optimizer.py 160.6 KB
Newer Older
1
# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
D
dzhwinter 已提交
2
#
D
dzhwinter 已提交
3 4 5
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
D
dzhwinter 已提交
6
#
D
dzhwinter 已提交
7
#     http://www.apache.org/licenses/LICENSE-2.0
D
dzhwinter 已提交
8
#
D
dzhwinter 已提交
9 10 11 12 13
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
14 15

from __future__ import print_function
16

17
import numpy as np
18
from collections import defaultdict
19

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

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

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


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

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

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

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

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

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

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

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

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

            state_dict['global_step'] = var_temp
        return state_dict

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

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

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

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

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

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

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

        '''

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

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

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

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

                load_para = state_dict[var_tmp.name]

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

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

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

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

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

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

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

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
268 269 270 271 272 273
            else:
                if not isinstance(self._learning_rate, float):
                    raise TypeError(
                        "learning rate variable is create outside optimizer,"
                        "can not create new learning rate variable for new program"
                    )
Q
Qiao Longfei 已提交
274

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

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

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

298 299 300 301
    def _create_param_lr(self, param_and_grad):
        # create learning rate variable for every parameter
        param = param_and_grad[0]
        param_lr = param.optimize_attr['learning_rate']
W
Wu Yi 已提交
302 303
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
304
        else:
W
Wu Yi 已提交
305
            if param_lr == 1.0:
Y
yuyang18 已提交
306
                return self._global_learning_rate()
W
Wu Yi 已提交
307
            else:
X
Xin Pan 已提交
308 309 310
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
311
                    return self._global_learning_rate() * param_lr
312 313 314 315 316 317 318

    def _create_accumulators(self, block, parameters):
        """Create all accumulators needed by the parameters

        Args:
            block: the block in which the loss variable is present
            parameters: list of parameter variables for the optimizer
Q
Qiao Longfei 已提交
319
        """
320 321
        pass

322
    def _finish_update(self, block, parameters_and_grads):
323 324 325 326 327 328 329 330
        """Finish any custom updates needed
           before completing an optimization step

        Args:
            block: the block in which the loss variable is present
            parameters: list of parameter variables for the optimizer

        Returns:
Q
qiaolongfei 已提交
331
            None
332 333 334
        """
        pass

335 336 337 338 339
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
340 341
                         shape=None,
                         type=None):
342 343 344 345 346 347 348 349 350
        """Utility function to add an accumulator for a parameter

        Args:
            block: the block in which the loss variable is present
            name: name of the accumulator
            param: parameter variable for which accumulator is to be added
            dtype: data type of the accumulator variable
            fill_value: value to initialize the accumulator variable
        """
W
whs 已提交
351 352
        if self._name is not None:
            name = self._name + "_" + name
353 354
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
355
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
356
                return self._accumulators[name][param.name]
357
            raise Exception("Accumulator {} already exists for parameter {}".
358
                            format(name, param.name))
359 360
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
361
        assert isinstance(self.helper, LayerHelper)
362 363 364 365 366

        var_name = param.name + "_" + name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

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

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

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

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

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

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

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

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

        Returns:
412
          return_op_list: a list of operators that will complete one step of
413 414 415
            optimization. This will include parameter update ops, global step
            update ops and any other custom ops required by subclasses to manage
            their internal state.
Q
Qiao Longfei 已提交
416
        """
417 418 419 420 421
        # This is a default implementation of create_optimization_pass that
        # can be shared by most optimizers. This implementation assumes that
        # the subclass will implement the _append_optimize_op method and the
        #  _initialize_tensors method. The subclass can extend the
        # _create_accumulators method if it needs to create accumulators
422
        # for parameters and extend _finish_update method to add custom ops.
423

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

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

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

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

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

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

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

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

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

        Args:
529 530 531 532
            loss (Variable): ``loss`` variable to run optimizations.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
533
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
534 535 536 537 538 539
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
            no_grad_set (set, optional): Set of ``Variable`` objects that don't need
                to be updated. The default value is None.
            callbacks (list, optional): list of callable objects to run when appending backward
                operator for one parameter. The default value is None.
M
minqiyang 已提交
540

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

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

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

    def apply_gradients(self, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.

        Args:
            params_grads (list): list of (param, grad) pair to do optimization.
M
minqiyang 已提交
589

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

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

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

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

        params_grads = append_gradient_clip_ops(params_grads)

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

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

        return optimize_ops

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

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

        Returns:
            list: A list of operators appended to the current program.
        """
L
lujun 已提交
636
        if framework.in_dygraph_mode():
C
chengduo 已提交
637 638
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
639 640
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
641 642 643 644 645 646 647
                optimize_ops = self._create_optimization_pass(params_grads)
        else:
            program = loss.block.program
            with program_guard(program, startup_program):
                optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

G
gongweibao 已提交
648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664
    def _get_no_grad_set(self, loss, no_grad_set=None):
        if no_grad_set is None:
            no_grad_set = set()
        elif isinstance(no_grad_set, set) or isinstance(
                no_grad_set, list) or isinstance(no_grad_set, tuple):
            no_grad_set = set(no_grad_set)
        else:
            assert "no_grad_set should be a set, but the passed type is {}".format(
                type(no_grad_set))
        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
            [param.name for param in parameters if param.trainable is False])
        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
        
        Returns:
            None
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

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

696
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
697 698
    def minimize(self,
                 loss,
699
                 startup_program=None,
Q
Qiao Longfei 已提交
700
                 parameter_list=None,
701 702
                 no_grad_set=None,
                 grad_clip=None):
703
        """
704
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
705

706
        Args:
707 708 709 710
            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.
711
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
712 713 714 715 716 717 718 719
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
            no_grad_set (set, optional): Set of ``Variable`` objects that don't need
                to be updated. The default value is None.
            grad_clip (GradClipBase, optional) : Gradient clipping strategy, static
                graph mode does not need to use this argument. Currently, this argument
                only supports gradient clipping in dygraph mode. In the future, this
                argument my be adjusted. The default value is None.
Q
Qiao Longfei 已提交
720

721
        Returns:
722 723 724 725 726 727
            tuple: tuple (optimize_ops, params_grads), A list of operators appended
            by minimize and a list of (param, grad) variable pairs, param is
            ``Parameter``, grad is the gradient value corresponding to the parameter.

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
728
        """
C
chengduo 已提交
729
        assert isinstance(loss, Variable), "The loss should be an Variable."
C
chengduo 已提交
730 731 732 733 734
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
735 736 737 738 739

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

C
chengduo 已提交
740 741
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
742

Q
Qiao Longfei 已提交
743
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
744 745 746


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
747 748 749 750 751 752 753
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

754 755 756
    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.
757 758 759
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
760 761 762 763
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
764 765 766 767

    Examples:
        .. code-block:: python

768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792
            import paddle
            import paddle.fluid as fluid
            import numpy as np

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

                sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.001)
                sgd_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
Qiao Longfei 已提交
793 794
    """

795 796 797 798 799
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
                 name=None):
Q
Qiao Longfei 已提交
800
        assert learning_rate is not None
Q
Qiao Longfei 已提交
801
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
802
            learning_rate=learning_rate,
803
            parameter_list=parameter_list,
X
Xin Pan 已提交
804 805
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
806 807
        self.type = "sgd"

808
    @no_grad
809
    def _append_optimize_op(self, block, param_and_grad):
810 811 812 813 814 815 816 817 818 819
        if framework.in_dygraph_mode():
            inputs = {
                "Param": [param_and_grad[0]],
                "Grad": [param_and_grad[1]],
                "LearningRate": [self._create_param_lr(param_and_grad)]
            }
            attrs = {}
            outputs = {'ParamOut': [param_and_grad[0]]}
            outs = core.ops.sgd(inputs, attrs, outputs)
            return outs['ParamOut'][0]
820

821
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
822 823 824 825 826 827
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
828
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
829
            },
M
minqiyang 已提交
830 831
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
832 833

        return sgd_op
834 835 836


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
837 838 839 840 841 842 843 844 845 846 847 848 849 850
    """

    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):

851
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
852 853 854

        & else:

