lr.py 57.8 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
# Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import math
import numpy
import warnings
from paddle import Tensor

__all__ = [
21 22 23 24
    'LRScheduler', 'NoamDecay', 'PiecewiseDecay', 'NaturalExpDecay',
    'InverseTimeDecay', 'PolynomialDecay', 'LinearWarmup', 'ExponentialDecay',
    'MultiStepDecay', 'StepDecay', 'LambdaDecay', 'ReduceOnPlateau',
    'CosineAnnealingDecay'
25 26 27
]


28 29 30 31 32
class LRScheduler(object):
    """

    LRScheduler Base class. Define the common interface of a learning rate scheduler.

Z
Zhou Wei 已提交
33
    User can import it by ``from paddle.optimizer.lr import LRScheduler`` ,
34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52

    then overload it for your subclass and have a custom implementation of ``get_lr()`` .

    Otherwise, an ``NotImplementedError`` exception will be thrown.

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .

    Returns:
        instance to schedule learning rate.

    Examples:
        Here is an example of a simple ``StepDecay`` implementation. 
        
        .. code-block:: python
            
            import paddle
Z
Zhou Wei 已提交
53
            from paddle.optimizer.lr import LRScheduler
54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75

            class StepDecay(LRScheduler):
                def __init__(self,
                            learning_rate,
                            step_size,
                            gamma=0.1,
                            last_epoch=-1,
                            verbose=False):
                    if not isinstance(step_size, int):
                        raise TypeError(
                            "The type of 'step_size' must be 'int', but received %s." %
                            type(step_size))
                    if gamma >= 1.0:
                        raise ValueError('gamma should be < 1.0.')

                    self.step_size = step_size
                    self.gamma = gamma
                    super(StepDecay, self).__init__(learning_rate, last_epoch, verbose)

                def get_lr(self):
                    i = self.last_epoch // self.step_size
                    return self.base_lr * (self.gamma**i)
76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93

    """

    def __init__(self, learning_rate=0.1, last_epoch=-1, verbose=False):
        if not isinstance(learning_rate, (float, int)):
            raise TypeError(
                "The type of learning rate must be float, but received {}".
                format(type(learning_rate)))
        self.base_lr = float(learning_rate)
        self.last_lr = float(learning_rate)
        self.last_epoch = last_epoch
        self.verbose = verbose
        self._var_name = None

        self.step()

    def __call__(self):
        """ 
94
        Return lastest computed learning rate on current epoch.
95 96 97 98 99
        """
        return self.last_lr

    def step(self, epoch=None):
        """
100 101 102

        ``step`` should be called after ``optimizer.step`` . It will update the learning rate in optimizer according to current ``epoch`` .  
        The new learning rate will take effect on next ``optimizer.step`` .
103 104 105 106 107 108

        Args:
            epoch (int, None): specify current epoch. Default: None. Auto-increment from last_epoch=-1.

        Returns:
            None
109

110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126
        """
        if epoch is None:
            self.last_epoch += 1
            self.last_lr = self.get_lr()
        else:
            self.last_epoch = epoch
            if hasattr(self, "_get_closed_form_lr"):
                self.last_lr = self._get_closed_form_lr()
            else:
                self.last_lr = self.get_lr()

        if self.verbose:
            print('Epoch {}: {} set learning rate to {}.'.format(
                self.last_epoch, self.__class__.__name__, self.last_lr))

    def state_dict(self):
        """
127

128 129
        Returns the state of the scheduler as a :class:`dict`.

130
        It is a subset of ``self.__dict__`` .
131
        """
132
        self.state_keys()
133 134 135 136 137 138 139 140 141 142 143 144 145 146 147
        state_dict = {}
        for key in self.keys:
            if key not in self.__dict__:
                continue
            value = self.__dict__[key]
            if isinstance(value, Tensor):
                assert value.shape == [
                    1
                ], "shape of Tensor in state_dict must be [1] {}".format(
                    value.shape)
                value = value.numpy()[0]
            state_dict[key] = value

        return state_dict

148
    # For those subclass who overload LRScheduler, "last_epoch, last_lr" will be saved by default.
149
    # (Note): you can change it for your subclass.
150
    def state_keys(self):
151
        """
152 153 154 155 156 157 158

        For those subclass who overload ``LRScheduler`` (Base Class). Acquiescently, "last_epoch, last_lr" will be saved by ``self.keys = ['last_epoch', 'last_lr']`` .

        ``last_epoch`` is the current epoch num, and ``last_lr`` is the current learning rate.

        If you want to change the default behavior, you should have a custom implementation of ``_state_keys()`` to redefine ``self.keys`` .

159 160 161
        """
        self.keys = ['last_epoch', 'last_lr']

162
    def set_state_dict(self, state_dict):
163
        """
164

165 166
        Loads the schedulers state.
        """
167
        self.state_keys()
168 169 170 171 172 173 174 175 176 177 178 179
        for key in self.keys:
            if key in state_dict:
                self.__dict__[key] = state_dict[key]
            else:
                raise RuntimeError(
                    "Please check whether state_dict is correct for optimizer. Can't find [ {} ] in state_dict".
                    format(key))
        if len(state_dict) > len(self.keys):
            warnings.warn(
                "There are some unused values in state_dict. Maybe the optimizer have different 'LearningRateDecay' when invoking state_dict and set_dict"
            )

180 181
    # alias for set_state_dict
    set_dict = set_state_dict
182 183

    def get_lr(self):
184 185 186 187 188 189
        """
        
        For those subclass who overload ``LRScheduler`` (Base Class), User should have a custom implementation of ``get_lr()`` .

