optimizer.py 60.1 KB
Newer Older
1
# Copyright (c) 2018 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
from collections import defaultdict
S
rename  
sneaxiy 已提交
18
from .wrapped_decorator import signature_safe_contextmanager
19

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

23 24
from . import framework
from . import layers
25
from . import unique_name
26
from .backward import append_backward
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
M
minqiyang 已提交
33
from .imperative import base as imperative_base
34

35
__all__ = [
Q
qiaolongfei 已提交
36
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Ftrl',
37
    'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer',
W
weixing02 已提交
38
    'AdamaxOptimizer', 'DecayedAdagradOptimizer', 'RMSPropOptimizer',
39 40
    'FtrlOptimizer', 'Adadelta', 'ModelAverage', 'LarsMomentum',
    'LarsMomentumOptimizer'
41
]
Q
Qiao Longfei 已提交
42 43 44 45 46 47


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

    Define the common interface of an optimizer.
48 49
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
50 51
    """

X
Xin Pan 已提交
52
    def __init__(self, learning_rate, regularization=None, name=None):
53
        if not isinstance(learning_rate, float) and \
54 55
                not isinstance(learning_rate, framework.Variable):
            raise TypeError("learning rate should be float or Variable")
W
whs 已提交
56
        self._name = name
D
dzhwinter 已提交
57
        self.regularization = regularization
58
        self._learning_rate = learning_rate
D
dzhwinter 已提交
59 60
        # the learning rate type should be inferenced from loss
        self._dtype = None
61
        # each program should have a independent learning rate
62
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
63
        self._learning_rate_map = dict()
64
        if isinstance(self._learning_rate, framework.Variable):
65 66
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
67 68 69 70 71
        # 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
72
        self.helper = None
73 74 75 76
        self._opti_name_list = []

    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
77

Q
Qiao Longfei 已提交
78
    def _create_global_learning_rate(self):
Y
yuyang18 已提交
79
        lr = self._global_learning_rate()
Q
Qiao Longfei 已提交
80

81 82 83 84
        if isinstance(lr, framework.Variable):
            return
        else:
            if not isinstance(self._learning_rate, float):
Q
qiaolongfei 已提交
85
                raise TypeError(
86 87
                    "learning rate variable is create outside optimizer,"
                    "can not create new learning rate variable for new program")
Q
Qiao Longfei 已提交
88

89 90 91 92 93 94
        # 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),
Q
Qiao Longfei 已提交
95
            dtype='float32' if self._dtype is None else self._dtype,
96 97
            persistable=True)

Y
yuyang18 已提交
98
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
99 100 101 102
        """
        get global decayed learning rate
        :return:
        """
103 104
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
105
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
106

Q
Qiao Longfei 已提交
107 108 109 110 111
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

112 113 114 115
    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
116 117
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
118
        else:
W
Wu Yi 已提交
119
            if param_lr == 1.0:
Y
yuyang18 已提交
120
                return self._global_learning_rate()
W
Wu Yi 已提交
121
            else:
X
Xin Pan 已提交
122 123 124
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
125
                    return self._global_learning_rate() * param_lr
126 127 128 129 130 131 132

    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
133
        """
134 135
        pass

136
    def _finish_update(self, block, parameters_and_grads):
137 138 139 140 141 142 143 144
        """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
145
            None
146 147 148
        """
        pass

149 150 151 152 153 154
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
                         shape=None):
155 156 157 158 159 160 161 162 163
        """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
164 165
        if self._name is not None:
            name = self._name + "_" + name
166 167
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
X
polish  
Xin Pan 已提交
168 169
            if framework._in_imperative_mode():
                return self._accumulators[name][param.name]
170
            raise Exception("Accumulator {} already exists for parameter {}".
171
                            format(name, param.name))
172 173
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
174
        assert isinstance(self.helper, LayerHelper)
175 176 177 178 179

        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
180
        var = self.helper.create_global_variable(
181
            name=var_name,
Q
Qiao Longfei 已提交
182
            persistable=True,
F
fengjiayi 已提交
183
            dtype=dtype or param.dtype,
Q
Qiao Longfei 已提交
184
            type=param.type,
185
            shape=shape)
Q
Qiao Longfei 已提交
186
        self.helper.set_variable_initializer(
187
            var, initializer=Constant(value=float(fill_value)))
Q
Qiao Longfei 已提交
188
        self._accumulators[name][param.name] = var
189
        return var
190 191 192 193 194 195 196 197 198 199 200

