_device_key
            )
5076 5077

            device = op.attr(self._op_device_key)
5078 5079 5080 5081 5082 5083 5084
            assert (
                device
            ), "op_device attribute for op " "{} has not been set.".format(
                op.type
            )
            if device == f"{self._device}:all":
                continue
5085

5086
            dev_type = device.split(':')[0]
B
Baibaifan 已提交
5087 5088
            assert dev_type == "gpu" or dev_type == 'npu', (
                "Now only gpu and npu devices are supported "
5089 5090
                "for pipeline parallelism."
            )
5091 5092

            if device not in device_list:
5093
                device_list.append(device)
5094

5095
        return device_list
5096

5097
    def _insert_sendrecv_ops_for_boundaries(self, block):
5098
        """
5099
        Insert a pair of send and recv ops for every two
5100 5101
        consecutive ops on different devices.
        """
5102
        # A map from var to device where op takes it as input,
5103
        # avoiding multiple send and recv ops.
5104
        input_var_to_device = dict()
5105 5106 5107 5108 5109 5110 5111 5112
        # bugfix hybrid parallelism
        first_optimize_index = None
        for index, op in enumerate(list(block.ops)):
            if self._is_optimize_op(op):
                first_optimize_index = index
                break
        extra_index_info = {
            'index': 0,
5113
            'first_optimize_index': first_optimize_index,
5114
        }
5115

5116
        for index, op in enumerate(list(block.ops)):
5117
            cur_device = op.attr(self._op_device_key)
5118 5119
            if cur_device == f"{self._device}:all":
                continue
5120 5121
            for var_name in op.input_arg_names:
                var = block.var(var_name)
5122
                # skip data var
5123 5124
                if var.is_data:
                    continue
5125
                prev_device = None
5126 5127 5128

                prev_op = self._find_prev_op(index, var_name)
                if prev_op is None:
5129 5130
                    if var_name not in self._param_device_map:
                        continue
5131
                    prev_device = self._param_device_map[var_name]
5132

5133
                if not prev_device:
5134 5135 5136
                    prev_device = (
                        prev_op.attr(self._op_device_key) if prev_op else None
                    )
5137

5138 5139
                if prev_device is None or prev_device == f"{self._device}:all":
                    continue
5140

5141 5142
                if prev_device == cur_device:
                    continue
5143

5144 5145 5146 5147 5148 5149 5150
                if var_name not in input_var_to_device:
                    input_var_to_device[var_name] = []
                if (cur_device, prev_device) in input_var_to_device[var_name]:
                    continue

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

5151 5152 5153 5154
                def _check_stage(cur_id, prev_id):
                    # check send/recv stage valid
                    is_forward = self._is_forward_op(op)
                    is_backward = self._is_backward_op(op)
5155 5156
                    assert is_forward or is_backward, (
                        'send/recv in pipeline should only be inserted in forward or backward,'
5157
                        'please check the op_role of op={}'.format(op)
5158
                    )
5159 5160

                    if is_forward:
5161 5162
                        assert prev_id < cur_id, (
                            "In forward, send/recv can only be passed forward, but now "
5163
                            "prev_stage={} great than cur_stage={}, please check op_device of op={}".format(
5164 5165 5166
                                prev_id, cur_id, op
                            )
                        )
5167
                    elif is_backward:
5168 5169
                        assert prev_id > cur_id, (
                            "In backward, send/recv can only be passed backward, but now "
5170
                            "prev_stage={} less than cur_stage={}, please check op_device of op={}".format(
5171 5172 5173
                                prev_id, cur_id, op
                            )
                        )
5174

5175 5176 5177 5178 5179 5180 5181 5182 5183 5184
                def _insert_send_recv(cur_id, prev_id):
                    cur_dev = device_type + str(cur_id)
                    prev_dev = device_type + str(prev_id)
                    if (cur_dev, prev_dev) in input_var_to_device[var_name]:
                        return

                    if cur_id - prev_id > 1:
                        _insert_send_recv(cur_id - 1, prev_id)
                        _insert_send_recv(cur_id, cur_id - 1)
                        input_var_to_device[var_name].append(
5185 5186
                            (cur_dev, prev_dev)
                        )
5187 5188 5189 5190 5191
                        return
                    elif cur_id - prev_id < -1:
                        _insert_send_recv(cur_id + 1, prev_id)
                        _insert_send_recv(cur_id, cur_id + 1)
                        input_var_to_device[var_name].append(
5192 5193
                            (cur_dev, prev_dev)
                        )
5194 5195 5196 5197 5198 5199
                        return

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

                    op_role = op.attr(self._op_role_key)
5200
                    var = block.vars[var_name]
5201 5202 5203
                    pair = (prev_id, cur_id)
                    # 1000 is just a magic number
                    pair_key = prev_id * 1000 + cur_id
5204 5205 5206 5207 5208 5209 5210
                    if pair not in self._pipeline_pair:
                        self._pipeline_pair.append(pair)
                        self._pp_ring_map[pair_key] = self.ring_id
                        ring_id = self.ring_id
                        self.ring_id += 1
                    else:
                        ring_id = self._pp_ring_map[pair_key]
5211

5212
                    if self.schedule_mode == 'F-then-B':  # F-then-B
F
fangshuixun007 已提交
5213
                        block._insert_op_without_sync(
5214
                            index=index + extra_index_info['index'],
5215 5216 5217
                            type='send_v2',
                            inputs={'X': var},
                            attrs={
5218
                                self._op_device_key: prev_dev,
5219 5220 5221
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 1,
5222 5223 5224
                                'ring_id': ring_id,
                            },
                        )
5225
                        extra_index_info['index'] += 1
5226
                        var_shape = list(var.shape)
5227 5228 5229 5230 5231
                        var_shape[0] = (
                            self.micro_batch_size
                            if var_shape[0] < 0
                            else var_shape[0]
                        )
F
fangshuixun007 已提交
5232
                        block._insert_op_without_sync(
5233
                            index=index + extra_index_info['index'],
5234 5235 5236
                            type='recv_v2',
                            outputs={'Out': [var]},
                            attrs={
5237
                                'out_shape': var_shape,
5238
                                'dtype': var.dtype,
5239
                                self._op_device_key: cur_dev,
5240 5241 5242
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
5243 5244 5245
                                'ring_id': ring_id,
                            },
                        )
5246
                        extra_index_info['index'] += 1
5247
                    elif self.schedule_mode == '1F1B':  # 1F1B
5248
                        var_shape = list(var.shape)
5249 5250 5251 5252 5253
                        var_shape[0] = (
                            self.micro_batch_size
                            if var_shape[0] < 0
                            else var_shape[0]
                        )
5254

5255
                        numel = np.prod(var_shape)
5256 5257 5258
                        use_mp = (self.mp_degree > 1) and (
                            numel % self.mp_degree == 0
                        )
5259 5260 5261 5262 5263 5264 5265 5266 5267 5268 5269 5270 5271 5272 5273 5274 5275 5276 5277 5278 5279 5280

                        if 'subprog' in var.name:
                            # For recompute, if the checkpoints var is layer_norm_6.tmp_2
                            # this var will be sent twice, layer_norm_6.tmp_2 for forward pass,
                            # layer_norm_6.tmp_2.subprog_* for recompute pass.
                            # We can store the first sent var and copy the value to the
                            # second one to reduce one send/recv op.
                            # The origin_ckpt_name is layer_norm_6.tmp_2, which will be used
                            # to find the stored var for the forward pass.
                            origin_name = var.name.split('subprog')[0][0:-1]
                            associate_var = block.var(origin_name)
                            block._insert_op_without_sync(
                                index=index + extra_index_info['index'],
                                type='assign',
                                inputs={'X': [associate_var]},
                                outputs={'Out': [var]},
                                attrs={
                                    'out_shape': var_shape,
                                    'dtype': var.dtype,
                                    self._op_device_key: cur_dev,
                                    self._op_role_key: op_role,
                                    'use_calc_stream': True,
5281 5282
                                },
                            )
5283 5284 5285
                            extra_index_info['index'] += 1
                            return

5286 5287
                        _check_stage(cur_id, prev_id)

5288 5289 5290 5291 5292 5293 5294 5295 5296 5297
                        block._insert_op_without_sync(
                            index=index + extra_index_info['index'],
                            type='c_sync_calc_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
                                self._op_device_key: prev_dev,
                                self._op_role_key: op_role,
                            },
                        )
5298
                        extra_index_info['index'] += 1
5299 5300
                        prefix_name = var.name.split('@')[0]
                        prefix_var = block.var(prefix_name)
5301 5302 5303
                        is_param = (
                            True if isinstance(prefix_var, Parameter) else False
                        )
F
fangshuixun007 已提交
5304
                        block._insert_op_without_sync(
5305
                            index=index + extra_index_info['index'],
5306
                            type='send_v2'
5307 5308
                            if not use_mp or is_param
                            else 'partial_send',
5309 5310
                            inputs={'X': var},
                            attrs={
5311
                                self._op_device_key: prev_dev,
5312 5313 5314 5315
                                self._op_role_key: op_role,
                                'use_calc_stream': False,
                                'ring_id': ring_id,
                                'peer': 1,
5316 5317 5318
                                # if send_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
5319 5320
                            },
                        )
5321
                        extra_index_info['index'] += 1
5322 5323 5324
                        insert_index = None
                        if int(op_role) == int(self._op_role.Backward):
                            insert_index = extra_index_info[
5325 5326
                                'first_optimize_index'
                            ]
5327 5328 5329 5330
                            new_op_role = self._op_role.Optimize
                        else:
                            insert_index = index
                            new_op_role = self._op_role.Backward
5331
                        sync_comm_op = block._insert_op_without_sync(
5332
                            index=insert_index + extra_index_info['index'],
5333 5334 5335 5336
                            type='c_sync_comm_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
5337
                                self._op_device_key: prev_dev,
5338
                                self._op_role_key: new_op_role,
5339
                                'ring_id': ring_id,
5340 5341
                            },
                        )
5342
                        if int(op_role) == int(self._op_role.Forward):
5343
                            sync_comm_op._set_attr('pipeline_flag', '')
5344
                            extra_index_info['index'] += 1
F
fangshuixun007 已提交
5345
                        block._insert_op_without_sync(
5346
                            index=index + extra_index_info['index'],
5347
                            type='recv_v2'
5348 5349
                            if not use_mp or is_param
                            else 'partial_recv',
5350 5351 5352 5353
                            outputs={'Out': [var]},
                            attrs={
                                'out_shape': var_shape,
                                'dtype': var.dtype,
5354
                                self._op_device_key: cur_dev,
5355 5356 5357
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
5358 5359 5360 5361
                                'ring_id': ring_id,
                                # if recv_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
5362 5363
                            },
                        )
5364
                        extra_index_info['index'] += 1
5365
                        if use_mp and not is_param:
5366 5367 5368 5369 5370 5371 5372 5373 5374 5375 5376 5377 5378
                            block._insert_op_without_sync(
                                index=index + extra_index_info['index'],
                                type='partial_allgather',
                                inputs={'X': [var]},
                                outputs={'Out': [var]},
                                attrs={
                                    self._op_device_key: cur_dev,
                                    self._op_role_key: op_role,
                                    'use_calc_stream': True,
                                    'ring_id': 0,
                                    # if recv_v2, num&id attr is not in op_attrs, will not insert
                                    'nranks': self.mp_degree,
                                    'rank': self.mp_rank,
5379 5380
                                },
                            )
5381
                            extra_index_info['index'] += 1
5382 5383 5384
                    else:
                        raise ValueError(
                            "Now only 'F-then-B' and '1F1B' are supported."
5385 5386
                            "The given value is {}.".format(self.schedule_mode)
                        )
5387