Q
qiaolongfei 已提交
855
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
856

857 858 859 860
    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
861 862 863
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
864 865 866 867 868
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
869 870 871 872

    Examples:
        .. code-block:: python

873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897
            import paddle
            import paddle.fluid as fluid
            import numpy as np

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

                moment_optimizer = fluid.optimizer.MomentumOptimizer(learning_rate=0.001, momentum=0.9)
                moment_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

898 899 900
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
901 902 903
    def __init__(self,
                 learning_rate,
                 momentum,
904
                 parameter_list=None,
X
Xin Pan 已提交
905 906 907
                 use_nesterov=False,
                 regularization=None,
                 name=None):
908 909
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
910
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
911
            learning_rate=learning_rate,
912
            parameter_list=parameter_list,
X
Xin Pan 已提交
913 914
            regularization=regularization,
            name=name)
915 916
        self.type = "momentum"
        self._momentum = momentum
917
        self._use_nesterov = bool(use_nesterov)
918 919 920 921 922

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

        for p in parameters:
Q
Qiao Longfei 已提交
923
            self._add_accumulator(self._velocity_acc_str, p)
924 925 926 927 928 929

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

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}

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

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

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

948 949 950
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
951 952 953
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
954
            stop_gradient=True)
955 956

        return momentum_op
957 958


959
class DGCMomentumOptimizer(Optimizer):
960
    """
961
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
962

G
gongweibao 已提交
963
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
964 965
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
966
    To avoid losing information, DGC accumulates the rest of the gradients locally.
967 968 969

    Eventually, these gradients become large enough to be transmitted.

970
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
971

G
gongweibao 已提交
972
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
973 974 975 976

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

    This optimizer will do two things:
977

978 979
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
980

981
        2. Call momentum to optimize the cost.
982 983

    Args:
984 985
        learning_rate (float|Variable): The learning rate used to update parameters. \
            It can be a float value or a Variable with one float value as a data element.
986
        momentum (float): Momentum factor.
G
gongweibao 已提交
987
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
988 989 990 991 992 993 994
        rampup_step (int): Time steps used in sparsity warm-up periods. Default is 1.
            For example, if the sparsity is [0.75, 0.9375, 0.984375, 0.996, 0.999], and the rampup_step is 100, \
                it will use 0.75 at 0~19 steps, and 0.9375 at 20~39 steps, and so on. \
                And when reach sparsity array ends, it will use 0.999 then and after.
        sparsity (list[float]): Get top important element from gradient tensor, the ratio is (1 - current sparsity). \
            Default is [0.999]. For example, if the sparsity is [0.99, 0.999], \
                the top [1%, 0.1%] important element will be transmitted.
995 996 997
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
998 999 1000 1001 1002 1003 1004
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
        local_grad_clip_norm (float, optional): Local gradient clip norm value. Optional, default is None, represent no need clip.
        num_trainers (int, optional): The number of training nodes. Optional, default is None.
        regularization (WeightDecayRegularizer, optional): A Regularizer, such as \
            :ref:`api_fluid_regularizer_L2DecayRegularizer`. Optional, default is None.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
1005 1006 1007 1008

    Examples:
        .. code-block:: python

1009
            import paddle.fluid as fluid
1010
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1011 1012 1013 1014 1015
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1016 1017

    """
1018 1019
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1020 1021 1022 1023 1024 1025 1026

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1027
                 parameter_list=None,
1028 1029 1030 1031 1032
                 use_nesterov=False,
                 local_grad_clip_norm=None,
                 num_trainers=None,
                 regularization=None,
                 name=None):
1033 1034 1035 1036
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1037
            parameter_list=parameter_list,
1038 1039 1040 1041 1042
            regularization=regularization,
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1043

1044
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1045
        self._rampup_begin_step = rampup_begin_step
1046 1047
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1048

1049
        self._rampup_begin_step_var = None
1050
        self._global_step_var = None
1051

1052 1053 1054 1055 1056 1057 1058 1059 1060
        self._local_grad_clip_norm = None
        self._clip_norm = None
        if local_grad_clip_norm is not None:
            assert isinstance(num_trainers, int)
            assert isinstance(local_grad_clip_norm, float)
            assert num_trainers > 0

            self._local_grad_clip_norm = local_grad_clip_norm
            self._num_trainers = num_trainers
1061
            self._clip_norm = local_grad_clip_norm * (num_trainers**-0.5)
1062

1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078
        self._get_dgc_regularization_param()

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

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

1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089
    def _is_use_dgc(self, param_var, grad_var):
        var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
        if var_numel < 16384 or \
           param_var.type == core.VarDesc.VarType.SELECTED_ROWS  or \
           grad_var.type == core.VarDesc.VarType.SELECTED_ROWS  or  \
               param_var.dtype != core.VarDesc.VarType.FP32 :
            return False
        return True

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104
        velocity_acc = self._get_accumulator(self._u_velocity_acc_str,
                                             param_and_grad[0])
        assert velocity_acc is not None

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
            "LearningRate": self._create_param_lr(param_and_grad),
        }
        outputs = {
            "ParamOut": param_and_grad[0],
            "VelocityOut": velocity_acc,
        }
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1105 1106

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1107 1108 1109
            type = "momentum"
        else:
            type = "dgc_momentum"
1110 1111 1112 1113 1114
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1115
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1116 1117 1118

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1119 1120 1121 1122
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1123 1124 1125
            stop_gradient=True)
        return dgc_momentum_op

1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144
    def _add_auto_increment_var(self, counter_name, begin, step=1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=counter_name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(begin - 1), force_cpu=True))
            helper.main_program.global_block()._prepend_op(
                type='increment',
                inputs={'X': [counter]},
                outputs={'Out': [counter]},
                attrs={'step': float(step)},
                stop_gradient=True)
            counter.stop_gradient = True

        return counter

1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157
    def _add_nranks_var(self, name, value=-1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(value), force_cpu=True))
            counter.stop_gradient = True

        return counter

1158 1159 1160 1161 1162 1163
    def _append_dgc_ops(self, param_and_grads):
        main_program = default_main_program()
        main_program._enable_dgc = True

        # step counter
        self._global_step_var = self._add_auto_increment_var(
G
gongweibao 已提交
1164
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1165

1166 1167 1168
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1169 1170 1171 1172 1173
        # rampup begin step var for all_reduce_op_handle
        self._rampup_begin_step_var = tensor.create_global_var(
            shape=[1],
            dtype=core.VarDesc.VarType.FP32,
            persistable=True,
G
gongweibao 已提交
1174
            name=core.dgc.kDGCRampUpBeginStepName(),
1175 1176 1177
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1178 1179
        self.helper = LayerHelper(self.__class__.__name__)

1180
        for param_var, grad_var in param_and_grads:
1181 1182 1183
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1184
            if not self._is_use_dgc(param_var, grad_var):
1185 1186
                continue

1187
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1188 1189 1190 1191 1192

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1193
                name=param_var.name + core.dgc.kDGCKName(),
1194 1195 1196 1197 1198 1199 1200
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1201
                name=param_var.name + core.dgc.kDGCEncodedName(),
1202 1203 1204
                value=0.0,
                force_cpu=False)

1205 1206 1207 1208 1209 1210 1211 1212
            gather_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + core.dgc.kDGCGatherName(),
                value=0.0,
                force_cpu=False)

1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234
            # del back oprolevarname
            op_maker = core.op_proto_and_checker_maker
            backward = core.op_proto_and_checker_maker.OpRole.Backward
            for op in main_program.global_block().ops:
                if not self._is_the_backward_op(op):
                    continue

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

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

            clip_var = grad_var
            if self._local_grad_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._clip_norm)
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1235
                         encoded_var, gather_var)
1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250

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

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

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

        if name is None:
1251 1252
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1253 1254 1255 1256 1257

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

        helper.append_op(
G
gongweibao 已提交
1258
            type="dgc_clip_by_norm",
1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270
            inputs={"X": x,
                    "current_step": self._global_step_var},
            attrs={
                "max_norm": max_norm,
                "rampup_begin_step": float(self._rampup_begin_step)
            },
            outputs={"Out": out})
        return out

    def _append_clip_norm(self, grad_var, clip_norm):
        with grad_var.block.program._backward_role_guard():
            return self._clip_by_norm(
G
gongweibao 已提交
1271
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1272 1273