        Otherwise, an ``NotImplementedError`` exception will be thrown.
        """
190 191 192 193
        # calculate by python float
        raise NotImplementedError


194
class NoamDecay(LRScheduler):
195 196
    """

197
    Applies Noam Decay to the initial learning rate. 
198 199 200 201 202 203 204 205 206 207 208 209 210 211 212

    The algorithm can be described as following.

    .. math::

        new\_learning\_rate = learning\_rate * d_{model}^{-0.5} * min(epoch^{-0.5}, epoch * warmup\_steps^{-1.5})

    Please reference `attention is all you need <https://arxiv.org/pdf/1706.03762.pdf>`_ 


    Args:
        d$_{model}$(int): The dimensionality of input and output feature vector of model. It is a python int number.
        warmup_steps(int): The number of warmup steps. A super parameter. It is a python int number
        learning_rate (float): The initial learning rate. It is a python float number. Default: 1.0.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
213
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
214 215

    Returns:
216
        ``NoamDecay`` instance to schedule learning rate.
217 218 219 220 221 222 223

    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

224
            # train on default dynamic graph mode
225
            linear = paddle.nn.Linear(10, 10)
226 227
            scheduler = paddle.optimizer.lr.NoamDecay(d_model=0.01, warmup_steps=100, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
228 229
            for epoch in range(20):
                for batch_id in range(2):
230
                    x = paddle.uniform([10, 10])
231
                    out = linear(x)
C
chentianyu03 已提交
232
                    loss = paddle.mean(out)
233
                    loss.backward()
234 235
                    sgd.step()
                    sgd.clear_gradients()
236 237
                scheduler.step()

238
            # train on static graph mode
239 240 241 242
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
243 244
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
245 246
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
247
                scheduler = paddle.optimizer.lr.NoamDecay(d_model=0.01, warmup_steps=100, verbose=True)
248 249 250 251 252 253 254 255 256 257 258 259 260
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
261
                        fetch_list=loss.name)
262 263 264 265 266 267 268 269 270 271 272 273
                scheduler.step()

    """

    def __init__(self,
                 d_model,
                 warmup_steps,
                 learning_rate=1.0,
                 last_epoch=-1,
                 verbose=False):
        self.d_model = d_model
        self.warmup_steps = warmup_steps
274
        super(NoamDecay, self).__init__(learning_rate, last_epoch, verbose)
275 276 277 278 279 280 281 282 283 284

    def get_lr(self):
        if self.last_epoch == 0:
            a = 1
        else:
            a = self.last_epoch**-0.5
        b = self.warmup_steps**-1.5 * self.last_epoch
        return self.base_lr * (self.d_model**-0.5) * min(a, b)


285
class PiecewiseDecay(LRScheduler):
286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307
    """

    Piecewise learning rate scheduler.

    The algorithm can be described as the code below:

    .. code-block:: text

        boundaries = [100, 200]
        values = [1.0, 0.5, 0.1]
        if epoch < 100:
            learning_rate = 1.0
        elif 100 <= global_step < 200:
            learning_rate = 0.5
        else:
            learning_rate = 0.1

    Args:
        boundaries(list): A list of steps numbers. The type of element in the list is python int. 
        values(list): A list of learning rate values that will be picked during different epoch boundaries. 
            The type of element in the list is python float.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
308
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
309 310

    Returns:
311
        ``PiecewiseDecay`` instance to schedule learning rate.
312 313 314 315 316 317 318 319

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

320
            # train on default dynamic graph mode
321
            linear = paddle.nn.Linear(10, 10)
322 323
            scheduler = paddle.optimizer.lr.PiecewiseDecay(boundaries=[3, 6, 9], values=[0.1, 0.2, 0.3, 0.4], verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
324 325
            for epoch in range(20):
                for batch_id in range(2):
326
                    x = paddle.uniform([10, 10])
327
                    out = linear(x)
C
chentianyu03 已提交
328
                    loss = paddle.mean(out)
329
                    loss.backward()
330 331
                    sgd.step()
                    sgd.clear_gradients()
332 333
                scheduler.step()

334
            # train on static graph mode
335 336 337 338
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
339 340
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
341 342
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
343
                scheduler = paddle.optimizer.lr.PiecewiseDecay(boundaries=[3, 6, 9], values=[0.1, 0.2, 0.3, 0.4], verbose=True)
344 345 346 347 348 349 350 351 352 353 354 355 356
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
357
                        fetch_list=loss.name)
358 359 360 361 362 363
                scheduler.step()
    """

    def __init__(self, boundaries, values, last_epoch=-1, verbose=False):
        self.boundaries = boundaries
        self.values = values
364
        super(PiecewiseDecay, self).__init__(
365 366 367 368 369 370 371 372 373
            last_epoch=last_epoch, verbose=verbose)

    def get_lr(self):
        for i in range(len(self.boundaries)):
            if self.last_epoch < self.boundaries[i]:
                return self.values[i]
        return self.values[len(self.values) - 1]


374
class NaturalExpDecay(LRScheduler):
375 376 377 378 379 380 381 382
    """

    Applies natural exponential decay to the initial learning rate.
    
