optimizer.py 214.1 KB
Newer Older
1
# Copyright (c) 2019 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
import numpy as np
18
import six
19
import logging
20
from collections import defaultdict
21

Q
Qiao Longfei 已提交
22
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
23
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program, device_guard
24

25 26
from . import framework
from . import layers
27
from . import unique_name
28
from .backward import append_backward, _some_in_set_, _append_grad_suffix_, _get_no_grad_set_name
29
from .clip import GradientClipBase, GradientClipByNorm, error_clip_callback, append_gradient_clip_ops
30 31 32
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
33
from .layers import ops
34
from .regularizer import append_regularization_ops
35
from .dygraph import base as imperative_base
36
from .dygraph import no_grad
37
from .dygraph.learning_rate_scheduler import LearningRateDecay, _LearningRateEpochDecay
38 39 40
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
41
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
42
from .. import compat as cpt
43

44
__all__ = [
45 46 47 48
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'Dpsgd', 'DecayedAdagrad',
    'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer',
    'AdamOptimizer', 'AdamaxOptimizer', 'DpsgdOptimizer',
    'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta',
Z
Zeng Jinle 已提交
49
    'AdadeltaOptimizer', 'ModelAverage', 'LarsMomentum',
50 51
    'LarsMomentumOptimizer', 'LambOptimizer', 'ExponentialMovingAverage',
    'PipelineOptimizer', 'LookaheadOptimizer', 'RecomputeOptimizer'
52
]
Q
Qiao Longfei 已提交
53 54 55 56 57 58


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

    Define the common interface of an optimizer.
59 60
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
61 62
    """

63
    @imperative_base.no_grad
64 65 66 67
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
68
                 grad_clip=None,
69
                 name=None):
H
hong 已提交
70 71
        self._parameter_list = list(
            parameter_list) if parameter_list is not None else None
72
        self._name = name
L
lujun 已提交
73
        if framework.in_dygraph_mode():
M
minqiyang 已提交
74 75 76 77 78
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, LearningRateDecay):
                raise TypeError(
                    "learning rate should be float or LearningRateDecay, got %s here"
                    % type(learning_rate))
79
            if self._parameter_list is None:
80 81 82
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
83 84 85 86 87 88 89 90
            if regularization is not None:
                for param in self._parameter_list:
                    if param.regularizer is not None:
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
                            % regularization.__str__())
                        break
M
minqiyang 已提交
91 92 93 94 95 96 97
        else:
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, framework.Variable):
                raise TypeError(
                    "learning rate should be float or Variable, got %s here" %
                    type(learning_rate))

98 99 100 101 102
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipBase):
                raise TypeError(
                    "'grad_clip' should be an instance of GradientClipBase's derived class"
                )
D
dzhwinter 已提交
103
        self.regularization = regularization
104
        self._grad_clip = grad_clip
105
        self._learning_rate = learning_rate
D
dzhwinter 已提交
106 107
        # the learning rate type should be inferenced from loss
        self._dtype = None
108
        # each program should have a independent learning rate
109
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
110
        self._learning_rate_map = dict()
111
        if isinstance(self._learning_rate, framework.Variable):
112 113
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
114 115 116 117 118
        # 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
119
        self.helper = None
120
        self._opti_name_list = []
H
hong 已提交
121
        self._accumulators_holder = {}
122
        self._param_device_map = dict()
H
hong 已提交
123 124 125 126

    @framework.dygraph_only
    def state_dict(self):
        '''
T
tianshuo78520a 已提交
127 128
        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimizer never be called(minimize function), the state_dict is empty.
H
hong 已提交
129 130 131

        Args: None
        Return:
T
tianshuo78520a 已提交
132
            state_dict(dict) : dict contains all the variable used by optimizer
H
hong 已提交
133 134 135 136 137
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
138 139 140 141 142 143

                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding([10, 10])

                    adam = fluid.optimizer.Adam(0.001, parameter_list=emb.parameters())
                    state_dict = adam.state_dict()
H
hong 已提交
144 145 146 147 148 149 150 151

        '''
        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
        # global step if use lr decay
        if isinstance(self._learning_rate, LearningRateDecay):
152 153 154 155
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                var_tmp = None
156 157 158
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32')

159 160
                tensor.fill_constant(
                    [1], "int32", self._learning_rate.step_num, out=var_temp)
H
hong 已提交
161

162
                state_dict['global_step'] = var_temp
H
hong 已提交
163 164 165 166 167
        return state_dict

    @framework.dygraph_only
    def set_dict(self, state_dict):
        '''
T
tianshuo78520a 已提交
168
        Load optimizer state dict. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.
H
hong 已提交
169 170 171 172 173 174 175 176

        Args: 
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
        
        Examples:
            .. code-block:: python
177

H
hong 已提交
178
                with fluid.dygraph.guard():
179
                    emb = fluid.dygraph.Embedding([10, 10])
180

H
hong 已提交
181
                    state_dict = emb.state_dict()
182
                    fluid.save_dygraph(state_dict, "paddle_dy")
183

184 185
                    adam = fluid.optimizer.Adam(learning_rate=fluid.layers.noam_decay( 100, 10000), 
                                                parameter_list=emb.parameters())
H
hong 已提交
186
                    state_dict = adam.state_dict()
187
                    fluid.save_dygraph(state_dict, "paddle_dy")
188

H
hong 已提交
189
                    para_state_dict, opti_state_dict = fluid.load_dygraph( "paddle_dy")
190

191
                    adam.set_dict(opti_state_dict)
H
hong 已提交
192 193 194 195

        '''

        if isinstance(self._learning_rate, LearningRateDecay):
196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                assert 'global_step' in state_dict, \
                        'Global step not in state dict, Dygraph use LearningRateDecay, global_step must in state_dict'
                global_step = state_dict['global_step']

                if isinstance(global_step, Variable):
                    step_np = global_step
                    step_np = np.array(step_np.value().get_tensor())
                    assert step_np.shape == (1,),  \
                            "global step shape is (1,), the shape is {}".format( step_np.shape )

                    self._learning_rate.step_num = int(step_np[0])
                elif isinstance(global_step, np.ndarray):
                    assert global_step.shape == (1,),  \
                            "global step shape is (1,), the shape is {}".format( global_step.shape )
                    self._learning_rate.step_num = global_step[0]
                else:
                    raise RuntimeError(
                        "Type not supprt, value in state dict must be [VarBase, Variable, numpy], the type is ",
                        type(global_step))
H
hong 已提交
218 219 220 221 222 223

        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                assert var_tmp.name in state_dict, \
                        "optimizer variable {} not found".format( var_tmp.name )
224
                var = var_tmp.value()
H
hong 已提交
225 226 227 228 229 230 231 232
                tensor = var.get_tensor()
                model_np = np.array(tensor)

                load_para = state_dict[var_tmp.name]

                if isinstance(load_para, Variable):
                    load_para_np = load_para.numpy()
                elif isinstance(load_para, core.VarBase):
233
                    load_para_np = load_para.numpy()
H
hong 已提交
234 235 236 237 238 239 240 241 242 243 244 245 246 247 248
                elif isinstance(load_para, np.ndarray):
                    load_para_np = load_para
                else:
                    raise RuntimeError("State dict type {} not supprt".format(
                        str(type(load_para))))

                assert model_np.shape == load_para_np.shape,  \
                                          "Parameter shape not match, Dygraph Parameter [ {} ] need tensor with shape {} but load tensor with shape {}".format(
                                                 item.name, model_np.shape, load_para_np.shape)

                assert model_np.dtype == load_para_np.dtype, \
                                          "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
                                                item.name, model_np.dtype, load_para_np.dtype)

                tensor.set(load_para_np, framework._current_expected_place())
249

250 251
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
252

Q
Qiao Longfei 已提交
253
    def _create_global_learning_rate(self):
254 255 256
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
257 258 259 260 261 262 263 264 265 266 267 268
                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
                    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),
                        dtype='float32' if self._dtype is None else self._dtype,
                        persistable=True)
269
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
270
            elif isinstance(self._learning_rate, LearningRateDecay):
271 272 273
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
274
                raise TypeError(
275 276
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
277
        else:
278 279 280 281
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
282 283 284 285 286 287
            else:
                if not isinstance(self._learning_rate, float):
                    raise TypeError(
                        "learning rate variable is create outside optimizer,"
                        "can not create new learning rate variable for new program"
                    )
Q
Qiao Longfei 已提交
288

289 290 291 292 293 294 295 296
            # 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),
                dtype='float32' if self._dtype is None else self._dtype,
                persistable=True)
297

298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374
    @framework.dygraph_only
    def set_lr(self, value):
        """
        :api_attr: imperative
        
        Set the value of the learning rate manually in the optimizer. If the optimizer use LearningRateDecay,
        this API cannot be invoked, because it will lead to conflict.

        Args:
            value (float|Variable): the value of learning rate

        Returns:
            None
          
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                        
                with fluid.dygraph.guard():
                    linear = fluid.dygraph.nn.Linear(10, 10)

                    adam = fluid.optimizer.Adam(0.1, parameter_list=linear.parameters())

                    # set learning rate manually by python float value
                    lr_list = [0.2, 0.3, 0.4, 0.5, 0.6]
                    for i in range(5):
                        adam.set_lr(lr_list[i])
                        lr = adam.current_step_lr()
                        print("current lr is {}".format(lr))
                    # Print:
                    #    current lr is 0.2
                    #    current lr is 0.3
                    #    current lr is 0.4
                    #    current lr is 0.5
                    #    current lr is 0.6


                    # set learning rate manually by framework Variable
                    lr_var = fluid.layers.create_global_var(
                        shape=[1], value=0.7, dtype='float32')
                    adam.set_lr(lr_var)
                    lr = adam.current_step_lr()
                    print("current lr is {}".format(lr))
                    # Print:
                    #    current lr is 0.7



        """
        if not isinstance(value, (framework.Variable, float)):
            raise TypeError(
                "The type of 'value' in optimizer.set_lr must be (float, Variable), but received %s."
                % (type(value)))
        if isinstance(self._learning_rate, LearningRateDecay):
            raise RuntimeError(
                "optimizer's learning rate can't be LearningRateDecay when invoke this API, because this will lead to conflict."
            )
        if isinstance(value, float):
            self._learning_rate = value
            current_lr = self._global_learning_rate()
            if current_lr is not None:
                global_block = framework.default_main_program().global_block()
                global_block.append_op(
                    type='fill_constant',
                    outputs={'Out': [current_lr]},
                    attrs={
                        'dtype': current_lr.dtype,
                        'shape': list(current_lr.shape),
                        'value': float(value)
                    },
                    stop_gradient=True)
        else:
            assert len(value.shape) == 1 and value.shape[
                0] == 1, "optimizer's learning rate must be 1-D Tensor with shape[1]"
            self._learning_rate_map[framework.default_main_program()] = value

375 376 377
    @framework.dygraph_only
    def current_step_lr(self):
        """
378
        :api_attr: imperative
379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423
        
        Get current step learning rate. The return value is all the same When LearningRateDecay is not used,
        otherwise return the step learning rate.

        Returns:
            float: The learning rate of the current step.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

                # example1: LearningRateDecay is not used, return value is all the same
                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding([10, 10])
                    adam = fluid.optimizer.Adam(0.001, parameter_list = emb.parameters())
                    lr = adam.current_step_lr()
                    print(lr) # 0.001

                # example2: PiecewiseDecay is used, return the step learning rate
                with fluid.dygraph.guard():
                    inp = np.random.uniform(-0.1, 0.1, [10, 10]).astype("float32")
                    linear = fluid.dygraph.nn.Linear(10, 10)
                    inp = fluid.dygraph.to_variable(inp)
                    out = linear(inp)
                    loss = fluid.layers.reduce_mean(out)
                    
                    bd = [2, 4, 6, 8]
                    value = [0.2, 0.4, 0.6, 0.8, 1.0]
                    adam = fluid.optimizer.Adam(fluid.dygraph.PiecewiseDecay(bd, value, 0),
                                           parameter_list=linear.parameters())

                    # first step: learning rate is 0.2
                    np.allclose(adam.current_step_lr(), 0.2, rtol=1e-06, atol=0.0) # True

                    # learning rate for different steps
                    ret = [0.2, 0.2, 0.4, 0.4, 0.6, 0.6, 0.8, 0.8, 1.0, 1.0, 1.0, 1.0]
                    for i in range(12):
                        adam.minimize(loss)
                        lr = adam.current_step_lr()
                        np.allclose(lr, ret[i], rtol=1e-06, atol=0.0) # True

        """
        current_lr = self._global_learning_rate()
424
        if isinstance(current_lr, framework.Variable):
425 426 427 428
            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
429 430 431
        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
432 433 434 435 436 437 438
        else:
            step_lr = self._learning_rate.step()
            if isinstance(step_lr, (float, int)):
                return step_lr
            else:
                return step_lr.numpy()[0]

Y
yuyang18 已提交
439
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
440 441 442 443
        """
        get global decayed learning rate
        :return:
        """
444 445
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
446
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
447

Q
Qiao Longfei 已提交
448 449 450 451 452
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

453 454 455 456
    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
457 458
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
459
        else:
W
Wu Yi 已提交
460
            if param_lr == 1.0:
Y
yuyang18 已提交
461
                return self._global_learning_rate()
W
Wu Yi 已提交
462
            else:
X
Xin Pan 已提交
463 464 465
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
466
                    return self._global_learning_rate() * param_lr
467 468 469 470 471 472 473

    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
474
        """
475 476
        pass

477
    def _finish_update(self, block, parameters_and_grads):
478 479 480 481 482 483 484 485
        """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
486
            None
487 488 489
        """
        pass

490 491 492 493 494
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
495
                         shape=None,
496
                         type=None,
497
                         device=None):
498 499 500 501 502 503 504 505 506
        """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
507 508
        if self._name is not None:
            name = self._name + "_" + name
509 510
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
511
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
512
                return self._accumulators[name][param.name]
513
            raise Exception("Accumulator {} already exists for parameter {}".
514
                            format(name, param.name))
515 516
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
517
        assert isinstance(self.helper, LayerHelper)
518 519 520 521 522

        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
523
        var = self.helper.create_global_variable(
524
            name=var_name,
Q
Qiao Longfei 已提交
525
            persistable=True,
F
fengjiayi 已提交
526
            dtype=dtype or param.dtype,
527
            type=param.type if type is None else type,
H
hong 已提交
528 529
            shape=shape,
            belong_to_optimizer=True)
530 531 532 533 534
        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
                var, initializer=Constant(value=float(fill_value)))
H
hong 已提交
535 536 537 538 539 540 541

        if framework.in_dygraph_mode():
            if len(self._accumulators_holder) > 0:
                assert var_name in self._accumulators_holder, \
                        "Optimizer set error, {} should in state dict".format( var_name )
                var.set_value(self._accumulators_holder[var_name])

Q
Qiao Longfei 已提交
542
        self._accumulators[name][param.name] = var
543
        return var
544 545 546 547 548 549 550 551 552 553 554

    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
555 556
        if self._name is not None:
            name = self._name + "_" + name
557 558 559 560 561 562
        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]

563 564 565 566 567 568 569 570 571 572 573 574
    def _update_param_device_map(self, parameters_and_grads, target_block):
        for param_and_grad in parameters_and_grads:
            if param_and_grad[0].trainable is True:
                param_name = param_and_grad[0].name
                ops = target_block.ops
                device_attr_name = core.op_proto_and_checker_maker.kOpDeviceAttrName(
                )
                for op in ops:
                    input_arg_names = op.input_arg_names
                    if param_name in input_arg_names:
                        self._param_device_map[param_name] = op.attr(
                            device_attr_name)
575
                        break
576 577 578 579 580 581 582

    def _get_device_for_param(self, param_name):
        device = None
        if param_name in self._param_device_map:
            device = self._param_device_map[param_name]
        return device

583
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
584 585 586
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
587
          parameters_and_grads(list(tuple(Variable, Variable))):
588
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
589 590

        Returns:
591
          return_op_list: a list of operators that will complete one step of
592 593 594
            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
595
        """
596 597 598 599 600
        # 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
601
        # for parameters and extend _finish_update method to add custom ops.
602

603
        # Allways called under program_guard use global block as loss block
604 605 606
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

607
        global_block = framework.default_main_program().global_block()
608 609 610 611 612 613 614 615 616
        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
            assert current_block.backward_block_idx != -1, \
                "current block is not global_block, but it doesn't have backward block."
            target_block = framework.default_main_program().blocks[
                current_block.backward_block_idx]

        start = len(target_block.ops)
617
        self.helper = LayerHelper(self.__class__.__name__)
618
        self._update_param_device_map(parameters_and_grads, target_block)
C
chengduo 已提交
619
        self._create_accumulators(
620
            target_block,
C
chengduo 已提交
621
            [p[0] for p in parameters_and_grads if p[0].trainable])
622 623
        self._create_global_learning_rate()

M
minqiyang 已提交
624
        if framework.in_dygraph_mode():
625 626 627
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
628 629
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
630 631 632 633 634 635 636
        else:
            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:
637 638 639 640 641
                        device = self._get_device_for_param(param_and_grad[0]
                                                            .name)
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
                                target_block, param_and_grad)
642 643 644

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
645
        self._finish_update(target_block, parameters_and_grads)
646

647 648
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
649 650

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
651 652 653 654 655 656 657 658 659
        """
        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
        """
660 661
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
662 663 664 665 666 667 668 669 670 671 672 673 674 675 676
        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:
677 678 679 680 681 682 683 684 685 686 687 688 689
            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
690 691
        return new_param_grads, (table_param, table_grad), sgd_op

692 693 694
    def _append_dgc_ops(self, param_and_grad):
        pass

695 696 697 698 699 700 701
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
702
        The first part of ``minimize``, do auto-diff to append backward operations for
703 704 705
        the current program.