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1274
                encoded_var, gather_var):
1275 1276
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1277

1278 1279 1280 1281 1282 1283
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1284
                "Param": param_var,
1285 1286
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1287 1288 1289 1290 1291 1292
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1293 1294
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1295 1296 1297 1298 1299 1300
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1301
                "rampup_step": float(self._rampup_step),
1302 1303
                "regular_coeff": float(self.regular_coeff),
                "regular_type": int(self.regular_type),
1304 1305 1306 1307 1308 1309 1310 1311
            },
            stop_gradient=True)

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

1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342
    def apply_gradients(self, params_grads):
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

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

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

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

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

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

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

        return optimize_ops

1343

1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358
class LarsMomentumOptimizer(Optimizer):
    """
    Momentum optimizer with LARS support

    The update equations are as follows:

    .. math::

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

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

        & param = param - velocity

1359 1360 1361 1362 1363 1364
    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.
1365 1366 1367
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1368 1369 1370 1371
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`.
            Optional, default is None.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
1372 1373 1374 1375

    Examples:
        .. code-block:: python

1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391
            import paddle.fluid as fluid
            import numpy as np

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

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1392 1393 1394 1395 1396 1397 1398 1399
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1400
                 parameter_list=None,
1401 1402 1403 1404 1405 1406
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1407
            parameter_list=parameter_list,
1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442
            regularization=regularization,
            name=name)
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)

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

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

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

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Velocity": velocity_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
            attrs={
                "mu": self._momentum,
                "lars_coeff": self._lars_coeff,
                "lars_weight_decay": self._lars_weight_decay
M
minqiyang 已提交
1443 1444
            },
            stop_gradient=True)
1445 1446 1447 1448

        return momentum_op


1449
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
1450
    """
1451 1452
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1453

1454
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1455 1456 1457 1458 1459 1460 1461

    .. math::

        moment\_out &= moment + grad * grad

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

1462 1463 1464 1465 1466 1467
    Related paper: `Adaptive Subgradient Methods for Online Learning and
    Stochastic Optimization <http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf>`_.

    The original paper does not have the ``epsilon`` attribute. It is added here
    in our implementation as also proposed `Per-parameter adaptive learning rate
    methods <http://cs231n.github.io/neural-networks-3/#ada>`_
Q
qiaolongfei 已提交
1468 1469 1470
    for numerical stability to avoid the division by zero error.

    Args:
1471 1472 1473 1474
        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.
1475 1476 1477
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1478 1479 1480 1481 1482 1483 1484
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        initial_accumulator_value (float, optional): Initial value for moment accumulator.
            The default value is 0.0.
Q
qiaolongfei 已提交
1485 1486 1487 1488

    Examples:
        .. code-block:: python

1489
            import numpy as np
1490
            import paddle.fluid as fluid
1491 1492

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1493
            inp = fluid.data(name="inp", shape=[2, 2])
1494 1495
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1496
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1497 1498 1499 1500 1501 1502 1503
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1504 1505 1506
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1507 1508 1509
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1510
                 parameter_list=None,
X
Xin Pan 已提交
1511
                 regularization=None,
1512
                 name=None,
X
xuezhong 已提交
1513
                 initial_accumulator_value=0.0):
1514 1515
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1516
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1517
            learning_rate=learning_rate,
1518
            parameter_list=parameter_list,
X
Xin Pan 已提交
1519 1520
            regularization=regularization,
            name=name)
1521 1522
        self.type = "adagrad"
        self._epsilon = epsilon
1523
        self.initial_accumulator_value = initial_accumulator_value
1524 1525 1526 1527 1528

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

        for p in parameters:
Q
Qiao Longfei 已提交
1529
            self._add_accumulator(self._moment_acc_str, p)
1530 1531 1532 1533 1534 1535

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

        moment_acc = self._get_accumulator(self._moment_acc_str,
                                           param_and_grad[0])
1536 1537 1538 1539 1540 1541 1542 1543 1544 1545
        startup_block = framework.default_startup_program().global_block()
        startup_block.append_op(
            type='fill_constant',
            inputs={},
            outputs={'Out': [moment_acc]},
            attrs={
                'dtype': moment_acc.dtype,
                'value': self.initial_accumulator_value,
                'shape': moment_acc.shape,
            })
1546

1547
        # Create the adagrad optimizer op
1548 1549 1550 1551 1552 1553
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1554
                "LearningRate": self._create_param_lr(param_and_grad)
1555 1556 1557
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1558 1559
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1560 1561

        return adagrad_op
1562 1563 1564


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1565
    """
1566 1567 1568 1569 1570 1571
    The Adam optimzier uses an optimization described at the end
    of section 2 of `Adam paper <https://arxiv.org/abs/1412.6980>`_ ,
    it can dynamically adjusts the learning rate of each parameter using
    the 1st moment estimates and the 2nd moment estimates of the gradient.
    
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585

    .. 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}

1586 1587
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1588
    Args:
1589 1590
        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.
1591 1592
        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.
1593
            The default value is 0.9.
1594 1595
        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.
1596 1597 1598
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
1599 1600 1601
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        lazy_mode (bool, optional): The official Adam algorithm has two moving-average accumulators.
            The accumulators are updated at every step. Every element of the two moving-average
            is updated in both dense mode and sparse mode. If the size of parameter is very large,
            then the update may be very slow. The lazy mode only update the element that has
            gradient in current mini-batch, so it will be much more faster. But this mode has
            different semantics with the original Adam algorithm and may lead to different result.
            The default value is False.
Q
qiaolongfei 已提交
1614 1615 1616 1617

    Examples:
        .. code-block:: python

1618 1619 1620 1621 1622 1623
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1624 1625
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                adam_optimizer = fluid.optimizer.AdamOptimizer(0.01)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
Q
qiaolongfei 已提交
1641

1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658
        .. code-block:: python

            # Adam with beta1/beta2 as Variable
            import paddle
            import paddle.fluid as fluid
            import paddle.fluid.layers.learning_rate_scheduler as lr_scheduler

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

                # define beta decay variable
1659
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687
                    global_step = lr_scheduler._decay_step_counter()

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

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

                    return beta1, beta2

                beta1, beta2 = get_decayed_betas(0.9, 0.99, 1e5, 0.9)
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
1688
                                                    beta1=beta1,
1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699
                                                    beta2=beta2)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
1700 1701 1702
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1703 1704
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1705 1706 1707 1708 1709

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1710
                 epsilon=1e-8,
1711
                 parameter_list=None,
X
Xin Pan 已提交
1712
                 regularization=None,
Q
Qiao Longfei 已提交
1713
                 name=None,
Q
Qiao Longfei 已提交
1714
                 lazy_mode=False):
1715 1716 1717 1718
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1719
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1720
            learning_rate=learning_rate,
1721
            parameter_list=parameter_list,
X
Xin Pan 已提交
1722 1723
            regularization=regularization,
            name=name)
1724 1725 1726 1727
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1728
        self._lazy_mode = lazy_mode
1729 1730 1731 1732 1733 1734

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

        # Create accumulator tensors for first and second moments
        for p in parameters:
Q
Qiao Longfei 已提交
1735 1736
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1737 1738 1739
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
1740 1741
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
1742 1743
                shape=[1],
                type=core.VarDesc.VarType.LOD_TENSOR)
Q
qiaolongfei 已提交
1744 1745 1746
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
1747 1748
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
1749 1750
                shape=[1],
                type=core.VarDesc.VarType.LOD_TENSOR)
1751 1752 1753 1754 1755 1756 1757 1758

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

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
Q
qiaolongfei 已提交
1759 1760 1761 1762 1763
        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])

1764
        # create the adam optimize op
1765
        inputs = {
1766 1767 1768 1769 1770 1771 1772
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "LearningRate": [self._create_param_lr(param_and_grad)],
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
1773 1774
        }
        outputs = {
1775 1776 1777 1778 1779
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795
        }
        attrs = {
            "epsilon": self._epsilon,
            "lazy_mode": self._lazy_mode,
            "min_row_size_to_use_multithread": 1000
        }