    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
201 202
        if self._name is not None:
            name = self._name + "_" + name
203 204 205 206 207 208
        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]

209
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
210 211 212
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
213
          parameters_and_grads(list(tuple(Variable, Variable))):
214
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
215 216

        Returns:
217
          return_op_list: a list of operators that will complete one step of
218 219 220
            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
221
        """
222 223 224 225 226
        # 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
227
        # for parameters and extend _finish_update method to add custom ops.
228

229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255
        # Allways called under program_guard use global block as loss block
        global_block = framework.default_main_program().global_block()
        start = len(global_block.ops)
        self.helper = LayerHelper(self.__class__.__name__)
        self._create_accumulators(global_block,
                                  [p[0] for p in parameters_and_grads])
        self._create_global_learning_rate()

        optimize_ops = []
        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:
                    optimize_op = self._append_optimize_op(global_block,
                                                           param_and_grad)
                    optimize_ops.append(optimize_op)

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

        end = len(global_block.ops)
        return global_block._slice_ops(start, end)

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
256 257 258 259 260 261 262 263 264
        """
        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
        """
265 266
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
267 268 269 270 271 272 273 274 275 276 277 278 279 280 281
        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:
282 283 284 285 286 287 288 289 290 291 292 293 294
            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
295 296
        return new_param_grads, (table_param, table_grad), sgd_op

297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
        First part of `minimize`, do auto-diff to append backward ops for
        the current program.

        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.
M
minqiyang 已提交
315

316 317
        Return:
            list: list of (param, grad) pair, grad is the output of backward.
M
minqiyang 已提交
318

319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335
        Examples:
            See examples in `apply_gradients`.
        """
        if callbacks is None:
            callbacks = [error_clip_callback]
        else:
            assert (isinstance(callbacks, list))
            callbacks.append(error_clip_callback)
        return append_backward(loss, parameter_list, no_grad_set, callbacks)

    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
336

337 338
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
339

340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367
        Examples:
            .. code-block:: python

                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

Q
Qiao Longfei 已提交
368 369
    def minimize(self,
                 loss,
370
                 startup_program=None,
Q
Qiao Longfei 已提交
371 372
                 parameter_list=None,
                 no_grad_set=None):
373 374 375 376 377
        """
        Add operations to minimize `loss` by updating `parameter_list`.

        This method combines interface `backward()` and
        `apply_gradients()` into one.
M
minqiyang 已提交
378

379 380 381 382 383 384
        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.
Q
Qiao Longfei 已提交
385

386 387 388
        Returns:
            tuple: (optimize_ops, params_grads) which are, list of operators appended;
            and list of (param, grad) Variables pair for optimization.
Q
Qiao Longfei 已提交
389
        """
390 391
        self._dtype = loss.dtype
        optimize_ops = []
392
        if framework._in_imperative_mode():
M
minqiyang 已提交
393
            if parameter_list is not None:
M
minqiyang 已提交
394
                parameters = parameter_list
M
minqiyang 已提交
395
            else:
396
                parameters = framework._imperative_tracer().all_parameters()
M
minqiyang 已提交
397 398 399

            params_grads = []
            for param in parameters:
400
                if not param.trainable:
401
                    continue
M
minqiyang 已提交
402 403 404 405 406 407 408
                # create gradient variable
                grad_var = Variable(
                    block=loss.block,
                    name=param._ivar._grad_name(),
                    stop_gradient=True,
                    ivar=param._ivar._grad_ivar())
                params_grads.append((param, grad_var))
409 410
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
411
                optimize_ops = self._create_optimization_pass(params_grads)
M
minqiyang 已提交
412
        else:
413
            program = loss.block.program
414 415 416 417
            with program_guard(program, startup_program):
                params_grads = self.backward(loss, startup_program,
                                             parameter_list, no_grad_set)
                optimize_ops = self.apply_gradients(params_grads)
M
minqiyang 已提交
418

Q
Qiao Longfei 已提交
419
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
420 421 422


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
423 424 425 426 427 428 429 430 431 432
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