        Args:
706 707 708 709
            loss (Variable): ``loss`` variable to run optimizations.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
H
hong 已提交
710
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
711 712
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
713
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
714 715 716
                to be updated. The default value is None.
            callbacks (list, optional): list of callable objects to run when appending backward
                operator for one parameter. The default value is None.
M
minqiyang 已提交
717

718
        Return:
719 720
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
721

722
        Examples:
723
            See examples in ``apply_gradients``.
724
        """
725
        act_no_grad_set = None
L
Leo Chen 已提交
726
        if framework.in_dygraph_mode():
727
            pass
L
Leo Chen 已提交
728 729
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
730

C
chengduo 已提交
731
        self._dtype = loss.dtype
L
lujun 已提交
732
        if framework.in_dygraph_mode():
C
chengduo 已提交
733
            params_grads = []
734
            for param in self._parameter_list:
C
chengduo 已提交
735 736
                if not param.trainable:
                    continue
737
                if param._grad_ivar() is not None:
C
chengduo 已提交
738
                    # create gradient variable
739
                    grad_var = param._grad_ivar()
C
chengduo 已提交
740
                    params_grads.append((param, grad_var))
741
        else:
C
chengduo 已提交
742 743 744 745 746
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
747 748 749 750
            assert len(loss.shape) == 1 and loss.shape[0] == 1, \
                "The loss.shape should be (1L,), but the current loss.shape is {}. " \
                "Maybe that you should call fluid.layers.mean to process the current loss.".format(
                    loss.shape)
751 752
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list
C
chengduo 已提交
753 754
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
755
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
756 757 758 759
                # Note: since we can't use all_reduce_op now,
                #  dgc_op should be the last op of one grad.
                self._append_dgc_ops(params_grads)
        return params_grads
760 761 762 763 764 765 766 767

    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
768

769 770
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
771

772 773 774
        Examples:
            .. code-block:: python

775
                import paddle.fluid as fluid
776 777 778 779 780 781 782
                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)
        """
783

784 785
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

786
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
787 788 789 790
        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
791 792

        # Add regularization if any
793 794
        params_grads = append_regularization_ops(params_grads,
                                                 self.regularization)
795 796 797 798

        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

C
chengduo 已提交
799 800 801 802 803 804 805 806 807 808 809 810
    def apply_optimize(self, loss, startup_program, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Returns:
            list: A list of operators appended to the current program.
        """
L
lujun 已提交
811
        if framework.in_dygraph_mode():
C
chengduo 已提交
812 813
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
814 815
                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
816 817
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
818 819 820 821 822 823 824
                optimize_ops = self._create_optimization_pass(params_grads)
        else:
            program = loss.block.program
            with program_guard(program, startup_program):
                optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

G
gongweibao 已提交
825
    def _get_no_grad_set(self, loss, no_grad_set=None):
826
        no_grad_set = _get_no_grad_set_name(no_grad_set)
G
gongweibao 已提交
827 828 829 830 831 832 833 834
        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
            [param.name for param in parameters if param.trainable is False])
        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
        
        Returns:
            None
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

                with fluid.dygraph.guard():
                    value = np.arange(26).reshape(2, 13).astype("float32")
                    a = fluid.dygraph.to_variable(value)
                    linear = fluid.Linear(13, 5, dtype="float32")
                    # This can be any optimizer supported by dygraph.
                    adam = fluid.optimizer.Adam(learning_rate = 0.01, 
                                                parameter_list = linear.parameters())
                    out = linear(a)
                    out.backward()
                    adam.minimize(out)
                    adam.clear_gradients()

        """
        for p in self._parameter_list:
            if p.trainable:
                p.clear_gradient()

866
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
867 868
    def minimize(self,
                 loss,
869
                 startup_program=None,
Q
Qiao Longfei 已提交
870
                 parameter_list=None,
871
                 no_grad_set=None):
872
        """
873
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
874

875
        Args:
876 877 878 879
            loss (Variable): A ``Variable`` containing the value to minimize.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
H
hong 已提交
880
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
881 882
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
883
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
884
                to be updated. The default value is None.
Q
Qiao Longfei 已提交
885

886
        Returns:
887 888 889
            tuple: tuple (optimize_ops, params_grads), A list of operators appended
            by minimize and a list of (param, grad) variable pairs, param is
            ``Parameter``, grad is the gradient value corresponding to the parameter.
890 891 892
            The returned tuple can be passed to ``fetch_list`` in ``Executor.run()`` to 
            indicate program pruning. If so, the program will be pruned by ``feed`` and 
            ``fetch_list`` before run, see details in ``Executor``.
893 894 895

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
896
        """
C
chengduo 已提交
897
        assert isinstance(loss, Variable), "The loss should be an Variable."
898

899 900
        parameter_list = parameter_list if parameter_list \
            else self._parameter_list
C
chengduo 已提交
901 902 903 904 905
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
906

C
chengduo 已提交
907 908
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
909

Q
Qiao Longfei 已提交
910
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
911 912 913


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
914 915 916 917 918 919 920
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

921 922 923
    Parameters:
        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.
H
hong 已提交
924
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
925 926
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
927 928 929 930 931
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
932 933 934 935
        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.
936 937
        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.
Q
qiaolongfei 已提交
938 939 940 941

    Examples:
        .. code-block:: python

942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.001)
                sgd_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
Qiao Longfei 已提交
967 968
    """

969 970 971 972
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
973
                 grad_clip=None,
974
                 name=None):
Q
Qiao Longfei 已提交
975
        assert learning_rate is not None
Q
Qiao Longfei 已提交
976
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
977
            learning_rate=learning_rate,
978
            parameter_list=parameter_list,
X
Xin Pan 已提交
979
            regularization=regularization,
980
            grad_clip=grad_clip,
X
Xin Pan 已提交
981
            name=name)
Q
Qiao Longfei 已提交
982 983
        self.type = "sgd"

984
    @no_grad
985
    def _append_optimize_op(self, block, param_and_grad):
986
        lr = self._create_param_lr(param_and_grad)
987
        if framework.in_dygraph_mode():
988 989 990
            core.ops.sgd(param_and_grad[0], lr, param_and_grad[1],
                         param_and_grad[0])
            return None
991

992
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
993 994 995 996 997 998
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
999
                "LearningRate": lr
Q
Qiao Longfei 已提交
1000
            },
M
minqiyang 已提交
1001 1002
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
1003 1004

        return sgd_op
1005 1006 1007


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021
    """

    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):

1022
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
1023 1024 1025

        & else:

Q
qiaolongfei 已提交
1026
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
1027

1028 1029 1030 1031
    Parameters:
        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
H
hong 已提交
1032
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1033 1034
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1035
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
1036 1037 1038 1039 1040
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
1041 1042 1043 1044
        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.
1045 1046
        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.
Q
qiaolongfei 已提交
1047 1048 1049 1050

    Examples:
        .. code-block:: python

1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                moment_optimizer = fluid.optimizer.MomentumOptimizer(learning_rate=0.001, momentum=0.9)
                moment_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

1076 1077 1078
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
1079 1080 1081
    def __init__(self,
                 learning_rate,
                 momentum,
1082
                 parameter_list=None,
X
Xin Pan 已提交
1083 1084
                 use_nesterov=False,
                 regularization=None,
1085
                 grad_clip=None,
X
Xin Pan 已提交
1086
                 name=None):
1087 1088
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
1089
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
1090
            learning_rate=learning_rate,
1091
            parameter_list=parameter_list,
X
Xin Pan 已提交
1092
            regularization=regularization,
1093
            grad_clip=grad_clip,
X
Xin Pan 已提交
1094
            name=name)
1095 1096
        self.type = "momentum"
        self._momentum = momentum
1097
        self._use_nesterov = bool(use_nesterov)
1098 1099 1100 1101 1102

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

        for p in parameters:
Q
Qiao Longfei 已提交
1103
            self._add_accumulator(self._velocity_acc_str, p)
1104 1105 1106 1107 1108 1109

    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])
1110 1111 1112 1113 1114 1115 1116 1117
        lr = self._create_param_lr(param_and_grad)

        if framework.in_dygraph_mode():
            _, _ = core.ops.momentum(param_and_grad[0], param_and_grad[1],
                                     velocity_acc, lr, param_and_grad[0],
                                     velocity_acc, 'mu', self._momentum,
                                     'use_nesterov', self._use_nesterov)
            return None
1118

1119
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1120 1121 1122 1123
        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1124
            "LearningRate": [lr]
1125 1126 1127 1128 1129 1130
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
            "VelocityOut": [velocity_acc]
        }
1131 1132 1133
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
1134 1135 1136
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1137
            stop_gradient=True)
1138 1139

        return momentum_op
1140 1141


1142
class DGCMomentumOptimizer(Optimizer):
1143
    """
1144
	:api_attr: Static Graph
S
swtkiwi 已提交
1145

1146
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
1147

G
gongweibao 已提交
1148
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
1149 1150
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
1151
    To avoid losing information, DGC accumulates the rest of the gradients locally.
1152 1153 1154

    Eventually, these gradients become large enough to be transmitted.

1155
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
1156

G
gongweibao 已提交
1157
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
1158 1159 1160 1161

    DGC also uses momentum factor masking and warmup training to overcome the staleness problem caused by reduced communication.

    This optimizer will do two things:
1162

1163 1164
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
1165

1166
        2. Call momentum to optimize the cost.
1167 1168

    Args:
1169 1170
        learning_rate (float|Variable): The learning rate used to update parameters. \
            It can be a float value or a Variable with one float value as a data element.
1171
        momentum (float): Momentum factor.
G
gongweibao 已提交
1172
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
1173 1174 1175 1176 1177 1178 1179
        rampup_step (int): Time steps used in sparsity warm-up periods. Default is 1.
            For example, if the sparsity is [0.75, 0.9375, 0.984375, 0.996, 0.999], and the rampup_step is 100, \
                it will use 0.75 at 0~19 steps, and 0.9375 at 20~39 steps, and so on. \
                And when reach sparsity array ends, it will use 0.999 then and after.
        sparsity (list[float]): Get top important element from gradient tensor, the ratio is (1 - current sparsity). \
            Default is [0.999]. For example, if the sparsity is [0.99, 0.999], \
                the top [1%, 0.1%] important element will be transmitted.
H
hong 已提交
1180
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1181 1182
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1183
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
1184 1185 1186 1187 1188
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
1189 1190 1191
        grad_clip (GradientClipByNorm, optional): Gradient cliping strategy. ``DGCMomentumOptimizer`` only support 
            :ref:`api_fluid_clip_GradientClipByNorm` , and if not, it will raise TypeError. Default None, 
            meaning there is no gradient clipping.
1192 1193
        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.
1194 1195 1196 1197

    Examples:
        .. code-block:: python

1198
            import paddle.fluid as fluid
1199
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1200 1201 1202 1203 1204
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1205 1206

    """
1207 1208
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1209 1210 1211 1212 1213 1214 1215

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1216
                 parameter_list=None,
1217 1218 1219
                 use_nesterov=False,
                 num_trainers=None,
                 regularization=None,
1220
                 grad_clip=None,
1221
                 name=None):
Z
zhongpu 已提交
1222 1223
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support DGCMomentumOptimizer.")
1224 1225 1226 1227

        assert core.is_compiled_with_cuda(), \
            "Paddle is not compiled with CUDA. DGC is only support GPU for now."

1228 1229 1230 1231
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1232
            parameter_list=parameter_list,
1233
            regularization=regularization,
1234
            grad_clip=grad_clip,
1235 1236 1237 1238
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1239

1240
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1241
        self._rampup_begin_step = rampup_begin_step
1242 1243
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1244

1245
        self._rampup_begin_step_var = None
1246
        self._global_step_var = None
1247

1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258
        self._dgc_clip_norm = None
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipByNorm):
                raise TypeError(
                    "The type of grad_clip should be 'GradientClipByNorm', because DGCMomentumOptimizer only support GradientClipByNorm"
                )
            assert isinstance(
                num_trainers, int
            ), "The type of num_trainers should be 'int', but received %s" % type(
                value)
            assert num_trainers > 0, "The value of num_trainers should be greater than 0!"
1259 1260

            self._num_trainers = num_trainers
1261
            self._dgc_clip_norm = grad_clip.clip_norm * (num_trainers**-0.5)
1262

1263 1264
        self.regular_type, self.regular_coeff = self._get_regularization_param(
            self.regularization)
1265

1266 1267 1268
    def _get_regularization_param(self, regularization):
        regular_type = 0
        regular_coeff = 0.0
1269

1270 1271
        if regularization is not None:
            regular_coeff = regularization._regularization_coeff
1272
            from .regularizer import L1Decay, L2Decay
1273 1274 1275 1276
            if isinstance(regularization, L1Decay):
                regular_type = 1
            elif isinstance(regularization, L2Decay):
                regular_type = 2
1277 1278
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'
1279
        return regular_type, regular_coeff
1280

1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291
    def _is_use_dgc(self, param_var, grad_var):
        var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
        if var_numel < 16384 or \
           param_var.type == core.VarDesc.VarType.SELECTED_ROWS  or \
           grad_var.type == core.VarDesc.VarType.SELECTED_ROWS  or  \
               param_var.dtype != core.VarDesc.VarType.FP32 :
            return False
        return True

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306
        velocity_acc = self._get_accumulator(self._u_velocity_acc_str,
                                             param_and_grad[0])
        assert velocity_acc is not None

        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, "use_nesterov": self._use_nesterov}
1307 1308

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1309 1310 1311
            type = "momentum"
        else:
            type = "dgc_momentum"
1312 1313 1314 1315 1316
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1317
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1318 1319 1320

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1321 1322 1323 1324
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1325 1326 1327
            stop_gradient=True)
        return dgc_momentum_op

1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346
    def _add_auto_increment_var(self, counter_name, begin, step=1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=counter_name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(begin - 1), force_cpu=True))
            helper.main_program.global_block()._prepend_op(
                type='increment',
                inputs={'X': [counter]},
                outputs={'Out': [counter]},
                attrs={'step': float(step)},
                stop_gradient=True)
            counter.stop_gradient = True

        return counter

1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359
    def _add_nranks_var(self, name, value=-1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(value), force_cpu=True))
            counter.stop_gradient = True

        return counter

1360 1361 1362 1363 1364 1365
    def _append_dgc_ops(self, param_and_grads):
        main_program = default_main_program()
        main_program._enable_dgc = True

        # step counter
        self._global_step_var = self._add_auto_increment_var(
G
gongweibao 已提交
1366
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1367

1368 1369 1370
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1371 1372 1373 1374 1375
        # rampup begin step var for all_reduce_op_handle
        self._rampup_begin_step_var = tensor.create_global_var(
            shape=[1],
            dtype=core.VarDesc.VarType.FP32,
            persistable=True,
G
gongweibao 已提交
1376
            name=core.dgc.kDGCRampUpBeginStepName(),
1377 1378 1379
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1380 1381
        self.helper = LayerHelper(self.__class__.__name__)

