# Copyright (c) 2016 Baidu, Inc. 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. from paddle.trainer.config_parser import Settings, default_decay_rate, \ default_gradient_clipping_threshold, default_momentum from .default_decorators import wrap_param_default __all__ = ['Optimizer', 'BaseSGDOptimizer', 'MomentumOptimizer', 'AdamaxOptimizer', 'AdamOptimizer', 'AdaGradOptimizer', 'RMSPropOptimizer', 'DecayedAdaGradOptimizer', 'AdaDeltaOptimizer', 'BaseRegularization', 'L2Regularization', 'settings', 'ModelAverage'] class Optimizer(object): def to_setting_kwargs(self): raise NotImplementedError() def extra_settings(self): pass @property def is_support_sparse(self): return True class BaseSGDOptimizer(Optimizer): """ SGD Optimizer. SGD is an optimization method, trying to find a neural network that minimize the "cost/error" of it by iteration. In paddle's implementation SGD Optimizer is synchronized, which means all gradients will be wait to calculate and reduced into one gradient, then do optimize operation. The neural network consider the learning problem of minimizing an objective function, that has the form of a sum .. math:: Q(w) = \\sum_{i}^{n} Q_i(w) The value of function Q sometimes is the cost of neural network (Mean Square Error between prediction and label for example). The function Q is parametrised by w, the weight/bias of neural network. And weights is what to be learned. The i is the i-th observation in (trainning) data. So, the SGD method will optimize the weight by .. math:: w = w - \\eta \\nabla Q(w) = w - \\eta \\sum_{i}^{n} \\nabla Q_i(w) where :math:`\\eta` is learning rate. And :math:`n` is batch size. """ def to_setting_kwargs(self): raise NotImplementedError() class MomentumOptimizer(BaseSGDOptimizer): """ MomentumOptimizer. When sparse=True, the update scheme: .. math:: \\alpha_t &= \\alpha_{t-1} / k \\\\ \\beta_t &= \\beta_{t-1} / (1 + \\lambda \\gamma_t) \\\\ u_t &= u_{t-1} - \\alpha_t \\gamma_t g_t \\\\ v_t &= v_{t-1} + \\tau_{t-1} \\alpha_t \\gamma_t g_t \\\\ \\tau_t &= \\tau_{t-1} + \\beta_t / \\alpha_t where :math:`k` is momentum, :math:`\\lambda` is decay rate, :math:`\\gamma_t` is learning rate at the t'th step. :param sparse: with sparse support or not. :type sparse: bool """ def extra_settings(self): default_momentum(self.momentum) def to_setting_kwargs(self): if self.sparse: return { 'learning_method': 'sparse_momentum' } else: return { 'learning_method': 'momentum' } def __init__(self, momentum=None, sparse=False): self.momentum = momentum self.sparse = sparse class AdamOptimizer(BaseSGDOptimizer): """ Adam optimizer. The details of please refer `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_ .. math:: m(w, t) & = \\beta_1 m(w, t-1) + (1 - \\beta_1) \\nabla Q_i(w) \\\\ v(w, t) & = \\beta_2 v(w, t-1) + (1 - \\beta_2)(\\nabla Q_i(w)) ^2 \\\\ w & = w - \\frac{\\eta}{\\sqrt{v(w,t) + \\epsilon}} :param beta1: the :math:`\\beta_1` in equation. :type beta1: float :param beta2: the :math:`\\beta_2` in equation. :type beta2: float :param epsilon: the :math:`\\epsilon` in equation. It is used to prevent divided by zero. :type epsilon: float """ @property def is_support_sparse(self): return False def __init__(self, beta1=0.9, beta2=0.999, epsilon=1e-8): self.beta1 = beta1 self.beta2 = beta2 self.epsilon = epsilon def to_setting_kwargs(self): return { 'learning_method': 'adam', 'adam_beta1': self.beta1, 'adam_beta2': self.beta2, 'adam_epsilon': self.epsilon } class AdamaxOptimizer(BaseSGDOptimizer): """ Adamax optimizer. The details of please refer this `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_ .. math:: m_t & = \\beta_1 * m_{t-1} + (1-\\beta_1)* \\nabla Q_i(w) \\\\ u_t & = max(\\beta_2*u_{t-1}, abs(\\nabla Q_i(w))) \\\\ w_t & = w_{t-1} - (\\eta/(1-\\beta_1^t))*m_t/u_t :param beta1: the :math:`\\beta_1` in the equation. :type beta1: float :param beta2: the :math:`\\beta_2` in the equation. :type beta2: float """ def __init__(self, beta1, beta2): self.beta1 = beta1 self.beta2 = beta2 def to_setting_kwargs(self): return { 'learning_method': 'adamax', 'adam_beta1': self.beta1, 'adam_beta2': self.beta2 } @property def is_support_sparse(self): return False class AdaGradOptimizer(BaseSGDOptimizer): """ Adagrad(for ADAptive GRAdient algorithm) optimizer. For details please refer this `Adaptive Subgradient Methods for Online Learning and Stochastic Optimization <http://www.magicbroom.info/Papers/DuchiHaSi10.pdf>`_. .. math:: G &= \\sum_{\\tau=1}^{t} g_{\\tau} g_{\\tau}^T \\\\ w & = w - \\eta diag(G)^{-\\frac{1}{2}} \\circ g """ def to_setting_kwargs(self): return { 'learning_method': 'adagrad' } def __init__(self): pass class RMSPropOptimizer(BaseSGDOptimizer): """ RMSProp(for Root Mean Square Propagation) optimizer. For details please refer this `slide <http://www.cs.toronto.edu/~tijmen/csc321/slides/ lecture_slides_lec6.pdf>`_. The equations of this method as follows: .. math:: v(w, t) & = \\rho v(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2 \\\\ w & = w - \\frac{\\eta} {\\sqrt{v(w,t) + \\epsilon}} \\nabla Q_{i}(w) :param rho: the :math:`\\rho` in the equation. The forgetting factor. :type rho: float :param epsilon: the :math:`\\epsilon` in the equation. :type epsilon: float """ def to_setting_kwargs(self): return { 'learning_method': 'rmsprop', 'ada_rou': self.rho, 'ada_epsilon': self.epsilon } def __init__(self, rho=0.95, epsilon=1e-6): self.rho = rho self.epsilon = epsilon class DecayedAdaGradOptimizer(BaseSGDOptimizer): """ AdaGrad method with decayed sum gradients. The equations of this method show as follow. .. math:: E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2 \\\\ learning\\_rate &= 1/sqrt( ( E(g_t^2) + \\epsilon ) :param rho: The :math:`\\rho` parameter in that equation :type rho: float :param epsilon: The :math:`\\epsilon` parameter in that equation. :type epsilon: float """ def to_setting_kwargs(self): return { 'learning_method': 'decayed_adagrad', 'ada_rou': self.rho, 'ada_epsilon': self.epsilon } def __init__(self, rho=0.95, epsilon=1e-6): self.rho = rho self.epsilon = epsilon class AdaDeltaOptimizer(BaseSGDOptimizer): """ AdaDelta method. 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 :param rho: :math:`\\rho` in equation :type rho: float :param epsilon: :math:`\\rho` in equation :type epsilon: float """ def to_setting_kwargs(self): return { 'learning_method': 'adadelta', 'ada_rou': self.rho, 'ada_epsilon': self.epsilon } def __init__(self, rho=0.95, epsilon=1e-6): self.rho = rho self.epsilon = epsilon class BaseRegularization(Optimizer): def __init__(self): self.algorithm = "" self.learning_method = "" def to_setting_kwargs(self): return {} class L2Regularization(BaseRegularization): def __init__(self, rate): super(L2Regularization, self).