optimizer.py 163.6 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
from collections import defaultdict
19

Q
Qiao Longfei 已提交
20
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
21
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program
22

23 24
from . import framework
from . import layers
25
from . import unique_name
H
hutuxian 已提交
26
from .backward import append_backward, _some_in_set_, _append_grad_suffix_
27
from .clip import append_gradient_clip_ops, error_clip_callback
28 29 30
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
31
from .layers import ops
32
from .regularizer import append_regularization_ops
33
from .dygraph import base as imperative_base
34
from .dygraph import no_grad
35 36 37 38
from .dygraph.learning_rate_scheduler import LearningRateDecay
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
39
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
40
from .. import compat as cpt
41

42
__all__ = [
43 44 45 46
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'Dpsgd', 'DecayedAdagrad',
    'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer',
    'AdamOptimizer', 'AdamaxOptimizer', 'DpsgdOptimizer',
    'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta',
Z
Zeng Jinle 已提交
47 48 49 50
    'AdadeltaOptimizer', 'ModelAverage', 'LarsMomentum',
    'LarsMomentumOptimizer', 'DGCMomentumOptimizer', 'LambOptimizer',
    'ExponentialMovingAverage', 'PipelineOptimizer', 'LookaheadOptimizer',
    'RecomputeOptimizer'
51
]
Q
Qiao Longfei 已提交
52 53 54 55 56 57


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

    Define the common interface of an optimizer.
58 59
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
60 61
    """

62
    @imperative_base.no_grad
63 64 65 66 67 68
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
                 name=None):
        self._parameter_list = None
L
lujun 已提交
69
        if framework.in_dygraph_mode():
M
minqiyang 已提交
70 71 72 73 74
            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))
75 76 77 78
            if name is not None:
                self._name = unique_name.generate(name)
            else:
                self._name = unique_name.generate(self.__class__.__name__)
79 80 81 82 83 84
            if parameter_list is not None:
                self._parameter_list = parameter_list
            else:
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
M
minqiyang 已提交
85 86 87 88 89 90
        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))
91
            self._name = name
M
minqiyang 已提交
92

D
dzhwinter 已提交
93
        self.regularization = regularization
94
        self._learning_rate = learning_rate
D
dzhwinter 已提交
95 96
        # the learning rate type should be inferenced from loss
        self._dtype = None
97
        # each program should have a independent learning rate
98
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
99
        self._learning_rate_map = dict()
100
        if isinstance(self._learning_rate, framework.Variable):
101 102
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
103 104 105 106 107
        # 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
108
        self.helper = None
109
        self._opti_name_list = []
H
hong 已提交
110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125
        self._accumulators_holder = {}

    @framework.dygraph_only
    def state_dict(self):
        '''
        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam opimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimzier never be called(minimize function), the state_dict is empty.

        Args: None
        Return:
            state_dict(dict) : dict contains all the variablel used by optimizer
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
126 127 128 129 130 131

                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
132 133 134 135 136 137 138 139

        '''
        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):
140
            var_tmp = None
L
Leo Chen 已提交
141
            if framework.in_dygraph_mode():
142 143
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32')
L
Leo Chen 已提交
144 145
            else:
                var_temp = Variable(None, name='global_step', dtype='int32')
146

H
hong 已提交
147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164
            tensor.fill_constant(
                [1], "int32", self._learning_rate.step_num, out=var_temp)

            state_dict['global_step'] = var_temp
        return state_dict

    @framework.dygraph_only
    def set_dict(self, state_dict):
        '''
        Load optimizer state dict. For Adam opimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.

        Args: 
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
        
        Examples:
            .. code-block:: python
165

H
hong 已提交
166
                with fluid.dygraph.guard():
167
                    emb = fluid.dygraph.Embedding([10, 10])
168

H
hong 已提交
169
                    state_dict = emb.state_dict()
170
                    fluid.save_dygraph(state_dict, "paddle_dy")
171

172 173
                    adam = fluid.optimizer.Adam(learning_rate=fluid.layers.noam_decay( 100, 10000), 
                                                parameter_list=emb.parameters())
H
hong 已提交
174
                    state_dict = adam.state_dict()
175
                    fluid.save_dygraph(state_dict, "paddle_dy")
176

H
hong 已提交
177
                    para_state_dict, opti_state_dict = fluid.load_dygraph( "paddle_dy")
178

179
                    adam.set_dict(opti_state_dict)
H
hong 已提交
180 181 182 183 184 185 186 187 188

        '''

        if isinstance(self._learning_rate, LearningRateDecay):
            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, core.VarBase):
189
                step_np = global_step
H
hong 已提交
190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213
                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, Variable):
                step_np = global_step.numpy()
                assert step_np.shape == (1,),  \
                        "global step shape is (1,), the shape is {}".format( step_np.shape )
                self._learning_rate.step_num = 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))

        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 )
214
                var = var_tmp.value()
H
hong 已提交
215 216 217 218 219 220 221 222
                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):
223
                    load_para_np = load_para.numpy()
H
hong 已提交
224 225 226 227 228 229 230 231 232 233 234 235 236 237 238
                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())
239

240 241
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
242

Q
Qiao Longfei 已提交
243
    def _create_global_learning_rate(self):
244 245 246
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
247 248 249 250 251 252 253 254 255 256 257 258
                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)
259
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
260
            elif isinstance(self._learning_rate, LearningRateDecay):
261 262 263
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
264
                raise TypeError(
265 266
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
267
        else:
268 269 270 271
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
272 273 274 275 276 277
            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
278

279 280 281 282 283 284 285 286
            # 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)
287

288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349
    @framework.dygraph_only
    def current_step_lr(self):
        """
        .. note::
          **This API is ONLY avaliable in Dygraph mode**
        
        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()
        if current_lr:
            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
        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
350
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
351 352 353 354
        """
        get global decayed learning rate
        :return:
        """
355 356
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
357
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
358