    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.
X
Xin Pan 已提交
433 434 435
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
436 437 438 439

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
440
            sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.2)
Q
qiaolongfei 已提交
441
            sgd_optimizer.minimize(cost)
Q
Qiao Longfei 已提交
442 443
    """

X
Xin Pan 已提交
444
    def __init__(self, learning_rate, regularization=None, name=None):
Q
Qiao Longfei 已提交
445
        assert learning_rate is not None
Q
Qiao Longfei 已提交
446
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
447 448 449
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
450 451
        self.type = "sgd"

452 453
    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
454

Q
Qiao Longfei 已提交
455 456 457 458 459 460
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
461
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
462
            },
M
minqiyang 已提交
463 464
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
465 466

        return sgd_op
467 468 469


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
470 471 472 473 474 475 476 477 478 479 480 481 482 483
    """

    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):

484
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
485 486 487

        & else:

Q
qiaolongfei 已提交
488
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
489 490 491 492 493 494

    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.
        momentum (float): momentum factor
        use_nesterov (bool): enables Nesterov momentum
X
Xin Pan 已提交
495 496 497
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
498 499 500 501

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
502
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
Q
qiaolongfei 已提交
503
            optimizer.minimize(cost)
504 505 506
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
507 508 509 510 511 512
    def __init__(self,
                 learning_rate,
                 momentum,
                 use_nesterov=False,
                 regularization=None,
                 name=None):
513 514
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
515
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
516 517 518
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
519 520
        self.type = "momentum"
        self._momentum = momentum
521
        self._use_nesterov = bool(use_nesterov)
522 523 524 525 526

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

        for p in parameters:
Q
Qiao Longfei 已提交
527
            self._add_accumulator(self._velocity_acc_str, p)
528 529 530 531 532 533 534 535 536 537 538 539 540

    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,
541
                "LearningRate": self._create_param_lr(param_and_grad)
542 543 544 545 546
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
547
            attrs={"mu": self._momentum,
M
minqiyang 已提交
548 549
                   "use_nesterov": self._use_nesterov},
            stop_gradient=True)
550 551

        return momentum_op
552 553


554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577
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

    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.
        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.
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
M
minqiyang 已提交
578

579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.LarsMomentum(learning_rate=0.2, momentum=0.1, lars_weight_decay=0.001)
            optimizer.minimize(cost)
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
            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
634 635
            },
            stop_gradient=True)
636 637 638 639

        return momentum_op


640
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660
    """
    **Adaptive Gradient Algorithm (Adagrad)**

    The update is done as follows:

    .. math::

        moment\_out &= moment + grad * grad

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

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
    does not have the epsilon attribute. It is added here in our implementation
    as also proposed here: http://cs231n.github.io/neural-networks-3/#ada
    for numerical stability to avoid the division by zero error.

    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.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
661 662 663
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
X
xuezhong 已提交
664
        initial_accumulator_value (float): Initial value for moment accumulator.
Q
qiaolongfei 已提交
665 666 667 668 669 670

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adagrad(learning_rate=0.2)
            optimizer.minimize(cost)
671 672 673
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
674 675 676 677
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 regularization=None,
678
                 name=None,
X
xuezhong 已提交
679
                 initial_accumulator_value=0.0):
680 681
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
682
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
683 684 685
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
686 687
        self.type = "adagrad"
        self._epsilon = epsilon
688
        self.initial_accumulator_value = initial_accumulator_value
689 690 691 692 693

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

        for p in parameters:
Q
Qiao Longfei 已提交
694
            self._add_accumulator(self._moment_acc_str, p)
695 696 697 698 699 700

    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])
701 702 703 704 705 706 707 708 709 710
        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,
            })
711

712
        # Create the adagrad optimizer op
713 714 715 716 717 718
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
719
                "LearningRate": self._create_param_lr(param_and_grad)
720 721 722
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
723 724
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
725 726

        return adagrad_op
727 728 729


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756
    """
    This implements the Adam optimizer from Section 2 of the Adam
    paper : https://arxiv.org/abs/1412.6980.
    Adam is a first-order gradient-based optimization method based on
    adaptive estimates of lower-order moments.