5388 5389 5390 5391
                _insert_send_recv(
                    int(cur_device.split(':')[1]),
                    int(prev_device.split(':')[1]),
                )
5392 5393
        block._sync_with_cpp()

5394
    def _insert_loss_scale(self, block):
5395
        """
5396
        Scale the loss corresponding to number of micro-batches.
5397
        """
5398 5399
        if self._num_microbatches == 1:
            return
5400
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
5401
            if self._is_loss_grad_op(op):
5402 5403
                assert op.type == 'fill_constant', (
                    "loss_grad_op must be fill_constant op, "
5404
                    "but this op is {}".format(op.type)
5405
                )
5406 5407 5408 5409
                assert op.has_attr('value')
                loss_scale = float(op.attr('value'))
                loss_scale = loss_scale / self._num_microbatches
                op._set_attr('value', loss_scale)
5410 5411
                break

5412 5413
    def _rename_gradient_var_name(self, block):
        for index, op in enumerate(block.ops):
5414 5415
            if not self._is_optimize_op(op):
                continue
5416 5417 5418
            input_names = op.input_arg_names
            output_names = op.output_arg_names
            in_out_names = input_names + output_names
5419 5420
            if op.type == 'cast' or op.type == "c_sync_comm_stream":
                continue
5421 5422 5423
            # append "MERGED" to the names of parameter gradients,
            # and mofify the op_role_var attribute (by rename_arg func).
            for name in in_out_names:
5424 5425
                if not core.grad_var_suffix() in name:
                    continue
5426 5427 5428 5429
                param_name = name.strip(core.grad_var_suffix())
                new_grad_name = name + "@MERGED"
                self._rename_arg(op, name, new_grad_name)

5430 5431 5432
    def _accumulate_gradients(
        self, block, pp_allreduce_in_optimize=False, strategy=None, shard=None
    ):
5433 5434 5435 5436
        """
        Create a new merged gradient for each parameter and accumulate the
        corresponding gradient to it.
        """
5437 5438
        fp16_allreduce = strategy.fp16_allreduce if strategy else False
        if strategy and strategy.fuse_grad_merge:
5439
            fused_gradient_names = self._accumulate_gradients_with_fuse(
5440 5441
                block, fp16_allreduce, strategy.fuse_grad_size_in_MB, shard
            )
5442 5443
            return fused_gradient_names

5444 5445 5446
        merged_gradient_names = []
        first_opt_op_idx = None

5447 5448 5449
        merged_suffix = '@MERGED@FP16' if fp16_allreduce else '@MERGED'
        dtype = paddle.float16 if fp16_allreduce else None

5450 5451 5452 5453 5454 5455 5456 5457
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    block._remove_op(index)
5458
                    continue
5459

5460
            if self._is_backward_op(op) and first_opt_op_idx is None:
5461
                first_opt_op_idx = index + 1
5462 5463
                # maybe have no optimize
                # if first_opt_op_idx == len(block.ops): return
5464

5465 5466 5467
            if self._is_backward_op(op) and (
                self._op_role_var_key in op.attr_names
            ):
5468
                op_role_var = op.attr(self._op_role_var_key)
5469 5470
                if len(op_role_var) == 0:
                    continue
5471 5472
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
5473 5474
                    offset = 0
                    param_name = op_role_var[i]
5475 5476 5477 5478
                    if not block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
5479

5480
                    param_grad_name = param_name + core.grad_var_suffix()
5481
                    merged_param_grad_name = param_grad_name + merged_suffix
5482
                    if not block.has_var(merged_param_grad_name):
5483 5484 5485 5486 5487 5488
                        self._create_var(
                            block,
                            block.vars[param_name],
                            merged_param_grad_name,
                            dtype,
                        )
5489
                    assert block.has_var(merged_param_grad_name)
5490

5491 5492 5493
                    param_grad_var = block.var(param_grad_name)
                    merged_param_grad_var = block.var(merged_param_grad_name)
                    merged_param_grad_var.persistable = True
5494
                    block._insert_op(
5495 5496 5497 5498
                        index=first_opt_op_idx + offset,
                        type='fill_constant',
                        inputs={},
                        outputs={'Out': [merged_param_grad_var]},
5499
                        attrs={
5500 5501 5502
                            'shape': merged_param_grad_var.shape,
                            'dtype': merged_param_grad_var.dtype,
                            'value': float(0),
5503
                            # a trick to run this op once per mini-batch
5504 5505 5506
                            self._op_role_key: self._op_role.Optimize.LRSched,
                        },
                    )
5507
                    offset += 1
5508 5509
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
5510 5511

                    is_fp16_grad = 'cast_fp16' in grad_name
5512
                    need_cast = is_fp16_grad is not fp16_allreduce
5513 5514 5515 5516 5517 5518

                    if need_cast:
                        # if fp16_allreduce:
                        #     cast grad to fp16 to accumulate to merged gradient
                        # else:
                        #     cast grad to fp32 to accumulate to merged gradient
5519
                        cast_grad_var_name = param_grad_name + '@TMP'
5520
                        cast_grad_var = self._create_var(
5521 5522
                            block, param_grad_var, cast_grad_var_name, dtype
                        )
5523
                        cast_grad_var.persistable = False
5524 5525 5526 5527 5528 5529 5530 5531 5532 5533 5534
                        block._insert_op(
                            index=first_opt_op_idx + offset,
                            type='cast',
                            inputs={'X': grad_var},
                            outputs={'Out': cast_grad_var},
                            attrs={
                                'in_dtype': grad_var.dtype,
                                'out_dtype': cast_grad_var.dtype,
                                self._op_role_key: self._op_role.Backward,
                            },
                        )
5535
                        offset += 1
5536 5537 5538 5539 5540 5541 5542
                        grad_var = cast_grad_var

                    block._insert_op(
                        index=first_opt_op_idx + offset,
                        type='sum',
                        inputs={'X': [merged_param_grad_var, grad_var]},
                        outputs={'Out': merged_param_grad_var},
5543 5544
                        attrs={
                            self._op_role_key: self._op_role.Backward,
5545 5546
                        },
                    )
5547 5548 5549
                    offset += 1
                    merged_gradient_names.append(merged_param_grad_name)

5550 5551
        if not fp16_allreduce:
            return merged_gradient_names
5552 5553 5554 5555 5556 5557 5558 5559 5560 5561 5562 5563 5564 5565 5566 5567 5568 5569 5570 5571 5572 5573 5574

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

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

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

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

5575 5576 5577 5578 5579 5580 5581 5582 5583 5584 5585
            block._insert_op(
                index=first_opt_op_idx,
                type='cast',
                inputs={'X': fp16_grad_var},
                outputs={'Out': grad_var},
                attrs={
                    'in_dtype': fp16_grad_var.dtype,
                    'out_dtype': grad_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
5586

5587
        return merged_gradient_names
5588

5589 5590 5591
    def _insert_accumulate_gradients_with_fuse(
        self, main_block, fp16, fused_size, grad_param_pairs, first_opt_op_idx
    ):
5592
        grad_param_pairs = self._sort_grad_param_by_dtype(
5593 5594
            main_block, grad_param_pairs
        )
5595

5596 5597 5598
        grad_param_segments = []
        merged_suffix = '@MERGED@FP16' if fp16 else '@MERGED'
        dtype = paddle.float16 if fp16 else paddle.float32
5599
        cur_size = 0.0
5600 5601 5602 5603 5604 5605 5606 5607 5608 5609
        last_dtype = None
        # split the grad based on dtype and fused size
        for grad, param in grad_param_pairs:
            real_grad = main_block.var(grad)
            # create the gradient merged var for each grad
            merged_grad_var = main_block.create_var(
                name=param + core.grad_var_suffix() + merged_suffix,
                dtype=dtype,
                shape=real_grad.shape,
                persistable=True,
5610 5611
                stop_gradient=False,
            )
5612
            real_param = main_block.var(param)
5613 5614
            if hasattr(real_param, 'is_distributed'):
                merged_grad_var.is_distributed = real_param.is_distributed
5615 5616 5617 5618
            tmp_size = self._get_var_size(real_grad)
            # two strategies for splitting the grad
            # 1. the current segment's size reach the user defined grad_size_in_MB
            # 2. the upcoming grad holds different dtype compared with grads in current segment
5619 5620 5621 5622 5623
            if (
                len(grad_param_segments) == 0
                or cur_size + tmp_size > fused_size
                or real_grad.dtype != last_dtype
            ):
5624
                grad_param_segments.append(
5625 5626
                    ([real_grad], [real_param], [merged_grad_var])
                )
5627
                last_dtype = real_grad.dtype
5628
                cur_size = 0.0
5629 5630 5631 5632 5633 5634 5635 5636 5637 5638 5639 5640
            else:
                grad_param_segments[-1][0].append(real_grad)
                grad_param_segments[-1][1].append(real_param)
                grad_param_segments[-1][2].append(merged_grad_var)
                cur_size += tmp_size

        fused_gradients = []
        fused_merged_gradients = []
        # create fused vars for grad and param
        for grad_param_segment in grad_param_segments:
            grad_segment = grad_param_segment[0]
            merged_grad_segment = grad_param_segment[2]
5641 5642 5643 5644 5645 5646
            fused_grad = main_block.create_var(
                name='FusedGrad_{}'.format(grad_segment[0].name),
                dtype=grad_segment[0].dtype,
                persistable=False,
                stop_gradient=False,
            )
5647
            # keep the '.cast_fp16' info in the fuse var name
5648 5649 5650 5651 5652 5653 5654 5655 5656
            fused_merged_grad_name_prefix = (
                'FusedMergedGrad.cast_fp16.'
                if merged_grad_segment[0].dtype == paddle.float16
                else 'FusedMergedGrad'
            )
            fused_merged_grad_name = (
                fused_merged_grad_name_prefix
                + '_{}'.format(merged_grad_segment[0].name)
            )
5657 5658 5659 5660
            fused_merged_grad = main_block.create_var(
                name=fused_merged_grad_name,
                dtype=merged_grad_segment[0].dtype,
                persistable=True,
5661 5662
                stop_gradient=False,
            )
5663 5664 5665 5666 5667 5668 5669 5670 5671 5672 5673 5674 5675 5676 5677 5678 5679 5680 5681 5682 5683 5684 5685 5686 5687
            fused_gradients.append(fused_grad)
            fused_merged_gradients.append(fused_merged_grad)