Q
Qiao Longfei 已提交
359 360 361 362 363
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

364 365 366 367
    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
368 369
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
370
        else:
W
Wu Yi 已提交
371
            if param_lr == 1.0:
Y
yuyang18 已提交
372
                return self._global_learning_rate()
W
Wu Yi 已提交
373
            else:
X
Xin Pan 已提交
374 375 376
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
377
                    return self._global_learning_rate() * param_lr
378 379 380 381 382 383 384

    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
385
        """
386 387
        pass

388
    def _finish_update(self, block, parameters_and_grads):
389 390 391 392 393 394 395 396
        """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
397
            None
398 399 400
        """
        pass

401 402 403 404 405
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
406 407
                         shape=None,
                         type=None):
408 409 410 411 412 413 414 415 416
        """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
417 418
        if self._name is not None:
            name = self._name + "_" + name
419 420
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
421
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
422
                return self._accumulators[name][param.name]
423
            raise Exception("Accumulator {} already exists for parameter {}".
424
                            format(name, param.name))
425 426
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
427
        assert isinstance(self.helper, LayerHelper)
428 429 430 431 432

        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
433
        var = self.helper.create_global_variable(
434
            name=var_name,
Q
Qiao Longfei 已提交
435
            persistable=True,
F
fengjiayi 已提交
436
            dtype=dtype or param.dtype,
437
            type=param.type if type is None else type,
H
hong 已提交
438 439
            shape=shape,
            belong_to_optimizer=True)
Q
Qiao Longfei 已提交
440
        self.helper.set_variable_initializer(
441
            var, initializer=Constant(value=float(fill_value)))
H
hong 已提交
442 443 444 445 446 447 448

        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
449
        self._accumulators[name][param.name] = var
450
        return var
451 452 453 454 455 456 457 458 459 460 461

    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
462 463
        if self._name is not None:
            name = self._name + "_" + name
464 465 466 467 468 469
        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]

470
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
471 472 473
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
474
          parameters_and_grads(list(tuple(Variable, Variable))):
475
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
476 477

        Returns:
478
          return_op_list: a list of operators that will complete one step of
479 480 481
            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
482
        """
483 484 485 486 487
        # 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
488
        # for parameters and extend _finish_update method to add custom ops.
489

490
        # Allways called under program_guard use global block as loss block
491 492 493
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

494
        global_block = framework.default_main_program().global_block()
495 496 497 498 499 500 501 502 503
        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)
504
        self.helper = LayerHelper(self.__class__.__name__)
C
chengduo 已提交
505
        self._create_accumulators(
506
            target_block,
C
chengduo 已提交
507
            [p[0] for p in parameters_and_grads if p[0].trainable])
508 509
        self._create_global_learning_rate()

M
minqiyang 已提交
510
        if framework.in_dygraph_mode():
511 512 513
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
514 515
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
516 517 518 519 520 521 522
        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:
523
                        self._append_optimize_op(target_block, param_and_grad)
524 525 526

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
527
        self._finish_update(target_block, parameters_and_grads)
528

529 530
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
531 532

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
533 534 535 536 537 538 539 540 541
        """
        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
        """
542 543
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
544 545 546 547 548 549 550 551 552 553 554 555 556 557 558
        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:
559 560 561 562 563 564 565 566 567 568 569 570 571
            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
572 573
        return new_param_grads, (table_param, table_grad), sgd_op

574 575 576
    def _append_dgc_ops(self, param_and_grad):
        pass

577 578 579 580 581 582 583
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
584
        The first part of ``minimize``, do auto-diff to append backward operations for
585 586 587
        the current program.

        Args:
588 589 590 591
            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.
592
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
593 594 595 596 597 598
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
            no_grad_set (set, optional): Set of ``Variable`` objects that don't need
                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
599

600
        Return:
601 602
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
603

604
        Examples:
605
            See examples in ``apply_gradients``.
606
        """
607
        act_no_grad_set = None
L
Leo Chen 已提交
608
        if framework.in_dygraph_mode():
609
            pass
L
Leo Chen 已提交
610 611
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
612

C
chengduo 已提交
613
        self._dtype = loss.dtype
L
lujun 已提交
614
        if framework.in_dygraph_mode():
C
chengduo 已提交
615
            params_grads = []
616
            for param in self._parameter_list:
C
chengduo 已提交
617 618
                if not param.trainable:
                    continue
619
                if param._grad_ivar() is not None:
C
chengduo 已提交
620
                    # create gradient variable
621
                    grad_var = param._grad_ivar()
C
chengduo 已提交
622
                    params_grads.append((param, grad_var))
623
        else:
C
chengduo 已提交
624 625 626 627 628
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
629 630 631 632
            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)
C
chengduo 已提交
633 634
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
635
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
636 637 638 639
                # 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
640 641 642 643 644 645 646 647

    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
648

649 650
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
651

652 653 654
        Examples:
            .. code-block:: python

655
                import paddle.fluid as fluid
656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680
                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)
        """
        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)

        params_grads = append_gradient_clip_ops(params_grads)

        # Add regularization if any
        params_grads = append_regularization_ops(params_grads,
                                                 self.regularization)

        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

C
chengduo 已提交
681 682 683 684 685 686 687 688 689 690 691 692 693 694
    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
695
        if framework.in_dygraph_mode():
C
chengduo 已提交
696 697
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
698 699
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
700 701 702 703 704 705 706
                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
707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723
    def _get_no_grad_set(self, loss, no_grad_set=None):
        if no_grad_set is None:
            no_grad_set = set()
        elif isinstance(no_grad_set, set) or isinstance(
                no_grad_set, list) or isinstance(no_grad_set, tuple):
            no_grad_set = set(no_grad_set)
        else:
            assert "no_grad_set should be a set, but the passed type is {}".format(
                type(no_grad_set))
        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