1382
        for param_var, grad_var in param_and_grads:
1383 1384 1385
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1386
            if not self._is_use_dgc(param_var, grad_var):
1387 1388
                continue

1389
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1390 1391 1392 1393 1394

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1395
                name=param_var.name + core.dgc.kDGCKName(),
1396 1397 1398 1399 1400 1401 1402
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1403
                name=param_var.name + core.dgc.kDGCEncodedName(),
1404 1405 1406
                value=0.0,
                force_cpu=False)

1407 1408 1409 1410 1411 1412 1413 1414
            gather_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + core.dgc.kDGCGatherName(),
                value=0.0,
                force_cpu=False)

1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433
            # del back oprolevarname
            op_maker = core.op_proto_and_checker_maker
            backward = core.op_proto_and_checker_maker.OpRole.Backward
            for op in main_program.global_block().ops:
                if not self._is_the_backward_op(op):
                    continue

                var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
                if param_var.name not in var_attr:
                    continue

                var_attr.remove(param_var.name)
                var_attr.remove(grad_var.name)
                if len(var_attr) > 1:
                    op._set_attr(op_maker.kOpRoleVarAttrName(), var_attr)
                else:
                    op._remove_attr(op_maker.kOpRoleVarAttrName())

            clip_var = grad_var
1434 1435
            if self._dgc_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._dgc_clip_norm)
1436
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1437
                         encoded_var, gather_var)
1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452

    def _is_the_backward_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        backward = core.op_proto_and_checker_maker.OpRole.Backward
        if op_maker.kOpRoleVarAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(backward):
            return True
        return False

    def _clip_by_norm(self, x, max_norm, name=None):
        args = {'x': x, 'max_norm': max_norm, 'name': name}

        helper = LayerHelper("dgc_clip_by_norm_op", **args)

        if name is None:
1453 1454
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1455 1456 1457 1458 1459

        out = helper.create_variable(
            type=x.type, name=name, dtype=x.dtype, persistable=False)

        helper.append_op(
G
gongweibao 已提交
1460
            type="dgc_clip_by_norm",
1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472
            inputs={"X": x,
                    "current_step": self._global_step_var},
            attrs={
                "max_norm": max_norm,
                "rampup_begin_step": float(self._rampup_begin_step)
            },
            outputs={"Out": out})
        return out

    def _append_clip_norm(self, grad_var, clip_norm):
        with grad_var.block.program._backward_role_guard():
            return self._clip_by_norm(
G
gongweibao 已提交
1473
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1474 1475

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1476
                encoded_var, gather_var):
1477 1478
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1479

1480 1481 1482 1483 1484 1485 1486
        regular_type = self.regular_type
        regular_coeff = self.regular_coeff
        # The regularizer of the Parameters have higher priority
        if param_var.regularizer is not None:
            regular_type, regular_coeff = self._get_regularization_param(
                param_var.regularizer)

1487 1488 1489 1490 1491 1492
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1493
                "Param": param_var,
1494 1495
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1496 1497 1498 1499 1500 1501
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1502 1503
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1504 1505 1506 1507 1508 1509
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1510
                "rampup_step": float(self._rampup_step),
1511 1512
                "regular_coeff": float(regular_coeff),
                "regular_type": int(regular_type),
1513 1514 1515 1516 1517 1518 1519 1520
            },
            stop_gradient=True)

        backward = op_maker.OpRole.Backward
        dgc_op._set_attr(op_maker.kOpRoleAttrName(), backward)
        dgc_op._set_attr(op_maker.kOpRoleVarAttrName(),
                         [param_var.name, grad_var.name])

1521
    @imperative_base.no_grad
1522 1523 1524 1525 1526 1527 1528
    def apply_gradients(self, 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)

        not_dgc_params_grads = []
        dgc_params_grads = []
1529
        # DGC clip and regularization in optimizer.backward
1530 1531 1532 1533 1534 1535
        for param, grad in params_grads:
            if not self._is_use_dgc(param, grad):
                not_dgc_params_grads.append((param, grad))
            else:
                dgc_params_grads.append((param, grad))

1536
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
1537 1538 1539 1540 1541
        if self._grad_clip is not None:
            not_dgc_params_grads = self._grad_clip(not_dgc_params_grads)
        else:
            not_dgc_params_grads = append_gradient_clip_ops(
                not_dgc_params_grads)
1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555

        not_dgc_params_grads = append_regularization_ops(not_dgc_params_grads,
                                                         self.regularization)

        params_grads = not_dgc_params_grads + dgc_params_grads
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

        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

1556

1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571
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

1572 1573 1574 1575 1576 1577
    Parameters:
        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.
H
hong 已提交
1578
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1579 1580
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1581 1582 1583 1584 1585
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
1586 1587 1588 1589
        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.
1590 1591
        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.
1592 1593 1594 1595

    Examples:
        .. code-block:: python

1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611
            import paddle.fluid as fluid
            import numpy as np

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
            inp = fluid.layers.data(
                name="inp", shape=[2, 2], append_batch_size=False)
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
            optimizer = fluid.optimizer.LarsMomentumOptimizer(learning_rate=0.001, momentum=0.9)
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1612 1613 1614 1615 1616 1617 1618 1619
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1620
                 parameter_list=None,
1621
                 regularization=None,
1622
                 grad_clip=None,
1623 1624 1625 1626 1627
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1628
            parameter_list=parameter_list,
1629
            regularization=regularization,
1630
            grad_clip=grad_clip,
1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664
            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
1665 1666
            },
            stop_gradient=True)
1667 1668 1669 1670

        return momentum_op


1671
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
1672
    """
1673 1674
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1675

1676
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1677 1678 1679 1680 1681 1682 1683

    .. math::

        moment\_out &= moment + grad * grad

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

1684 1685 1686 1687 1688 1689
    Related paper: `Adaptive Subgradient Methods for Online Learning and
    Stochastic Optimization <http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf>`_.

    The original paper does not have the ``epsilon`` attribute. It is added here
    in our implementation as also proposed `Per-parameter adaptive learning rate
    methods <http://cs231n.github.io/neural-networks-3/#ada>`_
Q
qiaolongfei 已提交
1690 1691 1692
    for numerical stability to avoid the division by zero error.

    Args:
1693 1694 1695 1696
        learning_rate (float|Variable): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-06.
H
hong 已提交
1697
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1698 1699
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1700 1701 1702 1703 1704
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
1705 1706 1707 1708
        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.
1709 1710 1711 1712 1713
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        initial_accumulator_value (float, optional): Initial value for moment accumulator.
            The default value is 0.0.
Q
qiaolongfei 已提交
1714 1715 1716 1717

    Examples:
        .. code-block:: python

1718
            import numpy as np
1719
            import paddle.fluid as fluid
1720 1721

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1722
            inp = fluid.data(name="inp", shape=[2, 2])
1723 1724
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1725
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1726 1727 1728 1729 1730 1731 1732
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1733 1734 1735
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1736 1737 1738
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1739
                 parameter_list=None,
X
Xin Pan 已提交
1740
                 regularization=None,
1741
                 grad_clip=None,
1742
                 name=None,
X
xuezhong 已提交
1743
                 initial_accumulator_value=0.0):
1744 1745
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1746
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1747
            learning_rate=learning_rate,
1748
            parameter_list=parameter_list,
X
Xin Pan 已提交
1749
            regularization=regularization,
1750
            grad_clip=grad_clip,
X
Xin Pan 已提交
1751
            name=name)
1752 1753
        self.type = "adagrad"
        self._epsilon = epsilon
1754
        self.initial_accumulator_value = initial_accumulator_value
1755 1756 1757 1758 1759

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

        for p in parameters:
Z
zhongpu 已提交
1760 1761 1762 1763
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value)
1764 1765 1766 1767 1768 1769

    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])
1770
        # Create the adagrad optimizer op
1771 1772 1773 1774 1775 1776
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1777
                "LearningRate": self._create_param_lr(param_and_grad)
1778 1779 1780
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1781 1782
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1783 1784

        return adagrad_op
1785 1786 1787


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1788
    """
T
tianshuo78520a 已提交
1789
    The Adam optimizer uses an optimization described at the end
1790 1791 1792 1793 1794
    of section 2 of `Adam paper <https://arxiv.org/abs/1412.6980>`_ ,
    it can dynamically adjusts the learning rate of each parameter using
    the 1st moment estimates and the 2nd moment estimates of the gradient.
    
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808

    .. 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}

1809 1810
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1811
    Args:
1812 1813
        learning_rate (float|Variable, optional): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type. The default value is 0.001.
1814 1815
        beta1 (float|Variable, optional): The exponential decay rate for the 1st moment estimates.
            It should be a float number or a Variable with shape [1] and data type as float32.
1816
            The default value is 0.9.
1817 1818
        beta2 (float|Variable, optional): The exponential decay rate for the 2nd moment estimates.
            It should be a float number or a Variable with shape [1] and data type as float32.
1819 1820 1821
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
H
hong 已提交
1822
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1823 1824
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1825 1826 1827 1828 1829
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
1830 1831 1832 1833
        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.
1834 1835 1836 1837 1838 1839 1840 1841 1842 1843
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        lazy_mode (bool, optional): 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 in 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.
            The default value is False.
Q
qiaolongfei 已提交
1844 1845 1846 1847

    Examples:
        .. code-block:: python

1848 1849 1850 1851 1852 1853
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1854 1855
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                adam_optimizer = fluid.optimizer.AdamOptimizer(0.01)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
Q
qiaolongfei 已提交
1871

1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888
        .. code-block:: python

            # Adam with beta1/beta2 as Variable
            import paddle
            import paddle.fluid as fluid
            import paddle.fluid.layers.learning_rate_scheduler as lr_scheduler

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                # define beta decay variable
1889
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917
                    global_step = lr_scheduler._decay_step_counter()

                    beta1 = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(beta1_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta1")
                    beta2 = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(beta2_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta2")

                    div_res = global_step / decay_steps
                    decayed_beta1 = beta1_init * (decay_rate**div_res)
                    decayed_beta2 = beta2_init * (decay_rate**div_res)
                    fluid.layers.assign(decayed_beta1, beta1)
                    fluid.layers.assign(decayed_beta2, beta2)

                    return beta1, beta2

                beta1, beta2 = get_decayed_betas(0.9, 0.99, 1e5, 0.9)
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
1918
                                                    beta1=beta1,
1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929
                                                    beta2=beta2)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
1930 1931 1932
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1933 1934
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1935 1936 1937 1938 1939

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1940
                 epsilon=1e-8,
1941
                 parameter_list=None,
X
Xin Pan 已提交
1942
                 regularization=None,
1943
                 grad_clip=None,
Q
Qiao Longfei 已提交
1944
                 name=None,
Q
Qiao Longfei 已提交
1945
                 lazy_mode=False):
1946 1947 1948 1949
        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
1950
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1951
            learning_rate=learning_rate,
1952
            parameter_list=parameter_list,
X
Xin Pan 已提交
1953
            regularization=regularization,
1954
            grad_clip=grad_clip,
X
Xin Pan 已提交
1955
            name=name)
1956 1957 1958 1959
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1960
        self._lazy_mode = lazy_mode
1961 1962 1963 1964 1965 1966

    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
1967 1968
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1969 1970 1971
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
1972 1973
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
1974
                shape=[1],
1975
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
Q
qiaolongfei 已提交
1976 1977 1978
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
1979 1980
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
1981
                shape=[1],
1982
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
1983 1984 1985 1986 1987 1988 1989 1990

    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
1991 1992 1993 1994
        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])
1995
        lr = self._create_param_lr(param_and_grad)
1996
        # create the adam optimize op
1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011

        if framework.in_dygraph_mode():
            _beta1 = self._beta1 if not isinstance(
                self._beta1, Variable) else self._beta1.numpy().item(0)
            _beta2 = self._beta2 if not isinstance(
                self._beta2, Variable) else self._beta2.numpy().item(0)
            _, _, _, _, _ = core.ops.adam(
                param_and_grad[0], param_and_grad[1], lr, moment1, moment2,
                beta1_pow_acc, beta2_pow_acc, param_and_grad[0], moment1,
                moment2, beta1_pow_acc, beta2_pow_acc, 'epsilon', self._epsilon,
                'lazy_mode', self._lazy_mode, 'min_row_size_to_use_multithread',
                1000, 'beta1', _beta1, 'beta2', _beta2)

            return None

2012
        inputs = {
2013 2014
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2015
            "LearningRate": [lr],
2016 2017 2018 2019
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
2020 2021
        }
        outputs = {
2022 2023 2024 2025 2026
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042
        }
        attrs = {
            "epsilon": self._epsilon,
            "lazy_mode": self._lazy_mode,
            "min_row_size_to_use_multithread": 1000
        }

        if isinstance(self._beta1, Variable):
            inputs['Beta1Tensor'] = self._beta1
        else:
            attrs['beta1'] = self._beta1
        if isinstance(self._beta2, Variable):
            inputs['Beta2Tensor'] = self._beta2
        else:
            attrs['beta2'] = self._beta2

2043 2044
        adam_op = block.append_op(
            type=self.type,
2045 2046 2047
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
2048
            stop_gradient=True)
2049 2050 2051

        return adam_op

2052 2053

class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
2054
    """
2055 2056 2057 2058
    The Adamax optimizer is implemented based on the Adamax Optimization 
    in Section 7 of `Adam paper <https://arxiv.org/abs/1412.6980>`_.
    The Adamax algorithm is a variant of the Adam algorithm based on the infinite norm,
    which makes the learning rate update algorithm more stable and simple.
Q
qiaolongfei 已提交
2059

2060
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073

    .. 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}

2074
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2075

2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087
    The original paper does not have an ``epsilon`` attribute,
    it is added here for numerical stability to prevent the division by 0 error.

    Args:
        learning_rate (float|Variable, optional): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type. The default value is 0.001.
        beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
            The default value is 0.9.
        beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
H
hong 已提交
2088
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2089 2090
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2091 2092 2093 2094 2095
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
2096 2097 2098 2099
        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.
2100 2101 2102 2103 2104 2105
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, AdamaxOptimizer doesn't support sparse parameter optimization.**
Q
qiaolongfei 已提交
2106

2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119
    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

          # First create the Executor.
          place = fluid.CPUPlace() # fluid.CUDAPlace(0)
          exe = fluid.Executor(place)

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
2120
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2121 2122
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2123
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2124 2125 2126 2127 2128 2129 2130 2131 2132
              adam.minimize(loss)

          # Run the startup program once and only once.
          exe.run(startup_program)

          x = numpy.random.random(size=(10, 1)).astype('float32')
          outs = exe.run(program=train_program,
                        feed={'X': x},
                         fetch_list=[loss.name])
2133 2134 2135
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2136
    _beta1_pow_acc_str = "beta1_pow_acc"
2137 2138 2139 2140 2141

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2142
                 epsilon=1e-8,
2143
                 parameter_list=None,
X
Xin Pan 已提交
2144
                 regularization=None,
2145
                 grad_clip=None,
X
Xin Pan 已提交
2146
                 name=None):
2147 2148 2149 2150
        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
2151
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
2152
            learning_rate=learning_rate,
2153
            parameter_list=parameter_list,
X
Xin Pan 已提交
2154
            regularization=regularization,
2155
            grad_clip=grad_clip,
X
Xin Pan 已提交
2156
            name=name)
2157 2158 2159 2160 2161 2162 2163 2164
        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
2165 2166
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
2167 2168 2169 2170 2171
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
2172 2173 2174 2175 2176 2177 2178

    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
2179 2180
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
2181 2182 2183 2184 2185 2186
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
2187
                "LearningRate": self._create_param_lr(param_and_grad),
2188 2189
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
2190
                "Beta1Pow": beta1_pow_acc
2191 2192 2193 2194 2195 2196 2197 2198 2199 2200
            },
            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
2201 2202
            },
            stop_gradient=True)
2203 2204 2205

        return adamax_op

2206
    def _finish_update(self, block, parameters_and_grads):
2207 2208 2209
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2210
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2211
            if grad is None or param.trainable is False:
2212
                continue
X
Xin Pan 已提交
2213 2214
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2215 2216
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2217
                block.append_op(
2218 2219 2220
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2221 2222
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2223 2224


2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240 2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262
class DpsgdOptimizer(Optimizer):
    """
    We implement the Dpsgd optimizer according to CCS16 paper -
    Deep Learning with Differential Privacy.