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

        # insert coalesce op at the start of the backward pass
        # use param as the coalesce input to make sure the two Fused vars are in same shape
        first_back_op_idx = None
        for index, op in enumerate(main_block.ops):
            if self._is_backward_op(op) and first_back_op_idx is None:
                first_back_op_idx = index
                break
        assert first_back_op_idx is not None
        offset = 0
        for i in range(len(grad_param_segments)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            grads = grad_param_segments[i][0]
            params = grad_param_segments[i][1]
            merged_grads = grad_param_segments[i][2]
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
5688
                outputs={"Output": grads, "FusedOutput": fused_grad},
5689 5690 5691 5692 5693 5694 5695 5696 5697 5698 5699 5700 5701 5702 5703 5704
                attrs={
                    # Explanation of user_defined_size_of_dtype:
                    # In coalesce op, the align size is 256 bytes
                    # the float takes 4 bytes while fp16 takes 2 bytes.
                    # To meet the requirement, 128 fp16 or 64 float will be aligned
                    # Think the total shape of the input tensors if [64],
                    # if the dtype is float, then the shape of the fuse var is [64]
                    # however if the dytpe if fp16, the shape of the fuse var is [128],
                    # which will cause the fused vars' shape vary between each other.
                    # To make sure the shape of the fused vars are identical,
                    # we set the dtype of float and fp16 both to 2.
                    # Under this way, the fused vars' shape for float and fp16 are all [128]
                    "user_defined_size_of_dtype": 2,
                    "copy_data": False,
                    "use_align": True,
                    "dtype": grads[0].dtype,
5705 5706 5707 5708 5709 5710 5711
                    self._op_role_key: self._op_role.Backward,
                    # On npu, the nan/inf check login is different with gpu.
                    # If there are some not initialized sections in the fused var,
                    # and the value in those sections are nan/inf, it will trigger the nan/inf check.
                    # To avoid these problematic triggers, set constant is needed for npu
                    "set_constant": core.is_compiled_with_npu(),
                    "constant": float(0.0),
5712 5713
                },
            )
5714 5715 5716 5717 5718 5719 5720 5721 5722 5723
            offset += 1
            # For the gradient_merged_fused_var, given a init value during the coalesce op
            # this will remove a problematic fill_constant op. This op role of this coalesce
            # is set to be LRSched to make this coalesce (with init) only run once
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
                outputs={
                    "Output": merged_grads,
5724
                    "FusedOutput": fused_merged_grad,
5725 5726 5727 5728 5729 5730 5731 5732
                },
                attrs={
                    "user_defined_size_of_dtype": 2,
                    "set_constant": True,
                    "constant": float(0.0),
                    "copy_data": False,
                    "use_align": True,
                    "dtype": merged_grads[0].dtype,
5733 5734 5735
                    self._op_role_key: self._op_role.Optimize.LRSched,
                },
            )
5736 5737 5738 5739 5740 5741 5742 5743 5744
            offset += 1

        # insert gradient merge relating ops
        first_opt_op_idx += offset
        offset = 0
        for i in range(len(fused_gradients)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            is_fp16_grad = 'cast_fp16' in fused_grad.name
5745
            need_cast = is_fp16_grad is not fp16
5746 5747 5748 5749
            if need_cast:
                # for fp16 allreduce, cast fp32 grad to fp16
                # for fp32 allreduce, cast fp16 grad to fp32
                cast_grad_var_name = fused_grad.name + '@TMP'
5750 5751 5752 5753 5754 5755 5756 5757 5758 5759 5760 5761 5762 5763 5764 5765 5766
                cast_grad_var = main_block.create_var(
                    name=cast_grad_var_name,
                    dtype=dtype,
                    persistable=False,
                    stop_gradient=False,
                )
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fused_grad},
                    outputs={'Out': cast_grad_var},
                    attrs={
                        'in_dtype': fused_grad.dtype,
                        'out_dtype': cast_grad_var.dtype,
                        self._op_role_key: self._op_role.Backward,
                    },
                )
5767 5768 5769 5770 5771 5772 5773
                offset += 1
                fused_grad = cast_grad_var
            main_block._insert_op(
                index=first_opt_op_idx + offset,
                type='sum',
                inputs={'X': [fused_merged_grad, fused_grad]},
                outputs={'Out': fused_merged_grad},
5774 5775
                attrs={self._op_role_key: self._op_role.Backward},
            )
5776 5777 5778 5779 5780 5781 5782 5783 5784 5785
            offset += 1

        if fp16:
            # if using fp16 allreduce, the optimizer needs fp32 grads, cast them back to fp32
            for grad, param in grad_param_pairs:
                real_grad = main_block.var(grad)
                fp16_grad_name = param + core.grad_var_suffix() + '@MERGED@FP16'
                assert main_block.has_var(fp16_grad_name)
                fp16_grad = main_block.var(fp16_grad_name)
                fp32_grad_name = param + core.grad_var_suffix() + '@MERGED'
5786 5787 5788 5789 5790 5791 5792 5793 5794 5795 5796 5797 5798 5799 5800 5801 5802 5803
                fp32_grad = main_block.create_var(
                    name=fp32_grad_name,
                    dtype=paddle.float32,
                    shape=real_grad.shape,
                    persistable=False,
                    stop_gradient=False,
                )
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fp16_grad},
                    outputs={'Out': fp32_grad},
                    attrs={
                        'in_dtype': paddle.float16,
                        'out_dtype': paddle.float32,
                        self._op_role_key: self._op_role.Optimize,
                    },
                )
5804 5805 5806 5807 5808 5809
                offset += 1

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

5810
        return fused_merged_gradients, first_opt_op_idx
5811

5812 5813 5814
    def _accumulate_gradients_with_fuse(
        self, main_block, fp16, fused_size, shard=None
    ):
5815 5816 5817 5818 5819 5820 5821 5822 5823 5824 5825 5826 5827 5828 5829 5830 5831 5832 5833
        first_opt_op_idx = None
        grad_param_pairs = []
        # obtain all param/grad pairs that needed to be fused
        for index, op in reversed(tuple(enumerate(list(main_block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    main_block._remove_op(index)
                    continue

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

5834 5835 5836
            if self._is_backward_op(op) and (
                self._op_role_var_key in op.attr_names
            ):
5837 5838 5839 5840 5841 5842 5843 5844 5845 5846 5847
                op_role_var = op.attr(self._op_role_var_key)
                if len(op_role_var) == 0:
                    continue
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
                    param_name = op_role_var[i]
                    if not main_block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
                    grad_param_pairs.append(
5848 5849
                        (op_role_var[i + 1], op_role_var[i])
                    )
5850 5851 5852 5853 5854 5855 5856 5857 5858 5859 5860 5861 5862

        if len(grad_param_pairs) == 0:
            return

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

        all_fused_merged_gradients = []
        for pairs in device_to_pairs:
5863 5864 5865 5866 5867 5868
            (
                fused_merged_gradients,
                first_opt_op_idx,
            ) = self._insert_accumulate_gradients_with_fuse(
                main_block, fp16, fused_size, pairs, first_opt_op_idx
            )
5869 5870 5871 5872
            all_fused_merged_gradients += fused_merged_gradients

        main_block._sync_with_cpp()
        return all_fused_merged_gradients
5873

5874 5875 5876 5877 5878 5879 5880 5881 5882 5883 5884 5885 5886 5887 5888 5889 5890 5891
    def _sort_grad_param_by_dtype(self, main_block, grad_param_pairs):
        # sort the grad param paris by the dtype
        fp16_pairs = []
        fp32_pairs = []
        other_pairs = []
        for pairs in grad_param_pairs:
            dtype = main_block.var(pairs[0]).dtype
            if dtype == paddle.float32:
                fp32_pairs.append(pairs)
            elif dtype == paddle.float16:
                fp16_pairs.append(pairs)
            else:
                other_pairs.append(pairs)
        sorted_pairs = fp16_pairs
        sorted_pairs.extend(fp32_pairs)
        sorted_pairs.extend(other_pairs)
        return sorted_pairs

5892 5893 5894 5895 5896 5897 5898 5899 5900 5901 5902 5903
    def _get_var_size(self, var):
        dtype_to_size = {
            core.VarDesc.VarType.FP16: 2,
            core.VarDesc.VarType.FP32: 4,
            core.VarDesc.VarType.FP64: 8,
            core.VarDesc.VarType.INT16: 2,
            core.VarDesc.VarType.INT32: 4,
            core.VarDesc.VarType.INT64: 8,
            core.VarDesc.VarType.BOOL: 1,
            core.VarDesc.VarType.UINT8: 1,
        }
        assert -1 not in var.shape
5904 5905 5906 5907 5908 5909
        return (
            reduce(lambda x, y: x * y, var.shape)
            * dtype_to_size[var.dtype]
            / 1024.0
            / 1024.0
        )
5910

5911 5912
    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
5913
        for prog in program_list:
5914 5915 5916 5917 5918 5919
            for op in prog.block(0).ops:
                if not op.has_attr('sub_block'):
                    continue
                origin_sub_block_id = op.attr('sub_block').id
                origin_sub_block = main_program.block(origin_sub_block_id)
                new_sub_block = prog._create_block(parent_idx=0)
5920 5921
                for sub_op in origin_sub_block.ops:
                    op_desc = sub_op.desc
5922 5923 5924
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
5925
                self._create_vars(new_sub_block, origin_sub_block)
5926
                op._set_attr('sub_block', new_sub_block)
5927 5928 5929

    def _get_device_info(self, block):
        for op in block.ops:
5930 5931
            if not op._has_kernel(op.type):
                continue
5932 5933 5934
            op_device = op.attr(self._op_device_key)
            return op_device

5935 5936 5937
    def _process_persistable_vars_in_multi_sections(
        self, main_program, startup_prog, program_list
    ):
5938 5939 5940 5941 5942 5943 5944
        """
        Special Case: process persistable vars that exist in
        multiple sections, e.g., shared weight
        """
        # var_info = {var_name: [program1, program2...]},
        # persistable var only
        var_info = dict()
5945
        for prog in program_list:
5946 5947
            block = prog.block(0)
            for var_name in block.vars:
5948 5949
                if var_name == "double_buffer_0":
                    continue
5950
                var = block.var(var_name)
5951 5952
                if not var.persistable:
                    continue
5953 5954 5955 5956 5957 5958 5959 5960 5961 5962 5963 5964 5965 5966 5967
                if not var_name in var_info:
                    var_info[var_name] = []
                if not prog in var_info[var_name]:
                    var_info[var_name].append(prog)
        for var_name in list(var_info.keys()):
            if len(var_info[var_name]) == 1:
                var_info.pop(var_name)

