add base class of LearningRateEpochDecay, and API: MultiStepDecay, and API: StepDecay (#24821)

* add new API: MultiStepDecay, a new learing rate strategy, test=develop

* add new API: MultiStepDecay, a new learing rate strategy,test=develop

* add new API: MultiStepDecay, a new learing rate strategy,test=develop

* add base class of LearningRateEpochDecay, and MultiStepDecay, and StepDecay, test=develop

* fix doc to add coverage,test=develop

python/paddle/fluid/dygraph/learning_rate_scheduler.py

@@ -23,7 +23,7 @@ from ..data_feeder import check_type
 __all__ = [
     'NoamDecay', 'PiecewiseDecay', 'NaturalExpDecay', 'ExponentialDecay',
     'InverseTimeDecay', 'PolynomialDecay', 'CosineDecay', 'LinearLrWarmup',
-    'ReduceLROnPlateau'
+    'ReduceLROnPlateau', 'StepDecay', 'MultiStepDecay'
 ]
 
 
@@ -595,6 +595,8 @@ class NoamDecay(LearningRateDecay):
 
 class LinearLrWarmup(LearningRateDecay):
     """
+    :api_attr: imperative
+
     This operator use the linear learning rate warm up strategy to adjust the learning rate preliminarily before the normal learning rate scheduling.
     For more information, please refer to `Bag of Tricks for Image Classification with Convolutional Neural Networks <https://arxiv.org/abs/1812.01187>`_
     
@@ -684,6 +686,8 @@ class LinearLrWarmup(LearningRateDecay):
 
 class ReduceLROnPlateau(LearningRateDecay):
     """
+    :api_attr: imperative
+
     Reduce learning rate when ``loss`` has stopped descending. Models often benefit from reducing the learning rate 
     by 2 to 10 times once model performance has no longer improvement.
 
@@ -788,7 +792,6 @@ class ReduceLROnPlateau(LearningRateDecay):
             raise ValueError('threshold mode ' + threshold_mode +
                              ' is unknown!')
         self.threshold_mode = threshold_mode
-
         check_type(learning_rate, 'learning_rate', (float, int, Variable),
                    'ReduceLROnPlateau')
         if isinstance(learning_rate, (float, int)):
@@ -870,3 +873,217 @@ class ReduceLROnPlateau(LearningRateDecay):
 