724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754
    @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()

755
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
756 757
    def minimize(self,
                 loss,
758
                 startup_program=None,
Q
Qiao Longfei 已提交
759
                 parameter_list=None,
760 761
                 no_grad_set=None,
                 grad_clip=None):
762
        """
763
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
764

765
        Args:
766 767 768 769
            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.
770
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
771 772 773 774 775 776 777 778
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
            no_grad_set (set, optional): Set of ``Variable`` objects that don't need
                to be updated. The default value is None.
            grad_clip (GradClipBase, optional) : Gradient clipping strategy, static
                graph mode does not need to use this argument. Currently, this argument
                only supports gradient clipping in dygraph mode. In the future, this
                argument my be adjusted. The default value is None.
Q
Qiao Longfei 已提交
779

780
        Returns:
781 782 783 784 785 786
            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.

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
787
        """
C
chengduo 已提交
788
        assert isinstance(loss, Variable), "The loss should be an Variable."
C
chengduo 已提交
789 790 791 792 793
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
794 795 796 797 798

        if grad_clip is not None and framework.in_dygraph_mode():
            # TODO(hongyu): FIX later, this is only for dygraph, should be work for static mode
            params_grads = grad_clip(params_grads)

C
chengduo 已提交
799 800
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
801

Q
Qiao Longfei 已提交
802
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
803 804 805


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
806 807 808 809 810 811 812
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

813 814 815
    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.
816 817 818
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
819 820 821 822
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
823 824 825 826

    Examples:
        .. code-block:: python

827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851
            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
852 853
    """

854 855 856 857 858
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
                 name=None):
Q
Qiao Longfei 已提交
859
        assert learning_rate is not None
Q
Qiao Longfei 已提交
860
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
861
            learning_rate=learning_rate,
862
            parameter_list=parameter_list,
X
Xin Pan 已提交
863 864
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
865 866
        self.type = "sgd"

867
    @no_grad
868
    def _append_optimize_op(self, block, param_and_grad):
869 870 871 872 873 874 875 876 877 878
        if framework.in_dygraph_mode():
            inputs = {
                "Param": [param_and_grad[0]],
                "Grad": [param_and_grad[1]],
                "LearningRate": [self._create_param_lr(param_and_grad)]
            }
            attrs = {}
            outputs = {'ParamOut': [param_and_grad[0]]}
            outs = core.ops.sgd(inputs, attrs, outputs)
            return outs['ParamOut'][0]
879

880
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
881 882 883 884 885 886
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
887
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
888
            },
M
minqiyang 已提交
889 890
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
891 892

        return sgd_op
893 894 895


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
896 897 898 899 900 901 902 903 904 905 906 907 908 909
    """

    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):

910
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
911 912 913

        & else:

Q
qiaolongfei 已提交
914
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
915

916 917 918 919
    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
920 921 922
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
923 924 925 926 927
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
928 929 930 931

    Examples:
        .. code-block:: python

932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956
            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)

957 958 959
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
960 961 962
    def __init__(self,
                 learning_rate,
                 momentum,
963
                 parameter_list=None,
X
Xin Pan 已提交
964 965 966
                 use_nesterov=False,
                 regularization=None,
                 name=None):
967 968
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
969
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
970
            learning_rate=learning_rate,
971
            parameter_list=parameter_list,
X
Xin Pan 已提交
972 973
            regularization=regularization,
            name=name)
974 975
        self.type = "momentum"
        self._momentum = momentum
976
        self._use_nesterov = bool(use_nesterov)
977 978 979 980 981

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

        for p in parameters:
Q
Qiao Longfei 已提交
982
            self._add_accumulator(self._velocity_acc_str, p)
983 984 985 986 987 988

    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])
989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}

        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]
        }

        if framework.in_dygraph_mode():
            core.ops.momentum(inputs, attrs, outputs)
            return None

1007 1008 1009
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
1010 1011 1012
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1013
            stop_gradient=True)
1014 1015

        return momentum_op
1016 1017


1018
class DGCMomentumOptimizer(Optimizer):
1019
    """
1020
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
1021

G
gongweibao 已提交
1022
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
1023 1024
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
1025
    To avoid losing information, DGC accumulates the rest of the gradients locally.
1026 1027 1028

    Eventually, these gradients become large enough to be transmitted.

1029
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
1030

G
gongweibao 已提交
1031
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
1032 1033 1034 1035

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

    This optimizer will do two things:
1036

1037 1038
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
1039

1040
        2. Call momentum to optimize the cost.
1041 1042

    Args:
1043 1044
        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.
1045
        momentum (float): Momentum factor.
G
gongweibao 已提交
1046
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
1047 1048 1049 1050 1051 1052 1053
        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.
1054 1055 1056
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1057 1058 1059 1060 1061 1062 1063
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
        local_grad_clip_norm (float, optional): Local gradient clip norm value. Optional, default is None, represent no need clip.
        num_trainers (int, optional): The number of training nodes. Optional, default is None.
        regularization (WeightDecayRegularizer, optional): A Regularizer, such as \
            :ref:`api_fluid_regularizer_L2DecayRegularizer`. Optional, default is None.
        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.
1064 1065 1066 1067

    Examples:
        .. code-block:: python

1068
            import paddle.fluid as fluid
1069
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1070 1071 1072 1073 1074
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1075 1076

    """
1077 1078
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1079 1080 1081 1082 1083 1084 1085

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1086
                 parameter_list=None,
1087 1088 1089 1090 1091
                 use_nesterov=False,
                 local_grad_clip_norm=None,
                 num_trainers=None,
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
1092 1093
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support DGCMomentumOptimizer.")
1094 1095 1096 1097
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1098
            parameter_list=parameter_list,
1099 1100 1101 1102 1103
            regularization=regularization,
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1104

1105
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1106
        self._rampup_begin_step = rampup_begin_step
1107 1108
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1109