        # write_info = {var_name: program}, where program is the only program
        # in which the var named var_name is written.
        write_info = dict()
        for var_name in var_info.keys():
            for prog in var_info[var_name]:
                block = prog.block(0)
                for op in block.ops:
5968 5969 5970 5971 5972 5973
                    if (
                        op.type == "recv_v2"
                        or op.type == "create_py_reader"
                        or op.type == "read"
                        or op.type == "update_loss_scaling"
                    ):
5974
                        continue
5975 5976
                    # We have processed lr related vars
                    if op.attr(self._op_role_key) == int(
5977 5978
                        self._op_role.Optimize.LRSched
                    ):
5979 5980 5981 5982
                        continue
                    if var_name in op.desc.output_arg_names():
                        assert var_name not in write_info, (
                            "two sections write the same var({}): second "
5983 5984
                            "op {}.".format(var_name, op)
                        )
5985 5986 5987 5988 5989
                        write_info[var_name] = prog
                        break

        for var_name in var_info.keys():
            # Case 1: read only variables, no special process
5990 5991
            if not var_name in write_info:
                continue
5992 5993 5994 5995 5996

            # Case 2: one write multiple reads
            write_prog = write_info[var_name]
            write_block = write_prog.block(0)
            write_device = self._get_device_info(write_block)
5997
            write_dev_index = int(write_device.split(':')[1])
5998 5999
            all_progs = var_info[var_name]
            for prog in all_progs:
6000 6001
                if prog == write_prog:
                    continue
6002 6003 6004
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_dev_index = int(read_device.split(':')[1])
6005 6006 6007 6008 6009 6010 6011 6012 6013
                pair = (write_dev_index, read_dev_index)
                pair_key = write_dev_index * 1000 + read_dev_index
                if pair not in self._pipeline_pair:
                    self._pipeline_pair.append(pair)
                    self._pp_ring_map[pair_key] = self.ring_id
                    ring_id = self.ring_id
                    self.ring_id += 1
                else:
                    ring_id = self._pp_ring_map[pair_key]
6014 6015 6016

                write_block._insert_op(
                    index=0,
6017
                    type='send_v2',
6018 6019 6020
                    inputs={
                        'X': write_block.var(var_name),
                    },
6021
                    attrs={
6022 6023
                        self._op_device_key: write_device,
                        'use_calc_stream': False,
6024 6025
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
6026 6027 6028 6029 6030
                        self._op_role_key: self._op_role.LRSched,
                        'peer': read_dev_index,
                        'ring_id': ring_id,
                    },
                )
6031 6032
                read_block._insert_op(
                    index=0,
6033
                    type='recv_v2',
6034 6035
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
6036 6037 6038 6039
                        'out_shape': read_block.var(var_name).shape,
                        'dtype': read_block.var(var_name).dtype,
                        self._op_device_key: read_device,
                        'use_calc_stream': False,
6040 6041
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
6042 6043 6044 6045 6046
                        self._op_role_key: self._op_role.LRSched,
                        'peer': write_dev_index,
                        'ring_id': ring_id,
                    },
                )
6047 6048 6049 6050 6051 6052
                read_block._insert_op(
                    index=1,
                    type='c_sync_comm_stream',
                    inputs={'X': [read_block.var(var_name)]},
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
6053
                        self._op_device_key: read_device,
6054 6055
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
6056 6057 6058 6059
                        self._op_role_key: self._op_role.LRSched,
                        'ring_id': ring_id,
                    },
                )
6060 6061

    def _is_gradient_clip_op(self, op):
6062 6063 6064
        return op.desc.has_attr("op_namescope") and op.desc.attr(
            "op_namescope"
        ).startswith("/gradient_clip")
6065 6066

    def _is_regularization_op(self, op):
6067 6068 6069
        return op.desc.has_attr("op_namescope") and op.desc.attr(
            "op_namescope"
        ).startswith("/regularization")
H
hutuxian 已提交
6070

6071 6072
    def _is_weight_decay_op(self, op):
        # in AdamW namescope is /optimizer_*/weight decay/
6073 6074 6075
        return op.desc.has_attr(
            "op_namescope"
        ) and 'weight decay' in op.desc.attr("op_namescope")
6076

6077 6078 6079 6080 6081
    def _get_input_output_info(self, block):
        '''
        Get info of op input and output.
        '''
        # A map from output var to op which generate it.
6082
        output_var_to_op = defaultdict(list)
6083
        # A map from var to op which takes it as input.
6084
        input_var_to_op = defaultdict(list)
6085

6086
        for index, op in enumerate(block.ops):
6087
            for var_name in op.input_arg_names:
6088
                input_var_to_op[var_name].append([op, index])
6089
            for var_name in op.output_arg_names:
6090 6091 6092 6093 6094 6095 6096 6097
                output_var_to_op[var_name].append([op, index])

        return output_var_to_op, input_var_to_op

    def _optimize_forward_send_sync(self, program):
        """
        optimize forward send's sync_comm_stream schedule
        """
6098 6099
        if self.schedule_mode != '1F1B':
            return
6100 6101 6102

        block = program.block(0)

6103
        recv_type = 'recv_v2' if self.mp_degree == 1 else 'partial_recv'
6104 6105
        backward_recv_index = None
        for index, op in enumerate(block.ops):
6106
            if op.type == recv_type and self._is_backward_op(op):
6107 6108 6109
                backward_recv_index = index
                break

6110
        # last pipeline stage
6111 6112
        if backward_recv_index is None:
            return
6113 6114 6115

        offset = 0
        for index, op in enumerate(list(block.ops)):
6116 6117
            if index >= backward_recv_index:
                break
6118 6119 6120 6121 6122 6123 6124 6125 6126 6127 6128 6129 6130 6131 6132 6133
            if op.type == 'c_sync_comm_stream' and op.has_attr('pipeline_flag'):
                var_name = op.input_arg_names[0]
                var = block.var(var_name)
                block._remove_op(index + offset, sync=False)
                offset -= 1
                # NOTE:
                # 1. When the backward recv is completed, it indicates
                # that the forward send is completed too. So we only need
                # to use the NOP op to prevent memory release.
                # 2. Because we removed sync_comm_op,
                # we will insert NOP after recv_op.
                block._insert_op_without_sync(
                    index=backward_recv_index,
                    type='nop',
                    inputs={'X': [var]},
                    outputs={'Out': [var]},
6134 6135
                    attrs={self._op_role_key: self._op_role.Backward},
                )
6136
        block._sync_with_cpp()
6137

6138 6139 6140 6141 6142 6143 6144 6145 6146 6147 6148 6149 6150
    def _mv_head_recv(self, program):
        """
        A pass to move the recv op to the beginning of
        the forward/backward phase
        """
        forward_insert_index = 0
        backward_insert_index = None
        block = program.global_block()
        num_ops = len(program.global_block().ops)
        for i in range(num_ops):
            insert_index = None
            op = program.global_block().ops[i]
            op_role = int(op.attr(self._op_role_key))
6151 6152 6153 6154
            if (
                op_role == int(self._op_role.Backward)
                and backward_insert_index is None
            ):
6155
                backward_insert_index = i
6156 6157 6158 6159 6160 6161
            if (
                op.type != "partial_recv"
                and op.type != "partial_allgather"
                and op.type != "nop"
                and op.type != "recv_v2"
            ):
6162 6163 6164 6165 6166 6167 6168 6169 6170 6171 6172 6173 6174 6175 6176 6177 6178 6179 6180
                continue
            if op_role == int(self._op_role.Forward):
                if i == forward_insert_index:
                    forward_insert_index += 1
                    continue
                insert_index = forward_insert_index
            elif op_role == int(self._op_role.Backward):
                if i == backward_insert_index:
                    backward_insert_index += 1
                    continue
                insert_index = backward_insert_index
            else:
                raise ValueError("Unknown op_role: {}".format(op_role))
            op_inputs = dict()
            for name in op.input_names:
                op_inputs[name] = op.input(name)
            op_outputs = dict()
            for name in op.output_names:
                op_outputs[name] = op.output(name)
6181 6182 6183 6184 6185 6186 6187
            block._insert_op_without_sync(
                index=insert_index,
                type=op.type,
                inputs=op_inputs,
                outputs=op_outputs,
                attrs=op.all_attrs(),
            )
6188 6189 6190 6191 6192 6193 6194
            block._remove_op(i + 1)
            if op_role == int(self._op_role.Forward):
                forward_insert_index += 1
            elif op_role == int(self._op_role.Backward):
                backward_insert_index += 1
        block._sync_with_cpp()

6195 6196 6197 6198 6199 6200 6201 6202 6203 6204 6205 6206 6207 6208 6209 6210 6211 6212 6213 6214 6215 6216 6217 6218 6219 6220 6221
    def _check_pipeline_persist_var(self, program):
        """
        Pipeline may need multiple forward before
        """
        block = program.global_block()

        persist_output = set()
        used_in_backward = set()
        for op in block.ops:
            if self._is_forward_op(op):
                for var_name in op.output_arg_names:
                    var = block.vars[var_name]
                    if var.persistable:
                        persist_output.add(var_name)
            elif self._is_backward_op(op):
                for var_name in op.input_arg_names:
                    if var_name in persist_output:
                        used_in_backward.add(var_name)
        if len(used_in_backward) == 0:
            return
        warnings.warn(
            "The pipeline requires multiple forward calculations before backward, "
            "so when the persistable var is changed in the forward, it may cause "
            "errors in the backward calculation who using this persistable var. "
            "However, some backward op don't need this var(NoNeedBufferVars), "
            "there will be no error at this time.\n"
            "So please check these persistable vars which changed in "
6222 6223
            "forward and used in backward:\n{}".format(used_in_backward)
        )
6224

6225 6226 6227
    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
6228
        main_block = loss.block
6229
        self.origin_main_block = main_block
6230
        main_program = main_block.program
6231 6232
        if startup_program is None:
            startup_program = default_startup_program()
6233

6234 6235
        pipeline_opt = main_program._pipeline_opt
        assert pipeline_opt, 'Please use pipeline with fleet.'
6236 6237 6238 6239 6240 6241 6242
        required_keys = [
            'local_rank',
            'schedule_mode',
            'micro_batch_size',
            'ring_id',
            'global_ring_id',
            'use_sharding',
6243 6244
            'mp_degree',
            'mp_rank',
6245 6246
        ]
        for key in required_keys:
6247 6248 6249
            assert (
                key in pipeline_opt
            ), 'Please use pipeline with fleet to use {}.'.format(key)
6250 6251 6252 6253 6254 6255 6256 6257
        self.local_rank = pipeline_opt['local_rank']
        self.schedule_mode = pipeline_opt['schedule_mode']
        self.micro_batch_size = pipeline_opt['micro_batch_size']
        self.use_sharding = pipeline_opt['use_sharding']
        self.ring_id = pipeline_opt['ring_id']
        self.global_ring_id = pipeline_opt['global_ring_id']
        self.mp_degree = pipeline_opt['mp_degree']
        self.mp_rank = pipeline_opt['mp_rank']
6258
        self.scale_gradient = pipeline_opt.get('scale_gradient', False)
6259 6260
        assert self.mp_degree >= 1
        assert 0 <= self.mp_rank < self.mp_degree
6261 6262

        optimize_ops, params_grads = self._optimizer.minimize(
6263 6264
            loss, startup_program, parameter_list, no_grad_set
        )
6265
        self._param_device_map = self._origin_optimizer._param_device_map
6266