         else:
             return current > best + self.threshold
+
+
+class _LearningRateEpochDecay(LearningRateDecay):
+    """
+    :api_attr: imperative
+
+    Base class of learning rate decay, which is updated each epoch.
+    
+    Define the common interface of an _LearningRateEpochDecay.
+    User should not use this class directly,
+    but need to use one of it's implementation. And invoke method: `epoch()` each epoch.
+    """
+
+    def __init__(self, learning_rate, dtype=None):
+        if not isinstance(learning_rate, (float, int)):
+            raise TypeError(
+                "The type of 'learning_rate' must be 'float, int', but received %s."
+                % type(learning_rate))
+        if learning_rate >= 1.0:
+            raise ValueError("The initial learning rate")
+
+        self.base_lr = float(learning_rate)
+
+        self.epoch_num = -1
+        if dtype is None:
+            self.dtype = "float32"
+        self.learning_rate = self.create_lr_var(self.base_lr)
+
+        self.epoch()
+
+    def __call__(self):
+        """ 
+        Return last computed learning rate on current epoch.
+        """
+        return self.learning_rate
+
+    def epoch(self, epoch=None):
+        """
+        compueted learning_rate and update it when invoked.
+        """
+        if epoch is None:
+            self.epoch_num += 1
+        else:
+            self.epoch_num = epoch
+
+        self.learning_rate = self.get_lr()
+        if isinstance(self.learning_rate, float):
+            self.learning_rate = self.create_lr_var(self.learning_rate)
+
+    def get_lr(self):
+        raise NotImplementedError
+
+
+class StepDecay(_LearningRateEpochDecay):
+    """
+    :api_attr: imperative
+
+    Decays the learning rate of ``optimizer`` by ``decay_rate`` every ``step_size`` number of epoch.
+
+    The algorithm can be described as the code below. 
+
+    .. code-block:: text
+
+        learning_rate = 0.5
+        step_size = 30
+        decay_rate = 0.1
+
+        learning_rate = 0.5     if epoch < 30
+        learning_rate = 0.05    if 30 <= epoch < 60
+        learning_rate = 0.005   if 60 <= epoch < 90
+        ...
+
+    Parameters:
+        learning_rate (float|int): The initial learning rate. It can be set to python float or int number.
+        step_size (int): Period of learning rate decay..
+        decay_rate (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * decay_rate`` . 
+            It should be less than 1.0. Default: 0.1.
+
+    Returns:
+        None.
+
+    Examples:
+        .. code-block:: python
+            
+            import paddle.fluid as fluid
+            import numpy as np
+            with fluid.dygraph.guard():
+                x = np.random.uniform(-1, 1, [10, 10]).astype("float32")
+                linear = fluid.dygraph.Linear(10, 10)
+                input = fluid.dygraph.to_variable(x)
+                scheduler = fluid.dygraph.StepDecay(0.5, step_size=3)
+                adam = fluid.optimizer.Adam(learning_rate = scheduler, parameter_list = linear.parameters())
+
+                for epoch in range(9):
+                    for batch_id in range(5):
+                        out = linear(input)
+                        loss = fluid.layers.reduce_mean(out)
+                        adam.minimize(loss)  
+                    scheduler.epoch()
+
+                    print("epoch:{}, current lr is {}" .format(epoch, adam.current_step_lr()))
+                    # epoch:0, current lr is 0.5
+                    # epoch:1, current lr is 0.5
+                    # epoch:2, current lr is 0.5
+                    # epoch:3, current lr is 0.05
+                    # epoch:4, current lr is 0.05
+                    # epoch:5, current lr is 0.05
+                    # epoch:6, current lr is 0.005
+                    # epoch:7, current lr is 0.005
+                    # epoch:8, current lr is 0.005
+
+    """
+
+    def __init__(self, learning_rate, step_size, decay_rate=0.1):
+        if not isinstance(step_size, int):
+            raise TypeError(
+                "The type of 'step_size' must be 'int', but received %s." %
+                type(step_size))
+        if decay_rate >= 1.0:
+            raise ValueError('decay_rate should be < 1.0.')
+
+        self.step_size = step_size
+        self.decay_rate = decay_rate
+        super(StepDecay, self).__init__(learning_rate)
+
+    def get_lr(self):
+        decay_rate = self.create_lr_var(self.decay_rate)
+        i = self.epoch_num // self.step_size
+        return self.base_lr * (decay_rate**i)
+
+
+class MultiStepDecay(_LearningRateEpochDecay):
+    """
+    :api_attr: imperative
+
+    Decays the learning rate of ``optimizer`` by ``decay_rate`` once ``epoch`` reaches one of the milestones.
+
+    The algorithm can be described as the code below. 
+
+    .. code-block:: text
+
+        learning_rate = 0.5
+        milestones = [30, 50]
+        decay_rate = 0.1
+        if epoch < 30:
+            learning_rate = 0.5
+        elif epoch < 50:
+            learning_rate = 0.05
+        else:
+            learning_rate = 0.005
+
+    Parameters:
+        learning_rate (float|int): The initial learning rate. It can be set to python float or int number. If it
+        milestones (tuple|list): List or tuple of each boundaries. Must be increasing.
+        decay_rate (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * decay_rate`` . 
+            It should be less than 1.0. Default: 0.1.
+
+    Returns:
+        None.
+
+    Examples:
+        .. code-block:: python
+            
+            import paddle.fluid as fluid
+            import numpy as np
+            with fluid.dygraph.guard():
+                x = np.random.uniform(-1, 1, [10, 10]).astype("float32")
+                linear = fluid.dygraph.Linear(10, 10)
+                input = fluid.dygraph.to_variable(x)
+                scheduler = fluid.dygraph.MultiStepDecay(0.5, milestones=[3, 5])
+                adam = fluid.optimizer.Adam(learning_rate = scheduler, parameter_list = linear.parameters())
+
+                for epoch in range(6):
+                    for batch_id in range(5):
+                        out = linear(input)
+                        loss = fluid.layers.reduce_mean(out)
+                        adam.minimize(loss)
+                    scheduler.epoch()
+
+                    print("epoch:{}, current lr is {}" .format(epoch, adam.current_step_lr()))
+                    # epoch:0, current lr is 0.5
+                    # epoch:1, current lr is 0.5
+                    # epoch:2, current lr is 0.5
+                    # epoch:3, current lr is 0.05
+                    # epoch:4, current lr is 0.05
+                    # epoch:5, current lr is 0.005
+
+    """
+
+    def __init__(self, learning_rate, milestones, decay_rate=0.1):
+        if not isinstance(milestones, (tuple, list)):
+            raise TypeError(
+                "The type of 'milestones' in 'MultiStepDecay' must be 'tuple, list', but received %s."
+                % type(milestones))
+
+        if not all([
+                milestones[i] < milestones[i + 1]
+                for i in range(len(milestones) - 1)
+        ]):
+            raise ValueError('The elements of milestones must be incremented')
+        if decay_rate >= 1.0:
+            raise ValueError('decay_rate should be < 1.0.')
+
+        self.milestones = milestones
+        self.decay_rate = decay_rate
+        super(MultiStepDecay, self).__init__(learning_rate)
+
+    def get_lr(self):
+        decay_rate = self.create_lr_var(self.decay_rate)
+        for i in range(len(self.milestones)):
+            if self.epoch_num < self.milestones[i]:
+                return self.base_lr * (decay_rate**i)
+
+        return self.base_lr * (decay_rate**len(self.milestones))