1110
        self._rampup_begin_step_var = None
1111
        self._global_step_var = None
1112

1113 1114 1115 1116 1117 1118 1119 1120 1121
        self._local_grad_clip_norm = None
        self._clip_norm = None
        if local_grad_clip_norm is not None:
            assert isinstance(num_trainers, int)
            assert isinstance(local_grad_clip_norm, float)
            assert num_trainers > 0

            self._local_grad_clip_norm = local_grad_clip_norm
            self._num_trainers = num_trainers
1122
            self._clip_norm = local_grad_clip_norm * (num_trainers**-0.5)
1123

1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139
        self._get_dgc_regularization_param()

    def _get_dgc_regularization_param(self):
        self.regular_coeff = 0.0
        self.regular_type = 0

        if self.regularization is not None:
            self.regular_coeff = self.regularization._regularization_coeff
            from .regularizer import L1Decay, L2Decay
            if isinstance(self.regularization, L1Decay):
                self.regular_type = 1
            elif isinstance(self.regularization, L2Decay):
                self.regular_type = 2
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'

1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150
    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)
1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165
        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}
1166 1167

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1168 1169 1170
            type = "momentum"
        else:
            type = "dgc_momentum"
1171 1172 1173 1174 1175
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1176
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1177 1178 1179

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1180 1181 1182 1183
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1184 1185 1186
            stop_gradient=True)
        return dgc_momentum_op

1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205
    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

1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218
    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

1219 1220 1221 1222 1223 1224
    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
1225
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1226

1227 1228 1229
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1230 1231 1232 1233 1234
        # 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
1235
            name=core.dgc.kDGCRampUpBeginStepName(),
1236 1237 1238
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1239 1240
        self.helper = LayerHelper(self.__class__.__name__)

1241
        for param_var, grad_var in param_and_grads:
1242 1243 1244
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1245
            if not self._is_use_dgc(param_var, grad_var):
1246 1247
                continue

1248
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1249 1250 1251 1252 1253

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1254
                name=param_var.name + core.dgc.kDGCKName(),
1255 1256 1257 1258 1259 1260 1261
                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
1262
                name=param_var.name + core.dgc.kDGCEncodedName(),
1263 1264 1265
                value=0.0,
                force_cpu=False)

1266 1267 1268 1269 1270 1271 1272 1273
            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)

1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295
            # 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
            if self._local_grad_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._clip_norm)
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1296
                         encoded_var, gather_var)
1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311

    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:
1312 1313
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1314 1315 1316 1317 1318

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

        helper.append_op(
G
gongweibao 已提交
1319
            type="dgc_clip_by_norm",
1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331
            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
1332
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1333 1334

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1335
                encoded_var, gather_var):
1336 1337
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1338

1339 1340 1341 1342 1343 1344
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1345
                "Param": param_var,
1346 1347
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1348 1349 1350 1351 1352 1353
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1354 1355
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1356 1357 1358 1359 1360 1361
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1362
                "rampup_step": float(self._rampup_step),
1363 1364
                "regular_coeff": float(self.regular_coeff),
                "regular_type": int(self.regular_type),
1365 1366 1367 1368 1369 1370 1371 1372
            },
            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])

1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403
    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 = []
        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))

        # DGC clip and regularization in local
        not_dgc_params_grads = append_gradient_clip_ops(not_dgc_params_grads)

        # Add regularization if any
        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

1404

1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419
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

1420 1421 1422 1423 1424 1425
    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.
1426 1427 1428
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1429 1430 1431 1432
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`.
            Optional, default is None.
        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.
1433 1434 1435 1436

    Examples:
        .. code-block:: python

1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452
            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])
1453 1454 1455 1456 1457 1458 1459 1460
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1461
                 parameter_list=None,
1462 1463 1464 1465 1466 1467
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1468
            parameter_list=parameter_list,
1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503
            regularization=regularization,
            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
1504 1505
            },
            stop_gradient=True)
1506 1507 1508 1509

        return momentum_op


1510
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
1511
    """
1512 1513
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1514

1515
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1516 1517 1518 1519 1520 1521 1522

    .. math::

        moment\_out &= moment + grad * grad

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

1523 1524 1525 1526 1527 1528
    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
1529 1530 1531
    for numerical stability to avoid the division by zero error.

    Args:
1532 1533 1534 1535
        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.
1536 1537 1538
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1539 1540 1541 1542 1543 1544 1545
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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
1546 1547 1548 1549

    Examples:
        .. code-block:: python

1550
            import numpy as np
1551
            import paddle.fluid as fluid
1552 1553

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1554
            inp = fluid.data(name="inp", shape=[2, 2])
1555 1556
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1557
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1558 1559 1560 1561 1562 1563 1564
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1565 1566 1567
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1568 1569 1570
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1571
                 parameter_list=None,
X
Xin Pan 已提交
1572
                 regularization=None,
1573
                 name=None,
X
xuezhong 已提交
1574
                 initial_accumulator_value=0.0):
1575 1576
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1577
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1578
            learning_rate=learning_rate,
1579
            parameter_list=parameter_list,
X
Xin Pan 已提交
1580 1581
            regularization=regularization,
            name=name)
1582 1583
        self.type = "adagrad"
        self._epsilon = epsilon
1584
        self.initial_accumulator_value = initial_accumulator_value
1585 1586 1587 1588 1589

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

        for p in parameters:
Z
zhongpu 已提交
1590 1591 1592 1593
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value)
1594 1595 1596 1597 1598 1599

    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])
1600
        # Create the adagrad optimizer op
1601 1602 1603 1604 1605 1606
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1607
                "LearningRate": self._create_param_lr(param_and_grad)
1608 1609 1610
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1611 1612
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1613 1614

        return adagrad_op
1615 1616 1617


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1618
    """
1619 1620 1621 1622 1623 1624
    The Adam optimzier uses an optimization described at the end
    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
1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638

