rmsprop.py

# Copyright (c) 2020 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
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# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
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# See the License for the specific language governing permissions and
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from .optimizer import Optimizer
from ..fluid import core
from ..fluid import framework
from ..fluid.framework import Variable


class RMSProp(Optimizer):
    r"""
    Root Mean Squared Propagation (RMSProp) is an unpublished, adaptive learning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::

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

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

    The first equation calculates moving average of the squared gradient for
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.

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

    ..  math::

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

        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 +
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
    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.


    Parameters:
        learning_rate (float|LRScheduler): The learning rate used to update ``Parameter``.
            It can be a float value or a LRScheduler.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
            avoid division by zero, default is 1e-6.
        momentum(float): :math:`\\beta` in equation is the momentum term,
            default is 0.0.
        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.
        parameters (list|tuple, optional): List/Tuple of ``Tensor`` to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
        weight_decay (float|WeightDecayRegularizer, optional): The strategy of regularization. \
            It canbe a float value as coeff of L2 regularization or \
            :ref:`api_fluid_regularizer_L1Decay`, :ref:`api_fluid_regularizer_L2Decay`.
            If a parameter has set regularizer using :ref:`api_fluid_ParamAttr` already, \
            the regularization setting here in optimizer will be ignored for this parameter. \
            Otherwise, the regularization setting here in optimizer will take effect. \
            Default None, meaning there is no regularization.
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.

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

    Examples:
          .. code-block:: python

            import paddle

            inp = paddle.rand([10,10], dtype="float32")
            linear = paddle.nn.Linear(10, 10)
            out = linear(inp)
            loss = paddle.mean(out)

            rmsprop = paddle.optimizer.RMSProp(learning_rate=0.1,
                             parameters=linear.parameters(),
                                       weight_decay=0.01)
            out.backward()
            rmsprop.step()
            rmsprop.clear_grad()

    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
    _mean_grad_acc_str = "mean_grad"

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
                 centered=False,
                 parameters=None,
                 weight_decay=None,
                 grad_clip=None,
                 name=None):
        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.")
        if not 0.0 <= epsilon:
            raise ValueError("Invalid value of epsilon, expect epsilon >= 0.")
        if not 0.0 <= momentum:
            raise ValueError("Invalid value of momentum, expect momentum >= 0.")
        if not 0.0 <= rho:
            raise ValueError("Invalid value of rho, expect rho >= 0.")

        super(RMSProp, self).__init__(
            learning_rate=learning_rate,
            parameters=parameters,
            weight_decay=weight_decay,
            grad_clip=grad_clip,
            name=name)

        self.type = "rmsprop"
        self._rho = rho
        self._epsilon = epsilon
        self._momentum = momentum
        self._centered = centered

    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)
            self._add_accumulator(self._mean_grad_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.")

        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])
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
        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,
                "MeanGrad": mean_grad_acc,
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
                "momentum": self._momentum,
                "centered": self._centered
            },
            stop_gradient=True)

        return rmsprop_op