    The algorithm can be described as following:

    .. math::

383
        new\_learning\_rate = learning\_rate * e^{- gamma * epoch}
384 385 386 387 388

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        gamma (float, optional): A Ratio to update the learning rate. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
389
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
390 391

    Returns:
392
        ``NaturalExpDecay`` instance to schedule learning rate.
393 394 395 396 397 398 399 400

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

401
            # train on default dynamic graph mode
402
            linear = paddle.nn.Linear(10, 10)
403 404
            scheduler = paddle.optimizer.lr.NaturalExpDecay(learning_rate=0.5, gamma=0.1, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
405 406
            for epoch in range(20):
                for batch_id in range(2):
407
                    x = paddle.uniform([10, 10])
408
                    out = linear(x)
C
chentianyu03 已提交
409
                    loss = paddle.mean(out)
410
                    loss.backward()
411 412
                    sgd.step()
                    sgd.clear_gradients()
413 414
                scheduler.step()

415
            # train on static graph mode
416 417 418 419
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
420 421
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
422 423
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
424
                scheduler = paddle.optimizer.lr.NaturalExpDecay(learning_rate=0.5, gamma=0.1, verbose=True)
425 426 427 428 429 430 431 432 433 434 435 436 437
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
438
                        fetch_list=loss.name)
439 440 441 442 443
                scheduler.step()
    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
444 445
        super(NaturalExpDecay, self).__init__(learning_rate, last_epoch,
                                              verbose)
446 447 448 449 450

    def get_lr(self):
        return self.base_lr * math.exp(-1 * self.gamma * self.last_epoch)


451
class InverseTimeDecay(LRScheduler):
452 453 454 455 456 457 458 459 460 461 462 463 464 465 466
    """

    Applies inverse time decay to the initial learning rate.

    The algorithm can be described as following:

    .. math::

        new\_learning\_rate = \\frac{learning\_rate}{1 + gamma * epoch}

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
467
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
468 469

    Returns:
470
        ``InverseTimeDecay`` instance to schedule learning rate.
471 472 473 474 475 476 477 478

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

479
            # train on default dynamic graph mode
480
            linear = paddle.nn.Linear(10, 10)
481 482
            scheduler = paddle.optimizer.lr.InverseTimeDecay(learning_rate=0.5, gamma=0.1, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
483 484
            for epoch in range(20):
                for batch_id in range(2):
485
                    x = paddle.uniform([10, 10])
486
                    out = linear(x)
C
chentianyu03 已提交
487
                    loss = paddle.mean(out)
488
                    loss.backward()
489 490
                    sgd.step()
                    sgd.clear_gradients()
491 492
                scheduler.step()

493
            # train on static graph mode
494 495 496 497
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
498 499
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
500 501
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
502
                scheduler = paddle.optimizer.lr.InverseTimeDecay(learning_rate=0.5, gamma=0.1, verbose=True)
503 504 505 506 507 508 509 510 511 512 513 514 515
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
516
                        fetch_list=loss.name)
517 518 519 520 521 522
                scheduler.step()

    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
523 524
        super(InverseTimeDecay, self).__init__(learning_rate, last_epoch,
                                               verbose)
525 526 527 528 529

    def get_lr(self):
        return self.base_lr / (1 + self.gamma * self.last_epoch)


530
class PolynomialDecay(LRScheduler):
531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561
    """

    Applies polynomial decay to the initial learning rate.

    The algorithm can be described as following.

    If cycle is set to True, then:

    .. math::

        decay\_steps & = decay\_steps * math.ceil(\\frac{epoch}{decay\_steps}) 

        new\_learning\_rate & = (learning\_rate-end\_lr)*(1-\\frac{epoch}{decay\_steps})^{power}+end\_lr

    If cycle is set to False, then:

    .. math::

        epoch & = min(epoch, decay\_steps) 

        new\_learning\_rate & = (learning\_rate-end\_lr)*(1-\\frac{epoch}{decay\_steps})^{power}+end\_lr


    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        decay_steps(int): The decay step size. It determines the decay cycle.
        end_lr(float, optional): The minimum final learning rate. Default: 0.0001.
        power(float, optional): Power of polynomial. Default: 1.0.
        cycle(bool, optional): Whether the learning rate rises again. If True, then the learning rate will rise when it decrease 
            to ``end_lr`` .  If False, the learning rate is monotone decreasing. Default: False.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
562
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
563 564

    Returns:
565
        ``PolynomialDecay`` instance to schedule learning rate.
566 567 568 569 570 571 572 573

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

574
            # train on default dynamic graph mode
575
            linear = paddle.nn.Linear(10, 10)
576 577
            scheduler = paddle.optimizer.lr.PolynomialDecay(learning_rate=0.5, decay_steps=20, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
578 579
            for epoch in range(20):
                for batch_id in range(2):
580
                    x = paddle.uniform([10, 10])
581
                    out = linear(x)
C
chentianyu03 已提交
582
                    loss = paddle.mean(out)
583
                    loss.backward()
584 585
                    sgd.step()
                    sgd.clear_gradients()
586 587
                scheduler.step()