6267 6268 6269 6270
        (
            self.output_var_to_op,
            self.input_var_to_op,
        ) = self._get_input_output_info(main_block)
6271 6272 6273
        # Step1: add default op_device attribute for ops.
        self._add_op_device_attr(main_block)
        device_list = self._check_validation(main_block)
6274 6275 6276 6277 6278 6279 6280 6281 6282 6283 6284

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

6285 6286 6287
        sorted_device_list = sorted(device_list, key=cmp_to_key(device_cmp))
        assert sorted_device_list == device_list, (
            "With pipeline parallelism, you must use gpu devices one after "
6288 6289
            "another in the order of their ids."
        )
6290
        # Step2: add send and recv ops between section boundaries
6291
        self._insert_sendrecv_ops_for_boundaries(main_block)
6292

6293
        # Step3: split program into sections and add pairs of
6294 6295
        # send and recv ops for data var.
        main_program = main_block.program
6296
        program_list = self._split_program(main_program, device_list)
6297
        for p in program_list:
6298
            self._create_vars(p.global_block(), main_block)
6299

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lilong12 已提交
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        if os.getenv("PADDLE_MANUAL_PIPELINE_STAGE", None):
            self.local_rank = int(os.getenv("PADDLE_MANUAL_PIPELINE_STAGE"))
            assert self.local_rank < len(device_list), (
                "Manually specified "
                "pipeline stage must be less than total number of pipeline "
6305 6306
                "stages."
            )
L
lilong12 已提交
6307 6308
        else:
            self.local_rank %= len(device_list)
6309 6310 6311
        # Step3.5: optimize forward send sync_comm to overlap send and recv
        self._optimize_forward_send_sync(program_list[self.local_rank])

6312
        # Step4: Special Case: process persistable vars that exist in
6313
        # multiple sections
6314
        # FIXME
6315 6316
        # self._process_persistable_vars_in_multi_sections(
        #     main_program, startup_program, program_list)
6317

6318
        # Step5: Add sub blocks for section programs
6319 6320
        self._add_sub_blocks(main_block, program_list)

6321
        place_list = []
6322 6323
        for dev in device_list:
            dev_index = int(dev.split(":")[1])
6324 6325 6326 6327
            if core.is_compiled_with_cuda():
                place_list.append(core.CUDAPlace(dev_index % 1))
            elif core.is_compiled_with_npu():
                place_list.append(core.NPUPlace(dev_index % 1))
6328

6329
        # Step6: Split startup program
6330
        new_startup_program = self._split_startup_program(
6331 6332
            startup_program, self.local_rank
        )
6333 6334 6335 6336

        startup_program._pipeline_opt = {
            "startup_program": new_startup_program,
        }
6337
        real_block = program_list[self.local_rank].global_block()
6338 6339
        if not self.scale_gradient:
            self._insert_loss_scale(real_block)
6340
        if not self.use_sharding:
6341
            # Step7: clear gradients before each mini-batch and
6342 6343 6344 6345 6346
            # accumulate gradients during backward
            self._rename_gradient_var_name(real_block)
            real_block._sync_with_cpp()
            self._accumulate_gradients(real_block)
            real_block._sync_with_cpp()
6347

6348 6349 6350 6351
        if core.is_compiled_with_cuda():
            place_id = int(os.getenv("FLAGS_selected_gpus", "0"))
        elif core.is_compiled_with_npu():
            place_id = int(os.getenv("FLAGS_selected_npus", "0"))
6352 6353 6354
        # A pass to move the recv op to the beginning of
        # the forward/backward phase
        self._mv_head_recv(program_list[self.local_rank])
6355 6356 6357 6358 6359

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

6360
        main_program._pipeline_opt = {
H
hutuxian 已提交
6361 6362
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
6363
            "pipeline_stage": self.local_rank,
6364
            "num_pipeline_stages": len(device_list),
6365
            "schedule_mode": self.schedule_mode,
6366
            "inner_parallelism": len(device_list),
6367 6368
            "section_program": program_list[self.local_rank],
            "place": place_list[self.local_rank],
6369
            "place_id": place_id,
6370
            "sync_steps": -1,
L
lilong12 已提交
6371
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
6372 6373
            "start_cpu_core_id": self._start_cpu_core_id,
        }
6374 6375 6376 6377 6378 6379 6380
        return (
            optimize_ops,
            params_grads,
            program_list,
            self._pipeline_pair,
            self._pp_ring_map,
        )
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mapingshuo 已提交
6381 6382


M
mapingshuo 已提交
6383 6384
class RecomputeOptimizer(Optimizer):
    """
6385
        :api_attr: Static Graph
S
swtkiwi 已提交
6386

M
mapingshuo 已提交
6387 6388 6389
    Recompute Optimizer Wrapper

    Normally, a training step contains three sub-steps: first, run forward
6390
    Operators to calculate the loss; second, run backward Operators to
M
mapingshuo 已提交
6391 6392 6393
    calculate gradient of the parameters; third, apply optimization method
    to update the value of the parameters.

6394
    In the forward computation process, all variables that are needed by
M
mapingshuo 已提交
6395 6396 6397
    backward computation process will be kept in memory, which occupy a great
    amount of memory when the network becomes very deep.

6398
    Recompute split the network to k segments. In each segment, It will
M
mapingshuo 已提交
6399 6400
    recompute the forward Operators, before running backward operators. It is
    very helpful for saving memory.
6401

M
mapingshuo 已提交
6402 6403 6404 6405 6406 6407 6408 6409 6410
    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

6411
            import paddle
M
mapingshuo 已提交
6412 6413
            import paddle.fluid as fluid
            import numpy as np
6414 6415 6416

            paddle.enable_static()

M
mapingshuo 已提交
6417 6418 6419 6420 6421 6422 6423
            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')
6424 6425 6426 6427 6428
                cost = paddle.nn.functional.cross_entropy(
                    input=prediction, label=input_y,
                    reduction='none', use_softmax=False
                )
                sum_cost = paddle.mean(cost)
M
mapingshuo 已提交
6429 6430 6431 6432 6433 6434 6435 6436 6437 6438 6439 6440 6441 6442 6443 6444 6445 6446 6447 6448 6449 6450 6451 6452 6453
                return sum_cost, fc_1, prediction
            input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
            input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
            cost, fc_1, pred = mlp(input_x, input_y)

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

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

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

    """

    def __init__(self, optimizer):
J
Jiabin Yang 已提交
6454
        if framework._non_static_mode():
Z
zhongpu 已提交
6455
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
6456 6457
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
6458 6459
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
J
JZ-LIANG 已提交
6460
        self.enable_offload = False
M
mapingshuo 已提交
6461 6462

    def _set_checkpoints(self, checkpoints):
6463 6464
        """
        Args:
6465
            checkpoints (list): List of Variable or string
6466 6467 6468 6469 6470
        """
        assert isinstance(
            checkpoints, list
        ), "_checkpoints should be a list of Variable or a list of String"
        for ckpt in checkpoints:
6471 6472
            assert isinstance(ckpt, str) or isinstance(
                ckpt, Variable
6473
            ), "_checkpoints should be a list of Variable or a list of String"
M
mapingshuo 已提交
6474 6475
        self._checkpoints = checkpoints

6476
    # should enable offload before calling backward
J
JZ-LIANG 已提交
6477 6478 6479
    def _enable_offload(self):
        self.enable_offload = True

6480 6481
    @framework.deprecate_stat_dict
    def load(self, state_dict):
M
mapingshuo 已提交
6482
        """
6483
            :api_attr: Static Graph
S
swtkiwi 已提交
6484

M
mapingshuo 已提交
6485 6486 6487 6488
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
6489
            state_dict: the dict load by load_persistable method
M
mapingshuo 已提交
6490 6491 6492 6493

        Examples:
            .. code-block:: python

6494
                import paddle
M
mapingshuo 已提交
6495
                import paddle.fluid as fluid
6496

6497
                paddle.enable_static()
M
mapingshuo 已提交
6498 6499 6500
                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')
6501 6502 6503 6504 6505
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
M
mapingshuo 已提交
6506
                    return sum_cost, fc_1, prediction
6507

M
mapingshuo 已提交
6508 6509 6510 6511
                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")
6512

M
mapingshuo 已提交
6513 6514 6515 6516
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
6517 6518
                    state_dict = {}
                    sgd.load(state_dict)
M
mapingshuo 已提交
6519
                except NotImplementedError as e:
6520
                    print(e)
M
mapingshuo 已提交
6521 6522
        """
        raise NotImplementedError(
6523 6524
            "load function is not supported by Recompute Optimizer for now"
        )
M
mapingshuo 已提交
6525 6526 6527 6528 6529 6530 6531 6532 6533 6534 6535 6536 6537 6538

    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

6539
                import paddle
M
mapingshuo 已提交
6540 6541 6542
                import paddle.fluid as fluid
                import paddle.fluid.framework as framework

6543 6544
                paddle.enable_static()

M
mapingshuo 已提交
6545 6546 6547
                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')
6548 6549 6550 6551 6552
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
M
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6553 6554 6555 6556 6557 6558 6559 6560 6561 6562
                    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)
6563
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
6564 6565 6566 6567
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6568
                    no_grad_set=None)
M
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6569 6570 6571 6572 6573 6574 6575 6576 6577 6578

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

                print("Finished apply gradients")
        """

        return self._optimizer.apply_gradients(params_grads=params_grads)