    .. 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}

1639 1640
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1641
    Args:
1642 1643
        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.
1644 1645
        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.
1646
            The default value is 0.9.
1647 1648
        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.
1649 1650 1651
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
1652 1653 1654
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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
1667 1668 1669 1670

    Examples:
        .. code-block:: python

1671 1672 1673 1674 1675 1676
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1677 1678
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693
                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
1694

1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711
        .. 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
1712
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740
                    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,
1741
                                                    beta1=beta1,
1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752
                                                    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)
1753 1754 1755
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1756 1757
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1758 1759 1760 1761 1762

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1763
                 epsilon=1e-8,
1764
                 parameter_list=None,
X
Xin Pan 已提交
1765
                 regularization=None,
Q
Qiao Longfei 已提交
1766
                 name=None,
Q
Qiao Longfei 已提交
1767
                 lazy_mode=False):
1768 1769 1770 1771
        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
1772
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1773
            learning_rate=learning_rate,
1774
            parameter_list=parameter_list,
X
Xin Pan 已提交
1775 1776
            regularization=regularization,
            name=name)
1777 1778 1779 1780
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1781
        self._lazy_mode = lazy_mode
1782 1783 1784 1785 1786 1787

    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
1788 1789
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1790 1791 1792
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
1793 1794
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
1795 1796
                shape=[1],
                type=core.VarDesc.VarType.LOD_TENSOR)
Q
qiaolongfei 已提交
1797 1798 1799
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
1800 1801
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
1802 1803
                shape=[1],
                type=core.VarDesc.VarType.LOD_TENSOR)
1804 1805 1806 1807 1808 1809 1810 1811

    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
1812 1813 1814 1815 1816
        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])

1817
        # create the adam optimize op
1818
        inputs = {
1819 1820 1821 1822 1823 1824 1825
            "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]
1826 1827
        }
        outputs = {
1828 1829 1830 1831 1832
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848
        }
        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

1849 1850 1851 1852
        if framework.in_dygraph_mode():
            core.ops.adam(inputs, attrs, outputs)
            return None

1853 1854
        adam_op = block.append_op(
            type=self.type,
1855 1856 1857
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1858
            stop_gradient=True)
1859 1860 1861

        return adam_op

1862 1863

class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
1864
    """
1865 1866 1867 1868
    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
1869

1870
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883

    .. 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}

1884
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
1885

1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897
    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.
1898 1899 1900
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1901 1902 1903 1904 1905 1906 1907 1908
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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
1909

1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922
    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):
1923
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
1924 1925
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
1926
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
1927 1928 1929 1930 1931 1932 1933 1934 1935
              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])
1936 1937 1938
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
1939
    _beta1_pow_acc_str = "beta1_pow_acc"
1940 1941 1942 1943 1944

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1945
                 epsilon=1e-8,
1946
                 parameter_list=None,
X
Xin Pan 已提交
1947 1948
                 regularization=None,
                 name=None):
1949 1950 1951 1952
        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
1953
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
1954
            learning_rate=learning_rate,
1955
            parameter_list=parameter_list,
X
Xin Pan 已提交
1956 1957
            regularization=regularization,
            name=name)
1958 1959 1960 1961 1962 1963 1964 1965
        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
1966 1967
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
1968 1969 1970 1971 1972
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
1973 1974 1975 1976 1977 1978 1979

    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
1980 1981
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
1982 1983 1984 1985 1986 1987
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1988
                "LearningRate": self._create_param_lr(param_and_grad),
1989 1990
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
1991
                "Beta1Pow": beta1_pow_acc
1992 1993 1994 1995 1996 1997 1998 1999 2000 2001
            },
            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
2002 2003
            },
            stop_gradient=True)
2004 2005 2006

        return adamax_op

2007
    def _finish_update(self, block, parameters_and_grads):
2008 2009 2010
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2011
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2012
            if grad is None or param.trainable is False:
2013
                continue
X
Xin Pan 已提交
2014 2015
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2016 2017
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2018
                block.append_op(
2019 2020 2021
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2022 2023
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2024 2025


2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063
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.
2064 2065 2066
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2067 2068 2069 2070 2071 2072 2073 2074
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2075 2076
                 sigma=1e-8,
                 parameter_list=None):
2077 2078 2079 2080
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2081 2082
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2083 2084 2085 2086
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2087 2088 2089 2090 2091 2092 2093
        '''
        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
2094 2095 2096 2097 2098

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

        # create the dpsgd optimize op
Z
zhongpu 已提交
2099 2100 2101
        if self._seed == None:
            self._seed = 0

2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112
        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
2113 2114
                "sigma": self._sigma,
                "seed": self._seed
2115 2116 2117 2118 2119 2120
            },
            stop_gradient=True)

        return dpsgd_op


2121
class DecayedAdagradOptimizer(Optimizer):
2122
    """
2123 2124 2125
    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.
2126

2127
    The parameter ``param_out`` update rule with gradient ``grad``:
2128 2129 2130 2131 2132 2133 2134

    .. math::

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

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

2135 2136 2137 2138
    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
2139 2140 2141
    stability to avoid the division by zero error.