python/paddle/fluid/tests/unittests/test_learning_rate_scheduler.py

@@ -98,8 +98,26 @@ def noam_decay(global_step, d_model, warmup_steps, learning_rate=1.0):
     return decayed_lr
 
 
-class TestNoamLearningRateDecayDygraphMode(unittest.TestCase):
-    def test_dygraph_mode(self):
+def linear_lr_warmup(global_step, warmup_steps, start_lr, end_lr):
+    linear_step = end_lr - start_lr
+    decayed_lr = start_lr + linear_step * (global_step / warmup_steps)
+    return decayed_lr
+
+
+def multi_step_decay(global_step, learning_rate, milestones, decay_rate=0.1):
+    for i in range(len(milestones)):
+        if global_step < milestones[i]:
+            return learning_rate * math.pow(decay_rate, i)
+
+    return learning_rate * math.pow(decay_rate, len(milestones))
+
+
+def step_decay(global_step, learning_rate, step_size, decay_rate=0.1):
+    return learning_rate * math.pow(decay_rate, global_step // step_size)
+
+
+class TestLearningRateDecayDygraph(unittest.TestCase):
+    def test_NoamDecay(self):
         with fluid.dygraph.guard():
             d_model = 0.01
             warmup_steps = 200
@@ -117,6 +135,88 @@ class TestNoamLearningRateDecayDygraphMode(unittest.TestCase):
                     msg='Failed lr scheduler in step {0}, Python result is {1}, Fluid result is {2}'.
                     format(step, right_result, fluid_result[0]))
 
+    def test_LinearLrWarmup(self):
+        with fluid.dygraph.guard():
+            lr = fluid.layers.polynomial_decay(
+                learning_rate=1.0,
+                decay_steps=10,
+                end_learning_rate=0.0,
+                power=1.0)
+            lr = fluid.layers.linear_lr_warmup(
+                learning_rate=lr, warmup_steps=2, start_lr=0.0, end_lr=1.0)
+
+            right_result = [0.5, 0.9, 0.8, 0.7, 0.6]
+            for i in range(5):
+
+                t = lr()
+
+                self.assertTrue(
+                    np.allclose((t.numpy())[0].item(), right_result[i]))
+
+            with self.assertRaises(TypeError):
+                lr = fluid.layers.linear_lr_warmup(
+                    learning_rate="fake_lr",
+                    warmup_steps=2,
+                    start_lr=0.0,
+                    end_lr=1.0)
+
+    def test_MultiStepDecay(self):
+        with fluid.dygraph.guard():
+            learning_rate = 0.5
+            milestones = [2, 4, 8]
+            decay_rate = 0.2
+            scheduler = fluid.dygraph.MultiStepDecay(learning_rate, milestones,
+                                                     decay_rate)
+            for epoch in range(10):
+                right_result = multi_step_decay(epoch, learning_rate,
+                                                milestones, decay_rate)
+                fluid_result = scheduler().numpy()[0]
+                scheduler.epoch()
+                self.assertAlmostEqual(
+                    right_result,
+                    fluid_result,
+                    msg='Failed lr scheduler in step {0}, Python result is {1}, Fluid result is {2}'.
+                    format(epoch, right_result, fluid_result))
+
+            with self.assertRaises(ValueError):
+                lr = fluid.dygraph.MultiStepDecay(learning_rate, [30, 50, 20],
+                                                  0.1)
+
+            with self.assertRaises(ValueError):
+                lr = fluid.dygraph.MultiStepDecay(learning_rate, [20, 30, 50],
+                                                  1)
+
+            with self.assertRaises(TypeError):
+                lr = fluid.dygraph.MultiStepDecay("test", [20, 30, 50])
+
+            with self.assertRaises(ValueError):
+                lr = fluid.dygraph.MultiStepDecay(2.0, [20, 30, 50])
+
+    def test_StepDecay(self):
+        with fluid.dygraph.guard():
+            learning_rate = 0.5
+            step_size = 3
+            decay_rate = 0.2
+            scheduler = fluid.dygraph.StepDecay(learning_rate, step_size,
+                                                decay_rate)
+            for epoch in range(10):
+                right_result = step_decay(epoch, learning_rate, step_size,
+                                          decay_rate)
+                fluid_result = scheduler().numpy()[0]
+                scheduler.epoch()
+                self.assertAlmostEqual(
+                    right_result,
+                    fluid_result,
+                    msg='Failed lr scheduler in step {0}, Python result is {1}, Fluid result is {2}'.
+                    format(epoch, right_result, fluid_result))
+
+            with self.assertRaises(TypeError):
+                lr = fluid.dygraph.MultiStepDecay(learning_rate, "test", 0.1)
+
+            with self.assertRaises(ValueError):
+                lr = fluid.dygraph.MultiStepDecay(learning_rate, [20, 30, 50],
+                                                  1)
+
 