    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

          # First create the Executor.
          place = fluid.CPUPlace() # fluid.CUDAPlace(0)
          exe = fluid.Executor(place)

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
              data = fluid.layers.data(name='X', shape=[1], dtype='float32')
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
              optimizer = fluid.optimizer.Dpsgd(learning_rate=0.01, clip=10.0, batch_size=16.0, sigma=1.0)
              optimizer.minimize(loss)

          # Run the startup program once and only once.
          exe.run(startup_program)

          x = numpy.random.random(size=(10, 1)).astype('float32')
          outs = exe.run(program=train_program,
                        feed={'X': x},
                         fetch_list=[loss.name])

    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.
        clip (float): clipping threshold
        batch_size (float): batch size.
        sigma (float): for gaussian noise.
H
hong 已提交
2263
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2264 2265
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2266 2267 2268 2269 2270 2271 2272 2273
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2274 2275
                 sigma=1e-8,
                 parameter_list=None):
2276 2277 2278 2279
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2280 2281
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2282 2283 2284 2285
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2286 2287 2288 2289 2290 2291 2292
        '''
        Note(wangzhongpu):
        This property is only used for debugging, do not need to set it!
        Dpsgd operator use time(NULL) as random seed to generate random number.
        However, during debugging, we need determinated result, so we will set self._seed to a fixed number.
        '''
        self._seed = None
2293 2294 2295 2296 2297

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

        # create the dpsgd optimize op
Z
zhongpu 已提交
2298 2299 2300
        if self._seed == None:
            self._seed = 0

2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311
        dpsgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0]},
            attrs={
                "clip": self._clip,
                "batch_size": self._batch_size,
Z
zhongpu 已提交
2312 2313
                "sigma": self._sigma,
                "seed": self._seed
2314 2315 2316 2317 2318 2319
            },
            stop_gradient=True)

        return dpsgd_op


2320
class DecayedAdagradOptimizer(Optimizer):
2321
    """
2322 2323 2324
    The Decayed Adagrad optimizer can be seen as an Adagrad algorithm that introduces
    the decay rate to solve the problem of a sharp drop in the learning rate
    during model training when using the AdagradOptimizer.
2325

2326
    The parameter ``param_out`` update rule with gradient ``grad``:
2327 2328 2329 2330 2331 2332 2333

    .. math::

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

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

2334 2335 2336 2337
    Related paper: `Adaptive Subgradient Methods for Online Learning and Stochastic
    Optimization <http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf>`_.

    The original paper does not have an ``epsilon`` attribute. It is added here for numerical
2338 2339 2340
    stability to avoid the division by zero error.

    Args:
2341 2342 2343 2344 2345
        learning_rate (float|Variable): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type.
        decay (float, optional): The decay rate. The default value is 0.95.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-06.
H
hong 已提交
2346
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2347 2348
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2349 2350 2351 2352 2353
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
2354 2355 2356 2357
        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.
2358 2359 2360 2361 2362 2363
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.**
2364 2365 2366 2367

    Examples:
        .. code-block:: python

2368 2369
            import paddle.fluid as fluid

2370 2371 2372 2373
            x = fluid.data( name='x', shape=[None, 10], dtype='float32' )
            trans = fluid.layers.fc( x, 100 )
            cost = fluid.layers.reduce_mean( trans )
            optimizer = fluid.optimizer.DecayedAdagradOptimizer(learning_rate=0.2)
2374
            optimizer.minimize(cost)
2375 2376 2377
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2378 2379 2380 2381
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2382
                 parameter_list=None,
X
Xin Pan 已提交
2383
                 regularization=None,
2384
                 grad_clip=None,
X
Xin Pan 已提交
2385
                 name=None):
2386 2387 2388 2389
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2390
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2391
            learning_rate=learning_rate,
2392
            parameter_list=parameter_list,
X
Xin Pan 已提交
2393
            regularization=regularization,
2394
            grad_clip=grad_clip,
X
Xin Pan 已提交
2395
            name=name)
2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 2408 2409 2410 2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422
        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},
2423 2424
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2425
            stop_gradient=True)
2426 2427

        return decayed_adagrad_op
2428 2429


2430
class AdadeltaOptimizer(Optimizer):
2431
    """
Z
Zeng Jinle 已提交
2432
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2433

Z
Zeng Jinle 已提交
2434
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2435 2436 2437
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2438

Z
Zeng Jinle 已提交
2439 2440
    .. math::

Z
Zeng Jinle 已提交
2441
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2442

Z
Zeng Jinle 已提交
2443
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2444

Z
Zeng Jinle 已提交
2445
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2446 2447

    Args:
Z
Zeng Jinle 已提交
2448 2449 2450
        learning_rate (float|Variable): global learning rate.
        epsilon (float): a small float number for numeric stability. Default 1.0e-6.
        rho (float): a floating point value indicating the decay rate. Default 0.95.
H
hong 已提交
2451
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2452 2453
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2454 2455 2456 2457 2458
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
2459 2460 2461 2462
        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.
2463 2464 2465
        name (str, optional): The default value is None. Normally there is no need for user
                to set this property. For more information, please refer to
                :ref:`api_guide_Name` .
2466 2467 2468 2469

    Examples:
        .. code-block:: python

2470
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2471

2472
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2473 2474
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2475 2476
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2477

Z
Zeng Jinle 已提交
2478 2479 2480 2481
            # optimizer_ops is a list of optimizer operators to update parameters
            # params_grads is a list of (param, param_grad), where param is each
            # parameter and param_grad is the gradient variable of param.
            optimizer_ops, params_grads = optimizer.minimize(cost)
2482
    """
2483

2484 2485 2486
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2487 2488 2489 2490
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2491
                 parameter_list=None,
X
Xin Pan 已提交
2492
                 regularization=None,
2493
                 grad_clip=None,
X
Xin Pan 已提交
2494
                 name=None):
2495 2496 2497 2498 2499 2500
        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.")
2501
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2502
            learning_rate=learning_rate,
2503
            parameter_list=parameter_list,
X
Xin Pan 已提交
2504
            regularization=regularization,
2505
            grad_clip=grad_clip,
X
Xin Pan 已提交
2506
            name=name)
2507 2508 2509 2510 2511
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2512 2513
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2514 2515 2516 2517 2518 2519

        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):
2520 2521
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542

        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
2543 2544
                   "rho": self._rho},
            stop_gradient=True)
2545 2546 2547 2548

        return adadelta_op


Q
qingqing01 已提交
2549 2550 2551 2552 2553 2554 2555 2556 2557 2558
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
2559
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2560 2561 2562 2563

        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
2564
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2565 2566 2567 2568 2569 2570

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

    ..  math::

Q
qiaolongfei 已提交
2571
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2572

2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586
        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
2587 2588 2589 2590
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2591
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2592 2593 2594 2595 2596
    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.


2597 2598 2599
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2600
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2601
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2602
        momentum(float): :math:`\\beta` in equation is the momentum term,
2603
            default is 0.0.
2604 2605 2606 2607
        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.
H
hong 已提交
2608
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2609 2610
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2611 2612 2613 2614 2615
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
2616 2617 2618 2619
        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.
2620 2621
        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.
Q
qingqing01 已提交
2622 2623 2624 2625 2626 2627 2628

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

    Examples:
          .. code-block:: python

2629 2630 2631 2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                rms_optimizer = fluid.optimizer.RMSProp(learning_rate=0.1)
                rms_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
qingqing01 已提交
2654 2655 2656 2657
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2658
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2659 2660 2661 2662 2663 2664

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2665
                 centered=False,
2666
                 parameter_list=None,
X
Xin Pan 已提交
2667
                 regularization=None,
2668
                 grad_clip=None,
X
Xin Pan 已提交
2669
                 name=None):
Q
qingqing01 已提交
2670
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2671
            learning_rate=learning_rate,
2672
            parameter_list=parameter_list,
X
Xin Pan 已提交
2673
            regularization=regularization,
2674
            grad_clip=grad_clip,
X
Xin Pan 已提交
2675
            name=name)
Q
qingqing01 已提交
2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687 2688
        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
2689
        self._centered = centered
Q
qingqing01 已提交
2690 2691 2692 2693 2694 2695 2696 2697

    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)
2698
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2699 2700 2701 2702 2703 2704 2705 2706 2707

    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])
2708 2709
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2710 2711 2712 2713 2714 2715 2716
        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,
2717
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2718 2719 2720 2721 2722
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2723 2724
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2725 2726 2727 2728
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2729 2730
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2731 2732
            },
            stop_gradient=True)
Q
qingqing01 已提交
2733 2734 2735 2736

        return rmsprop_op


Q
qiaolongfei 已提交
2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752 2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776
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

2777 2778 2779 2780 2781
    Parameters:
        learning_rate (float|Variable): Global learning rate.
        l1 (float): L1 regularization strength, default is 0.0.
        l2 (float): L2 regularization strength, default is 0.0.
        lr_power (float): Learning Rate Power, default is -0.5.
H
hong 已提交
2782
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2783 2784
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2785 2786 2787 2788 2789
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
2790 2791 2792 2793
        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.
2794 2795
        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.
Q
qiaolongfei 已提交
2796 2797 2798 2799 2800 2801 2802

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

    Examples:
          .. code-block:: python

2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 2823 2824 2825 2826
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                ftrl_optimizer = fluid.optimizer.Ftrl(learning_rate=0.1)
                ftrl_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
C
chengduo 已提交
2827

2828
    NOTE:
C
chengduo 已提交
2829
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2830 2831 2832 2833 2834
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2835 2836 2837 2838 2839
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2840
                 parameter_list=None,
X
Xin Pan 已提交
2841
                 regularization=None,
2842
                 grad_clip=None,
X
Xin Pan 已提交
2843
                 name=None):
Q
qiaolongfei 已提交
2844
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2845
            learning_rate=learning_rate,
2846
            parameter_list=parameter_list,
X
Xin Pan 已提交
2847
            regularization=regularization,
2848
            grad_clip=grad_clip,
X
Xin Pan 已提交
2849
            name=name)
Q
qiaolongfei 已提交
2850 2851 2852 2853 2854 2855 2856 2857 2858 2859 2860 2861 2862 2863 2864 2865 2866 2867 2868 2869 2870 2871 2872 2873 2874 2875 2876 2877 2878 2879 2880 2881 2882 2883 2884 2885 2886 2887 2888
        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,
2889
                   "l2": self._l2,
M
minqiyang 已提交
2890 2891
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2892 2893 2894 2895

        return ftrl_op


Y
Yibing Liu 已提交
2896 2897 2898 2899 2900 2901
class LambOptimizer(AdamOptimizer):
    """
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

    LAMB Optimizer is designed to scale up the batch size of training without losing 
    accuracy, which supports adaptive element-wise updating and accurate layer-wise 
Y
Yibing Liu 已提交
2902 2903
    correction. For more information, please refer to `Large Batch Optimization for 
    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
Y
Yibing Liu 已提交
2904 2905 2906 2907 2908

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2909
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2910

Y
Yibing Liu 已提交
2911
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2912

Y
Yibing Liu 已提交
2913
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2914

Y
Yibing Liu 已提交
2915
        w_t &= w_{t-1} -\\eta_t \\frac{\\left \| w_{t-1}\\right \|}{\\left \| r_t + \\lambda w_{t-1}\\right \|} (r_t + \\lambda w_{t-1})
Y
Yibing Liu 已提交
2916 2917 2918 2919 2920 2921


    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the 
    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    Args:
Y
Yibing Liu 已提交
2922 2923 2924 2925 2926 2927 2928 2929
        learning_rate (float|Variable, optional): the learning rate used to update parameters. \
            Can be a float value or a Variable with data type float32. Default 0.001.
        lamb_weight_decay (float, optional): The LAMB weight decay rate. Default 0.01.
        beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
            Default 0.9.
        beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
            Default 0.999.
        epsilon (float, optional): A small float value for numerical stability. Default 1e-6.
H
hong 已提交
2930
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2931 2932
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2933 2934 2935 2936 2937
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
2938 2939 2940 2941
        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.
Y
Yibing Liu 已提交
2942 2943 2944 2945 2946
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight 
            decay when **exclude_from_weight_decay_fn(parameter)** returns true. 
            Default None.
        name(str|None): For detailed information, please refer to 
            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
Y
Yibing Liu 已提交
2947 2948 2949 2950 2951 2952

    Examples:
        .. code-block:: python
            
            import paddle.fluid as fluid 

Y
Yibing Liu 已提交
2953
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
2954 2955 2956
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
2957 2958 2959 2960 2961
            def exclude_fn(param):
                return param.name.endswith('.b_0')

            optimizer = fluid.optimizer.Lamb(learning_rate=0.002,
                                             exclude_from_weight_decay_fn=exclude_fn)
Y
Yibing Liu 已提交
2962 2963 2964 2965
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
2966
    # these two not used in op temporarily
Y
Yibing Liu 已提交
2967 2968 2969 2970 2971 2972 2973 2974 2975
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

    def __init__(self,
                 learning_rate=0.001,
                 lamb_weight_decay=0.01,
                 beta1=0.9,
                 beta2=0.999,
                 epsilon=1e-6,
2976
                 parameter_list=None,
Y
Yibing Liu 已提交
2977
                 regularization=None,
2978
                 grad_clip=None,
Y
Yibing Liu 已提交
2979
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
2980 2981 2982 2983 2984 2985 2986 2987
                 name=None):
        assert learning_rate is not None
        assert lamb_weight_decay is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
        super(LambOptimizer, self).__init__(
            learning_rate=learning_rate,
2988
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
2989
            regularization=regularization,
2990
            grad_clip=grad_clip,
Y
Yibing Liu 已提交
2991 2992 2993 2994 2995 2996
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
2997
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
2998 2999 3000

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3001
        block.program._use_lamb = True
Y
Yibing Liu 已提交
3002 3003 3004 3005 3006 3007 3008 3009 3010 3011

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
        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])

Y
Yibing Liu 已提交
3012 3013 3014 3015 3016 3017
        if self._exclude_from_weight_decay_fn is not None \
            and self._exclude_from_weight_decay_fn(param_and_grad[0]):
            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay

Y
Yibing Liu 已提交
3018 3019 3020 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad),
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
3039
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
3040 3041 3042 3043 3044 3045
            },
            stop_gradient=True)

        return lamb_op


3046 3047 3048 3049 3050 3051 3052 3053 3054 3055 3056 3057 3058
# 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
3059
Dpsgd = DpsgdOptimizer
3060
DecayedAdagrad = DecayedAdagradOptimizer
3061
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
3062
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
3063
Ftrl = FtrlOptimizer
3064
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
3065
Lamb = LambOptimizer
3066 3067 3068


class ModelAverage(Optimizer):
3069
    """
3070
	:api_attr: Static Graph
S
swtkiwi 已提交
3071

3072 3073 3074 3075 3076 3077 3078 3079 3080 3081 3082 3083 3084 3085 3086 3087 3088 3089
    The ModelAverage optimizer accumulates specific continuous historical parameters
    during training. The accumulated historical range can be controlled by the passed
    ``average_window_rate`` argument. The averaged ``Parameter`` are used in the prediction,
    which usually can improve the accuracy of the prediction.

    Accumulate the average of the ``Parameter`` in the sliding window, the result will be saved
    in a temporary variable, can be applied to the current model's ``Parameter`` by calling
    the ``apply()`` method, and the current model ``Parameter`` can be restored by calling
    the ``restore()`` method.

    The window size for calculating the average is determined by ``average_window_rate``,
    ``min_average_window``, ``max_average_window`` and the current ``Parameter`` update times (num_updates).