__init__() self.decay_rate = rate def to_setting_kwargs(self): if self.algorithm == 'owlqn': return { 'l2weight': self.decay_rate } else: return dict() def extra_settings(self): if self.algorithm == 'sgd' or self.algorithm == 'async_sgd': default_decay_rate(self.decay_rate) class ModelAverage(Optimizer): def to_setting_kwargs(self): return { 'average_window': self.average_window, 'max_average_window': self.max_average_window, 'do_average_in_cpu': self.do_average_in_cpu } def __init__(self, average_window, max_average_window=None, do_average_in_cpu=False): self.average_window = average_window self.max_average_window = max_average_window self.do_average_in_cpu = do_average_in_cpu class GradientClippingThreshold(Optimizer): def extra_settings(self): default_gradient_clipping_threshold(self.threshold) def __init__(self, threshold): self.threshold = threshold def to_setting_kwargs(self): return dict() def __extends__(dict1, dict2): for key in dict2: assert key not in dict1 dict1[key] = dict2[key] return dict1 @wrap_param_default(['learning_method'], default_factory=lambda _: MomentumOptimizer()) @wrap_param_default(['regularization'], default_factory=lambda _: BaseRegularization()) def settings(batch_size, learning_rate=1e-3, learning_rate_decay_a=0., learning_rate_decay_b=0., learning_rate_schedule='poly', learning_rate_args='', average_window=0, do_average_in_cpu=False, max_average_window=None, learning_method=None, regularization=None, is_async=False, model_average=None, gradient_clipping_threshold=None ): """ Set the optimization method, learning rate, batch size, and other training settings. The currently supported algorithms are SGD and Async-SGD. .. warning:: Note that the 'batch_size' in PaddlePaddle is not equal to global training batch size. It represents the single training process's batch size. If you use N processes to train one model, for example use three GPU machines, the global batch size is N*'batch_size'. :param batch_size: batch size for one training process. :type batch_size: int :param learning_rate: learning rate for SGD :type learning_rate: float :param learning_method: The extension optimization algorithms of gradient descent, such as momentum, adagrad, rmsprop, etc. Note that it should be instance with base type BaseSGDOptimizer. :type learning_method: BaseSGDOptimizer :param regularization: The regularization method. :type regularization: BaseRegularization :param is_async: Is Async-SGD or not. Default value is False. :type is_async: bool :param model_average: Model Average Settings. :type model_average: ModelAverage :param gradient_clipping_threshold: gradient clipping threshold. If gradient value larger than some value, will be clipped. :type gradient_clipping_threshold: float """ if isinstance(regularization, BaseRegularization): regularization = [regularization] assert isinstance(learning_method, Optimizer) if isinstance(learning_method, BaseSGDOptimizer): algorithm = 'async_sgd' if is_async else 'sgd' else: algorithm = 'owlqn' args=['batch_size', 'learning_rate', 'learning_rate_decay_a', 'learning_rate_decay_b', 'learning_rate_schedule', 'learning_rate_args', 'average_window', 'do_average_in_cpu', 'max_average_window'] kwargs = dict() kwargs['algorithm'] = algorithm for arg in args: kwargs[arg] = locals()[arg] kwargs = __extends__(kwargs, learning_method.to_setting_kwargs()) learning_method.extra_settings() for regular in regularization: assert isinstance(regular, BaseRegularization) regular.algorithm = algorithm regular.learning_method = kwargs['learning_method'] kwargs = __extends__(kwargs, regular.to_setting_kwargs()) regular.extra_settings() if gradient_clipping_threshold is not None: gradient_clipping_threshold = GradientClippingThreshold( threshold=gradient_clipping_threshold) for each in [model_average, gradient_clipping_threshold]: if each is not None: assert isinstance(each, Optimizer) each.algorithm = algorithm each.learning_method = kwargs['learning_method'] kwargs = __extends__(kwargs, each.to_setting_kwargs()) each.extra_settings() # Do Check? Settings(**kwargs)