588
            # train on static graph mode
589 590 591 592
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
593 594
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
595 596
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
597
                scheduler = paddle.optimizer.lr.PolynomialDecay(learning_rate=0.5, decay_steps=20, verbose=True)
598 599 600 601 602 603 604 605 606 607 608 609 610
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
611
                        fetch_list=loss.name)
612 613 614 615 616 617 618 619 620 621 622 623 624 625 626
                scheduler.step()
    """

    def __init__(self,
                 learning_rate,
                 decay_steps,
                 end_lr=0.0001,
                 power=1.0,
                 cycle=False,
                 last_epoch=-1,
                 verbose=False):
        self.decay_steps = decay_steps
        self.end_lr = end_lr
        self.power = power
        self.cycle = cycle
627 628
        super(PolynomialDecay, self).__init__(learning_rate, last_epoch,
                                              verbose)
629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647

    def get_lr(self):
        tmp_epoch_num = self.last_epoch
        tmp_decay_steps = self.decay_steps
        if self.cycle:
            div_res = math.ceil(
                float(self.last_epoch) / float(self.decay_steps))

            if self.last_epoch == 0:
                div_res = 1
            tmp_decay_steps = self.decay_steps * div_res
        else:
            tmp_epoch_num = min(self.last_epoch, self.decay_steps)

        return (self.base_lr - self.end_lr) * (
            (1 - float(tmp_epoch_num) / float(tmp_decay_steps)
             )**self.power) + self.end_lr


648
class LinearWarmup(LRScheduler):
649 650 651 652 653 654 655
    """

    Linear learning rate warm up strategy. Update the learning rate preliminarily before the normal learning rate scheduler.
    For more information, please refer to `Bag of Tricks for Image Classification with Convolutional Neural Networks <https://arxiv.org/abs/1812.01187>`_
    
    When epoch < warmup_steps, learning rate is updated as:
    
656
    .. math::
657
    
658
            lr = start\_lr + (end\_lr - start\_lr) * \\frac{epoch}{warmup\_steps}
659 660 661 662 663
    
    where start_lr is the initial learning rate, and end_lr is the final learning rate;
    
    When epoch >= warmup_steps, learning rate is updated as:
    
664
    .. math::
665 666 667
    
            lr = learning_rate
    
668
    where ``learning_rate`` is float or any subclass of ``LRScheduler`` .
669 670

    Args:
671
        learning_rate (float|LRScheduler): The learning rate after warm-up. It is a python float number or any subclass of ``LRScheduler`` .
672 673 674 675
        warmup_steps (int): total steps of warm up.
        start_lr (float): Initial learning rate of warm up.
        end_lr (float): Final learning rate of warm up.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
676
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
677 678

    Returns:
679
        ``LinearWarmup`` instance to schedule learning rate.
680 681 682 683 684 685 686 687

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

688
            # train on default dynamic graph mode
689
            linear = paddle.nn.Linear(10, 10)
690
            scheduler = paddle.optimizer.lr.LinearWarmup(
691
                    learning_rate=0.5, warmup_steps=20, start_lr=0, end_lr=0.5, verbose=True)
692
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
693 694
            for epoch in range(20):
                for batch_id in range(2):
695
                    x = paddle.uniform([10, 10])
696
                    out = linear(x)
C
chentianyu03 已提交
697
                    loss = paddle.mean(out)
698
                    loss.backward()
699 700
                    sgd.step()
                    sgd.clear_gradients()
701 702
                scheduler.step()

703
            # train on static graph mode
704 705 706 707
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
708 709
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
710 711
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
712
                scheduler = paddle.optimizer.lr.LinearWarmup(
713 714 715 716 717 718 719 720 721 722 723 724 725 726
                    learning_rate=0.5, warmup_steps=20, start_lr=0, end_lr=0.5, verbose=True)
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
727
                        fetch_list=loss.name)
728
                scheduler.step()
729 730 731 732 733 734 735 736 737 738
    """

    def __init__(self,
                 learning_rate,
                 warmup_steps,
                 start_lr,
                 end_lr,
                 last_epoch=-1,
                 verbose=False):
        type_check = isinstance(learning_rate, float) or isinstance(
739
            learning_rate, int) or isinstance(learning_rate, LRScheduler)
740 741
        if not type_check:
            raise TypeError(
742
                "the type of learning_rate should be [int, float or LRScheduler], the current type is {}".
743 744 745 746 747 748 749
                format(learning_rate))
        self.learning_rate = learning_rate
        self.warmup_steps = warmup_steps
        self.start_lr = start_lr
        self.end_lr = end_lr
        assert end_lr > start_lr, "end_lr {} must be greater than start_lr {}".format(
            end_lr, start_lr)
750
        super(LinearWarmup, self).__init__(start_lr, last_epoch, verbose)
751

752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770
    def state_dict(self):
        """
        Returns the state of the LinearWarmup scheduler as a :class:`dict`.

        It is a subset of ``self.__dict__`` .
        """
        state_dict = super(LinearWarmup, self).state_dict()
        if isinstance(self.learning_rate, LRScheduler):
            state_dict["LinearWarmup_LR"] = self.learning_rate.state_dict()
        return state_dict

    def set_state_dict(self, state_dict):
        """
        Loads state_dict for LinearWarmup scheduler.
        """
        super(LinearWarmup, self).set_state_dict(state_dict)
        if isinstance(self.learning_rate, LRScheduler):
            self.learning_rate.set_state_dict(state_dict["LinearWarmup_LR"])

771 772 773 774 775
    def get_lr(self):
        if self.last_epoch < self.warmup_steps:
            return (self.end_lr - self.start_lr) * float(
                self.last_epoch) / float(self.warmup_steps) + self.start_lr
        else:
776
            if isinstance(self.learning_rate, LRScheduler):
777
                lr_value = self.learning_rate()
778
                self.learning_rate.step()
779
                return lr_value
780 781 782 783

            return self.learning_rate


784
class ExponentialDecay(LRScheduler):
785 786
    """

787
    Update learning rate by `gamma` each epoch.
788 789 790 791 792 793 794 795 796

    The algorithm can be described as following.
    