    When the cumulative times (num_accumulates) is greater than the specific window
    threshold (average_window), the accumulated ``Parameter`` temporary variable is set to 0.0.
    The following example will help to understand the role of these arguments:

    ::
3090

3091 3092 3093 3094 3095 3096 3097 3098 3099
        if num_accumulates >= min_average_window and num_accumulates >= min(max_average_window, num_updates * average_window_rate):
            num_accumulates = 0

    In the above conditional judgment statement, ``num_accumulates`` indicates the current
    accumulated number, which can be abstractly understood as the length of the cumulative window.
    The length of the window must be at least the length set by the ``min_average_window`` argument,
    and cannot exceed the length specified by the ``max_average_window`` argument or
    ``num_updates * average_window_rate``, where ``num_updates`` indicates the current ``Parameter``
    update times, ``average_window_rate`` is a coefficient that calculates the length of the window.
3100 3101

    Args:
3102 3103 3104
        average_window_rate (float): The calculate ratio of the window length relative to ``Parameter`` update times.
        min_average_window (int, optional): the minimum size of average window length. The default value is 10000.
        max_average_window (int, optional): The maximum size of average window length. The default value is 10000.
3105 3106 3107 3108 3109
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :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.
3110 3111 3112
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
3113

3114
    Examples:
Q
qiaolongfei 已提交
3115 3116 3117

      .. code-block:: python

3118 3119 3120 3121 3122 3123
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3124

3125 3126 3127 3128
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3129
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3130 3131 3132 3133 3134 3135 3136 3137
            hidden = fluid.layers.fc(input=data, size=10)
            loss = fluid.layers.mean(hidden)
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
            optimizer.minimize(loss)

            # build ModelAverage optimizer
            model_average = fluid.optimizer.ModelAverage(0.15,
                                                         min_average_window=10000,
3138
                                                         max_average_window=12500)
3139 3140

            exe.run(startup_program)
3141 3142 3143 3144 3145
            for i in range(12500):
                x = numpy.random.random(size=(10, 1)).astype('float32')
                outs = exe.run(program=train_program,
                               feed={'X': x},
                               fetch_list=[loss.name])
3146 3147

            # apply ModelAverage
3148
            with model_average.apply(exe):
3149 3150 3151 3152
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3153 3154 3155
    """

    def __init__(self,
W
wanghaoshuang 已提交
3156
                 average_window_rate,
3157 3158
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
3159 3160
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
3161 3162
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
3163 3164
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
3165 3166 3167
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3168

3169
        self.params_grads = []
3170 3171
        for param in framework.default_main_program().global_block(
        ).all_parameters():
3172
            if param.do_model_average != False:
3173
                grad = param.block.create_var(
3174 3175
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
3176 3177
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
3178
                    stop_gradient=True)
3179
                self.params_grads.append((param, grad))
3180

3181
        for param, grad in self.params_grads:
3182 3183
            if grad is None:
                continue
X
Xin Pan 已提交
3184 3185
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
3186
                self._append_average_accumulate_op(param)
3187

3188 3189 3190 3191
        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:
3192
                self._add_average_apply_op(block, param_grad)
3193 3194 3195 3196 3197

        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:
3198
                self._add_average_restore_op(block, param_grad)
3199

3200
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3201 3202 3203 3204 3205 3206
        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(
3207
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
3208
        old_num_accumulates = block._clone_variable(
3209
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
3210
        num_updates = block._clone_variable(
3211 3212 3213 3214 3215 3216
            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
3217 3218 3219 3220
        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
3221
        ops._elementwise_div(x=sum, y=tmp, out=param)
3222 3223

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3224 3225
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3226 3227 3228 3229 3230 3231 3232 3233 3234 3235 3236 3237 3238 3239 3240 3241 3242 3243 3244 3245 3246 3247 3248 3249 3250 3251 3252 3253 3254 3255 3256 3257 3258 3259 3260 3261 3262
        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
3263 3264
            },
            stop_gradient=True)
3265

S
rename  
sneaxiy 已提交
3266
    @signature_safe_contextmanager
3267
    def apply(self, executor, need_restore=True):
3268 3269
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3270 3271

        Args:
3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301 3302 3303 3304 3305 3306 3307 3308 3309 3310 3311 3312 3313 3314 3315
            executor(fluid.Executor): The current network executor.
            need_restore(bool): Restore flag variable, if set to True, the network will restore
                the parameters of the network to the default value, if set to False,
                it will not be restored. The default value is True.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

            # First create the Executor.
            place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
            exe = fluid.Executor(place)

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])
3316
        """
3317 3318 3319 3320 3321 3322
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3323 3324

    def restore(self, executor):
3325 3326
        """
        Restore ``Parameter`` values of current model.
3327 3328
        
        Args:
3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349 3350 3351 3352 3353 3354 3355 3356 3357 3358 3359 3360 3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372
            executor(fluid.Executor): The current network executor.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

            # First create the Executor.
            place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
            exe = fluid.Executor(place)

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe, False):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])

                # restore Parameters
                model_average.restore(exe)
3373
        """
3374
        executor.run(self.restore_program)
3375 3376 3377 3378


class ExponentialMovingAverage(object):
    """
3379
	:api_attr: Static Graph
S
swtkiwi 已提交
3380

3381 3382 3383 3384 3385 3386
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3387
        \\text{EMA}_0 & = 0
3388

3389 3390
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3391 3392 3393 3394
    The average results calculated by **update()** method will be saved in 
    temporary variables which are created and maintained by the object, and can 
    be applied to parameters of current model by calling **apply()** method. And 
    the **restore()** method is used to restore the parameters.
3395 3396 3397 3398 3399 3400 3401 3402 3403 3404 3405 3406 3407 3408 3409 3410 3411 3412 3413 3414 3415

    **Bias correction**. All EMAs are initialized to :math:`0` and hence they will be 
    zero biased, which can be corrected by divided by a factor 
    :math:`(1 - \\text{decay}^t)` , i.e., the actual EMAs applied to parameters 
    when calling **apply()** method would be 

    ..  math::
    
        \\widehat{\\text{EMA}}_t = \\frac{\\text{EMA}_t}{1 - \\text{decay}^t}

    **Decay rate scheduling**. A large decay rate very close to 1 would result 
    in that the averages move very slowly. And a better strategy is to set a 
    relative smaller decay rate in the very beginning. The argument **thres_steps**
    allows users to pass a Variable to schedule the decay rate, in this case, 
    the actual decay rate becomes
     
    ..  math::
    
        \\min(\\text{decay}, \\frac{1 + \\text{thres_steps}}{10 + \\text{thres_steps}})

    Usually **thres_steps** can be the global training steps.
3416 3417 3418


    Args:
Y
Yibing Liu 已提交
3419 3420 3421 3422 3423 3424 3425
	decay (float, optional): The exponential decay rate, usually close to 1, such as 
            0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None): If not `None`, schedule the decay rate. 
            Default None.
        name (str|None): For detailed information, please refer to 
            :ref:`api_guide_Name`. Usually name is no need to set and None by 
            default.
3426 3427 3428 3429 3430


    Examples:

	.. code-block:: python
3431 3432 3433 3434 3435

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3436
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3437 3438 3439 3440 3441 3442 3443 3444
	    hidden = fluid.layers.fc(input=data, size=10)
	    cost = fluid.layers.mean(hidden)

	    test_program = fluid.default_main_program().clone(for_test=True)

	    optimizer = fluid.optimizer.Adam(learning_rate=0.001)
	    optimizer.minimize(cost)

3445
	    global_steps = fluid.layers.autoincreased_step_counter()
3446 3447 3448 3449 3450 3451 3452 3453 3454 3455 3456 3457 3458 3459 3460 3461 3462 3463 3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474
	    ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
	    ema.update()

	    place = fluid.CPUPlace()
	    exe = fluid.Executor(place)
	    exe.run(fluid.default_startup_program())

	    for pass_id in range(3):
		for batch_id in range(6):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=fluid.default_main_program(),
			feed={'x': data}, 
			fetch_list=[cost.name])

		# usage 1
		with ema.apply(exe):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
			    

		 # usage 2
		with ema.apply(exe, need_restore=False):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
		ema.restore(exe)
3475 3476
    """

3477
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
3478 3479 3480
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
3481
        self._decay = decay
3482
        self._thres_steps = thres_steps
3483
        self._name = name if name is not None else ''
3484 3485
        self._decay_var = self._get_ema_decay()

3486
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3487
        self._params_tmps = []
3488
        for param in default_main_program().global_block().all_parameters():
3489 3490 3491 3492 3493 3494 3495
            if param.do_model_average != False:
                tmp = param.block.create_var(
                    name=unique_name.generate(".".join(
                        [self._name + param.name, 'ema_tmp'])),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True)
Y
Yibing Liu 已提交
3496
                self._params_tmps.append((param, tmp))
3497

Y
Yibing Liu 已提交
3498 3499
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3500 3501
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3502
                self._ema_vars[param.name] = self._create_ema_vars(param)
3503 3504 3505 3506

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3507
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3508
            for param, tmp in self._params_tmps:
3509 3510
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3511
                ema = block._clone_variable(self._ema_vars[param.name])
3512
                layers.assign(input=param, output=tmp)
3513
                # bias correction
3514 3515 3516
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
                        layers.assign(output=ema, input=ema / (1.0 - decay_pow))
3517 3518 3519 3520 3521
                layers.assign(input=ema, output=param)

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
3522
            for param, tmp in self._params_tmps:
3523 3524 3525 3526
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3527 3528 3529 3530 3531 3532 3533 3534 3535 3536 3537 3538 3539 3540 3541 3542 3543 3544 3545 3546 3547 3548
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
            decay_var = layers.tensor.create_global_var(
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
                name="scheduled_ema_decay_rate")

            if self._thres_steps is not None:
                decay_t = (self._thres_steps + 1.0) / (self._thres_steps + 10.0)
                with layers.control_flow.Switch() as switch:
                    with switch.case(decay_t < self._decay):
                        layers.tensor.assign(decay_t, decay_var)
                    with switch.default():
                        layers.tensor.assign(
                            np.array(
                                [self._decay], dtype=np.float32),
                            decay_var)
        return decay_var

    def _get_decay_pow(self, block):
3549 3550 3551 3552 3553 3554 3555
        global_step = layers.create_global_var(
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True)
        global_step = layers.cast(global_step, "float32")
3556
        decay_var = block._clone_variable(self._decay_var)
3557 3558
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3559

Y
Yibing Liu 已提交
3560
    def _create_ema_vars(self, param):
3561 3562 3563 3564 3565 3566 3567 3568 3569
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
            persistable=True)

        return param_ema

Y
Yibing Liu 已提交
3570 3571 3572 3573 3574
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3575 3576
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3577
        param_master_emas = []
Y
Yibing Liu 已提交
3578 3579 3580 3581
        for param, tmp in self._params_tmps:
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
                param_ema = self._ema_vars[param.name]
3582
                if param.name + '.master' in self._ema_vars:
3583 3584 3585 3586 3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599
                    master_ema = self._ema_vars[param.name + '.master']
                    param_master_emas.append([param_ema, master_ema])
                else:
                    ema_t = param_ema * self._decay_var + param * (
                        1 - self._decay_var)
                    layers.assign(input=ema_t, output=param_ema)

        # for fp16 params
        for param_ema, master_ema in param_master_emas:
            default_main_program().global_block().append_op(
                type="cast",
                inputs={"X": master_ema},
                outputs={"Out": param_ema},
                attrs={
                    "in_dtype": master_ema.dtype,
                    "out_dtype": param_ema.dtype
                })
Y
Yibing Liu 已提交
3600

3601 3602 3603 3604 3605 3606 3607
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
        
        Args:
            executor (Executor): The Executor to execute applying.
Y
Yibing Liu 已提交
3608 3609
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3610 3611 3612 3613 3614 3615 3616 3617 3618 3619 3620 3621 3622 3623 3624
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
        
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
hutuxian 已提交
3625 3626 3627


class PipelineOptimizer(object):
3628
    """
3629
	:api_attr: Static Graph
S
swtkiwi 已提交
3630

3631 3632 3633 3634
    Pipeline Optimizer: Make a program to run as pipeline, that is splitting a
    program into multiple sections (sub-programs) and each section run on a
    device to enable the training of large scale models and the use of
    heterogeneous devices. Meanwhile, all sections run in the stype of pipeline.
H
hutuxian 已提交
3635

3636
    Args:
3637 3638 3639 3640
        optimizer (Optimizer): The optimizer to use, such as SGD.
        num_microbatches (int): Number of microbatches. [Optional. Default:1].
        start_cpu_core_id (int): The first cpu core id to use. [Optional. Default:0].
    
3641 3642
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3643

3644
            import paddle.fluid as fluid
H
hutuxian 已提交
3645 3646
            import paddle.fluid.layers as layers

3647 3648 3649 3650 3651 3652 3653 3654 3655 3656 3657 3658 3659 3660 3661 3662
            with fluid.device_guard("gpu:0"):
                x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
                y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
                data_loader = fluid.io.DataLoader.from_generator(
                    feed_list=[x, y],
                    capacity=64,
                    use_double_buffer=True,
                    iterable=False)

                emb_x = layers.embedding(input=x, param_attr=fluid.ParamAttr(name="embx"), size=[10,2], is_sparse=False)
                emb_y = layers.embedding(input=y, param_attr=fluid.ParamAttr(name="emby",learning_rate=0.9), size=[10,2], is_sparse=False)

            with fluid.device_guard("gpu:1"):
                concat = layers.concat([emb_x, emb_y], axis=1)
                fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
                loss = layers.reduce_mean(fc)
H
hutuxian 已提交
3663
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
3664
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
3665
            optimizer.minimize(loss)
3666 3667 3668 3669 3670 3671 3672 3673 3674

            def train_reader():
                for _ in range(4):
                    x = np.random.random(size=[1]).astype('int64')
                    y = np.random.random(size=[1]).astype('int64')
                    yield x, y
            data_loader.set_sample_generator(train_reader, batch_size=1)

            place = fluid.CUDAPlace(0)
H
hutuxian 已提交
3675 3676
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
3677
            batch_size = 1
H
hutuxian 已提交
3678 3679 3680 3681 3682
            filelist = [] # you should set your own filelist, e.g. filelist = ["dataA.txt"]
            dataset = fluid.DatasetFactory().create_dataset("FileInstantDataset")
            dataset.set_use_var([x,y])
            dataset.set_batch_size(batch_size)
            dataset.set_filelist(filelist)
3683
            data_loader.start()
H
hutuxian 已提交
3684
            exe.train_from_dataset(
3685 3686 3687
                    fluid.default_main_program(),
                    dataset)
            data_loader.reset()
3688 3689
    """

3690
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
Z
zhongpu 已提交
3691 3692
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
3693 3694 3695 3696 3697
        if not isinstance(optimizer, Optimizer):
            raise ValueError("The 'optimizer' parameter for "
                             "PipelineOptimizer must be an instance of "
                             "Optimizer, but the given type is {}.".format(
                                 type(optimizer)))
H
hutuxian 已提交
3698
        self._optimizer = optimizer
3699 3700 3701 3702 3703
        assert num_microbatches >= 1, (
            "num_microbatches must be a positive value.")
        self._num_microbatches = num_microbatches
        assert start_cpu_core_id >= 0, (
            "start_cpu_core_id must be greater than or equal to 0.")
H
hutuxian 已提交
3704
        self._start_cpu_core_id = start_cpu_core_id
3705 3706 3707 3708 3709 3710 3711
        self._place_list = None
        op_maker = core.op_proto_and_checker_maker
        self._op_role = op_maker.OpRole
        self._op_role_key = op_maker.kOpRoleAttrName()
        self._op_role_var_key = op_maker.kOpRoleVarAttrName()
        self._op_device_key = op_maker.kOpDeviceAttrName()
        self._param_device_map = dict()
H
hutuxian 已提交
3712

H
hutuxian 已提交
3713
    def _create_vars(self, block, main_program):
3714
        # Create vars for block, copied from main_program's global block
H
hutuxian 已提交
3715 3716 3717 3718 3719
        used_var_set = set()
        for op_idx in range(block.desc.op_size()):
            op_desc = block.desc.op(op_idx)
            vars = op_desc.input_arg_names() + op_desc.output_arg_names()
            for var in vars:
3720 3721 3722
                # a var whose name contains "blocking_queue" 
                # only exists in startup program 
                if var in used_var_set or "_blocking_queue" in var:
H
hutuxian 已提交
3723 3724 3725
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
3726 3727 3728 3729
                if source_var.type == core.VarDesc.VarType.READER:
                    block.create_var(name=var, type=core.VarDesc.VarType.READER)
                else:
                    block._clone_variable(source_var, False)
H
hutuxian 已提交
3730

3731 3732 3733 3734 3735 3736 3737 3738 3739 3740 3741 3742 3743 3744 3745 3746 3747 3748 3749 3750
    def _is_loss_grad_op(self, op):
        if self._op_role_key not in op.attr_names:
            return False
        op_role = int(op.all_attrs()[self._op_role_key])
        return op_role & int(self._op_role.Backward) and op_role & int(
            self._op_role.Loss)

    def _is_backward_op(self, op):
        return self._op_role_key in op.attr_names and int(op.all_attrs()[
            self._op_role_key]) & int(self._op_role.Backward)

    def _is_optimize_op(self, op):
        return self._op_role_key in op.attr_names and int(op.all_attrs()[
            self._op_role_key]) & int(self._op_role.Optimize)

    def _is_update_op(self, op):
        return 'Param' in op.input_names and 'Grad' in op.input_names and (
            "LearningRate" in op.input_names)

    def _split_program(self, main_program):
H
hutuxian 已提交
3751
        """
3752 3753 3754 3755
        Split a program into sections according to devices that ops run on.