    Args:
2142 2143 2144 2145 2146
        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.
2147 2148 2149
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2150 2151 2152 2153 2154 2155 2156 2157
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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.**
2158 2159 2160 2161

    Examples:
        .. code-block:: python

2162 2163
            import paddle.fluid as fluid

2164 2165 2166 2167
            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)
2168
            optimizer.minimize(cost)
2169 2170 2171
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2172 2173 2174 2175
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2176
                 parameter_list=None,
X
Xin Pan 已提交
2177 2178
                 regularization=None,
                 name=None):
2179 2180 2181 2182
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2183
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2184
            learning_rate=learning_rate,
2185
            parameter_list=parameter_list,
X
Xin Pan 已提交
2186 2187
            regularization=regularization,
            name=name)
2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214
        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},
2215 2216
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2217
            stop_gradient=True)
2218 2219

        return decayed_adagrad_op
2220 2221


2222
class AdadeltaOptimizer(Optimizer):
2223
    """
Z
Zeng Jinle 已提交
2224
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2225

Z
Zeng Jinle 已提交
2226
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2227 2228 2229
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2230

Z
Zeng Jinle 已提交
2231 2232
    .. math::

Z
Zeng Jinle 已提交
2233
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2234

Z
Zeng Jinle 已提交
2235
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2236

Z
Zeng Jinle 已提交
2237
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2238 2239

    Args:
Z
Zeng Jinle 已提交
2240 2241 2242
        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.
2243 2244 2245
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
Z
Zeng Jinle 已提交
2246 2247 2248
        regularization (WeightDecayRegularizer, optional): A Regularizer, such as
                fluid.regularizer.L2DecayRegularizer. Default None, meaning that there is no
                regularization.
2249 2250 2251
        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` .
2252 2253 2254 2255

    Examples:
        .. code-block:: python

2256
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2257

2258
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2259 2260
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2261 2262
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2263

Z
Zeng Jinle 已提交
2264 2265 2266 2267
            # 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)
2268
    """
2269

2270 2271 2272
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2273 2274 2275 2276
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2277
                 parameter_list=None,
X
Xin Pan 已提交
2278 2279
                 regularization=None,
                 name=None):
2280 2281 2282 2283 2284 2285
        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.")
2286
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2287
            learning_rate=learning_rate,
2288
            parameter_list=parameter_list,
X
Xin Pan 已提交
2289 2290
            regularization=regularization,
            name=name)
2291 2292 2293 2294 2295
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2296 2297
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2298 2299 2300 2301 2302 2303

        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):
2304 2305
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326

        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
2327 2328
                   "rho": self._rho},
            stop_gradient=True)
2329 2330 2331 2332

        return adadelta_op


Q
qingqing01 已提交
2333 2334 2335 2336 2337 2338 2339 2340 2341 2342
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
2343
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2344 2345 2346 2347

        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
2348
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2349 2350 2351 2352 2353 2354

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

    ..  math::

Q
qiaolongfei 已提交
2355
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2356

2357 2358 2359 2360 2361 2362 2363 2364 2365 2366 2367 2368 2369 2370
        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
2371 2372 2373 2374
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2375
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2376 2377 2378 2379 2380
    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.


2381 2382 2383
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2384
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2385
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2386
        momentum(float): :math:`\\beta` in equation is the momentum term,
2387
            default is 0.0.
2388 2389 2390 2391
        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.
2392 2393 2394
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2395 2396 2397 2398
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
2399 2400 2401 2402 2403 2404 2405

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

    Examples:
          .. code-block:: python

2406 2407 2408 2409 2410 2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427 2428 2429 2430
            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
2431 2432 2433 2434
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2435
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2436 2437 2438 2439 2440 2441

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2442
                 centered=False,
2443
                 parameter_list=None,
X
Xin Pan 已提交
2444 2445
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
2446
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2447
            learning_rate=learning_rate,
2448
            parameter_list=parameter_list,
X
Xin Pan 已提交
2449 2450
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463
        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
2464
        self._centered = centered
Q
qingqing01 已提交
2465 2466 2467 2468 2469 2470 2471 2472

    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)
2473
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2474 2475 2476 2477 2478 2479 2480 2481 2482

    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])
2483 2484
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2485 2486 2487 2488 2489 2490 2491
        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,
2492
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2493 2494 2495 2496 2497
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2498 2499
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2500 2501 2502 2503
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2504 2505
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2506 2507
            },
            stop_gradient=True)
Q
qingqing01 已提交
2508 2509 2510 2511

        return rmsprop_op


Q
qiaolongfei 已提交
2512 2513 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551
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

2552 2553 2554 2555 2556
    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.
2557 2558 2559
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2560 2561 2562 2563
        regularization: A Regularizer, such as :ref:`api_fluid_regularizer_L2DecayRegularizer`. \
            Optional, default is None.
        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
2564 2565 2566 2567 2568 2569 2570

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

    Examples:
          .. code-block:: python

2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591 2592 2593 2594
            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
2595

2596
    NOTE:
C
chengduo 已提交
2597
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2598 2599 2600 2601 2602
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2603 2604 2605 2606 2607
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2608
                 parameter_list=None,
X
Xin Pan 已提交
2609 2610
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
2611
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2612
            learning_rate=learning_rate,
2613
            parameter_list=parameter_list,
X
Xin Pan 已提交
2614 2615
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
2616 2617 2618 2619 2620 2621 2622 2623 2624 2625 2626 2627 2628 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 2654 2655
        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,
                   "l2": self._l1,
M
minqiyang 已提交
2656 2657
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2658 2659 2660 2661

        return ftrl_op


Y
Yibing Liu 已提交
2662 2663 2664 2665 2666 2667
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
2668 2669
    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
2670 2671 2672 2673 2674

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2675
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2676

Y
Yibing Liu 已提交
2677
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2678

Y
Yibing Liu 已提交
2679
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2680

Y
Yibing Liu 已提交
2681
        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
2682 2683 2684 2685 2686 2687


    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
2688 2689 2690 2691 2692 2693 2694 2695
        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.
2696 2697 2698
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
Y
Yibing Liu 已提交
2699 2700 2701 2702 2703 2704 2705
        regularization (Regularizer|None): A Regularizer, such as
           fluid.regularizer.L1DecayRegularizer. Default None.
        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
2706 2707 2708 2709 2710 2711