    .. math::

        new\_learning\_rate = last\_learning\_rate * gamma

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
797 798
        gamma (float): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0.
799
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
800
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
801 802

    Returns:
803
        ``ExponentialDecay`` instance to schedule learning rate.
804 805 806 807 808 809 810 811

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

812
            # train on default dynamic graph mode
813
            linear = paddle.nn.Linear(10, 10)
814 815
            scheduler = paddle.optimizer.lr.ExponentialDecay(learning_rate=0.5, gamma=0.9, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
816 817
            for epoch in range(20):
                for batch_id in range(2):
818
                    x = paddle.uniform([10, 10])
819
                    out = linear(x)
C
chentianyu03 已提交
820
                    loss = paddle.mean(out)
821
                    loss.backward()
822 823
                    sgd.step()
                    sgd.clear_gradients()
824 825
                scheduler.step()

826
            # train on static graph mode
827 828 829 830
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
831 832
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
833 834
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
835
                scheduler = paddle.optimizer.lr.ExponentialDecay(learning_rate=0.5, gamma=0.9, verbose=True)
836 837 838 839 840 841 842 843 844 845 846 847 848
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
849
                        fetch_list=loss.name)
850 851 852 853 854
                scheduler.step()
    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
855 856
        super(ExponentialDecay, self).__init__(learning_rate, last_epoch,
                                               verbose)
857 858 859 860 861

    def get_lr(self):
        return self.base_lr * (self.gamma**self.last_epoch)


862
class MultiStepDecay(LRScheduler):
863
    """
864
    Update the learning rate by ``gamma`` once ``epoch`` reaches one of the milestones.
865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5
        milestones = [30, 50]
        gamma = 0.1
        if epoch < 30:
            learning_rate = 0.5
        elif epoch < 50:
            learning_rate = 0.05
        else:
            learning_rate = 0.005

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        milestones (tuple|list): List or tuple of each boundaries. Must be increasing.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
886
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
887 888 889
        

    Returns:
890
        ``MultiStepDecay`` instance to schedule learning rate.
891 892 893 894 895 896 897 898

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

899
            # train on default dynamic graph mode
900
            linear = paddle.nn.Linear(10, 10)
901 902
            scheduler = paddle.optimizer.lr.MultiStepDecay(learning_rate=0.5, milestones=[2, 4, 6], gamma=0.8, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
903 904
            for epoch in range(20):
                for batch_id in range(2):
905
                    x = paddle.uniform([10, 10])
906
                    out = linear(x)
C
chentianyu03 已提交
907
                    loss = paddle.mean(out)
908
                    loss.backward()
909 910
                    sgd.step()
                    sgd.clear_gradients()
911 912
                scheduler.step()

913
            # train on static graph mode
914 915 916 917
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
918 919
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
920 921
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
922
                scheduler = paddle.optimizer.lr.MultiStepDecay(learning_rate=0.5, milestones=[2, 4, 6], gamma=0.8, verbose=True)
923 924 925 926 927 928 929 930 931 932 933 934 935
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
936
                        fetch_list=loss.name)
937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960
                scheduler.step()
    """

    def __init__(self,
                 learning_rate,
                 milestones,
                 gamma=0.1,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(milestones, (tuple, list)):
            raise TypeError(
                "The type of 'milestones' in 'MultiStepDecay' must be 'tuple, list', but received %s."
                % type(milestones))

        if not all([
                milestones[i] < milestones[i + 1]
                for i in range(len(milestones) - 1)
        ]):
            raise ValueError('The elements of milestones must be incremented')
        if gamma >= 1.0:
            raise ValueError('gamma should be < 1.0.')

        self.milestones = milestones
        self.gamma = gamma
961
        super(MultiStepDecay, self).__init__(learning_rate, last_epoch, verbose)
962 963 964 965 966 967 968 969

    def get_lr(self):
        for i in range(len(self.milestones)):
            if self.last_epoch < self.milestones[i]:
                return self.base_lr * (self.gamma**i)
        return self.base_lr * (self.gamma**len(self.milestones))


970
class StepDecay(LRScheduler):
971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992
    """
    Update the learning rate of ``optimizer`` by ``gamma`` every ``step_size`` number of epoch.

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5
        step_size = 30
        gamma = 0.1

        learning_rate = 0.5     if epoch < 30
        learning_rate = 0.05    if 30 <= epoch < 60
        learning_rate = 0.005   if 60 <= epoch < 90
        ...