        Args:
            main_program (Program): the main program
H
hutuxian 已提交
3756
        """
3757 3758 3759 3760 3761 3762 3763 3764 3765 3766 3767 3768 3769 3770 3771 3772 3773 3774 3775 3776
        programs = []
        # Map from device to its corresponding section program info
        device_program_map = dict()
        block = main_program.block(0)

        for op in block.ops:
            device = op.attr(self._op_device_key)

            if device not in device_program_map:
                program = {"program": Program()}
                device_program_map[device] = program
            program = device_program_map[device]
            op_desc = op.desc
            ap_op = program["program"].block(0).desc.append_op()
            ap_op.copy_from(op_desc)

        for key in sorted(device_program_map.keys()):
            program = device_program_map[key]
            program['program']._sync_with_cpp()
            programs.append(program)
H
hutuxian 已提交
3777

3778
        return programs
H
hutuxian 已提交
3779

3780
    def _find_post_op(self, ops, cur_op, var_name):
H
hutuxian 已提交
3781
        """
3782 3783 3784 3785 3786 3787 3788
        Find the real post op that has variable named var_name as input.

        Args:
            ops (list): A list of ops.
            cur_op (Operator): Current operator which has variable named
                               var_name as output.
            var_name (string): Variable name.
H
hutuxian 已提交
3789
        """
3790 3791
        post_op = []
        before = True
H
hutuxian 已提交
3792
        for op in ops:
3793 3794 3795 3796 3797 3798 3799 3800 3801 3802 3803 3804 3805 3806 3807
            if op == cur_op:
                before = False
                continue
            if before:
                continue
            for in_var_name in op.input_arg_names:
                if in_var_name == var_name:
                    post_op.append(op)
        if post_op:
            if not len(post_op) == 1:
                raise ValueError("Each op can only have one post op.")
            return post_op[0]
        return None

    def _find_real_prev_op(self, ops, cur_op, var_name):
H
hutuxian 已提交
3808
        """
3809 3810 3811 3812 3813 3814 3815
        Find the real previous op that outputs variable named var_name.

        Args:
            ops (list): A list of ops.
            cur_op (Operator): Current operator which has variable named
                               var_name as input.
            var_name (string): Variable name.
H
hutuxian 已提交
3816
        """
3817
        prev_op = []
H
hutuxian 已提交
3818
        for op in ops:
3819 3820 3821 3822 3823 3824 3825 3826 3827 3828 3829 3830 3831 3832 3833 3834 3835 3836 3837 3838 3839 3840 3841 3842 3843 3844 3845 3846 3847 3848 3849 3850 3851 3852 3853 3854 3855 3856 3857
            if op == cur_op:
                break
            for out_var_name in op.output_arg_names:
                if out_var_name == var_name:
                    prev_op.append(op)
        if prev_op:
            # A op may have more than one prev op,
            # e.g., for 'learning_rate', there may be multiple ops have it as
            # output.
            return prev_op[-1]
        return None

    def _rename_arg(self, op, old_name, new_name):
        op_desc = op.desc
        if isinstance(op_desc, tuple):
            op_desc = op_desc[0]
        op_desc._rename_input(old_name, new_name)
        op_desc._rename_output(old_name, new_name)

    def _create_var(self, block, ref_var, name):
        """
        Create a new var for block, which has the same type,
        shape and dtype as ref_var, then rename it with the
        name `name`.
        """
        new_var = block.create_var(
            name=name,
            shape=ref_var.shape,
            dtype=ref_var.dtype,
            type=ref_var.type,
            lod_level=ref_var.lod_level,
            persistable=False,
            is_data=False,
            need_check_feed=ref_var.desc.need_check_feed())
        return new_var

    def _get_data_var_info(self, block):
        """
        Get all vars whose is_data attribute are true and then rename them.
H
hutuxian 已提交
3858

3859 3860 3861 3862 3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 3888 3889 3890 3891 3892 3893 3894 3895 3896 3897 3898 3899 3900 3901 3902 3903 3904 3905 3906
        For PipelineTrainer, all data vars are binded to
        minibatch scope, so we have to feed them to the microbatch
        to avoid conflicts. The vars feeded to microbatch have to
        be renamed.
        """
        # A map from var name to the renamed name.
        raw_name_new_name_map = dict()
        # Because we will create vars in block, it is more safe
        # to get all var_names before iteration.
        var_names = list(block.vars.keys())
        for var_name in var_names:
            var = block.var(var_name)
            if not var.is_data:
                continue
            assert var_name not in raw_name_new_name_map, (
                "{} has already been processed.".format(var_name))
            new_name = unique_name.generate(var_name)
            raw_name_new_name_map[var_name] = new_name
            new_var = self._create_var(block, var, new_name)
            new_var.is_data = False

        # map of data to devices that that data on
        data_devices_map = dict()
        for op in block.ops:
            dev_spec = op.attr(self._op_device_key)
            for var_name in op.input_arg_names:
                if var_name not in raw_name_new_name_map:
                    continue
                if not var_name in data_devices_map:
                    data_devices_map[var_name] = []
                if not dev_spec in data_devices_map[var_name]:
                    data_devices_map[var_name].append(dev_spec)
                new_name = raw_name_new_name_map[var_name]
                #self._rename_arg(op, var_name, new_name)
        return data_devices_map, raw_name_new_name_map

    def _rename_var_in_block(self, block, raw_name_new_name_map):
        """
        Rename vars whose names in raw_name_new_name_map to the corresponding
        new names.
        """
        for op in block.ops:
            if op.type == "enqueue" or op.type == "dequeue":
                continue
            for var_name in op.input_arg_names:
                if var_name in raw_name_new_name_map:
                    new_name = raw_name_new_name_map[var_name]
                    self._rename_arg(op, var_name, new_name)
H
hutuxian 已提交
3907

3908 3909 3910 3911 3912 3913 3914 3915 3916 3917 3918 3919 3920 3921 3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958 3959 3960 3961 3962 3963 3964 3965 3966 3967 3968 3969 3970 3971 3972 3973 3974 3975 3976 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990
    def _insert_enq_deq_for_data_var(self, main_block, programs, startup,
                                     devices):
        """
        Insert enqueue and dequeue ops for data var

        Args:
            main_block (Block): Global block for main program
            programs (dict): Dictionary for section params
            startup (Program): Startup program
            devices (list): List of devices in the format (dev:dev_index)
        """
        main_program = main_block.program
        data_devices_map, raw_name_new_name_map = self._get_data_var_info(
            main_block)

        first_prog = programs[0]['program']
        first_block = first_prog.block(0)
        enqueue_index = 0
        if first_block.ops[0].type == "create_py_reader" or (
                first_block.ops[1].type == "create_py_reader"):
            for op in first_block.ops:
                if op.type == "read":
                    enqueue_index += 1
                    break
                enqueue_index += 1
        first_dev_spec = devices[0]
        for var_name in data_devices_map.keys():
            for device in data_devices_map[var_name]:
                # step1: generate queue for each pair of data var and device
                # that that data on
                queue_name = var_name + "_blocking_queue"
                queue_name = unique_name.generate(queue_name)
                queue_var = startup.block(0).create_var(
                    name=queue_name,
                    persistable=True,
                    type=core.VarDesc.VarType.RAW)
                startup.block(0).append_op(
                    type='queue_generator',
                    attrs={
                        'names': [queue_name],
                        'capacity': self._num_microbatches
                    })
                main_var = main_block.var(var_name)
                assert main_var.is_data
                if not var_name in first_block.vars:
                    self._create_var(first_block, main_var, var_name)
                first_block._insert_op(
                    index=enqueue_index,
                    type='enqueue',
                    inputs={'X': first_block.var(var_name)},
                    attrs={
                        'queue_name': queue_name,
                        self._op_device_key: first_dev_spec,
                        self._op_role_key: self._op_role.Forward
                    })
                # Get the device that that data on
                assert device in devices
                prog_index = devices.index(device)
                prog = programs[prog_index]['program']
                block = prog.block(0)
                index = 0
                if device == first_dev_spec:
                    index = enqueue_index + 1
                new_name = raw_name_new_name_map[var_name]
                source_var = main_program.block(0).var(var_name)
                new_var = self._create_var(block, source_var, new_name)
                block._insert_op(
                    index=index,
                    type='dequeue',
                    outputs={'Out': [new_var]},
                    attrs={
                        self._op_device_key: device,
                        self._op_role_key: self._op_role.Forward,
                        'queue_name': queue_name,
                    })
                self._rename_var_in_block(block, raw_name_new_name_map)

    def _strip_grad_suffix(self, name):
        """
        Strip the grad suffix from the given variable name
        """
        pos = name.find(core.grad_var_suffix())
        return name[:pos] if pos != -1 else name
H
hutuxian 已提交
3991

3992 3993 3994 3995 3996 3997 3998 3999 4000 4001 4002 4003 4004 4005 4006 4007 4008 4009 4010
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

    def _update_param_device_map(self, params_grads, block):
        for param_grad in params_grads:
            if not param_grad[0].trainable: continue
            param_name = param_grad[0].name
            ops = block.ops
            for op in ops:
                input_arg_names = op.input_arg_names
                if param_name in input_arg_names:
                    self._param_device_map[param_name] = op.attr(
                        self._op_device_key)
                    break

    def _add_opdevice_attr_for_regularization_clip(self, block):
H
hutuxian 已提交
4011
        """
4012
        Add op_device attribute for regulization and clip ops.
H
hutuxian 已提交
4013
        """
4014 4015 4016
        for op in block.ops:
            # role for regularization and clip ops is optimize
            if int(op.attr(self._op_role_key)) != int(self._op_role.Optimize):
H
hutuxian 已提交
4017
                continue
4018 4019 4020 4021 4022 4023 4024 4025 4026
            if op.has_attr(self._op_device_key) and (
                    op.attr(self._op_device_key) != ""):
                continue
            assert self._op_role_var_key in op.attr_names
            op_role_var = op.all_attrs()[self._op_role_var_key]
            assert len(op_role_var) == 2
            param_name = block.vars[op_role_var[0]].name
            device = self._param_device_map[param_name]
            op._set_attr(self._op_device_key, device)
H
hutuxian 已提交
4027

4028 4029 4030 4031 4032 4033 4034 4035 4036 4037 4038 4039 4040 4041 4042 4043 4044 4045 4046 4047 4048 4049 4050 4051 4052 4053 4054 4055 4056 4057 4058 4059 4060 4061 4062 4063 4064
    def _add_default_opdevice_attr(self, block):
        """
        1. Add default op_device attribute for lr-related ops.
           The default value is the one that of the first place.
        2. Add default op_device attribute for sum ops added during
           backward. For these ops, we set the op_device attribute
           as the one of its post op, i.e, which op has the output of the
           sum op as an input.
        """
        first_devcie = ""

        # Get the device spec of the first place.
        # device_spec: 'cpu' for cpu device and 'gpu:id' for gpu device,
        # e.g. 'gpu:0', 'gpu:1', etc.
        for op in block.ops:
            if op.has_attr(self._op_device_key) and (
                    op.attr(self._op_device_key) != ""):
                first_device = op.attr(self._op_device_key)
                break
        assert first_device

        # set op_device attr for lr-related ops
        lrsched_role = int(self._op_role.LRSched)
        for op in block.ops:
            if not op.has_attr(self._op_device_key) or (
                    op.attr(self._op_device_key) == ""):
                if op.type == "sum":
                    # For sum ops that compute the sum of @RENAMED@ vars
                    for name in op.desc.input_arg_names():
                        assert '@RENAME@' in name
                    assert len(op.desc.output_arg_names()) == 1
                    out_name = op.desc.output_arg_names()[0]
                    post_op = self._find_post_op(block.ops, op, out_name)
                    device = post_op.attr(self._op_device_key)
                    assert device
                    op._set_attr(self._op_device_key, device)
                    continue
H
hutuxian 已提交
4065

4066 4067 4068 4069
                assert op.attr(self._op_role_key) == lrsched_role, (
                    "Op whose op_device attr has not been set for pipeline"
                    " must be of the role LRSched.")
                op._set_attr(self._op_device_key, first_device)
H
hutuxian 已提交
4070

4071 4072 4073 4074 4075 4076 4077 4078 4079 4080 4081 4082 4083 4084 4085 4086 4087 4088 4089 4090 4091 4092 4093 4094 4095 4096 4097 4098 4099 4100 4101 4102 4103 4104 4105 4106 4107 4108 4109 4110 4111 4112 4113 4114 4115 4116 4117 4118 4119 4120 4121 4122 4123 4124 4125 4126 4127 4128 4129 4130 4131 4132 4133 4134 4135 4136 4137 4138 4139 4140 4141 4142 4143 4144 4145 4146 4147 4148 4149 4150 4151 4152 4153 4154 4155 4156 4157 4158 4159 4160 4161 4162 4163 4164 4165 4166 4167 4168 4169 4170 4171 4172 4173 4174 4175 4176 4177 4178 4179 4180 4181 4182 4183 4184 4185 4186 4187 4188 4189 4190 4191 4192 4193 4194 4195 4196 4197 4198 4199 4200 4201 4202 4203 4204 4205 4206 4207 4208 4209 4210 4211 4212 4213 4214 4215 4216 4217 4218 4219 4220 4221 4222 4223 4224 4225 4226 4227 4228 4229 4230 4231 4232 4233 4234 4235 4236 4237 4238 4239 4240 4241 4242 4243 4244 4245 4246 4247 4248 4249 4250 4251 4252 4253 4254 4255 4256 4257 4258 4259 4260 4261 4262 4263 4264 4265 4266 4267 4268 4269 4270 4271 4272 4273 4274 4275 4276 4277 4278 4279 4280 4281 4282 4283 4284 4285 4286 4287 4288 4289 4290 4291 4292 4293 4294 4295 4296 4297 4298 4299 4300 4301 4302 4303 4304 4305 4306 4307 4308 4309 4310 4311 4312 4313 4314 4315 4316 4317 4318 4319 4320 4321 4322 4323 4324 4325 4326 4327 4328 4329 4330 4331 4332 4333 4334 4335 4336 4337 4338 4339 4340 4341 4342 4343 4344 4345 4346 4347 4348 4349 4350 4351 4352 4353 4354 4355 4356 4357 4358 4359 4360 4361 4362 4363 4364 4365 4366 4367 4368 4369 4370 4371 4372 4373 4374 4375 4376 4377 4378 4379 4380 4381 4382 4383 4384 4385 4386 4387 4388 4389 4390 4391 4392 4393 4394
    def _check_validation(self, block):
        """
        Check whether ops in a block are all validate (i.e., the 
        op_device attribute has been set).
        Then, return all device specifications in order.
        """
        device_specs = []
        for op in block.ops:
            type = op.type
            if not op._has_kernel(type):
                assert op.type == "conditional_block" and (
                    op.attr(self._op_role_key) == int(self._op_role.LRSched)), (
                        "Now, the only supported op without kernel is "
                        "conditional_block, and its op role must be LRSched.")
            assert op.has_attr(self._op_device_key), (
                "op ({}) has no {} attribute.".format(op.type,
                                                      self._op_device_key))
            dev_spec = op.attr(self._op_device_key)
            assert dev_spec, ("op_device attribute for op "
                              "{} has not been set.".format(op.type))
            if not dev_spec in device_specs:
                device_specs.append(dev_spec)
        return device_specs

    def _insert_enq_deq_ops_for_boundaries(self, block, origin_block,
                                           startup_program):
        """
        Insert a pair of enqueue and dequeue ops for every two
        consecutive ops on different devices.
        """
        startup_block = startup_program.global_block()
        extra_index = 0