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

Y
Yibing Liu 已提交
2712
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
2713 2714 2715
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
2716 2717 2718 2719 2720
            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
2721 2722 2723 2724
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
2725
    # these two not used in op temporarily
Y
Yibing Liu 已提交
2726 2727 2728 2729 2730 2731 2732 2733 2734
    _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,
2735
                 parameter_list=None,
Y
Yibing Liu 已提交
2736
                 regularization=None,
Y
Yibing Liu 已提交
2737
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
2738 2739 2740 2741 2742 2743 2744 2745
                 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,
2746
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
2747 2748 2749 2750 2751 2752 2753
            regularization=regularization,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
2754
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
2755 2756 2757

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
2758
        block.program._use_lamb = True
Y
Yibing Liu 已提交
2759 2760 2761 2762 2763 2764 2765 2766 2767 2768

        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
2769 2770 2771 2772 2773 2774
        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
2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795
        # 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
2796
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
2797 2798 2799 2800 2801 2802
            },
            stop_gradient=True)

        return lamb_op


2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815
# 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
2816
Dpsgd = DpsgdOptimizer
2817
DecayedAdagrad = DecayedAdagradOptimizer
2818
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
2819
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
2820
Ftrl = FtrlOptimizer
2821
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
2822
Lamb = LambOptimizer
2823 2824 2825


class ModelAverage(Optimizer):
2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839 2840 2841 2842 2843 2844
    """
    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:

    ::
2845

2846 2847 2848 2849 2850 2851 2852 2853 2854
        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.
2855 2856

    Args:
2857 2858 2859 2860 2861 2862 2863 2864
        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.
        regularization (WeightDecayRegularizer, optional): A ``Regularizer``, such as
             :ref:`api_fluid_regularizer_L2DecayRegularizer`. The default value is None.
        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.
2865

2866
    Examples:
Q
qiaolongfei 已提交
2867 2868 2869

      .. code-block:: python

2870 2871 2872 2873 2874 2875
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
2876

2877 2878 2879 2880
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
2881
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2882 2883 2884 2885 2886 2887 2888 2889
            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,
2890
                                                         max_average_window=12500)
2891 2892

            exe.run(startup_program)
2893 2894 2895 2896 2897
            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])
2898 2899

            # apply ModelAverage
2900
            with model_average.apply(exe):
2901 2902 2903 2904
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
2905 2906 2907
    """

    def __init__(self,
W
wanghaoshuang 已提交
2908
                 average_window_rate,
2909 2910
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
2911 2912
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
2913 2914
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
2915 2916
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
2917 2918 2919
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
2920

2921
        self.params_grads = []
2922 2923
        for param in framework.default_main_program().global_block(
        ).all_parameters():
2924
            if param.do_model_average != False:
2925
                grad = param.block.create_var(
2926 2927
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
2928 2929
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
2930
                    stop_gradient=True)
2931
                self.params_grads.append((param, grad))
2932

2933
        for param, grad in self.params_grads:
2934 2935
            if grad is None:
                continue
X
Xin Pan 已提交
2936 2937
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
2938
                self._append_average_accumulate_op(param)
2939

2940 2941 2942 2943
        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:
2944
                self._add_average_apply_op(block, param_grad)
2945 2946 2947 2948 2949

        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:
2950
                self._add_average_restore_op(block, param_grad)
2951

2952
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
2953 2954 2955 2956 2957 2958
        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(
2959
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
2960
        old_num_accumulates = block._clone_variable(
2961
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
2962
        num_updates = block._clone_variable(
2963 2964 2965 2966 2967 2968
            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
2969 2970 2971 2972
        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
2973
        ops._elementwise_div(x=sum, y=tmp, out=param)
2974 2975

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
2976 2977
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989 2990 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000 3001 3002 3003 3004 3005 3006 3007 3008 3009 3010 3011 3012 3013 3014
        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
3015 3016
            },
            stop_gradient=True)
3017

S
rename  
sneaxiy 已提交
3018
    @signature_safe_contextmanager
3019
    def apply(self, executor, need_restore=True):
3020 3021
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3022 3023

        Args:
3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3053 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066 3067
            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])
3068
        """
3069 3070 3071 3072 3073 3074
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3075 3076

    def restore(self, executor):
3077 3078
        """
        Restore ``Parameter`` values of current model.
3079 3080
        
        Args:
3081 3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092 3093 3094 3095 3096 3097 3098 3099 3100 3101 3102 3103 3104 3105 3106 3107 3108 3109 3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122 3123 3124
            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)
3125
        """
3126
        executor.run(self.restore_program)
3127 3128 3129 3130 3131 3132 3133 3134 3135 3136


class ExponentialMovingAverage(object):
    """
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3137
        \\text{EMA}_0 & = 0
3138

3139 3140
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3141 3142 3143 3144
    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.
3145 3146 3147 3148 3149 3150 3151 3152 3153 3154 3155 3156 3157 3158 3159 3160 3161 3162 3163 3164 3165

    **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.
3166 3167 3168


    Args:
Y
Yibing Liu 已提交
3169 3170 3171 3172 3173 3174 3175
	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.
3176 3177 3178 3179 3180


    Examples:

	.. code-block:: python
3181 3182 3183 3184 3185

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3186
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3187 3188 3189 3190 3191 3192 3193 3194
	    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)

3195
	    global_steps = fluid.layers.autoincreased_step_counter()
3196 3197 3198 3199 3200 3201 3202 3203 3204 3205 3206 3207 3208 3209 3210 3211 3212 3213 3214 3215 3216 3217 3218 3219 3220 3221 3222 3223 3224
	    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)
3225 3226
    """

3227
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
3228 3229 3230
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
3231
        self._decay = decay
3232
        self._thres_steps = thres_steps
3233
        self._name = name if name is not None else ''
3234 3235
        self._decay_var = self._get_ema_decay()

3236
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3237
        self._params_tmps = []
3238
        for param in default_main_program().global_block().all_parameters():
3239 3240 3241 3242 3243 3244 3245
            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
3246
                self._params_tmps.append((param, tmp))
3247