    Adam updates:

    .. 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}

    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.
        beta1 (float): The exponential decay rate for the 1st moment estimates.
        beta2 (float): The exponential decay rate for the 2nd moment estimates.
        epsilon (float): a small float value for numerical stability.
757
        regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
X
Xin Pan 已提交
758
        name: A optional name prefix.
759 760 761 762 763 764
        lazy_mode(bool: false): 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 is the 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.
Q
qiaolongfei 已提交
765 766 767 768 769 770 771

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adam(learning_rate=0.2)
            optimizer.minimize(cost)

772 773 774
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
775 776
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
777 778 779 780 781

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
782
                 epsilon=1e-8,
X
Xin Pan 已提交
783
                 regularization=None,
Q
Qiao Longfei 已提交
784
                 name=None,
Q
Qiao Longfei 已提交
785
                 lazy_mode=False):
786 787 788 789
        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
790
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
791 792 793
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
794 795 796 797
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
798
        self._lazy_mode = lazy_mode
799 800 801 802 803 804

    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
805 806
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
807 808 809 810 811 812 813 814 815 816 817 818
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta2,
                shape=[1])
819 820 821 822 823 824 825 826

    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
827 828 829 830 831
        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])

832
        # create the adam optimize op
833 834 835 836 837
        adam_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
838
                "LearningRate": self._create_param_lr(param_and_grad),
839 840
                "Moment1": moment1,
                "Moment2": moment2,
Q
qiaolongfei 已提交
841 842
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
843 844 845 846 847 848 849 850 851
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
Q
Qiao Longfei 已提交
852
                "epsilon": self._epsilon,
853 854
                "lazy_mode": self._lazy_mode,
                "min_row_size_to_use_multithread": 1000
M
minqiyang 已提交
855 856
            },
            stop_gradient=True)
857 858 859

        return adam_op

860
    def _finish_update(self, block, param_and_grads):
861 862 863
        """Update Beta1 and Beta2 Power accumulators
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
864
        main_block = block.program.global_block()
865 866 867
        for param, grad in param_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
868 869
            with param.block.program._optimized_guard(
                [param, grad]), name_scope("optimizer"):
870 871 872 873 874 875 876 877
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
                beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
                                                      param)
                main_block.append_op(
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
878 879
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
880 881 882 883 884

                main_block.append_op(
                    type="scale",
                    inputs={"X": beta2_pow_acc},
                    outputs={"Out": beta2_pow_acc},
M
minqiyang 已提交
885 886
                    attrs={"scale": self._beta2},
                    stop_gradient=True)
887 888 889


class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919
    """
    We implement the Adamax optimizer from Section 7 of the Adam
    paper: https://arxiv.org/abs/1412.6980. Adamax is a variant of the
    Adam algorithm based on the infinity norm.

    Adamax updates:

    .. 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}


    The original paper does not have an epsilon attribute.
    However, it is added here for numerical stability to prevent the
    division by 0 error.

    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.
        beta1 (float): The exponential decay rate for the 1st moment estimates.
        beta2 (float): The exponential decay rate for the 2nd moment estimates.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
920 921 922
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
923 924 925 926 927 928

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adamax(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
929 930 931

    Notes:
       Currently, AdamaxOptimizer doesn't support sparse parameter optimization.
932 933 934
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
935
    _beta1_pow_acc_str = "beta1_pow_acc"
936 937 938 939 940

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
941
                 epsilon=1e-8,
X
Xin Pan 已提交
942 943
                 regularization=None,
                 name=None):
944 945 946 947
        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
948
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
949 950 951
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
952 953 954 955 956 957 958 959
        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
960 961
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
962 963 964 965 966 967
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
968 969 970 971 972 973 974

    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
975 976
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
977 978 979 980 981 982
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
983
                "LearningRate": self._create_param_lr(param_and_grad),
984 985
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
986
                "Beta1Pow": beta1_pow_acc
987 988 989 990 991 992 993 994 995 996
            },
            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
997 998
            },
            stop_gradient=True)
999 1000 1001

        return adamax_op

1002
    def _finish_update(self, block, parameters_and_grads):
1003 1004 1005
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1006
        main_block = block.program.global_block()
1007 1008 1009
        for param, grad in parameters_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
1010 1011
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
1012 1013 1014 1015 1016 1017
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
                main_block.append_op(
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
1018 1019
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1020 1021 1022


class DecayedAdagradOptimizer(Optimizer):
1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044
    """
    **Decayed Adagrad Optimizer**

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)

    The update is done as follows:

    .. math::

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

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

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
    does not have an epsilon attribute. It is added here for numerical
    stability to avoid the division by zero error.