        # A map from var to device spec where op takes it as input,
        # avoiding multiple enqueue and dequeue ops.
        var_devspec = dict()

        for index, op in list(enumerate(origin_block.ops)):
            cur_device_spec = op.attr(self._op_device_key)
            for var_name in op.input_arg_names:
                # i.e., lod_tensor_blocking_queue created by DataLoader,
                # which only exists in startup program.
                if not var_name in origin_block.vars: continue
                var = block.var(var_name)
                # skip data, because we will process it later
                if var.is_data: continue
                prev_op = self._find_real_prev_op(origin_block.ops, op,
                                                  var_name)
                if prev_op is None:
                    continue
                prev_device_spec = prev_op.attr(self._op_device_key)

                if prev_device_spec != cur_device_spec:
                    if var_name not in var_devspec:
                        var_devspec[var_name] = []
                    if cur_device_spec in var_devspec[var_name]: continue
                    var_devspec[var_name].append(cur_device_spec)

                    queue_name = var_name + "_blocking_queue"
                    queue_name = unique_name.generate(queue_name)
                    queue_var = startup_block.create_var(
                        name=queue_name,
                        persistable=True,
                        type=core.VarDesc.VarType.RAW)
                    startup_block.append_op(
                        type='queue_generator',
                        attrs={
                            'names': [queue_name],
                            'capacity': self._num_microbatches
                        })
                    op_role = op.all_attrs()[self._op_role_key]
                    var = block.vars[var_name]
                    block._insert_op(
                        index=index + extra_index,
                        type='enqueue',
                        inputs={'X': var},
                        attrs={
                            'queue_name': queue_name,
                            self._op_device_key: prev_device_spec,
                            self._op_role_key: op_role
                        })
                    extra_index += 1
                    block._insert_op(
                        index=index + extra_index,
                        type='dequeue',
                        outputs={'Out': [var]},
                        attrs={
                            self._op_device_key: cur_device_spec,
                            'queue_name': queue_name,
                            self._op_role_key: op_role
                        })
                    extra_index += 1

    def _add_dequeue_ops_for_optimize(self, block, startup_program):
        startup_block = startup_program.global_block()
        grad_queue_map = dict()
        grad_device_map = dict()
        optimize_index = None
        grad_names_to_dequeue = []

        for index, op in reversed(list(enumerate(block.ops))):
            device = op.attr(self._op_device_key)
            # Optimizer pass
            if not self._is_optimize_op(op):
                optimize_index = index + 1
                break
            if not self._is_update_op(op): continue
            assert self._op_role_var_key in op.attr_names
            op_role_var = op.all_attrs()[self._op_role_var_key]
            assert len(op_role_var) == 2
            grad_name = op_role_var[1]
            assert grad_name not in grad_device_map
            assert grad_name not in grad_names_to_dequeue
            grad_device_map[grad_name] = device
            grad_names_to_dequeue.append(grad_name)

        for grad_name in grad_names_to_dequeue:
            device = grad_device_map[grad_name]
            grad_names = []
            grads = []
            queue_name = grad_name + "_blocking_queue"
            queue_name = unique_name.generate(queue_name)
            grad_queue_map[grad_name] = queue_name
            ref_var = block.vars[grad_name]
            queue_var = startup_block.create_var(
                name=queue_name,
                persistable=True,
                type=core.VarDesc.VarType.RAW)
            startup_block.append_op(
                type='queue_generator',
                attrs={
                    'names': [queue_name],
                    'capacity': self._num_microbatches
                })
            orig_var_name = self._strip_grad_suffix(grad_name)
            for _ in range(self._num_microbatches):
                u_name = unique_name.generate(orig_var_name)
                u_grad_name = self._append_grad_suffix(u_name)
                grad_var = self._create_var(block, ref_var, u_grad_name)
                grad_names.append(u_grad_name)
                grads.append(grad_var)
            block._insert_op(
                index=optimize_index,
                type='dequeue',
                outputs={'Out': grads},
                attrs={
                    self._op_device_key: device,
                    'queue_name': queue_name,
                    self._op_role_key: self._op_role.Optimize
                })
            block._insert_op(
                index=optimize_index + 1,
                type='sum',
                inputs={'X': grad_names},
                outputs={'Out': ref_var},
                attrs={
                    self._op_device_key: device,
                    self._op_role_key: self._op_role.Optimize
                })
        return grad_queue_map

    def _insert_enq_deq_ops_for_update(self, block, startup_program):
        """
        Insert enqueue and dequeue ops for gradients of parameters.
        """
        startup_block = startup_program.global_block()
        grad_queue_map = self._add_dequeue_ops_for_optimize(block,
                                                            startup_program)

        for index, op in reversed(list(enumerate(block.ops))):
            offset = index
            device = op.attr(self._op_device_key)

            # Backward pass
            if self._is_loss_grad_op(op):
                loss_grad_var = block.vars[op.output_arg_names[0]]
                scale_factor = self._num_microbatches
                block._insert_op(
                    index=index + 1,
                    type='scale',
                    inputs={'X': loss_grad_var},
                    outputs={'Out': loss_grad_var},
                    attrs={
                        'scale': 1.0 / scale_factor,
                        self._op_device_key: device,
                        self._op_role_key: self._op_role.Backward
                    })
                break
            if self._is_backward_op(op) and (
                    self._op_role_var_key in op.attr_names):
                op_role_var = op.all_attrs()[self._op_role_var_key]

                if len(op_role_var) == 0:
                    continue
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
                    assert grad_name in grad_queue_map
                    queue_name = grad_queue_map[grad_name]
                    block._insert_op(
                        index=offset + 1,
                        type='enqueue',
                        inputs={'X': block.vars[grad_name]},
                        attrs={
                            'queue_name': queue_name,
                            self._op_device_key: device,
                            self._op_role_key: self._op_role.Backward
                        })
                    offset += 1

    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
        for prog_info in program_list:
            prog = prog_info['program']
            for op in prog.block(0).ops:
                if not op.has_attr('sub_block'):
                    continue
                origin_sub_block_id = op.attr('sub_block').id
                origin_sub_block = main_program.block(origin_sub_block_id)
                new_sub_block = prog._create_block(parent_idx=0)
                for op in origin_sub_block.ops:
                    op_desc = op.desc
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
                op._set_attr('sub_block:', new_sub_block)

    def _get_device_info(self, block):
        for op in block.ops:
            if not op._has_kernel(op.type): continue
            op_device = op.attr(self._op_device_key)
            return op_device

    def _process_persistable_vars_in_multi_sections(self, main_program,
                                                    startup_prog, program_list):
        """
        Special Case: process persistable vars that exist in
        multiple sections, e.g., shared weight
        """
        # var_info = {var_name: [program1, program2...]},
        # persistable var only
        var_info = dict()
        for prog_info in program_list:
            prog = prog_info['program']
            block = prog.block(0)
            for var_name in block.vars:
                var = block.var(var_name)
                if not var.persistable: continue
                if not var_name in var_info:
                    var_info[var_name] = []
                if not prog in var_info[var_name]:
                    var_info[var_name].append(prog)
        for var_name in list(var_info.keys()):
            if len(var_info[var_name]) == 1:
                var_info.pop(var_name)

        # write_info = {var_name: program}, where program is the only program
        # in which the var named var_name is written.
        write_info = dict()
        for var_name in var_info.keys():
            for prog in var_info[var_name]:
                block = prog.block(0)
                for op in block.ops:
                    if op.type == "dequeue": continue
                    # We have processed lr related vars
                    if op.attr(self._op_role_key) == int(
                            self._op_role.Optimize.LRSched):
                        continue
                    if var_name in op.desc.output_arg_names():
                        assert var_name not in write_info, (
                            "two sections write the same var({}): second "
                            "op {}.".format(var_name, op))
                        write_info[var_name] = prog
                        break

        for var_name in var_info.keys():
            # Case 1: read only variables, no special process
            if not var_name in write_info: continue

            # Case 2: one write multiple reads
            write_prog = write_info[var_name]
            write_block = write_prog.block(0)
            write_device = self._get_device_info(write_block)
            all_progs = var_info[var_name]
            for prog in all_progs:
                if prog == write_prog: continue

                queue_name = var_name + "_blocking_queue"
                queue_name = unique_name.generate(queue_name)
                queue_var = startup_prog.block(0).create_var(
                    name=queue_name,
                    persistable=True,
                    type=core.VarDesc.VarType.RAW)
                startup_prog.block(0).append_op(
                    type='queue_generator',
                    attrs={
                        'names': [queue_name],
                        'capacity': self._num_microbatches
                    })
                write_block._insert_op(
                    index=0,
                    type='enqueue',
                    inputs={'X': write_block.var(var_name), },
                    attrs={
                        'queue_name': queue_name,
                        self._op_device_key: write_device,
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched
                    })
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_block._insert_op(
                    index=0,
                    type='dequeue',
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
                        self._op_device_key: read_device,
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched,
                        'queue_name': queue_name,
                    })
H
hutuxian 已提交
4395 4396 4397 4398 4399 4400

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
4401 4402 4403 4404 4405 4406 4407 4408 4409 4410 4411 4412 4413 4414 4415 4416 4417 4418 4419 4420 4421 4422 4423 4424 4425 4426 4427 4428 4429 4430 4431 4432 4433 4434 4435 4436 4437 4438 4439 4440 4441 4442
        main_block = loss.block
        if startup_program is None:
            startup_program = default_startup_program()
        optimize_ops, params_grads = self._optimizer.minimize(
            loss, startup_program, parameter_list, no_grad_set)
        self._update_param_device_map(params_grads, main_block)

        # Step1: add default op_device attribute for regulization and clip ops
        self._add_opdevice_attr_for_regularization_clip(main_block)

        # Step2: add default op_device attribute for ops whose op_device
        # attribute have not been set yet.
        self._add_default_opdevice_attr(main_block)
        device_specs = self._check_validation(main_block)

        # Step3: add enqueue and dequeue ops between section boundaries
        origin_prog = main_block.program.clone(for_test=False)
        origin_main_block = origin_prog.global_block()
        self._insert_enq_deq_ops_for_boundaries(main_block, origin_main_block,
                                                startup_program)

        # Step4: add a pair of enqueue and dequeueN for parameter gradients
        self._insert_enq_deq_ops_for_update(main_block, startup_program)

        main_program = main_block.program

        place_list = []
        place_id_list = []
        for dev_spec in device_specs:
            if dev_spec == "cpu":
                place_list.append(core.CPUPlace())
                place_id_list.append(-1)
            elif "gpu" in dev_spec and ":" in dev_spec:
                dev_index = dev_spec.split(":")[1]
                place_list.append(core.CUDAPlace(int(dev_index)))
                place_id_list.append(int(dev_index))
            else:
                raise ValueError("Unknown device type: %s", dev_spec)

        # Step5: split program into sections and add pairs of
        # enqueue and dequeue ops for data var.
        if len(place_list) == 0:
H
hutuxian 已提交
4443
            program_list = []
4444 4445 4446 4447 4448
            ptmp = {
                "program": main_program,
                "input_set": set(),
                "output_set": set()
            }
H
hutuxian 已提交
4449 4450
            program_list.append(ptmp)
        else:
4451
            program_list = self._split_program(main_program)
H
hutuxian 已提交
4452
            for p in program_list:
4453 4454 4455 4456 4457 4458 4459 4460 4461 4462 4463 4464 4465
                self._create_vars(p["program"].block(0), main_program)
        self._insert_enq_deq_for_data_var(main_block, program_list,
                                          startup_program, device_specs)

        # Step6: Special Case: process persistable vars that exist in
        # multiple sections
        self._process_persistable_vars_in_multi_sections(
            main_program, startup_program, program_list)

        # Step7: Add sub blocks for section programs
        self._add_sub_blocks(main_block, program_list)

        main_program._pipeline_opt = {
H
hutuxian 已提交
4466 4467 4468
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
            "section_program_list": program_list,
4469 4470 4471
            "place_list": place_list,
            "place_id_list": place_id_list,
            "sync_steps": -1,
L
lilong12 已提交
4472
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
4473 4474
            "start_cpu_core_id": self._start_cpu_core_id,
        }
4475
        return optimize_ops, params_grads, program_list
M
mapingshuo 已提交
4476 4477


M
mapingshuo 已提交
4478 4479
class RecomputeOptimizer(Optimizer):
    """
4480
	:api_attr: Static Graph
S
swtkiwi 已提交
4481

M
mapingshuo 已提交
4482 4483 4484 4485 4486 4487 4488 4489 4490 4491 4492 4493 4494 4495 4496 4497 4498 4499 4500 4501 4502 4503 4504 4505 4506 4507 4508 4509 4510 4511 4512 4513 4514 4515 4516 4517 4518 4519 4520 4521 4522 4523 4524 4525 4526 4527 4528 4529 4530 4531 4532 4533 4534 4535 4536 4537 4538 4539 4540 4541
    Recompute Optimizer Wrapper

    Normally, a training step contains three sub-steps: first, run forward
    Operators to calculate the loss; second, run backward Operators to 
    calculate gradient of the parameters; third, apply optimization method
    to update the value of the parameters.

    In the forward computation process, all variables that are needed by 
    backward computation process will be kept in memory, which occupy a great
    amount of memory when the network becomes very deep.

    Recompute split the network to k segments. In each segment, It will 
    recompute the forward Operators, before running backward operators. It is
    very helpful for saving memory.
 
    The Variables that separate a network to segments are called as checkpoints,
    and users should set it manually. The usage is very simple:

    Args:
        optimizer (Optimizer): The optimizer that is applied to parameters.

    Examples:
        .. code-block:: python

            import paddle.fluid as fluid
            import numpy as np
            def gen_data():
                return {"x": np.random.random(size=(32, 32)).astype('float32'),
                "y": np.random.randint(2, size=(32, 1)).astype('int64')}
            def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                print(input_x)
                fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                sum_cost = fluid.layers.reduce_mean(cost)
                return sum_cost, fc_1, prediction
            input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
            input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
            cost, fc_1, pred = mlp(input_x, input_y)

            sgd = fluid.optimizer.Adam(learning_rate=0.01)
            sgd = fluid.optimizer.RecomputeOptimizer(sgd)
            sgd._set_checkpoints([fc_1, pred])
            sgd.minimize(cost)

            print("Finished optimize")
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            step = 10

            for i in range(step):
                cost_val = exe.run(feed=gen_data(),
                       program=fluid.default_main_program(),
                       fetch_list=[cost.name])
                print("step=%d cost=%f" % (i, cost_val[0]))

    """

    def __init__(self, optimizer):
Z
zhongpu 已提交
4542 4543
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
4544 4545
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
4546 4547
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
M
mapingshuo 已提交
4548 4549

    def _set_checkpoints(self, checkpoints):
4550 4551 4552 4553 4554 4555 4556 4557 4558 4559 4560
        """
        Args:
            checkpoints (list): List of Variable or string    
        """
        assert isinstance(
            checkpoints, list
        ), "_checkpoints should be a list of Variable or a list of String"
        for ckpt in checkpoints:
            assert (
                isinstance(ckpt, six.string_types) or isinstance(ckpt, Variable)
            ), "_checkpoints should be a list of Variable or a list of String"
M
mapingshuo 已提交
4561 4562 4563 4564
        self._checkpoints = checkpoints

    def load(self, stat_dict):
        """
4565
	:api_attr: Static Graph
S
swtkiwi 已提交
4566

M
mapingshuo 已提交
4567 4568 4569 4570 4571 4572 4573 4574 4575 4576 4577 4578 4579 4580 4581 4582 4583 4584 4585 4586 4587 4588 4589 4590 4591 4592 4593 4594 4595 4596 4597 4598 4599 4600 4601 4602 4603 4604 4605 4606 4607 4608 4609 4610 4611 4612 4613 4614 4615 4616 4617 4618 4619 4620 4621 4622 4623 4624 4625 4626 4627 4628 4629 4630 4631 4632 4633
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
            stat_dict: the dict load by load_persistable method

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.compat as cpt
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
                    stat_dict = {}
                    sgd.load(stat_dict)
                except NotImplementedError as e:
                    print(cpt.get_exception_message(e))
        """
        raise NotImplementedError(
            "load function is not supported by Recompute Optimizer for now")

    def apply_gradients(self, params_grads):
        """
        call apply_gradients function of self._optimizer.

        Args:
            params_grads (list): list of (param, grad) pair to do optimization.