J
JZ-LIANG 已提交
6579 6580 6581 6582 6583 6584 6585 6586 6587
    def _creat_vars(self, varname):
        pinned_var_name = unique_name.generate(varname + "@Pinned")
        fetched_var_name = unique_name.generate(varname + "@Fetch")

        pinned_var = self._main_program.global_block().create_var(
            name=pinned_var_name,
            shape=self.checkpoint_shape,
            dtype=self._main_program.global_block().var(varname).dtype,
            persistable=False,
6588 6589
            stop_gradient=True,
        )
J
JZ-LIANG 已提交
6590 6591 6592 6593 6594 6595

        fetch_var = self._main_program.global_block().create_var(
            name=fetched_var_name,
            shape=self.checkpoint_shape,
            dtype=self._main_program.global_block().var(varname).dtype,
            persistable=False,
6596 6597
            stop_gradient=False,
        )
J
JZ-LIANG 已提交
6598 6599 6600 6601 6602 6603 6604 6605

        return pinned_var_name, fetched_var_name

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

        we should fill the pinned vars before runing the main_prog
6606 6607 6608
        to instantiate their tensor hold_, which could tell us whether
        the host memory could hold all the checkpoints from all the
        GPU devices in this node.
J
JZ-LIANG 已提交
6609 6610 6611 6612 6613 6614 6615 6616 6617 6618 6619 6620 6621
        """
        op_role = 0
        block = startup_program.global_block()
        fill_constant_vars = self.checkpoint_name2pinned_name.values()
        OP_ROLE_KEY = core.op_proto_and_checker_maker.kOpRoleAttrName()
        for varname in fill_constant_vars:
            var = self._main_program.global_block().var(varname)
            # NOTE (JZ-LIANG) to pre-allocate the CUDAPinned MEM
            pinned_var = block.create_var(
                name=varname,
                shape=self.checkpoint_shape,
                dtype=self._main_program.global_block().var(var.name).dtype,
                persistable=False,
6622 6623 6624 6625 6626 6627 6628 6629 6630 6631 6632 6633 6634
                stop_gradient=True,
            )
            block.append_op(
                type='fill_constant',
                outputs={'Out': varname},
                attrs={
                    "shape": var.shape,
                    "dtype": var.dtype,
                    "value": 0.0,
                    "place_type": 2,
                    OP_ROLE_KEY: op_role,
                },
            )
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        return

6638 6639 6640
    def _insert_async_memcpy_op(
        self, insert_idx, src_varname, dst_varname, op_role, dst_place_type
    ):
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        OP_ROLE_KEY = core.op_proto_and_checker_maker.kOpRoleAttrName()
        self.block._insert_op_without_sync(
            insert_idx,
            type='memcpy',
            inputs={'X': [self._main_program.global_block().var(src_varname)]},
            outputs={
                'Out': [self._main_program.global_block().var(dst_varname)]
            },
6649 6650
            attrs={"dst_place_type": int(dst_place_type), OP_ROLE_KEY: op_role},
        )
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6651 6652

    def _insert_fetch_op(self, idx, varname):
6653 6654 6655 6656 6657
        assert (
            varname in self.checkpoint_name2pinned_name
        ), "Try to fetch {} from Pinned Memory, but it is NOT a checkpoint".format(
            varname
        )
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        pinned_varname = self.checkpoint_name2pinned_name[varname]
        fetch_varname = self.checkpoint_name2fetch_name[varname]
6661
        self._insert_async_memcpy_op(idx, pinned_varname, fetch_varname, 1, 1)
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6662 6663

    def _insert_offload_op(self, idx, varname):
6664 6665 6666 6667 6668
        assert (
            varname in self.checkpoint_name2pinned_name
        ), "Try to offload {} to Pinned Memory, but it is NOT a checkpoint".format(
            varname
        )
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        pinned_varname = self.checkpoint_name2pinned_name[varname]
6670
        self._insert_async_memcpy_op(idx, varname, pinned_varname, 0, 2)
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6671 6672

    def _insert_sync_op(self, op_idx, checkpoint_name):
6673
        # single stream offload no need sync
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        pass

    def _record_fetch_op(self, idx):
6677 6678 6679
        assert (
            len(self.un_fetch_checkpoint_names) > 0
        ), "Could NOT found checkpoint to fetch"
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        checkpoint_name = self.un_fetch_checkpoint_names.pop(-1)
        logging.debug("Record fetch [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("fetch", checkpoint_name)

        return checkpoint_name

    def _record_offload_op(self, idx, checkpoint_name):
        expected_checkpoint_name = self.un_offload_checkpoint_names.pop(0)
6688 6689 6690 6691 6692
        assert (
            checkpoint_name == expected_checkpoint_name
        ), "expected to offload [{}] but got [{}]".format(
            expected_checkpoint_name, checkpoint_name
        )
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        logging.debug("Record offload [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("offload", checkpoint_name)

    def _record_sync_op(self, idx, checkpoint_name):
6697 6698 6699
        assert (
            checkpoint_name not in self.synced_checkpoints
        ), "Try to sync the checkpoint [{}] twice".format(checkpoint_name)
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        self.synced_checkpoints.add(checkpoint_name)
        logging.debug("Record offload sync [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("sync", checkpoint_name)

    def _parse_backward(self):

        self.idx2insertions = {}
6707
        # don't offload the last checkpoints, to favor throughput
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        self.un_fetch_checkpoint_names = self.sorted_checkpoint_names[:]
        self.un_fetch_checkpoint_names.pop(-1)
        need_fetch_checkpoint_names = self.un_fetch_checkpoint_names[:]
        self.checkpoint_usage_count = {}
        for checkpoint_name in self.un_fetch_checkpoint_names:
            self.checkpoint_usage_count[checkpoint_name] = 0

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

        assert self.bw_strart_op_idx < len(
6722 6723
            self.block.ops
        ), "Could NOT found backword op in prog"
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6724 6725 6726

        # fetch second to last checkpoint at the beginning of BW
        fetched_checkpoint_varname = self._record_fetch_op(
6727 6728
            self.bw_strart_op_idx
        )
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6729 6730
        last_last_fetch_checkpoint = None

6731
        for i, op in enumerate(self.block.ops[self.bw_strart_op_idx :]):
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            idx = self.bw_strart_op_idx + i
            input_vars = op.desc.input_arg_names()

            for input_var in input_vars:
                if input_var in need_fetch_checkpoint_names:
                    if input_var not in self.un_fetch_checkpoint_names:
                        # fetch the  offloade checkpoint when the first usage of its previous one
                        if self.checkpoint_usage_count[input_var] == 0:
                            # TODO (JZ-LIANG) sync memcpy_stream if extra stream for memcpy
6741 6742 6743
                            second_to_last_fetch_checkpoint = (
                                fetched_checkpoint_varname
                            )
6744
                            # there is NO fetch ahead the first checkpoint
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                            if input_var != self.sorted_checkpoint_names[0]:
6746 6747 6748
                                fetched_checkpoint_varname = (
                                    self._record_fetch_op(idx)
                                )
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6749

6750
                        # should check the current used checkpoint is ths last fetch one
6751 6752 6753 6754 6755
                        assert (
                            second_to_last_fetch_checkpoint == input_var
                        ), "Current recompute segment should use [{}] BUT got [{}]".format(
                            second_to_last_fetch_checkpoint, input_var
                        )
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                        # rename
                        self.block.ops[idx]._rename_input(
                            input_var,
6759 6760
                            self.checkpoint_name2fetch_name[input_var],
                        )
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                        self.checkpoint_usage_count[input_var] += 1
                    else:
                        raise ValueError(
                            "use checkpoint [{}] before fetch in BW".format(
6765 6766 6767
                                input_var
                            )
                        )
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6769 6770 6771 6772 6773
        assert (
            len(self.un_fetch_checkpoint_names) == 0
        ), "{} checkpoints have NOT been Recorded".format(
            self.un_fetch_checkpoint_names
        )
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    def _update_backward(self):
        if len(self.idx2insertions) == 0:
            return
        total_op = len(self.block.ops)
        for op_idx in reversed(range(self.bw_strart_op_idx, total_op)):
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "fetch":
                    self._insert_fetch_op(op_idx, checkpoint_name)
6784
                    logging.debug(
6785 6786
                        "Insert [{}] fetch op.".format(checkpoint_name)
                    )
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                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
                    logging.debug("Sync [{}] fetch op.".format(checkpoint_name))
        self.block._sync_with_cpp()
6792 6793 6794 6795 6796
        assert (
            len(self.idx2insertions) == 0
        ), "{} checkpoints left un-Fecthed".format(
            [ele[1] for ele in self.idx2insertions.values()]
        )
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    def _parse_forward(self):

        self.idx2insertions = {}
6801
        # don't offload the last checkpoints, faster, less memory saving
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        self.un_offload_checkpoint_names = self.sorted_checkpoint_names[:]
        last_checkpoint = self.un_offload_checkpoint_names.pop(-1)
        need_offload_checkpoint_names = self.un_offload_checkpoint_names[:]
        self.checkpoint_usage_count_and_idx = {}
        for checkpoint_name in self.un_offload_checkpoint_names:
            self.checkpoint_usage_count_and_idx[checkpoint_name] = {
                'count': 0,
6809
                'idx': -1,
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            }
        self.synced_checkpoints = set()
        self.fw_strart_op_idx = len(self.block.ops)
        for idx, op in enumerate(self.block.ops):
            if int(op.desc.attr("op_role")) == 0:
                self.fw_strart_op_idx = idx
                break

        assert self.fw_strart_op_idx < len(
6819 6820
            self.block.ops
        ), "Could NOT found Forward op in prog"
J
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6821 6822
        last_offload_checkpoint = None

6823
        for i, op in enumerate(
6824 6825
            self.block.ops[self.fw_strart_op_idx : self.bw_strart_op_idx]
        ):
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6826 6827 6828 6829 6830 6831 6832

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

            for output_var in output_vars:
                if output_var in need_offload_checkpoint_names:
6833 6834 6835 6836 6837
                    assert (
                        len(output_vars) == 1
                    ), "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op
                    )
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6838 6839 6840

                    if output_var in self.un_offload_checkpoint_names:
                        # insert sync op if last checkpoint has not been sync
6841
                        if last_offload_checkpoint is not None:
6842 6843 6844 6845 6846 6847 6848 6849 6850
                            if (
                                self.checkpoint_usage_count_and_idx[
                                    last_offload_checkpoint
                                ]['count']
                                == 0
                            ):
                                self._record_sync_op(
                                    idx, last_offload_checkpoint
                                )
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6851
                            else:
6852 6853 6854 6855 6856 6857 6858 6859 6860 6861 6862 6863 6864
                                last_usage_idx = (
                                    self.checkpoint_usage_count_and_idx[
                                        last_offload_checkpoint
                                    ]['idx']
                                )
                                assert (
                                    last_usage_idx > 0
                                ), "last_usage_idx of checkpoint [{}] should large than 0".format(
                                    last_offload_checkpoint
                                )
                                self._record_sync_op(
                                    last_usage_idx + 1, last_offload_checkpoint
                                )
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6865 6866 6867 6868 6869
                        # insert offload op after the checkpoint's generation op
                        self._record_offload_op(idx + 1, output_var)
                        last_offload_checkpoint = output_var
                    else:
                        raise ValueError(
6870 6871 6872 6873
                            "There should be just ONE op that output checkpoint [{}]".format(
                                output_var
                            )
                        )
J
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6874 6875
                # need to sync the last need to offload checkpoint before the last checkpoint as output op
                if output_var == last_checkpoint:
6876 6877 6878 6879 6880 6881 6882 6883 6884 6885 6886 6887 6888
                    assert (
                        len(output_vars) == 1
                    ), "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op
                    )
                    assert (
                        last_offload_checkpoint
                        == self.sorted_checkpoint_names[-2]
                    ), "the last offload chekpoint before [{}] is suppose to be [{}], but got [{}]".format(
                        last_checkpoint,
                        self.sorted_checkpoint_names[-2],
                        last_offload_checkpoint,
                    )
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6889
                    # sync if last checkpoint has not been sync
6890 6891 6892 6893 6894 6895
                    if (
                        self.checkpoint_usage_count_and_idx[
                            last_offload_checkpoint
                        ]['idx']
                        == 0
                    ):
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6896 6897 6898
                        self._record_sync_op(idx, last_offload_checkpoint)
                    else:
                        last_usage_idx = self.checkpoint_usage_count_and_idx[
6899 6900 6901 6902 6903 6904 6905 6906 6907 6908
                            last_offload_checkpoint
                        ]['idx']
                        assert (
                            last_usage_idx > 0
                        ), "last_usage_idx of checkpoint [{}] should large than 0".format(
                            last_offload_checkpoint
                        )
                        self._record_sync_op(
                            last_usage_idx + 1, last_offload_checkpoint
                        )
6909
            # record checkpoint usage
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6910 6911
            for input_var in input_vars:
                if input_var in need_offload_checkpoint_names:
6912 6913 6914
                    assert (
                        input_var not in self.synced_checkpoints
                    ), "checkpoint [{}] used after sync".format(input_var)
J
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6915 6916 6917
                    self.checkpoint_usage_count_and_idx[input_var]['count'] += 1
                    self.checkpoint_usage_count_and_idx[input_var]['idx'] = idx