    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.
        decay (float): decay rate.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
1045 1046 1047
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1048 1049 1050 1051 1052 1053

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.DecayedAdagrad(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
1054 1055 1056

    Notes:
       Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.
1057 1058 1059
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1060 1061 1062 1063 1064 1065
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
                 regularization=None,
                 name=None):
1066 1067 1068 1069
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
1070
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1071 1072 1073
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100
        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},
M
minqiyang 已提交
1101 1102
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1103 1104

        return decayed_adagrad_op
1105 1106


1107
class AdadeltaOptimizer(Optimizer):
1108 1109
    """
    **Adadelta Optimizer**
Q
qiaolongfei 已提交
1110

1111
    Simple Adadelta optimizer with average squared grad state and
1112
    average squared update state.
1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124
    The details of adadelta please refer to this
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD
    <http://www.matthewzeiler.com/pubs/googleTR2012/googleTR2012.pdf>`_.

    ..  math::

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

    Args:
Q
qiaolongfei 已提交
1125
        learning_rate(float): global learning rate
1126 1127
        rho(float): rho in equation
        epsilon(float): epsilon in equation
X
Xin Pan 已提交
1128 1129 1130
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1131 1132 1133 1134 1135 1136 1137

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
            _, params_grads = optimizer.minimize(cost)
C
chengduo 已提交
1138 1139 1140

    Notes:
       Currently, AdadeltaOptimizer doesn't support sparse parameter optimization.
1141
    """
1142

1143 1144 1145
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
1146 1147 1148 1149 1150 1151
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
                 regularization=None,
                 name=None):
1152 1153 1154 1155 1156 1157
        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.")
1158
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
1159 1160 1161
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1162 1163 1164 1165 1166
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
1167 1168
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1169 1170 1171 1172 1173 1174

        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):
1175 1176
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197

        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
1198 1199
                   "rho": self._rho},
            stop_gradient=True)
1200 1201 1202 1203

        return adadelta_op


Q
qingqing01 已提交
1204 1205 1206 1207 1208 1209 1210 1211 1212 1213
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
1214
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1215 1216 1217 1218

        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
1219
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
1220 1221 1222 1223 1224 1225

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

    ..  math::

Q
qiaolongfei 已提交
1226
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1227

1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241
        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
1242 1243 1244 1245
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
1246
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
1247 1248 1249 1250 1251 1252
    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.


    Args:
Q
qiaolongfei 已提交
1253
        learning_rate(float): global learning rate.
Q
qingqing01 已提交
1254 1255 1256
        rho(float): rho is :math: `\\rho` in equation, set 0.95 by default.
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
            avoid division by zero, set 1e-6 by default.
Q
qiaolongfei 已提交
1257
        momentum(float): :math:`\\beta` in equation is the momentum term,
Q
qingqing01 已提交
1258
            set 0.0 by default.
1259 1260 1261 1262
        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.
X
Xin Pan 已提交
1263 1264 1265
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qingqing01 已提交
1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278

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

    Examples:
          .. code-block:: python

              optimizer = fluid.optimizer.RMSProp(0.0001)
              _, params_grads = optimizer.minimize(cost)
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
1279
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
1280 1281 1282 1283 1284 1285

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
1286
                 centered=False,
X
Xin Pan 已提交
1287 1288
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
1289
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
1290 1291 1292
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305
        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
1306
        self._centered = centered
Q
qingqing01 已提交
1307 1308 1309 1310 1311 1312 1313 1314

    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)
1315
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
1316 1317 1318 1319 1320 1321 1322 1323 1324

    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])
1325 1326
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
1327 1328 1329 1330 1331 1332 1333
        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,
1334
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
1335 1336 1337 1338 1339
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
1340 1341
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
1342 1343 1344 1345
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
1346 1347
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
1348 1349
            },
            stop_gradient=True)
Q
qingqing01 已提交
1350 1351 1352 1353

        return rmsprop_op


Q
qiaolongfei 已提交
1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395
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