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        step_size (int): the interval to update.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
993
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
994 995

    Returns:
996
        ``StepDecay`` instance to schedule learning rate.
997 998 999 1000 1001 1002 1003 1004 1005


    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1006
            # train on default dynamic graph mode
1007
            linear = paddle.nn.Linear(10, 10)
1008 1009
            scheduler = paddle.optimizer.lr.StepDecay(learning_rate=0.5, step_size=5, gamma=0.8, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1010 1011
            for epoch in range(20):
                for batch_id in range(2):
1012
                    x = paddle.uniform([10, 10])
1013
                    out = linear(x)
C
chentianyu03 已提交
1014
                    loss = paddle.mean(out)
1015
                    loss.backward()
1016 1017
                    sgd.step()
                    sgd.clear_gradients()
1018 1019
                scheduler.step()

1020
            # train on static graph mode
1021 1022 1023 1024
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1025 1026
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1027 1028
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1029
                scheduler = paddle.optimizer.lr.StepDecay(learning_rate=0.5, step_size=5, gamma=0.8, verbose=True)
1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1043
                        fetch_list=loss.name)
1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061
                scheduler.step()
    """

    def __init__(self,
                 learning_rate,
                 step_size,
                 gamma=0.1,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(step_size, int):
            raise TypeError(
                "The type of 'step_size' must be 'int', but received %s." %
                type(step_size))
        if gamma >= 1.0:
            raise ValueError('gamma should be < 1.0.')

        self.step_size = step_size
        self.gamma = gamma
1062
        super(StepDecay, self).__init__(learning_rate, last_epoch, verbose)
1063 1064 1065 1066 1067 1068

    def get_lr(self):
        i = self.last_epoch // self.step_size
        return self.base_lr * (self.gamma**i)


1069
class LambdaDecay(LRScheduler):
1070 1071 1072 1073 1074 1075 1076 1077 1078 1079
    """
    Sets the learning rate of ``optimizer`` by function ``lr_lambda`` . ``lr_lambda`` is funciton which receives ``epoch`` .

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5        # init learning_rate
        lr_lambda = lambda epoch: 0.95 ** epoch

1080 1081 1082
        learning_rate = 0.5        # epoch 0, 0.5*0.95**0
        learning_rate = 0.475      # epoch 1, 0.5*0.95**1
        learning_rate = 0.45125    # epoch 2, 0.5*0.95**2
1083 1084 1085 1086 1087

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        lr_lambda (function): A function which computes a factor by ``epoch`` , and then multiply the initial learning rate by this factor.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1088
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1089 1090
    
    Returns:
1091
        ``LambdaDecay`` instance to schedule learning rate.
1092 1093 1094 1095 1096 1097 1098 1099

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1100
            # train on default dynamic graph mode
1101
            linear = paddle.nn.Linear(10, 10)
1102 1103
            scheduler = paddle.optimizer.lr.LambdaDecay(learning_rate=0.5, lr_lambda=lambda x:0.95**x, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1104 1105
            for epoch in range(20):
                for batch_id in range(2):
1106
                    x = paddle.uniform([10, 10])
1107
                    out = linear(x)
C
chentianyu03 已提交
1108
                    loss = paddle.mean(out)
1109
                    loss.backward()
1110 1111
                    sgd.step()
                    sgd.clear_gradients()
1112 1113
                scheduler.step()

1114
            # train on static graph mode
1115 1116 1117 1118
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1119 1120
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1121 1122
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1123
                scheduler = paddle.optimizer.lr.LambdaDecay(learning_rate=0.5, lr_lambda=lambda x:0.95**x, verbose=True)
1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1137
                        fetch_list=loss.name)
1138 1139 1140 1141 1142 1143 1144
                scheduler.step()

    """

    def __init__(self, learning_rate, lr_lambda, last_epoch=-1, verbose=False):
        if not callable(lr_lambda):
            raise TypeError(
1145
                "The type of 'lr_lambda' in 'LambdaDecay' must be 'function', but received %s."
1146 1147 1148
                % type(lr_lambda))

        self.lr_lambda = lr_lambda
1149
        super(LambdaDecay, self).__init__(learning_rate, last_epoch, verbose)
1150 1151 1152 1153 1154

    def get_lr(self):
        return self.base_lr * self.lr_lambda(self.last_epoch)


1155
class ReduceOnPlateau(LRScheduler):
1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182
    """
    Reduce learning rate when ``metrics`` has stopped descending. Models often benefit from reducing the learning rate 
    by 2 to 10 times once model performance has no longer improvement.

    The ``metrics`` is the one which has been pass into ``step`` , it must be 1-D Tensor with shape [1]. When ``metrics`` 
    stop descending for a ``patience`` number of epochs, the learning rate will be reduced to ``learning_rate * factor`` . 
    (Specially, ``mode`` can also be set to ``'max`` , in this case, when ``metrics`` stop ascending for a ``patience`` 
    number of epochs, the learning rate will be reduced.)

    In addition, After each reduction, it will wait a ``cooldown`` number of epochs before resuming above operation.