 class TestLearningRateDecay(unittest.TestCase):
     def check_decay(self, python_decay_fn, fluid_decay_fn, kwargs):
@@ -171,31 +271,26 @@ class TestLearningRateDecay(unittest.TestCase):
             (natural_exp_decay, layers.natural_exp_decay, common_kwargs_false),
             (inverse_time_decay, layers.inverse_time_decay, common_kwargs_true),
             (inverse_time_decay, layers.inverse_time_decay,
-             common_kwargs_false),
-            (polynomial_decay, layers.polynomial_decay, {
+             common_kwargs_false), (polynomial_decay, layers.polynomial_decay, {
                  "learning_rate": 1.0,
                  "decay_steps": 5,
                  "cycle": True
-            }),
-            (polynomial_decay, layers.polynomial_decay, {
+             }), (polynomial_decay, layers.polynomial_decay, {
                  "learning_rate": 1.0,
                  "decay_steps": 5,
                  "cycle": False
-            }),
-            (piecewise_decay, layers.piecewise_decay, {
+             }), (piecewise_decay, layers.piecewise_decay, {
                  "boundaries": [3, 6, 9],
                  "values": [0.1, 0.2, 0.3, 0.4]
-            }),
-            (cosine_decay, layers.cosine_decay, {
+             }), (cosine_decay, layers.cosine_decay, {
                  "learning_rate": 0.1,
                  "step_each_epoch": 100,
                  "epochs": 120
-            }),
-            (noam_decay, layers.noam_decay, {
+             }), (noam_decay, layers.noam_decay, {
                  "d_model": 0.01,
                  "warmup_steps": 200,
                  "learning_rate": 2.0
-            }),
+             })
         ]
 
         for py_decay_fn, fluid_decay_fn, kwargs in decay_fns:
@@ -207,13 +302,7 @@ class TestLearningRateDecay(unittest.TestCase):
                 self.check_decay(py_decay_fn, fluid_decay_fn, kwargs)
 
 
-def linear_lr_warmup(global_step, warmup_steps, start_lr, end_lr):
-    linear_step = end_lr - start_lr
-    decayed_lr = start_lr + linear_step * (global_step / warmup_steps)
-    return decayed_lr
-
-
-class TestLinearWamrupLearningRateDecay(TestLearningRateDecay):
+class TestLinearWamrupLearningRateDecay(unittest.TestCase):
     def check_decay_with_place(self, place, python_decay_fn, fluid_decay_fn,
                                kwargs):
         main_prog = fluid.Program()
@@ -304,37 +393,6 @@ class TestLinearWamrupLearningRateDecayWithScalarInput(unittest.TestCase):
         run_places(lr, start_lr, end_lr)
 
 
-class TestLinearWamrupLearningRateDecayDygraphMode(unittest.TestCase):
-    def test_dygraph_mode(self):
-        with fluid.dygraph.guard():
-            lr = fluid.layers.polynomial_decay(
-                learning_rate=1.0,
-                decay_steps=10,
-                end_learning_rate=0.0,
-                power=1.0)
-            lr = fluid.layers.linear_lr_warmup(
-                learning_rate=lr, warmup_steps=2, start_lr=0.0, end_lr=1.0)
-
-            right_result = [0.5, 0.9, 0.8, 0.7, 0.6]
-            for i in range(5):
-
-                t = lr()
-
-                self.assertTrue(
-                    np.allclose((t.numpy())[0].item(), right_result[i]))
-
-
-class TestLinearWamrupLearningRateDecayDygraphModeTypeCheck(unittest.TestCase):
-    def test_dygraph_mode(self):
-        with fluid.dygraph.guard():
-            with self.assertRaises(TypeError):
-                lr = fluid.layers.linear_lr_warmup(
-                    learning_rate="fake_lr",
-                    warmup_steps=2,
-                    start_lr=0.0,
-                    end_lr=1.0)
-
-
 def reduce_lr_on_plateau(decay_rate, threshold, cooldown, patience, m, n, loss,
                          var_list):
     def is_better(current, best, m, n):