    Args:
        learning_rate (float|Variable): global learning rate.
M
minqiyang 已提交
1396 1397 1398
        l1 (float): L1 regularization strength.
        l2 (float): L2 regularization strength.
        lr_power (float): Learning Rate Power.
X
Xin Pan 已提交
1399 1400 1401
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
1402 1403 1404 1405 1406 1407 1408 1409 1410

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

    Examples:
          .. code-block:: python

              optimizer = fluid.optimizer.Ftrl(0.0001)
              _, params_grads = optimizer.minimize(cost)
C
chengduo 已提交
1411 1412 1413

    Notes:
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
1414 1415 1416 1417 1418
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
1419 1420 1421 1422 1423 1424 1425
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
1426
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
1427 1428 1429
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469
        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
1470 1471
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
1472 1473 1474 1475

        return ftrl_op


1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489
# 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
DecayedAdagrad = DecayedAdagradOptimizer
1490
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
1491
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
1492
Ftrl = FtrlOptimizer
1493
LarsMomentum = LarsMomentumOptimizer
1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508


class ModelAverage(Optimizer):
    """Accumulate the average of parameters whtin sliding window. The average
    result will be saved in temporary variables which can be applied to
    parameter variables of current model by calling 'apply()' method. And the
    'restore()' method is used to restored the parameter values of current model.

    The size of average window is determined by average_window_rate,
    min_average_window, max_average_window and current update times.

    Args:
        average_window_rate: The rate of average window.
        min_average_window: The minimum size of average window.
        max_average_window: The maximum size of average window.
X
Xin Pan 已提交
1509 1510 1511
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1512
    Examples:
Q
qiaolongfei 已提交
1513 1514 1515

      .. code-block:: python

1516
        optimizer = fluid.optimizer.Momentum()
1517 1518
        optimizer.minimize(cost)
        model_average = fluid.optimizer.ModelAverage(0.15,
1519 1520 1521 1522 1523
                                                min_average_window=10000,
                                                max_average_window=20000)
        for pass_id in range(args.pass_num):
            for data in train_reader():
                exe.run(fluid.default_main_program()...)
1524 1525 1526 1527

            with model_average.apply(exe):
                for data in test_reader():
                    exe.run(inference_program...)
1528 1529 1530
    """

    def __init__(self,
W
wanghaoshuang 已提交
1531
                 average_window_rate,
1532 1533
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
1534 1535 1536 1537
                 regularization=None,
                 name=None):
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
1538 1539 1540
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
1541

1542
        self.params_grads = []
1543 1544
        for param in framework.default_main_program().global_block(
        ).all_parameters():
1545
            if param.do_model_average != False:
1546 1547 1548 1549
                grad = param.block.create_var(
                    name=unique_name.generate(".".join([param.name, 'tmp'])),
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
1550
                    stop_gradient=True)
1551
                self.params_grads.append((param, grad))
1552

1553
        for param, grad in self.params_grads:
1554 1555
            if grad is None:
                continue
X
Xin Pan 已提交
1556 1557
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
1558
                self._append_average_accumulate_op(param)
1559

1560 1561 1562 1563
        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:
1564
                self._add_average_apply_op(block, param_grad)
1565 1566 1567 1568 1569

        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:
1570
                self._add_average_restore_op(block, param_grad)
1571

1572
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
1573 1574 1575 1576 1577 1578
        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(
1579
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
1580
        old_num_accumulates = block._clone_variable(
1581
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
1582
        num_updates = block._clone_variable(
1583 1584 1585 1586 1587 1588
            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
1589 1590 1591 1592
        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
1593
        ops._elementwise_div(x=sum, y=tmp, out=param)
1594 1595

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
1596 1597
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634
        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
1635 1636
            },
            stop_gradient=True)
1637

S
rename  
sneaxiy 已提交
1638
    @signature_safe_contextmanager
1639
    def apply(self, executor, need_restore=True):
1640 1641
        """Apply average values to parameters of current model.
        """
1642 1643 1644 1645 1646 1647
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
1648 1649 1650 1651

    def restore(self, executor):
        """Restore parameter values of current model.
        """
1652
        executor.run(self.restore_program)