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        mode (str, optional): ``'min'`` or ``'max'`` can be selected. Normally, it is ``'min'`` , which means that the 
            learning rate will reduce when ``loss`` stops descending. Specially, if it's set to ``'max'`` ,  the learning 
            rate will reduce when ``loss`` stops ascending. Default: ``'min'`` .
        factor (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * factor`` . 
            It should be less than 1.0. Default: 0.1.
        patience (int, optional): When ``loss`` doesn't improve for this number of epochs, learing rate will be reduced. 
            Default: 10.
        threshold (float, optional): ``threshold`` and ``threshold_mode`` will determine the minimum change of ``loss`` . 
            This make tiny changes of ``loss`` will be ignored. Default: 1e-4.
        threshold_mode (str, optional): ``'rel'`` or ``'abs'`` can be selected. In ``'rel'`` mode, the minimum change of ``loss``
            is ``last_loss * threshold`` , where ``last_loss`` is ``loss`` in last epoch. In ``'abs'`` mode, the minimum 
            change of ``loss`` is ``threshold`` . Default: ``'rel'`` .
        cooldown (int, optional): The number of epochs to wait before resuming normal operation. Default: 0.
        min_lr (float, optional): The lower bound of the learning rate after reduction. Default: 0.
1183 1184
        epsilon (float, optional): Minimal decay applied to lr. If the difference between new and old lr is smaller than epsilon, 
            the update is ignored. Default: 1e-8.
1185 1186 1187 1188
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False``.

    
    Returns:
1189
        ``ReduceOnPlateau`` instance to schedule learning rate.
1190 1191 1192 1193 1194 1195 1196 1197


    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

1198
            # train on default dynamic graph mode
1199
            linear = paddle.nn.Linear(10, 10)
1200 1201
            scheduler = paddle.optimizer.lr.ReduceOnPlateau(learning_rate=1.0, factor=0.5, patience=5, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1202 1203
            for epoch in range(20):
                for batch_id in range(2):
1204
                    x = paddle.uniform([10, 10])
1205
                    out = linear(x)
C
chentianyu03 已提交
1206
                    loss = paddle.mean(out)
1207
                    loss.backward()
1208 1209
                    sgd.step()
                    sgd.clear_gradients()
1210 1211
                scheduler.step(loss)

1212
            # train on static graph mode
1213 1214 1215 1216
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1217 1218
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1219 1220
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1221
                scheduler = paddle.optimizer.lr.ReduceOnPlateau(learning_rate=1.0, factor=0.5, patience=5, verbose=True)
1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1235
                        fetch_list=loss.name)
1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267
                scheduler.step(out[0])

    """

    def __init__(self,
                 learning_rate,
                 mode='min',
                 factor=0.1,
                 patience=10,
                 threshold=1e-4,
                 threshold_mode='rel',
                 cooldown=0,
                 min_lr=0,
                 epsilon=1e-8,
                 verbose=False):
        mode = mode.lower()
        if mode not in ['min', 'max']:
            raise ValueError('mode: ' + mode + ' is unknown!')
        self.mode = mode

        if factor >= 1.0:
            raise ValueError(
                'new_lr = origin_lr * gamma and gamma should be < 1.0.')
        self.factor = factor

        threshold_mode = threshold_mode.lower()
        if threshold_mode not in ['rel', 'abs']:
            raise ValueError('threshold mode: ' + threshold_mode +
                             ' is unknown!')
        self.threshold_mode = threshold_mode
        if not isinstance(learning_rate, (float, int)):
            raise TypeError(
1268
                "The type of 'learning_rate' in 'ReduceOnPlateau' must be 'float', but received %s."
1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290
                % type(learning_rate))

        self.verbose = verbose
        self.patience = patience
        self.threshold = threshold
        self.threshold_mode = threshold_mode
        self.cooldown = cooldown
        self.min_lr = min_lr
        self.epsilon = epsilon

        self.cooldown_counter = 0
        self.best = None
        self.num_bad_epochs = 0

        # Can not call Parent __init__, so implement here.
        self.base_lr = float(learning_rate)
        self.last_lr = float(learning_rate)
        self.last_epoch = 0
        self.verbose = verbose
        self._var_name = None

    # "cooldown_counter / best / num_bad_epochs / last_epoch / last_lr" will be stored.
1291
    def state_keys(self):
1292 1293 1294 1295 1296 1297 1298
        self.keys = [
            'cooldown_counter', 'best', 'num_bad_epochs', 'last_epoch',
            'last_lr'
        ]

    def step(self, metrics, epoch=None):
        """
1299
        step should be called after `optimizer.step()` . It will update the learning rate in optimizer according to ``metrics`` .  
1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311
        The new learning rate will take effect on next epoch.

        Args:
            metrics (Tensor|numpy.ndarray|float): Which will be monitored to determine whether the learning rate will reduce. 
                If it stop descending for a ``patience`` number of epochs, the learning rate will reduce. If it's 'Tensor' or
                'numpy.ndarray', its shape must be [1].
            epoch (int, None): specify current epoch. Default: None. Auto-increment from last_epoch=-1.

        Returns:
            None
        
        Examples:
1312
            Please refer to the example of current LRScheduler.
1313 1314 1315 1316 1317 1318
        """
        if epoch is None:
            self.last_epoch = self.last_epoch + 1
        else:
            self.last_epoch = epoch