6918 6919 6920 6921 6922
        assert (
            len(self.un_offload_checkpoint_names) == 0
        ), "{} checkpoints have NOT been Recorded".format(
            self.un_fetch_checkpoint_names
        )
J
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6923 6924 6925
        assert len(self.synced_checkpoints) == len(
            need_offload_checkpoint_names
        ), "{} checkpoints have NOT been Recorded".format(
6926 6927
            set(need_offload_checkpoint_names) - set(self.synced_checkpoints)
        )
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6928 6929 6930 6931 6932

    def _update_forward(self):
        if len(self.idx2insertions) == 0:
            return
        for op_idx in reversed(
6933 6934
            range(self.fw_strart_op_idx, self.bw_strart_op_idx)
        ):
J
JZ-LIANG 已提交
6935 6936 6937 6938
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "offload":
                    self._insert_offload_op(op_idx, checkpoint_name)
6939
                    logging.debug(
6940 6941
                        "Insert [{}] offload op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6942 6943 6944
                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
6945
                    logging.debug(
6946 6947
                        "Insert [{}] offload_sync op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6948 6949 6950
                    del self.idx2insertions[op_idx]

        self.block._sync_with_cpp()
6951 6952 6953 6954 6955
        assert (
            len(self.idx2insertions) == 0
        ), "{} checkpoints left un-Offloaded".format(
            [ele[1] for ele in self.idx2insertions.values()]
        )
J
JZ-LIANG 已提交
6956 6957 6958 6959 6960 6961 6962 6963

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

    def _offload(self, loss, startup_program=None):
        """
        core steps for recompute offload
6964
        1. create pinned vars and temp vars
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6965 6966 6967 6968 6969 6970
        2. parse & update Forward pass: offload, sync
        3. parse & update Backward pass: rename, fetch, sync
        4. verify the correctness
        """
        self._main_program = loss.block.program
        self.block = loss.block
6971
        if startup_program is None:
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6972
            startup_program = paddle.static.default_startup_program()
J
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6973 6974

        with program_guard(self._main_program, startup_program):
6975 6976 6977 6978 6979 6980 6981 6982 6983 6984
            assert (
                len(self.checkpoint_shape) > 0
            ), "checkpoints shape {} should be an non empty list like: [12, 512, 1024]".format(
                self.checkpoint_shape
            )
            assert all(
                [ele > 0 for ele in self.checkpoint_shape]
            ), "all ele in checkpoints shape {} should be a determined integer larger than 0".format(
                self.checkpoint_shape
            )
J
JZ-LIANG 已提交
6985 6986 6987 6988
            self.checkpoint_name2pinned_name = dict()
            self.checkpoint_name2fetch_name = dict()
            for checkpoint_varname in self.sorted_checkpoint_names:
                pinned_var_name, fetch_var_name = self._creat_vars(
6989 6990
                    checkpoint_varname
                )
J
JZ-LIANG 已提交
6991
                self.checkpoint_name2pinned_name[
6992 6993
                    checkpoint_varname
                ] = pinned_var_name
J
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6994
                self.checkpoint_name2fetch_name[
6995 6996
                    checkpoint_varname
                ] = fetch_var_name
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6997 6998 6999 7000 7001 7002 7003 7004 7005 7006 7007 7008 7009
            self._append_fill_constant_ops(startup_program)
            # TODO (JZ-LIANG) to provide two offload stragtegy in future
            # step 2. parse & update FW: rename, offload, sync
            self._parse_backward()
            self._update_backward()
            # step 3. parse & update BW: rename, offload, sync
            self._parse_forward()
            self._update_forward()
            # step 4. verify the correctness
            self._check_offload_fetch()

        return

7010 7011 7012 7013 7014 7015 7016 7017
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
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7018 7019 7020 7021 7022 7023 7024
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
7025 7026
            parameter_list (list): list of Variables or Variable.names to update.
            no_grad_set (set|None): set of Variables or Variables.names should be ignored.
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            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

7034
                import paddle
M
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7035
                import paddle.fluid as fluid
7036

7037 7038
                paddle.enable_static()

M
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7039 7040 7041
                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')
7042 7043 7044 7045 7046
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
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7047
                    return sum_cost, fc_1, prediction
7048 7049


M
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7050 7051 7052 7053
                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")
7054

M
mapingshuo 已提交
7055 7056
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
7057
                sgd._set_checkpoints([fc_1, pred])
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7058 7059 7060 7061
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
7062
                    no_grad_set=None)
M
mapingshuo 已提交
7063 7064
                print("Finished backward")
        """
7065 7066 7067
        assert (
            self._checkpoints is not None
        ), "You should call _set_checkpoints first"
M
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7068

J
Jiabin Yang 已提交
7069
        if framework._non_static_mode():
M
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7070
            raise NotImplementedError(
7071 7072
                "DyGraph current does not support recompute"
            )
M
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7073 7074 7075 7076

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
7077 7078 7079 7080 7081 7082 7083
            checkpoint_vars = []
            for ckpt in self._checkpoints:
                if isinstance(ckpt, Variable):
                    checkpoint_vars.append(ckpt)
                else:
                    checkpoint_vars.append(loss.block.var(ckpt))

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7084 7085 7086 7087 7088 7089
            # allow return to non-recompute when checkpoints is empty
            if len(checkpoint_vars) > 0:
                params_grads, sorted_checkpoint_names = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
7090 7091
                    checkpoints=checkpoint_vars,
                )
J
JZ-LIANG 已提交
7092
            else:
7093 7094 7095 7096 7097 7098
                params_grads = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
                    checkpoints=checkpoint_vars,
                )
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7099 7100 7101 7102 7103

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

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        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
7116
                import paddle
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7117
                import paddle.fluid as fluid
7118

7119 7120
                paddle.enable_static()

M
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7121 7122 7123
                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')
7124 7125 7126 7127 7128
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
7129 7130
                    return sum_cost, fc_1, prediction

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                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")
7135

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                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
7138
                sgd._set_checkpoints([fc_1, pred])
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                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
7143
                    no_grad_set=None)
7144

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                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
7147

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                print("Finished apply_optimize")
        """

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        func = (
            self._optimizer.apply_optimize
            if hasattr(self._optimizer, 'apply_optimize')
            else self._optimizer._apply_optimize
        )
        return func(
            loss, startup_program=startup_program, params_grads=params_grads
        )

    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
7163
        assert isinstance(loss, Variable), "The loss should be an Variable."
7164 7165 7166
        assert (
            self._checkpoints is not None
        ), "You should call _set_checkpoints first"
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        if framework._non_static_mode():
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            raise NotImplementedError(
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                "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,
        )
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        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
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        return optimize_ops, params_grads


7185
class LookaheadOptimizer:
7186
    r"""
7187
        :api_attr: Static Graph
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    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

    Lookahead keeps two sets of params: the fast_params and
7193 7194
    the slow_params. inner_optimizer update fast_params every
    training step. Lookahead updates the slow_params and fast_params
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    every k training steps as follows:

    .. math::
7198

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        slow\_param_t &= slow\_param_{t-1} + \\alpha * (fast\_param_{t-1} - slow\_param_{t-1})
7200

7201
        fast\_param_t &=  slow\_param_t
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    Args:
7204
        inner_optimizer (Optimizer): The optimizer that update fast params step by step.
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        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
7214
            import numpy.random as random
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7216
            paddle.enable_static()
7217

7218 7219 7220
            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")
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            loss = paddle.nn.functional.cross_entropy(
                input=y, label=label,
                reduction='none', use_softmax=False
            )
7225
            loss = paddle.mean(x=loss)
7226 7227 7228 7229 7230 7231 7232 7233 7234
            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())
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7236 7237 7238
            def train_reader(limit=5):
                for i in range(limit):
                    yield random.random([2]).astype('float32'), random.random([1]).astype('int64')
7239

7240 7241
            feeder = fluid.DataFeeder(feed_list=[x, label], place=place)
            reader = paddle.batch(paddle.reader.shuffle(train_reader, buf_size=50000),batch_size=1)
7242

7243 7244 7245
            for batch_data in reader():
                exe.run(fluid.default_main_program(),
                feed=feeder.feed(batch_data))
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    """

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

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        if framework._non_static_mode():
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            raise Exception("In dygraph, don't support LookaheadOptimizer.")
7253
        assert inner_optimizer is not None, "inner optimizer can not be None"
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        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
7257
        assert isinstance(k, int) and k > 0, "k should be a positive integer"
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        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(
7268 7269
            loss, startup_program=startup_program
        )
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        # 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)
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            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,
            )
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            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)
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            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,
            )
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            startup_block.append_op(
                type="assign", inputs={"X": fast_var}, outputs={"Out": slow_var}
            )
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7306 7307
        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
7308
            k = paddle.static.create_global_var(
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                name="lookahead_k",
                shape=[1],
                value=int(self.k),
                dtype='int32',
                persistable=True,
            )
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7316
            # Add Var alpha to main prog and startup prog
7317
            alpha = paddle.static.create_global_var(
7318 7319 7320 7321 7322 7323
                name="lookahead_alpha",
                shape=[1],
                value=float(self.alpha),
                dtype='float32',
                persistable=True,
            )
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7325
            # Add Var step
7326
            step = paddle.static.create_global_var(
7327 7328 7329 7330 7331 7332
                name="lookahead_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True,
            )
7333
            paddle.increment(x=step, value=1.0)
7334 7335

            # lookahead
7336 7337 7338
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0
            )
7339

7340 7341 7342
            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0
            )
7343

7344
            mod = paddle.remainder(step, k)
7345
            with layers.control_flow.Switch() as switch:
7346 7347 7348 7349 7350
                with switch.case(step == one_var):
                    for param_name in params:
                        fast_var = main_block.var(param_name)
                        slow_var = param_to_slow[param_name]
                        layers.assign(input=fast_var, output=slow_var)
7351 7352 7353 7354
                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]
7355 7356 7357 7358
                        tmp_var = paddle.add(
                            paddle.multiply(fast_var, alpha),
                            paddle.multiply(
                                slow_var, paddle.subtract(one_var, alpha)
7359 7360
                            ),
                        )
7361 7362 7363 7364
                        layers.assign(input=tmp_var, output=slow_var)
                        layers.assign(input=tmp_var, output=fast_var)
                with switch.default():
                    pass
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        return mini_out
7366 7367


7368
class GradientMergeOptimizer:
7369 7370 7371 7372 7373 7374 7375 7376 7377 7378 7379 7380 7381 7382 7383 7384 7385 7386 7387 7388 7389 7390
    """
    Gradient Merge, also called as Gradient Accumulation,
    is a training strategy for larger batches. With this strategy,
    the parameter will not be updated until specific steps.

