/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserved. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. */ #pragma once #include "paddle/fluid/framework/eigen.h" #include "paddle/fluid/framework/op_registry.h" namespace paddle { namespace operators { using Tensor = framework::Tensor; template using EigenVector = framework::EigenVector; template class ProximalGDOpKernel : public framework::OpKernel { public: void Compute(const framework::ExecutionContext& ctx) const override { auto* param_out = ctx.Output("ParamOut"); param_out->mutable_data(ctx.GetPlace()); auto grad = ctx.Input("Grad"); auto l1 = static_cast(ctx.Attr("l1")); auto l2 = static_cast(ctx.Attr("l2")); auto p = EigenVector::Flatten(*ctx.Input("Param")); auto g = EigenVector::Flatten(*grad); auto lr = EigenVector::Flatten(*ctx.Input("LearningRate")); auto p_out = EigenVector::Flatten(*param_out); auto& place = *ctx.template device_context().eigen_device(); Eigen::DSizes grad_dsize(grad->numel()); auto prox_param = p - lr.broadcast(grad_dsize) * g; if (l1 > 0) { p_out.device(place) = prox_param.sign() * (((prox_param.abs() - (lr * l1).broadcast(grad_dsize)) .cwiseMax(T(0.0))) / (1.0 + (lr * l2).broadcast(grad_dsize))); } else { p_out.device(place) = prox_param / (1.0 + (lr * l2).broadcast(grad_dsize)); } } }; } // namespace operators } // namespace paddle