1319
        # loss must be float, numpy.ndarray or 1-D Tensor with shape [1]
1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363
        if isinstance(metrics, (Tensor, numpy.ndarray)):
            assert len(metrics.shape) == 1 and metrics.shape[0] == 1, "the metrics.shape " \
                "should be (1L,), but the current metrics.shape is {}. Maybe that "  \
                "you should call paddle.mean to process it first.".format(loss.shape)
        elif not isinstance(metrics,
                            (int, float, numpy.float32, numpy.float64)):
            raise TypeError(
                "metrics must be 'int', 'float', 'np.float', 'numpy.ndarray' or 'paddle.Tensor', but receive {}".
                format(type(metrics)))

        if self.cooldown_counter > 0:
            self.cooldown_counter -= 1
        else:
            if self.best is None or self._is_better(metrics, self.best):
                self.best = metrics
                self.num_bad_epochs = 0
            else:
                self.num_bad_epochs += 1

            if self.num_bad_epochs > self.patience:
                self.cooldown_counter = self.cooldown
                self.num_bad_epochs = 0
                new_lr = max(self.last_lr * self.factor, self.min_lr)
                if self.last_lr - new_lr > self.epsilon:
                    self.last_lr = new_lr
                    if self.verbose:
                        print('Epoch {}: {} set learning rate to {}.'.format(
                            self.last_epoch, self.__class__.__name__,
                            self.last_lr))

    def _is_better(self, current, best):
        if self.mode == 'min' and self.threshold_mode == 'rel':
            return current < best - best * self.threshold

        elif self.mode == 'min' and self.threshold_mode == 'abs':
            return current < best - self.threshold

        elif self.mode == 'max' and self.threshold_mode == 'rel':
            return current > best + best * self.threshold

        else:
            return current > best + self.threshold


1364
class CosineAnnealingDecay(LRScheduler):
1365 1366 1367 1368
    """

    Set the learning rate using a cosine annealing schedule, where :math:`\eta_{max}` is set to 
    the initial learning_rate. :math:`T_{cur}` is the number of epochs since the last restart in 
1369
    SGDR.
1370 1371 1372 1373

    The algorithm can be described as following.

    .. math::
1374 1375 1376 1377 1378 1379 1380

        \\begin{aligned}
            \eta_t & = \eta_{min} + \\frac{1}{2}(\eta_{max} - \eta_{min})\left(1
            + \cos\left(\\frac{T_{cur}}{T_{max}}\pi\\right)\\right),
            & T_{cur} \\neq (2k+1)T_{max}; \\
            \eta_{t+1} & = \eta_{t} + \\frac{1}{2}(\eta_{max} - \eta_{min})
            \left(1 - \cos\left(\\frac{1}{T_{max}}\pi\\right)\\right),
1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391
            & T_{cur} = (2k+1)T_{max}.
        \end{aligned}
    
    It has been proposed in `SGDR: Stochastic Gradient Descent with Warm Restarts <https://arxiv.org/abs/1608.03983>`_. 
    Note that this only implements the cosine annealing part of SGDR, and not the restarts.
    
    Args:
        learning_rate (float): The initial learning rate, that is :math:`\eta_{max}` . It can be set to python float or int number.
        T_max (int): Maximum number of iterations. It is half of the decay cycle of learning rate.
        eta_min (float|int, optional): Minimum learning rate, that is :math:`\eta_{min}` . Default: 0.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1392
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1393 1394

    Returns:
1395
        ``CosineAnnealingDecay`` instance to schedule learning rate.
1396 1397 1398 1399 1400 1401 1402 1403

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1404
            # train on default dynamic graph mode
1405
            linear = paddle.nn.Linear(10, 10)
1406 1407
            scheduler = paddle.optimizer.lr.CosineAnnealingDecay(learning_rate=0.5, T_max=10, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1408 1409
            for epoch in range(20):
                for batch_id in range(2):
1410
                    x = paddle.uniform([10, 10])
1411
                    out = linear(x)
C
chentianyu03 已提交
1412
                    loss = paddle.mean(out)
1413
                    loss.backward()
1414 1415
                    sgd.step()
                    sgd.clear_gradients()
1416 1417
                scheduler.step()

1418
            # train on static graph mode
1419 1420 1421 1422
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1423 1424
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1425 1426
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1427
                scheduler = paddle.optimizer.lr.CosineAnnealingDecay(learning_rate=0.5, T_max=10, verbose=True)
1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
                for batch_id in range(2):
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1441
                        fetch_list=loss.name)
1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452
                scheduler.step()
    """

    def __init__(self,
                 learning_rate,
                 T_max,
                 eta_min=0,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(T_max, int):
            raise TypeError(
1453
                "The type of 'T_max' in 'CosineAnnealingDecay' must be 'int', but received %s."
1454 1455 1456
                % type(T_max))
        if not isinstance(eta_min, (float, int)):
            raise TypeError(
1457
                "The type of 'eta_min' in 'CosineAnnealingDecay' must be 'float, int', but received %s."
1458 1459 1460
                % type(eta_min))
        self.T_max = T_max
        self.eta_min = float(eta_min)
1461 1462
        super(CosineAnnealingDecay, self).__init__(learning_rate, last_epoch,
                                                   verbose)
1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477

    def get_lr(self):
        if self.last_epoch == 0:
            return self.base_lr
        elif (self.last_epoch - 1 - self.T_max) % (2 * self.T_max) == 0:
            return self.last_lr + (self.base_lr - self.eta_min) * (1 - math.cos(
                math.pi / self.T_max)) / 2

        return (1 + math.cos(math.pi * self.last_epoch / self.T_max)) / (
            1 + math.cos(math.pi * (self.last_epoch - 1) / self.T_max)) * (
                self.last_lr - self.eta_min) + self.eta_min

    def _get_closed_form_lr(self):
        return self.eta_min + (self.base_lr - self.eta_min) * (1 + math.cos(
            math.pi * self.last_epoch / self.T_max)) / 2