        Returns:
            list: A list of operators appended to the current program.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.fluid.framework as framework

                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction


                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")

                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4634
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4635 4636 4637 4638
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4639
                    no_grad_set=None)
M
mapingshuo 已提交
4640 4641 4642 4643 4644 4645 4646 4647 4648 4649 4650 4651 4652 4653 4654

                program = cost.block.program
                with framework.program_guard(program, None):
                    optimize_ops = sgd.apply_gradients(params_grads)

                print("Finished apply gradients")
        """

        return self._optimizer.apply_gradients(params_grads=params_grads)

    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
4655
                 callbacks=None):
M
mapingshuo 已提交
4656 4657 4658 4659 4660 4661 4662
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
4663 4664
            parameter_list (list): list of Variables or Variable.names to update.
            no_grad_set (set|None): set of Variables or Variables.names should be ignored.
M
mapingshuo 已提交
4665 4666 4667 4668 4669 4670 4671 4672 4673 4674 4675 4676 4677 4678 4679 4680 4681 4682 4683 4684 4685 4686 4687 4688
            callbacks (list|None): list of callables to run when appending backward
                operator for one parameter.
            checkpoints (list): list of Variables as checkpoints

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
    
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
    
    
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
    
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4689
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4690 4691 4692 4693
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4694
                    no_grad_set=None)
M
mapingshuo 已提交
4695 4696
                print("Finished backward")
        """
4697 4698
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
M
mapingshuo 已提交
4699 4700 4701 4702 4703 4704 4705 4706

        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
4707 4708 4709 4710 4711 4712 4713
            checkpoint_vars = []
            for ckpt in self._checkpoints:
                if isinstance(ckpt, Variable):
                    checkpoint_vars.append(ckpt)
                else:
                    checkpoint_vars.append(loss.block.var(ckpt))

M
mapingshuo 已提交
4714
            params_grads = append_backward(
4715
                loss, parameter_list, no_grad_set, checkpoints=checkpoint_vars)
4716 4717
            # Note: since we can't use all_reduce_op now,
            #  dgc_op should be the last op of one grad.
M
mapingshuo 已提交
4718 4719
            if hasattr(self._optimizer, "_append_dgc_ops"):
                self._optimizer._append_dgc_ops(params_grads)
M
mapingshuo 已提交
4720 4721 4722 4723 4724 4725 4726 4727 4728 4729 4730 4731 4732 4733 4734 4735 4736 4737 4738
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        """
        call the apply_optimize function of self._optimizer
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Examples:
            .. code-block:: python
                import paddle.fluid as fluid
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
M
mapingshuo 已提交
4739
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
4740 4741 4742 4743 4744 4745 4746 4747
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4748
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4749 4750 4751 4752
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4753
                    no_grad_set=None)
M
mapingshuo 已提交
4754 4755 4756 4757 4758 4759 4760 4761 4762 4763 4764 4765 4766 4767
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
        """

        return self._optimizer.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
4768
                 no_grad_set=None):
4769
        assert isinstance(loss, Variable), "The loss should be an Variable."
M
mapingshuo 已提交
4770 4771 4772 4773 4774 4775 4776 4777 4778
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
4779
            no_grad_set=no_grad_set)
M
mapingshuo 已提交
4780 4781 4782 4783 4784 4785 4786

        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)

        return optimize_ops, params_grads


M
mapingshuo 已提交
4787 4788
class LookaheadOptimizer(object):
    """
4789
	:api_attr: Static Graph
S
swtkiwi 已提交
4790

M
mapingshuo 已提交
4791 4792 4793 4794 4795 4796 4797 4798 4799 4800 4801 4802 4803 4804 4805 4806 4807 4808 4809 4810 4811 4812 4813 4814 4815 4816 4817 4818 4819 4820 4821 4822 4823 4824 4825 4826 4827 4828 4829 4830 4831 4832 4833 4834 4835 4836 4837 4838 4839 4840 4841 4842 4843
    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

    Lookahead keeps two sets of params: the fast_params and
    the slow_params. inner_optimizer update fast_params every 
    training step. Lookahead updates the slow_params and fast_params 
    every k training steps as follows:

    .. math::
        
        slow\_param_t &= slow\_param_{t-1} + \\alpha * (fast\_param_{t-1} - slow\_param_{t-1})
	
	fast\_param_t &=  slow\_param_t

    Args:
        inner_optimizer (Optimizer): The optimizer that update fast params step by step. 
        alpha (float): The learning rate of Lookahead.
        k (int): The slow params is updated every k steps.

    Examples:
        .. code-block:: python

            import paddle
            import paddle.fluid as fluid
            import numpy as np

	    x = fluid.layers.data(name='x', shape=[2], dtype='float32')
	    label = fluid.layers.data(name="label", shape=[1], dtype="int64")
	    y = fluid.layers.fc(input=[x], size=2, act="softmax")
	    loss = fluid.layers.cross_entropy(input=y, label=label)
	    loss = fluid.layers.mean(x=loss)
	    sgd = fluid.optimizer.SGD(learning_rate=0.01)
	    optimizer = fluid.optimizer.LookaheadOptimizer(sgd,
                                            alpha=0.5,
                                            k=5)
	    optimizer.minimize(loss)
	    main_program = fluid.default_main_program()
	    place = fluid.CPUPlace()
	    exe = fluid.Executor(place)
	    exe.run(fluid.default_startup_program())

	    feeder = fluid.DataFeeder(feed_list=[x, label], place=place)

	    step = 0
            while(step < 10):
                step += 1
		exe.run(fluid.default_main_program(),
            	feed=feeder.feed(batch_data))

    """

    def __init__(self, inner_optimizer, alpha=0.5, k=5):

Z
zhongpu 已提交
4844 4845
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
4846 4847 4848 4849 4850 4851 4852 4853 4854 4855 4856 4857 4858 4859 4860 4861 4862 4863 4864 4865 4866 4867 4868 4869 4870 4871 4872 4873 4874 4875 4876 4877 4878 4879 4880 4881 4882 4883 4884 4885 4886 4887 4888 4889 4890 4891 4892 4893 4894 4895 4896
        assert (inner_optimizer is not None), "inner optimizer can not be None"
        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
        assert (isinstance(k, int) and k > 0), "k should be a positive integer"

        self.inner_optimizer = inner_optimizer
        self.alpha = alpha
        self.k = k
        self.type = "lookahead"

    def minimize(self, loss, startup_program=None):

        # Apply inner optimizer to the main_program
        mini_out = self.inner_optimizer.minimize(
            loss, startup_program=startup_program)

        # Get startup_program and main_program
        if startup_program is None:
            startup_program = default_startup_program()
        main_block = loss.block

        # add some vars to the main_program
        params = [param.name for param in main_block.all_parameters()]
        param_to_slow = {}
        for param in params:
            fast_var = main_block.var(param)
            assert (fast_var is not None)
            slow_var = main_block.create_var(
                name=param + "@SLOW",
                shape=fast_var.shape,
                dtype=fast_var.dtype,
                persistable=True)
            param_to_slow[param] = slow_var

        # add some vars to the startup_program
        startup_block = startup_program.global_block()
        for param in params:
            fast_var = startup_block.var(param)
            assert (fast_var is not None)
            slow_var = startup_block.create_var(
                name=param + "@SLOW",
                shape=fast_var.shape,
                dtype=fast_var.dtype,
                persistable=True)

            startup_block.append_op(
                type="assign",
                inputs={"X": fast_var},
                outputs={"Out": slow_var})

4897 4898 4899 4900 4901 4902 4903 4904
        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
            k = layers.create_global_var(
                name="lookahead_k",
                shape=[1],
                value=int(self.k),
                dtype='int32',
                persistable=True)
M
mapingshuo 已提交
4905

4906 4907 4908 4909 4910 4911 4912
            # Add Var alpha to main prog and startup prog
            alpha = layers.create_global_var(
                name="lookahead_alpha",
                shape=[1],
                value=float(self.alpha),
                dtype='float32',
                persistable=True)
M
mapingshuo 已提交
4913

4914 4915 4916 4917 4918 4919 4920 4921 4922 4923 4924 4925 4926 4927 4928 4929 4930 4931 4932 4933 4934 4935 4936 4937 4938 4939 4940 4941 4942 4943 4944
            # Add Var step
            step = layers.create_global_var(
                name="lookahead_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True)
            layers.increment(x=step, value=1.0, in_place=True)

            # lookahead
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0)

            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0)

            mod = layers.elementwise_mod(step, k)
            with layers.control_flow.Switch() as switch:
                with switch.case(mod == zero_var):
                    for param_name in params:
                        fast_var = main_block.var(param_name)
                        slow_var = param_to_slow[param_name]
                        tmp_var = layers.elementwise_add(
                            layers.elementwise_mul(fast_var, alpha),
                            layers.elementwise_mul(
                                slow_var,
                                layers.elementwise_sub(one_var, alpha)))
                        layers.assign(input=tmp_var, output=slow_var)
                        layers.assign(input=tmp_var, output=fast_var)
                with switch.default():
                    pass
M
mapingshuo 已提交
4945
        return mini_out
4946 4947 4948 4949 4950 4951 4952 4953 4954 4955 4956 4957 4958 4959 4960 4961 4962 4963 4964 4965 4966 4967 4968 4969 4970 4971 4972 4973 4974 4975 4976 4977 4978 4979 4980 4981 4982 4983 4984 4985 4986 4987 4988 4989 4990 4991 4992 4993 4994 4995 4996 4997 4998 4999 5000 5001 5002 5003 5004 5005 5006 5007 5008 5009 5010 5011 5012 5013 5014 5015 5016 5017 5018


class GradientMergeOptimizer(object):
    """
    Gradient Merge, also called as Gradient Accumulation,
    is a training strategy for larger batches. With this strategy,
    the parameter will not be updated until specific steps.

    For each step, the forward network and the backward network
    will run to calculate the gradient of the parameters.

    For every k step, the optimization network will run,
    applying a specific optimization method (such as SGD, Adam)
    to the parameters.

    Args:
        inner_optimizer (Optimizer): The specific optimization (such as SGD, Adam)
            which update the parameters
        k_steps (int): the update period of the parameters
        avg (bool): whether to average the gradients of each mini-batch,
            the default value is `True`

    Examples:
        .. code-block:: python

        import paddle.fluid as fluid
        import numpy as np

        def gen_data(batch_size):
            return {"x": np.random.random(size=(batch_size, 32)).astype('float32'),
                    "y": np.random.random(size=(batch_size, 1)).astype('int64')}

        def mlp(input_x, input_y, hid_dim=128, label_dim=2):
            fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
            prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
            cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
            sum_cost = fluid.layers.reduce_mean(cost)
            return sum_cost, fc_1, prediction

        input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
        input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
        cost, fc_1, pred = mlp(input_x, input_y)
        sgd = fluid.optimizer.Adam(learning_rate=0.01)
        sgd = fluid.optimizer.GradientMergeOptimizer(sgd, k_steps=4, avg=True)
        sgd.minimize(cost)

        place = fluid.CPUPlace()
        exe = fluid.Executor(place)
        exe.run(fluid.default_startup_program())

        for i in range(10):
            cost_val = exe.run(feed=gen_data(32),
                       program=fluid.default_main_program(),
                       fetch_list=[cost.name])
            print("step=%d, cost=%f" % (i, cost_val[0]))
    """

    def __init__(self, inner_optimizer, k_steps=1, avg=True):
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, we don't support GradientMergeOptimizer."
                "You can do Gradient merge by yourself with k-times forward + backward, "
                "and one-time optimizer.minimize()")

        assert (inner_optimizer is not None), "inner optimizer can not be None"
        assert (isinstance(k_steps, int) and
                k_steps > 0), "k_steps should be a positive integer"

        self.inner_optimizer = inner_optimizer
        self.k_steps = k_steps
        self.type = "gradient_merge"
        self.avg = avg

5019 5020 5021 5022 5023 5024
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

    def _set_avg(self, avg):
        self.avg = avg

5025 5026 5027 5028 5029 5030 5031 5032 5033 5034 5035 5036 5037 5038 5039 5040 5041 5042 5043 5044 5045 5046 5047 5048 5049 5050 5051 5052 5053 5054 5055 5056 5057 5058 5059 5060 5061 5062 5063 5064 5065 5066 5067 5068 5069 5070 5071 5072 5073 5074 5075 5076 5077 5078 5079 5080 5081 5082 5083 5084 5085 5086 5087 5088 5089 5090 5091 5092 5093 5094 5095 5096 5097 5098 5099 5100 5101 5102 5103 5104 5105 5106 5107 5108 5109 5110 5111 5112 5113 5114 5115 5116 5117 5118 5119 5120 5121 5122 5123 5124 5125 5126 5127 5128 5129 5130 5131 5132 5133 5134 5135 5136 5137 5138 5139 5140 5141 5142 5143 5144 5145 5146 5147 5148 5149 5150 5151 5152 5153 5154 5155 5156 5157 5158 5159 5160 5161 5162 5163 5164 5165 5166 5167 5168 5169 5170 5171
    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):

        assert isinstance(loss, Variable), "The loss should be an Variable."
        assert (
            parameter_list is None
        ), "The parameter_list should be None when using GradientMergeOptimizer"
        assert (
            no_grad_set is None
        ), "The no_grad_set should be None when using GradientMergeOptimizer"

        params_grads = self.inner_optimizer.backward(
            loss, startup_program=startup_program)

        #TODO(mapingshuo) support sparse embedding
        for k, v in params_grads:
            assert (
                v.type != core.VarDesc.VarType.SELECTED_ROWS
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

        param_to_grad = {k.name: v for (k, v) in params_grads}

        # Get startup_program and main_program
        if startup_program is None:
            startup_program = default_startup_program()
        main_block = loss.block

        # add some vars to the main_program and startup_program
        startup_block = startup_program.global_block()
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

        for param_name in param_names:
            param_var = main_block.var(param_name)
            assert (param_var is not None)
            gradient_merge_var = main_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True)
            param_to_gradient_merge[param_name] = gradient_merge_var
            startup_gradient_merge_var = startup_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True)
            startup_block.append_op(
                type="fill_constant",
                outputs={"Out": startup_gradient_merge_var},
                attrs={
                    "shape": param_var.shape,
                    "dtype": param_var.dtype,
                    "value": float(0),
                })

        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
            gradient_merge_k = layers.create_global_var(
                name="gradient_merge_k",
                shape=[1],
                value=int(self.k_steps),
                dtype='int32',
                persistable=True)

            # Add Var step
            gradient_merge_step = layers.create_global_var(
                name="gradient_merge_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True)
            layers.increment(x=gradient_merge_step, value=1.0, in_place=True)

            # gradient merge
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0)
            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0)

            mod = layers.elementwise_mod(gradient_merge_step, gradient_merge_k)
            with layers.control_flow.Switch() as switch:
                with switch.case(mod != zero_var):
                    # 1. update the gradient_merge_vars
                    #  gradient_merge_vars += gradient_vars
                    cur_block = main_block.program.current_block()
                    for param_name in param_names:
                        grad = param_to_grad[param_name]
                        grad_merge = param_to_gradient_merge[param_name]
                        cur_block.append_op(
                            type="elementwise_add",
                            inputs={'X': grad,
                                    'Y': grad_merge},
                            outputs={'Out': grad_merge},
                            attrs={'axis': -1,
                                   'use_mkldnn': False})

                with switch.default():
                    # 1. update the graient_vars
                    #     gradient_vars += gradient_merge_vars
                    cur_block_idx = main_block.program.current_block_idx
                    cur_block = main_block.program.current_block()
                    for param_name in param_names:
                        grad = param_to_grad[param_name]
                        grad_merge = param_to_gradient_merge[param_name]
                        if self.avg:
                            tmp_var = layers.elementwise_add(grad, grad_merge)
                            cur_block.append_op(
                                type='scale',
                                inputs={'X': tmp_var},
                                outputs={'Out': grad},
                                attrs={
                                    'scale': 1.0 / self.k_steps,
                                    'bias': 0.0,
                                    'bias_after_scale': False
                                })
                        else:
                            cur_block.append_op(
                                type="elementwise_add",
                                inputs={'X': grad,
                                        'Y': grad_merge},
                                outputs={'Out': grad},
                                attrs={'axis': -1,
                                       'use_mkldnn': False})

                    # 2. apply_optimize
                    target_grad_block = main_block.program._create_block(
                        parent_idx=cur_block.parent_idx)
                    target_grad_block._set_forward_block_idx(cur_block_idx)
                    main_block.program.current_block_idx = cur_block_idx

                    optimize_ops = self.inner_optimizer.apply_optimize(
                        loss,
                        startup_program=startup_program,
                        params_grads=params_grads)

                    # 3. clear gradient_merge_vars
                    for param_name in param_names:
                        grad_merge = param_to_gradient_merge[param_name]
                        layers.fill_constant(
                            shape=grad_merge.shape,
                            dtype=grad_merge.dtype,
                            value=0.0,
                            out=grad_merge)
        return optimize_ops, params_grads