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

1796 1797 1798 1799
        if framework.in_dygraph_mode():
            core.ops.adam(inputs, attrs, outputs)
            return None

1800 1801
        adam_op = block.append_op(
            type=self.type,
1802 1803 1804
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1805
            stop_gradient=True)
1806 1807 1808

        return adam_op

1809 1810

class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
1811
    """
1812 1813 1814 1815
    The Adamax optimizer is implemented based on the Adamax Optimization 
    in Section 7 of `Adam paper <https://arxiv.org/abs/1412.6980>`_.
    The Adamax algorithm is a variant of the Adam algorithm based on the infinite norm,
    which makes the learning rate update algorithm more stable and simple.
Q
qiaolongfei 已提交
1816

1817
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830

    .. 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}

1831
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
1832

1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844
    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.
1845 1846 1847
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1848 1849 1850 1851 1852 1853 1854 1855
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, AdamaxOptimizer doesn't support sparse parameter optimization.**
Q
qiaolongfei 已提交
1856

1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869
    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

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

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
1870
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
1871 1872
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
1873
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
1874 1875 1876 1877 1878 1879 1880 1881 1882
              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])
1883 1884 1885
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
1886
    _beta1_pow_acc_str = "beta1_pow_acc"
1887 1888 1889 1890 1891

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1892
                 epsilon=1e-8,
1893
                 parameter_list=None,
X
Xin Pan 已提交
1894 1895
                 regularization=None,
                 name=None):
1896 1897 1898 1899
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1900
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
1901
            learning_rate=learning_rate,
1902
            parameter_list=parameter_list,
X
Xin Pan 已提交
1903 1904
            regularization=regularization,
            name=name)
1905 1906 1907 1908 1909 1910 1911 1912
        self.type = "adamax"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon

    def _create_accumulators(self, block, parameters):
        # Create accumulator tensors for first moment and infinity norm
        for p in parameters:
Q
Qiao Longfei 已提交
1913 1914
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
1915 1916 1917 1918 1919
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
1920 1921 1922 1923 1924 1925 1926

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

        moment = self._get_accumulator(self._moment_acc_str, param_and_grad[0])
        inf_norm = self._get_accumulator(self._inf_norm_acc_str,
                                         param_and_grad[0])
Q
qiaolongfei 已提交
1927 1928
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
1929 1930 1931 1932 1933 1934
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1935
                "LearningRate": self._create_param_lr(param_and_grad),
1936 1937
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
1938
                "Beta1Pow": beta1_pow_acc
1939 1940 1941 1942 1943 1944 1945 1946 1947 1948
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": moment,
                "InfNormOut": inf_norm
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon
M
minqiyang 已提交
1949 1950
            },
            stop_gradient=True)
1951 1952 1953

        return adamax_op

1954
    def _finish_update(self, block, parameters_and_grads):
1955 1956 1957
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
1958
        for param, grad in parameters_and_grads:
C
chengduo 已提交
1959
            if grad is None or param.trainable is False:
1960
                continue
X
Xin Pan 已提交
1961 1962
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
1963 1964
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
1965
                block.append_op(
1966 1967 1968
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
1969 1970
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1971 1972


1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010
class DpsgdOptimizer(Optimizer):
    """
    We implement the Dpsgd optimizer according to CCS16 paper -
    Deep Learning with Differential Privacy.

    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

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

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

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

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

    Args:
        learning_rate (float|Variable): the learning rate used to update parameters. \
        Can be a float value or a Variable with one float value as data element.
        clip (float): clipping threshold
        batch_size (float): batch size.
        sigma (float): for gaussian noise.
2011 2012 2013
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2014 2015 2016 2017 2018 2019 2020 2021
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2022 2023
                 sigma=1e-8,
                 parameter_list=None):
2024 2025 2026 2027
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2028 2029
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma

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

        # create the dpsgd optimize op
        dpsgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0]},
            attrs={
                "clip": self._clip,
                "batch_size": self._batch_size,
                "sigma": self._sigma
            },
            stop_gradient=True)

        return dpsgd_op


2057
class DecayedAdagradOptimizer(Optimizer):
2058
    """
2059 2060 2061
    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.
2062

2063
    The parameter ``param_out`` update rule with gradient ``grad``:
2064 2065 2066 2067 2068 2069 2070

    .. math::

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

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

2071 2072 2073 2074
    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
2075 2076 2077
    stability to avoid the division by zero error.

    Args:
2078 2079 2080 2081 2082
        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.
2083 2084 2085
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2086 2087 2088 2089 2090 2091 2092 2093
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.**
2094 2095 2096 2097

    Examples:
        .. code-block:: python

2098 2099
            import paddle.fluid as fluid

2100 2101 2102 2103
            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)
2104
            optimizer.minimize(cost)
2105 2106 2107
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2108 2109 2110 2111
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2112
                 parameter_list=None,
X
Xin Pan 已提交
2113 2114
                 regularization=None,
                 name=None):
2115 2116 2117 2118
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2119
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2120
            learning_rate=learning_rate,
2121
            parameter_list=parameter_list,
X
Xin Pan 已提交
2122 2123
            regularization=regularization,
            name=name)
2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150
        self.type = "decayed_adagrad"
        self._decay = decay
        self._epsilon = epsilon

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

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

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

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

        # Create the decayed adagrad optimizer op
        decayed_adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
2151 2152
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2153
            stop_gradient=True)
2154 2155

        return decayed_adagrad_op
2156 2157


2158
class AdadeltaOptimizer(Optimizer):
2159
    """
Z
Zeng Jinle 已提交
2160
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2161

Z
Zeng Jinle 已提交
2162
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2163 2164 2165
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2166

Z
Zeng Jinle 已提交
2167 2168
    .. math::

Z
Zeng Jinle 已提交
2169
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2170

Z
Zeng Jinle 已提交
2171
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2172

Z
Zeng Jinle 已提交
2173
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2174 2175

    Args:
Z
Zeng Jinle 已提交
2176 2177 2178
        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.
2179 2180 2181
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
Z
Zeng Jinle 已提交
2182 2183 2184
        regularization (WeightDecayRegularizer, optional): A Regularizer, such as
                fluid.regularizer.L2DecayRegularizer. Default None, meaning that there is no
                regularization.
2185 2186 2187
        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` .
2188 2189 2190 2191

    Examples:
        .. code-block:: python

2192
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2193

2194
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2195 2196
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2197 2198
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2199

Z
Zeng Jinle 已提交
2200 2201 2202 2203
            # 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)
2204
    """
2205

2206 2207 2208
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2209 2210 2211 2212
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2213
                 parameter_list=None,
X
Xin Pan 已提交
2214 2215
                 regularization=None,
                 name=None):
2216 2217 2218 2219 2220 2221
        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.")
2222
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2223
            learning_rate=learning_rate,
2224
            parameter_list=parameter_list,
X
Xin Pan 已提交
2225 2226
            regularization=regularization,
            name=name)
2227 2228 2229 2230 2231
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2232 2233
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2234 2235 2236 2237 2238 2239

        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):
2240 2241
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262

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

        # Create the adadelta optimizer op
        adadelta_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "AvgSquaredGrad": avg_squared_grad_acc,
                "AvgSquaredUpdate": avg_squared_update_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "AvgSquaredGradOut": avg_squared_grad_acc,
                "AvgSquaredUpdateOut": avg_squared_update_acc
            },
            attrs={"epsilon": self._epsilon,
M
minqiyang 已提交
2263 2264
                   "rho": self._rho},
            stop_gradient=True)
2265 2266 2267 2268

        return adadelta_op


Q
qingqing01 已提交
2269 2270 2271 2272 2273 2274 2275 2276 2277 2278
class RMSPropOptimizer(Optimizer):
    """
    Root Mean Squared Propagation (RMSProp) is an unpublished, adaptive learning
    rate method. The original slides proposed RMSProp: Slide 29 of
    http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf .

    The original equation is as follows:

    ..  math::

Q
qiaolongfei 已提交
2279
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2280 2281 2282 2283

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

    The first equation calculates moving average of the squared gradient for
Q
qiaolongfei 已提交
2284
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2285 2286 2287 2288 2289 2290

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

    ..  math::

Q
qiaolongfei 已提交
2291
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2292

2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303 2304 2305 2306
        v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) +
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

    if centered is True:

    ..  math::

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

        g(w, t) & = \\rho g(w, t-1) + (1 - \\rho)\\nabla Q_{i}(w)

        v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) - (g(w, t))^2 +
Q
qingqing01 已提交
2307 2308 2309 2310
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2311
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2312 2313 2314 2315 2316
    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.


2317 2318 2319
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2320
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2321
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2322
        momentum(float): :math:`\\beta` in equation is the momentum term,
2323
            default is 0.0.
2324 2325 2326 2327
        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.
2328 2329 2330
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2331 2332 2333 2334
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qingqing01 已提交
2335 2336 2337 2338 2339 2340 2341

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

    Examples:
          .. code-block:: python

2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2361 2362 2363 2364 2365 2366
            import paddle
            import paddle.fluid as fluid
            import numpy as np

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

                rms_optimizer = fluid.optimizer.RMSProp(learning_rate=0.1)
                rms_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
qingqing01 已提交
2367 2368 2369 2370
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2371
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2372 2373 2374 2375 2376 2377

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2378
                 centered=False,
2379
                 parameter_list=None,
X
Xin Pan 已提交
2380 2381
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
2382
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2383
            learning_rate=learning_rate,
2384
            parameter_list=parameter_list,
X
Xin Pan 已提交
2385 2386
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399
        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
2400
        self._centered = centered
Q
qingqing01 已提交
2401 2402 2403 2404 2405 2406 2407 2408

    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)
2409
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2410 2411 2412 2413 2414 2415 2416 2417 2418

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

        momentum_acc = self._get_accumulator(self._momentum_acc_str,
                                             param_and_grad[0])
        mean_square_acc = self._get_accumulator(self._mean_square_acc_str,
                                                param_and_grad[0])
2419 2420
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2421 2422 2423 2424 2425 2426 2427
        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,
2428
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2429 2430 2431 2432 2433
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2434 2435
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2436 2437 2438 2439
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2440 2441
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2442 2443
            },
            stop_gradient=True)
Q
qingqing01 已提交
2444 2445 2446 2447

        return rmsprop_op


Q
qiaolongfei 已提交
2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486 2487
class FtrlOptimizer(Optimizer):
    """
    FTRL (Follow The Regularized Leader) Optimizer.

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

    ..  math::

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

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

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

        &else:

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


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

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

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

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

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

        &else:

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

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

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

        &squared\_accum += grad^2

2488 2489 2490 2491 2492
    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.
2493 2494 2495
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2496 2497 2498 2499
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
2500 2501 2502 2503 2504 2505 2506

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

    Examples:
          .. code-block:: python

2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530
            import paddle
            import paddle.fluid as fluid
            import numpy as np

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

                ftrl_optimizer = fluid.optimizer.Ftrl(learning_rate=0.1)
                ftrl_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
C
chengduo 已提交
2531

2532
    NOTE:
C
chengduo 已提交
2533
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2534 2535 2536 2537 2538
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2539 2540 2541 2542 2543
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2544
                 parameter_list=None,
X
Xin Pan 已提交
2545 2546
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
2547
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2548
            learning_rate=learning_rate,
2549
            parameter_list=parameter_list,
X
Xin Pan 已提交
2550 2551
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
2552 2553 2554 2555 2556 2557 2558 2559 2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591
        if learning_rate is None:
            raise ValueError("learning_rate is not set.")

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

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

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

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

        squared_acc = self._get_accumulator(self._squared_acc_str,
                                            param_and_grad[0])
        linear_acc = self._get_accumulator(self._linear_acc_str,
                                           param_and_grad[0])
        ftrl_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "SquaredAccumulator": squared_acc,
                "LinearAccumulator": linear_acc,
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "SquaredAccumOut": squared_acc,
                "LinearAccumOut": linear_acc
            },
            attrs={"l1": self._l1,
                   "l2": self._l1,
M
minqiyang 已提交
2592 2593
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2594 2595 2596 2597

        return ftrl_op


Y
Yibing Liu 已提交
2598 2599 2600 2601 2602 2603
class LambOptimizer(AdamOptimizer):
    """
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

    LAMB Optimizer is designed to scale up the batch size of training without losing 
    accuracy, which supports adaptive element-wise updating and accurate layer-wise 
Y
Yibing Liu 已提交
2604 2605
    correction. For more information, please refer to `Large Batch Optimization for 
    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
Y
Yibing Liu 已提交
2606 2607 2608 2609 2610

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2611
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2612

Y
Yibing Liu 已提交
2613
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2614

Y
Yibing Liu 已提交
2615
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2616

Y
Yibing Liu 已提交
2617
        w_t &= w_{t-1} -\\eta_t \\frac{\\left \| w_{t-1}\\right \|}{\\left \| r_t + \\lambda w_{t-1}\\right \|} (r_t + \\lambda w_{t-1})
Y
Yibing Liu 已提交
2618 2619 2620 2621 2622 2623


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

    Args:
Y
Yibing Liu 已提交
2624 2625 2626 2627 2628 2629 2630 2631
        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.
2632 2633 2634
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
Y
Yibing Liu 已提交
2635 2636 2637 2638 2639 2640 2641
        regularization (Regularizer|None): A Regularizer, such as
           fluid.regularizer.L1DecayRegularizer. Default None.
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight 
            decay when **exclude_from_weight_decay_fn(parameter)** returns true. 
            Default None.
        name(str|None): For detailed information, please refer to 
            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
Y
Yibing Liu 已提交
2642 2643 2644 2645 2646 2647

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

Y
Yibing Liu 已提交
2648
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
2649 2650 2651
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
2652 2653 2654 2655 2656
            def exclude_fn(param):
                return param.name.endswith('.b_0')

            optimizer = fluid.optimizer.Lamb(learning_rate=0.002,
                                             exclude_from_weight_decay_fn=exclude_fn)
Y
Yibing Liu 已提交
2657 2658 2659 2660
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
2661
    # these two not used in op temporarily
Y
Yibing Liu 已提交
2662 2663 2664 2665 2666 2667 2668 2669 2670
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

    def __init__(self,
                 learning_rate=0.001,
                 lamb_weight_decay=0.01,
                 beta1=0.9,
                 beta2=0.999,
                 epsilon=1e-6,
2671
                 parameter_list=None,
Y
Yibing Liu 已提交
2672
                 regularization=None,
Y
Yibing Liu 已提交
2673
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
2674 2675 2676 2677 2678 2679 2680 2681
                 name=None):
        assert learning_rate is not None
        assert lamb_weight_decay is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
        super(LambOptimizer, self).__init__(
            learning_rate=learning_rate,
2682
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
2683 2684 2685 2686 2687 2688 2689
            regularization=regularization,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
2690
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
2691 2692 2693

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
2694
        block.program._use_lamb = True
Y
Yibing Liu 已提交
2695 2696 2697 2698 2699 2700 2701 2702 2703 2704

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

Y
Yibing Liu 已提交
2705 2706 2707 2708 2709 2710
        if self._exclude_from_weight_decay_fn is not None \
            and self._exclude_from_weight_decay_fn(param_and_grad[0]):
            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay

Y
Yibing Liu 已提交
2711 2712 2713 2714 2715 2716 2717 2718 2719 2720 2721 2722 2723 2724 2725 2726 2727 2728 2729 2730 2731
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad),
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
2732
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
2733 2734 2735 2736 2737 2738
            },
            stop_gradient=True)

        return lamb_op


2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751
# 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
2752
Dpsgd = DpsgdOptimizer
2753
DecayedAdagrad = DecayedAdagradOptimizer
2754
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
2755
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
2756
Ftrl = FtrlOptimizer
2757
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
2758
Lamb = LambOptimizer
2759 2760 2761


class ModelAverage(Optimizer):
2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776 2777 2778 2779 2780
    """
    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:

    ::
2781

2782 2783 2784 2785 2786 2787 2788 2789 2790
        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.
2791 2792

    Args:
2793 2794 2795 2796 2797 2798 2799 2800
        average_window_rate (float): The calculate ratio of the window length relative to ``Parameter`` update times.
        min_average_window (int, optional): the minimum size of average window length. The default value is 10000.
        max_average_window (int, optional): The maximum size of average window length. The default value is 10000.
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
2801

2802
    Examples:
Q
qiaolongfei 已提交
2803 2804 2805

      .. code-block:: python

2806 2807 2808 2809 2810 2811
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
2812

2813 2814 2815 2816
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
2817
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2818 2819 2820 2821 2822 2823 2824 2825
            hidden = fluid.layers.fc(input=data, size=10)
            loss = fluid.layers.mean(hidden)
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
            optimizer.minimize(loss)

            # build ModelAverage optimizer
            model_average = fluid.optimizer.ModelAverage(0.15,
                                                         min_average_window=10000,
2826
                                                         max_average_window=12500)
2827 2828

            exe.run(startup_program)
2829 2830 2831 2832 2833
            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])
2834 2835

            # apply ModelAverage
2836
            with model_average.apply(exe):
2837 2838 2839 2840
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
2841 2842 2843
    """

    def __init__(self,
W
wanghaoshuang 已提交
2844
                 average_window_rate,
2845 2846
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
2847 2848 2849 2850
                 regularization=None,
                 name=None):
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
2851 2852 2853
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
2854

2855
        self.params_grads = []
2856 2857
        for param in framework.default_main_program().global_block(
        ).all_parameters():
2858
            if param.do_model_average != False:
2859
                grad = param.block.create_var(
2860 2861
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
2862 2863
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
2864
                    stop_gradient=True)
2865
                self.params_grads.append((param, grad))
2866

2867
        for param, grad in self.params_grads:
2868 2869
            if grad is None:
                continue
X
Xin Pan 已提交
2870 2871
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
2872
                self._append_average_accumulate_op(param)
2873

2874 2875 2876 2877
        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:
2878
                self._add_average_apply_op(block, param_grad)
2879 2880 2881 2882 2883

        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:
2884
                self._add_average_restore_op(block, param_grad)
2885

2886
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
2887 2888 2889 2890 2891 2892
        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(
2893
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
2894
        old_num_accumulates = block._clone_variable(
2895
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
2896
        num_updates = block._clone_variable(
2897 2898 2899 2900 2901 2902
            self._get_accumulator('num_updates', param))
        # backup param value to grad
        layers.assign(input=param, output=grad)
        # param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
        tmp = layers.sum(x=[num_accumulates, old_num_accumulates])
        sum = layers.sum(x=[sum_1, sum_2, sum_3])
D
dzhwinter 已提交
2903 2904 2905 2906
        tmp = layers.cast(
            x=tmp, dtype='float32' if self._dtype == None else self._dtype)
        sum = layers.cast(
            x=sum, dtype='float32' if self._dtype == None else self._dtype)
S
sneaxiy 已提交
2907
        ops._elementwise_div(x=sum, y=tmp, out=param)
2908 2909

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
2910 2911
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938 2939 2940 2941 2942 2943 2944 2945 2946 2947 2948
        layers.assign(input=grad, output=param)

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

        self.helper.append_op(
            type='average_accumulates',
            inputs={
                "param": param,
                "in_sum_1": sum_1,
                "in_sum_2": sum_2,
                "in_sum_3": sum_3,
                "in_num_accumulates": num_accumulates,
                "in_old_num_accumulates": old_num_accumulates,
                "in_num_updates": num_updates
            },
            outputs={
                "out_sum_1": sum_1,
                "out_sum_2": sum_2,
                "out_sum_3": sum_3,
                "out_num_accumulates": num_accumulates,
                "out_old_num_accumulates": old_num_accumulates,
                "out_num_updates": num_updates,
            },
            attrs={
                "average_window": self.average_window,
                "min_average_window": self.min_average_window,
                "max_average_window": self.max_average_window,
M
minqiyang 已提交
2949 2950
            },
            stop_gradient=True)
2951

S
rename  
sneaxiy 已提交
2952
    @signature_safe_contextmanager
2953
    def apply(self, executor, need_restore=True):
2954 2955
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
2956 2957

        Args:
2958 2959 2960 2961 2962 2963 2964 2965 2966 2967 2968 2969 2970 2971 2972 2973 2974 2975 2976 2977 2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989 2990 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000 3001
            executor(fluid.Executor): The current network executor.
            need_restore(bool): Restore flag variable, if set to True, the network will restore
                the parameters of the network to the default value, if set to False,
                it will not be restored. The default value is True.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

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

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])
3002
        """
3003 3004 3005 3006 3007 3008
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3009 3010

    def restore(self, executor):
3011 3012
        """
        Restore ``Parameter`` values of current model.
3013 3014
        
        Args:
3015 3016 3017 3018 3019 3020 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3053 3054 3055 3056 3057 3058
            executor(fluid.Executor): The current network executor.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

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

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

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

                # restore Parameters
                model_average.restore(exe)
3059
        """
3060
        executor.run(self.restore_program)
3061 3062 3063 3064 3065 3066 3067 3068 3069 3070


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

    ..  math::

3071
        \\text{EMA}_0 & = 0
3072

3073 3074
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3075 3076 3077 3078
    The average results calculated by **update()** method will be saved in 
    temporary variables which are created and maintained by the object, and can 
    be applied to parameters of current model by calling **apply()** method. And 
    the **restore()** method is used to restore the parameters.
3079 3080 3081 3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092 3093 3094 3095 3096 3097 3098 3099

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

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

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

    Usually **thres_steps** can be the global training steps.
3100 3101 3102


    Args:
Y
Yibing Liu 已提交
3103 3104 3105 3106 3107 3108 3109
	decay (float, optional): The exponential decay rate, usually close to 1, such as 
            0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None): If not `None`, schedule the decay rate. 
            Default None.
        name (str|None): For detailed information, please refer to 
            :ref:`api_guide_Name`. Usually name is no need to set and None by 
            default.
3110 3111 3112 3113 3114


    Examples:

	.. code-block:: python
3115 3116 3117 3118 3119

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3120
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3121 3122 3123 3124 3125 3126 3127 3128
	    hidden = fluid.layers.fc(input=data, size=10)
	    cost = fluid.layers.mean(hidden)

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

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

3129
	    global_steps = fluid.layers.autoincreased_step_counter()
3130 3131 3132 3133 3134 3135 3136 3137 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151 3152 3153 3154 3155 3156 3157 3158
	    ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
	    ema.update()

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

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

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

		 # usage 2
		with ema.apply(exe, need_restore=False):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
		ema.restore(exe)
3159 3160
    """

3161
    def __init__(self, decay=0.999, thres_steps=None, name=None):
3162
        self._decay = decay
3163
        self._thres_steps = thres_steps
3164
        self._name = name if name is not None else ''
3165 3166
        self._decay_var = self._get_ema_decay()

3167
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3168
        self._params_tmps = []
3169
        for param in default_main_program().global_block().all_parameters():
3170 3171 3172 3173 3174 3175 3176
            if param.do_model_average != False:
                tmp = param.block.create_var(
                    name=unique_name.generate(".".join(
                        [self._name + param.name, 'ema_tmp'])),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True)
Y
Yibing Liu 已提交
3177
                self._params_tmps.append((param, tmp))
3178

Y
Yibing Liu 已提交
3179 3180
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3181 3182
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3183
                self._ema_vars[param.name] = self._create_ema_vars(param)
3184 3185 3186 3187

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3188
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3189
            for param, tmp in self._params_tmps:
3190 3191
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3192
                ema = block._clone_variable(self._ema_vars[param.name])
3193
                layers.assign(input=param, output=tmp)
3194
                # bias correction
3195 3196 3197
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
                        layers.assign(output=ema, input=ema / (1.0 - decay_pow))
3198 3199 3200 3201 3202
                layers.assign(input=ema, output=param)