    For each step, the forward network and the backward network
    will run to calculate the gradient of the parameters.

    For every k step, the optimization network will run,
    applying a specific optimization method (such as SGD, Adam)
    to the parameters.

    Args:
        inner_optimizer (Optimizer): The specific optimization (such as SGD, Adam)
            which update the parameters
        k_steps (int): the update period of the parameters
        avg (bool): whether to average the gradients of each mini-batch,
            the default value is `True`

    Examples:
        .. code-block:: python

7391
        import paddle
7392 7393 7394 7395 7396 7397 7398 7399 7400 7401
        import paddle.fluid as fluid
        import numpy as np

        def gen_data(batch_size):
            return {"x": np.random.random(size=(batch_size, 32)).astype('float32'),
                    "y": np.random.random(size=(batch_size, 1)).astype('int64')}

        def mlp(input_x, input_y, hid_dim=128, label_dim=2):
            fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
            prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
7402 7403 7404 7405 7406
            cost = paddle.nn.functional.cross_entropy(
                input=prediction, label=input_y,
                reduction='none', use_softmax=False
            )
            sum_cost = paddle.mean(cost)
7407 7408 7409 7410 7411 7412 7413 7414 7415 7416 7417 7418 7419 7420 7421 7422 7423 7424 7425 7426
            return sum_cost, fc_1, prediction

        input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
        input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
        cost, fc_1, pred = mlp(input_x, input_y)
        sgd = fluid.optimizer.Adam(learning_rate=0.01)
        sgd = fluid.optimizer.GradientMergeOptimizer(sgd, k_steps=4, avg=True)
        sgd.minimize(cost)

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

        for i in range(10):
            cost_val = exe.run(feed=gen_data(32),
                       program=fluid.default_main_program(),
                       fetch_list=[cost.name])
            print("step=%d, cost=%f" % (i, cost_val[0]))
    """

7427 7428
    GRAD_MERGE_COND_NAME = "grad_merge_cond_name"

7429
    def __init__(self, inner_optimizer, k_steps=1, avg=True):
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7430
        if framework._non_static_mode():
7431 7432 7433
            raise Exception(
                "In dygraph, we don't support GradientMergeOptimizer."
                "You can do Gradient merge by yourself with k-times forward + backward, "
7434 7435
                "and one-time optimizer.minimize()"
            )
7436

7437 7438 7439 7440
        assert inner_optimizer is not None, "inner optimizer can not be None"
        assert (
            isinstance(k_steps, int) and k_steps > 0
        ), "k_steps should be a positive integer"
7441 7442 7443 7444 7445

        self.inner_optimizer = inner_optimizer
        self.k_steps = k_steps
        self.type = "gradient_merge"
        self.avg = avg
7446
        self._optimize_ops = None
7447

7448 7449 7450 7451 7452 7453
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

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

7454 7455 7456 7457 7458 7459 7460 7461
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
7462 7463 7464 7465 7466 7467 7468 7469 7470
        assert isinstance(loss, Variable), "The loss should be an Variable."
        assert (
            parameter_list is None
        ), "The parameter_list should be None when using GradientMergeOptimizer"
        assert (
            no_grad_set is None
        ), "The no_grad_set should be None when using GradientMergeOptimizer"

        params_grads = self.inner_optimizer.backward(
7471 7472
            loss, startup_program=startup_program
        )
7473 7474 7475 7476 7477 7478 7479 7480 7481 7482 7483
        return params_grads

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

    def _is_the_backward_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        backward = core.op_proto_and_checker_maker.OpRole.Backward
7484 7485 7486
        if op_maker.kOpRoleVarAttrName() in op.attr_names and int(
            op.all_attrs()[op_maker.kOpRoleAttrName()]
        ) == int(backward):
7487 7488 7489 7490 7491 7492
            return True
        return False

    def _remove_op_role_var(self, param, grad):
        op_maker = core.op_proto_and_checker_maker
        op = grad.op
7493 7494 7495 7496 7497
        assert self._is_the_backward_op(
            op
        ), 'grad.op={} is not the backward op which produces the grad={}'.format(
            op, grad.name
        )
7498 7499 7500

        block = grad.block
        var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
7501 7502 7503 7504 7505 7506 7507 7508 7509 7510
        assert (
            param.name in var_attr
        ), 'when using GradientMergeOptimizer, param={} must be in var_attr={}'.format(
            param.name, var_attr
        )
        assert (
            grad.name in var_attr
        ), 'when using GradientMergeOptimizer, grad={} must be in var_attr={}'.format(
            param.name, var_attr
        )
7511 7512 7513 7514 7515 7516 7517 7518 7519 7520 7521 7522 7523 7524 7525 7526 7527 7528 7529 7530 7531 7532 7533 7534 7535 7536

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

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

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

    def _get_gm_cond_var(self, main_block):
        # Add const var
7537
        k_step_var = paddle.static.create_global_var(
7538 7539 7540 7541 7542 7543 7544 7545
            name="gradient_merge_k",
            shape=[1],
            value=int(self.k_steps),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )

7546
        zero_var = paddle.static.create_global_var(
7547 7548 7549 7550 7551 7552 7553
            name="gradient_merge_zero",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )
7554 7555

        # Add step var & cond var
7556
        step_var = paddle.static.create_global_var(
7557 7558 7559 7560 7561 7562 7563
            name="gradient_merge_step",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )
7564

7565 7566 7567
        cond_var = main_block.create_var(
            name="gradient_merge_cond", shape=[1], dtype='bool'
        )
7568 7569 7570

        with device_guard("cpu"):
            # step_var = (step_var + 1) % k_step
7571
            paddle.increment(x=step_var, value=1.0)
7572 7573 7574 7575 7576 7577
            main_block.append_op(
                type='elementwise_mod',
                inputs={'X': step_var, 'Y': k_step_var},
                outputs={'Out': step_var},
                attrs={'axis': -1, 'use_mkldnn': False},
            )
7578 7579

            # cond_var = (step_var == 0)
7580 7581 7582 7583 7584
            main_block.append_op(
                type='equal',
                inputs={'X': step_var, 'Y': zero_var},
                outputs={'Out': cond_var},
            )
7585 7586 7587 7588 7589 7590 7591 7592 7593 7594

        return cond_var

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

        cond = self._get_gm_cond_var(main_block)
7595

7596
        # TODO(mapingshuo) support sparse embedding
7597 7598
        # step1: remove grad.op's op_role_var
        for param, grad in params_grads:
7599
            assert (
7600
                param.type != core.VarDesc.VarType.SELECTED_ROWS
7601 7602
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

7603
            self._remove_op_role_var(param, grad)
7604

7605
        param_to_grad = {k.name: v for (k, v) in params_grads}
7606 7607 7608
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

7609 7610 7611 7612 7613
        new_params_grads = []
        # step2: create gradient_merge var and init with 0
        # and update op_role_var
        for param, grad in params_grads:
            param_name = param.name
7614
            param_var = main_block.var(param_name)
7615 7616 7617 7618 7619 7620 7621
            assert param_var is not None
            gradient_merge_var = main_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True,
            )
7622
            param_to_gradient_merge[param_name] = gradient_merge_var
7623

7624 7625 7626 7627
            startup_gradient_merge_var = startup_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
7628 7629 7630 7631 7632 7633 7634 7635 7636 7637 7638
                persistable=True,
            )
            startup_block.append_op(
                type="fill_constant",
                outputs={"Out": startup_gradient_merge_var},
                attrs={
                    "shape": param_var.shape,
                    "dtype": param_var.dtype,
                    "value": float(0),
                },
            )
7639

7640 7641 7642
            # grad_merge += grad
            new_grad_op = main_block.append_op(
                type="elementwise_add",
7643
                inputs={'X': grad, 'Y': gradient_merge_var},
7644
                outputs={'Out': gradient_merge_var},
7645 7646 7647 7648 7649
                attrs={'axis': -1, 'use_mkldnn': False},
            )
            self._add_gm_op_role_var(
                new_grad_op, param, gradient_merge_var, cond
            )
7650 7651 7652 7653 7654 7655 7656 7657
            new_params_grads.append([param, gradient_merge_var])

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

            # cur_block's forward_block & backward_block is itself
            cur_block._set_forward_block_idx(cur_block_idx)
7658
            op_maker = core.op_proto_and_checker_maker
7659 7660 7661 7662

            if self.avg:
                for param, new_grad in new_params_grads:
                    # grad /= k_steps
7663 7664 7665 7666 7667 7668 7669 7670 7671 7672 7673 7674 7675
                    cur_block.append_op(
                        type='scale',
                        inputs={'X': new_grad},
                        outputs={'Out': new_grad},
                        attrs={
                            'scale': 1.0 / self.k_steps,
                            'bias': 0.0,
                            'bias_after_scale': False,
                        },
                    )
                    new_grad.op._set_attr(
                        op_maker.kOpRoleAttrName(), op_maker.OpRole.Backward
                    )
7676

7677 7678 7679 7680 7681 7682
            for param, new_grad in new_params_grads:
                # NOTE. regularization will append ops to grad.block,
                # while new_grad's real block is global_block,
                # but we want append regularization ops to cur_block,
                # so we set new_grad.block = cur_block
                new_grad.block = cur_block
7683

7684
            self._optimize_ops = self.inner_optimizer.apply_gradients(
7685 7686
                new_params_grads
            )
7687

7688 7689
            # clear gradient_merge_vars
            for param, new_grad in new_params_grads:
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                layers.fill_constant(
                    shape=new_grad.shape,
                    dtype=new_grad.dtype,
                    value=0.0,
                    out=new_grad,
                )
                new_grad.op._set_attr(
                    op_maker.kOpRoleAttrName(), op_maker.OpRole.Optimize
                )
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        # step3. apply gradient
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        paddle.static.nn.cond(cond, true_fn=true_apply_gradient, false_fn=None)
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        return self._optimize_ops

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

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        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
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        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
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        return optimize_ops, params_grads