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
3203
            for param, tmp in self._params_tmps:
3204 3205 3206 3207
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3208 3209 3210 3211 3212 3213 3214 3215 3216 3217 3218 3219 3220 3221 3222 3223 3224 3225 3226 3227 3228 3229
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
            decay_var = layers.tensor.create_global_var(
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
                name="scheduled_ema_decay_rate")

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

    def _get_decay_pow(self, block):
3230 3231 3232 3233 3234 3235 3236
        global_step = layers.create_global_var(
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True)
        global_step = layers.cast(global_step, "float32")
3237
        decay_var = block._clone_variable(self._decay_var)
3238 3239
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3240

Y
Yibing Liu 已提交
3241
    def _create_ema_vars(self, param):
3242 3243 3244 3245 3246 3247 3248 3249 3250
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
            persistable=True)

        return param_ema

Y
Yibing Liu 已提交
3251 3252 3253 3254 3255
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3256 3257
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3258
        param_master_emas = []
Y
Yibing Liu 已提交
3259 3260 3261 3262
        for param, tmp in self._params_tmps:
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
                param_ema = self._ema_vars[param.name]
3263
                if param.name + '.master' in self._ema_vars:
3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280
                    master_ema = self._ema_vars[param.name + '.master']
                    param_master_emas.append([param_ema, master_ema])
                else:
                    ema_t = param_ema * self._decay_var + param * (
                        1 - self._decay_var)
                    layers.assign(input=ema_t, output=param_ema)

        # for fp16 params
        for param_ema, master_ema in param_master_emas:
            default_main_program().global_block().append_op(
                type="cast",
                inputs={"X": master_ema},
                outputs={"Out": param_ema},
                attrs={
                    "in_dtype": master_ema.dtype,
                    "out_dtype": param_ema.dtype
                })
Y
Yibing Liu 已提交
3281

3282 3283 3284 3285 3286 3287 3288
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
        
        Args:
            executor (Executor): The Executor to execute applying.
Y
Yibing Liu 已提交
3289 3290
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301 3302 3303 3304 3305
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
        
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
hutuxian 已提交
3306 3307 3308


class PipelineOptimizer(object):
3309 3310
    """
    Pipeline Optimizer
H
hutuxian 已提交
3311 3312 3313 3314 3315 3316 3317 3318 3319

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

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

    Note: Though the asynchronous mode is applied in pipeline training to speed up, \
3320
    the final performance depends on the training progress of each pipeline heavily.
H
hutuxian 已提交
3321 3322 3323

    And we will try the synchronous mode in the future.

3324
    Args:
H
hutuxian 已提交
3325 3326 3327 3328
        optimizer (Optimizer): The based optimizer, such as SGD.
        cut_list (list of Variable list): The cut variable of the main_program.
        place_list (list of Place): The place where the section will run on.
        concurrency_list (list of int): The concurrency degree.
3329 3330
        queue_size (int): Each section will consume scopes from its in-scope queue 
                        and produce scopes to out-scope queue. And this parameter 
H
hutuxian 已提交
3331 3332 3333 3334
                        specify the scope queue size. [Optional. Default: 30].
        sync_steps (int): The synchronization steps between different cards. [Optional. Default: 1].
        start_cpu_core_id (int): specify the first cpu core id. [Optional. Default:0].

3335 3336
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3337

3338
            import paddle.fluid as fluid
H
hutuxian 已提交
3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349 3350 3351 3352 3353 3354 3355 3356 3357 3358 3359 3360 3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372
            import paddle.fluid.layers as layers

            x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
            y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
            emb_x = layers.embedding(input=x, param_attr=fluid.ParamAttr(name="embx"), size=[10,2], is_sparse=False)
            emb_y = layers.embedding(input=y, param_attr=fluid.ParamAttr(name="emby",learning_rate=0.9), size=[10,2], is_sparse=False)
            concat = layers.concat([emb_x, emb_y], axis=1)
            fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
            loss = layers.reduce_mean(fc)
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer,
                    cut_list=[[emb_x, emb_y], [loss]],
                    place_list=[fluid.CPUPlace(), fluid.CUDAPlace(0), fluid.CPUPlace()],
                    concurrency_list=[1, 1, 4],
                    queue_size=2,
                    sync_steps=1,
                    )
            optimizer.minimize(loss)
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            filelist = [] # you should set your own filelist, e.g. filelist = ["dataA.txt"]
            dataset = fluid.DatasetFactory().create_dataset("FileInstantDataset")
            dataset.set_use_var([x,y])
            dataset.set_batch_size(batch_size)
            dataset.set_filelist(filelist)
            exe.train_from_dataset(
                        fluid.default_main_program(),
                        dataset,
                        thread=2,
                        debug=False,
                        fetch_list=[],
                        fetch_info=[],
                        print_period=1)
3373 3374
    """

H
hutuxian 已提交
3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391
    def __init__(self,
                 optimizer,
                 cut_list=None,
                 place_list=None,
                 concurrency_list=None,
                 queue_size=30,
                 sync_steps=1,
                 start_cpu_core_id=0):
        # TODO: check properties
        self._optimizer = optimizer
        self._cut_list = cut_list
        self._place_list = place_list
        self._concurrency_list = concurrency_list
        self._queue_size = queue_size
        self._sync_steps = sync_steps
        self._start_cpu_core_id = start_cpu_core_id

H
hutuxian 已提交
3392
    def _create_vars(self, block, main_program):
H
hutuxian 已提交
3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403
        used_var_set = set()
        for op_idx in range(block.desc.op_size()):
            op_desc = block.desc.op(op_idx)
            vars = op_desc.input_arg_names() + op_desc.output_arg_names()
            for var in vars:
                if var in used_var_set:
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
                block._clone_variable(source_var, False)

H
hutuxian 已提交
3404
    def _extract_section_opt_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3405 3406 3407 3408 3409 3410 3411 3412 3413 3414 3415 3416 3417 3418 3419
        """
        Extract opt ops in the given section
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if _some_in_set_(op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            else:
                relevant_op_flags[i] = False

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

H
hutuxian 已提交
3420
    def _find_input_output(self, ops, name, is_forward=True):
H
hutuxian 已提交
3421 3422 3423 3424 3425 3426 3427 3428 3429 3430 3431 3432 3433 3434
        """
        Find the inputs or outputs of a section
        """
        all_set = set()
        part_set = set()
        for op in ops:
            if is_forward:
                part_set.update(op.desc.output_arg_names())
            else:
                part_set.update(op.desc.input_arg_names())
            all_set.update(op.desc.output_arg_names())
            all_set.update(op.desc.input_arg_names())
        return all_set - part_set

H
hutuxian 已提交
3435
    def _find_persistable_vars(self, ops, whole_parameters):
H
hutuxian 已提交
3436 3437 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449 3450 3451 3452 3453 3454 3455 3456 3457 3458 3459 3460 3461 3462
        """
        find the persistable input vars in current section
        """
        res = set()
        for op in ops:
            vars = op.desc.input_arg_names()
            for var in vars:
                if var in whole_parameters:
                    res.add(var)
        return res

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

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

H
hutuxian 已提交
3463
    def _extract_section_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474 3475 3476 3477 3478 3479 3480 3481 3482
        """
        Extract ops in the given section 
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if not self._is_opt_role_op(op) and _some_in_set_(
                    op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            elif op.desc.type() == "print" and op.desc.input_arg_names()[
                    0] in output_names:
                continue
            else:
                relevant_op_flags[i] = False

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

H
hutuxian 已提交
3483 3484
    def _find_section_opt(self, ops, params):
        res = self._extract_section_opt_ops(ops, params)
H
hutuxian 已提交
3485 3486
        return res

H
hutuxian 已提交
3487
    def _split_program(self, main_program, cut_list):
H
hutuxian 已提交
3488 3489 3490 3491 3492 3493 3494 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505 3506 3507
        programs = []
        block = main_program.block(0)
        whole_parameters = [e.name for e in block.all_parameters()]
        cut_var_names = []
        cut_len = len(cut_list)
        sec_params = []
        for i, cut_vars in enumerate(cut_list[:-1]):
            cut_var_names.append([cut_var.name for cut_var in cut_vars])
        for i, cut_vars in reversed(list(enumerate(cut_list[:-1]))):
            cut_var_names.append(
                [_append_grad_suffix_(cut_var.name) for cut_var in cut_vars])
            if i == 0:
                cut_var_names[-1] += [var.name for var in cut_list[-1]]
        ops = block.ops[:]
        for i, cut_vars in enumerate(cut_var_names):
            program = {
                "program": Program(),
                "input_set": set(),
                "output_set": set()
            }
H
hutuxian 已提交
3508
            cur_ops = self._extract_section_ops(ops, cut_vars)
H
hutuxian 已提交
3509 3510 3511 3512 3513 3514
            if i == 0:
                for op in ops:
                    if self._is_lr_role_op(op):
                        cur_ops.append(op)
            #prevent inplace in/out
            program["input_set"].update(
H
hutuxian 已提交
3515
                self._find_input_output(
H
hutuxian 已提交
3516 3517 3518 3519 3520 3521
                    cur_ops, [], is_forward=True))
            for e in cur_ops:
                ops.remove(e)

            if i < cut_len:
                sec_params.append(
H
hutuxian 已提交
3522
                    self._find_persistable_vars(cur_ops, whole_parameters))
H
hutuxian 已提交
3523
            if i >= cut_len - 1:
H
hutuxian 已提交
3524 3525
                opt_ops = self._find_section_opt(
                    ops, sec_params[2 * cut_len - 2 - i])
H
hutuxian 已提交
3526 3527 3528 3529 3530 3531 3532 3533 3534 3535

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

            op_descs = [op.desc for op in cur_ops]
            for op_desc in op_descs:
                ap_op = program["program"].block(0).desc.append_op()
                ap_op.copy_from(op_desc)
            program["input_set"].update(
H
hutuxian 已提交
3536
                self._find_input_output(
H
hutuxian 已提交
3537 3538 3539
                    cur_ops, cut_vars, is_forward=True))
            program["input_set"].update(sec_params[min(i, 2 * cut_len - 2 - i)])
            program["output_set"].update(
H
hutuxian 已提交
3540
                self._find_input_output(
H
hutuxian 已提交
3541 3542 3543 3544 3545 3546 3547 3548 3549 3550 3551 3552 3553 3554
                    cur_ops, cut_vars, is_forward=False))
            programs.append(program)
        program = {
            "program": Program(),
            "input_set": set(),
            "output_set": set()
        }
        op_descs = [op.desc for op in ops]
        for op_desc in op_descs:
            ap_op = program["program"].block(0).desc.append_op()
            ap_op.copy_from(op_desc)
        program["input_set"].update(
            [cut_var.name + "@GRAD" for cut_var in cut_list[0]])
        program["input_set"].update(
H
hutuxian 已提交
3555
            self._find_input_output(
H
hutuxian 已提交
3556 3557 3558 3559 3560 3561 3562 3563 3564 3565 3566 3567 3568 3569 3570 3571 3572 3573 3574 3575
                ops, [], is_forward=True))
        program["input_set"].update(sec_params[0])
        programs.append(program)
        inputs = set()
        for program in reversed(list(programs)):
            output_list = list(program["output_set"])
            for output in output_list:
                if output not in inputs:
                    program["output_set"].remove(output)
            inputs.update(program["input_set"])
        return programs

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
        self._optimizer.minimize(loss, startup_program, parameter_list,
                                 no_grad_set)
        program = loss.block.program
H
hutuxian 已提交
3576 3577 3578 3579 3580 3581 3582 3583
        if len(self._cut_list) == 0:
            program_list = []
            ptmp = {"program": program, "input_set": set(), "output_set": set()}
            program_list.append(ptmp)
        else:
            program_list = self._split_program(program, self._cut_list)
            for p in program_list:
                self._create_vars(p["program"].block(0), program)
H
hutuxian 已提交
3584 3585 3586 3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600 3601 3602 3603
        whole_parameters = [e.name for e in program.block(0).all_parameters()]
        param_need_sync = []
        for i, section_p in enumerate(program_list):
            if not isinstance(self._place_list[i], core.CUDAPlace):
                continue
            section_var = [e for e in section_p["program"].block(0).vars]
            for p in section_var:
                if p in whole_parameters:
                    param_need_sync.append(p)
        program._pipeline_opt = {
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
            "section_program_list": program_list,
            "place_list": self._place_list,
            "concurrency_list": self._concurrency_list,
            "queue_size": self._queue_size,
            "start_cpu_core_id": self._start_cpu_core_id,
            "sync_steps": self._sync_steps,
            "param_need_sync": param_need_sync
        }
M
mapingshuo 已提交
3604 3605


M
mapingshuo 已提交
3606 3607 3608 3609 3610 3611 3612 3613 3614 3615 3616 3617 3618 3619 3620 3621 3622 3623 3624 3625 3626 3627 3628 3629 3630 3631 3632 3633 3634 3635 3636 3637 3638 3639 3640 3641 3642 3643 3644 3645 3646 3647 3648 3649 3650 3651 3652 3653 3654 3655 3656 3657 3658 3659 3660 3661 3662 3663 3664 3665 3666 3667 3668 3669 3670 3671 3672 3673 3674 3675 3676 3677 3678 3679 3680 3681 3682 3683 3684 3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 3695 3696 3697 3698 3699 3700 3701 3702 3703 3704 3705 3706 3707 3708 3709 3710 3711 3712 3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728 3729 3730 3731 3732 3733 3734 3735 3736 3737 3738 3739 3740 3741 3742 3743 3744 3745 3746 3747 3748 3749 3750 3751 3752 3753 3754 3755 3756 3757 3758 3759 3760 3761 3762 3763 3764 3765 3766 3767 3768 3769 3770 3771 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 3783 3784 3785 3786 3787 3788 3789 3790 3791 3792 3793 3794 3795 3796 3797 3798 3799 3800 3801 3802 3803 3804 3805 3806 3807 3808 3809 3810 3811 3812 3813 3814 3815 3816 3817 3818 3819 3820 3821 3822 3823 3824 3825 3826 3827 3828 3829 3830 3831 3832 3833
class RecomputeOptimizer(Optimizer):
    """
    Recompute Optimizer Wrapper

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

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

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

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

    Examples:
        .. code-block:: python

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

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

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

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

    """

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

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

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

        Args:
            stat_dict: the dict load by load_persistable method

        Examples:
            .. code-block:: python

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

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

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

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

        Examples:
            .. code-block:: python

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

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


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

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

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

                print("Finished apply gradients")
        """

        return self._optimizer.apply_gradients(params_grads=params_grads)

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

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

        Examples:
            .. code-block:: python

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

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

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
            params_grads = append_backward(
                loss,
                parameter_list,
                no_grad_set,
                checkpoints=self._checkpoints)
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        """
        call the apply_optimize function of self._optimizer

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

        Examples:
            .. code-block:: python
M
mapingshuo 已提交
3834

M
mapingshuo 已提交
3835 3836 3837 3838 3839 3840 3841
                import paddle.fluid as fluid
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
M
mapingshuo 已提交
3842
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
3843 3844 3845 3846 3847 3848 3849 3850 3851 3852 3853 3854 3855 3856 3857 3858 3859 3860 3861
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
M
mapingshuo 已提交
3862

M
mapingshuo 已提交
3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 3888 3889 3890 3891 3892 3893 3894 3895 3896 3897 3898
        """

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

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

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

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

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

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
3899 3900 3901 3902 3903 3904 3905 3906 3907 3908 3909 3910 3911 3912 3913 3914 3915 3916 3917 3918 3919 3920 3921 3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958 3959 3960 3961 3962 3963 3964 3965 3966 3967 3968 3969 3970 3971 3972 3973 3974 3975 3976 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994 3995 3996 3997 3998 3999 4000 4001 4002 4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 4014 4015 4016 4017 4018 4019 4020 4021 4022 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
class LookaheadOptimizer(object):
    """
    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

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

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

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

    Examples:
        .. code-block:: python

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

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

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

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

    """

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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