Y
Yibing Liu 已提交
3248 3249
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3250 3251
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3252
                self._ema_vars[param.name] = self._create_ema_vars(param)
3253 3254 3255 3256

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3257
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3258
            for param, tmp in self._params_tmps:
3259 3260
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3261
                ema = block._clone_variable(self._ema_vars[param.name])
3262
                layers.assign(input=param, output=tmp)
3263
                # bias correction
3264 3265 3266
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
                        layers.assign(output=ema, input=ema / (1.0 - decay_pow))
3267 3268 3269 3270 3271
                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
3272
            for param, tmp in self._params_tmps:
3273 3274 3275 3276
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298
    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):
3299 3300 3301 3302 3303 3304 3305
        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")
3306
        decay_var = block._clone_variable(self._decay_var)
3307 3308
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3309

Y
Yibing Liu 已提交
3310
    def _create_ema_vars(self, param):
3311 3312 3313 3314 3315 3316 3317 3318 3319
        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
3320 3321 3322 3323 3324
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3325 3326
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3327
        param_master_emas = []
Y
Yibing Liu 已提交
3328 3329 3330 3331
        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]
3332
                if param.name + '.master' in self._ema_vars:
3333 3334 3335 3336 3337 3338 3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349
                    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
3350

3351 3352 3353 3354 3355 3356 3357
    @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
3358 3359
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3360 3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374
        """
        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
3375 3376 3377


class PipelineOptimizer(object):
3378 3379
    """
    Pipeline Optimizer
H
hutuxian 已提交
3380 3381 3382 3383 3384 3385 3386 3387 3388

    Train with pipeline mode. The program will be splited by cut_list. 

    If the len of cut_list is k, then the whole program (including \
    backward part) will be splited to 2*k-1 sections. 
    
    So the length of place_list and concurrency_list must be also 2*k-1.

    Note: Though the asynchronous mode is applied in pipeline training to speed up, \
3389
    the final performance depends on the training progress of each pipeline heavily.
H
hutuxian 已提交
3390 3391 3392

    And we will try the synchronous mode in the future.

3393
    Args:
H
hutuxian 已提交
3394 3395 3396 3397
        optimizer (Optimizer): The based optimizer, such as SGD.
        cut_list (list of Variable list): The cut variable of the main_program.
        place_list (list of Place): The place where the section will run on.
        concurrency_list (list of int): The concurrency degree.
3398 3399
        queue_size (int): Each section will consume scopes from its in-scope queue 
                        and produce scopes to out-scope queue. And this parameter 
H
hutuxian 已提交
3400 3401 3402 3403
                        specify the scope queue size. [Optional. Default: 30].
        sync_steps (int): The synchronization steps between different cards. [Optional. Default: 1].
        start_cpu_core_id (int): specify the first cpu core id. [Optional. Default:0].

3404 3405
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3406

3407
            import paddle.fluid as fluid
H
hutuxian 已提交
3408 3409 3410 3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 3422 3423 3424 3425 3426 3427 3428 3429 3430 3431 3432 3433 3434 3435 3436 3437 3438 3439 3440 3441
            import paddle.fluid.layers as layers

            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)
            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)
            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)
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer,
                    cut_list=[[emb_x, emb_y], [loss]],
                    place_list=[fluid.CPUPlace(), fluid.CUDAPlace(0), fluid.CPUPlace()],
                    concurrency_list=[1, 1, 4],
                    queue_size=2,
                    sync_steps=1,
                    )
            optimizer.minimize(loss)
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            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)
            exe.train_from_dataset(
                        fluid.default_main_program(),
                        dataset,
                        thread=2,
                        debug=False,
                        fetch_list=[],
                        fetch_info=[],
                        print_period=1)
3442 3443
    """

H
hutuxian 已提交
3444 3445 3446 3447 3448 3449 3450 3451
    def __init__(self,
                 optimizer,
                 cut_list=None,
                 place_list=None,
                 concurrency_list=None,
                 queue_size=30,
                 sync_steps=1,
                 start_cpu_core_id=0):
Z
zhongpu 已提交
3452 3453
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
H
hutuxian 已提交
3454 3455 3456 3457 3458 3459 3460 3461 3462
        # TODO: check properties
        self._optimizer = optimizer
        self._cut_list = cut_list
        self._place_list = place_list
        self._concurrency_list = concurrency_list
        self._queue_size = queue_size
        self._sync_steps = sync_steps
        self._start_cpu_core_id = start_cpu_core_id

H
hutuxian 已提交
3463
    def _create_vars(self, block, main_program):
H
hutuxian 已提交
3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474
        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:
                if var in used_var_set:
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
                block._clone_variable(source_var, False)

H
hutuxian 已提交
3475
    def _extract_section_opt_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3476 3477 3478 3479 3480 3481 3482 3483 3484 3485 3486 3487 3488 3489 3490
        """
        Extract opt ops in the given section
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if _some_in_set_(op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            else:
                relevant_op_flags[i] = False

        op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
        return op_path

H
hutuxian 已提交
3491
    def _find_input_output(self, ops, name, is_forward=True):
H
hutuxian 已提交
3492 3493 3494 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505
        """
        Find the inputs or outputs of a section
        """
        all_set = set()
        part_set = set()
        for op in ops:
            if is_forward:
                part_set.update(op.desc.output_arg_names())
            else:
                part_set.update(op.desc.input_arg_names())
            all_set.update(op.desc.output_arg_names())
            all_set.update(op.desc.input_arg_names())
        return all_set - part_set

H
hutuxian 已提交
3506
    def _find_persistable_vars(self, ops, whole_parameters):
H
hutuxian 已提交
3507 3508 3509 3510 3511 3512 3513 3514 3515 3516 3517 3518 3519 3520 3521 3522 3523 3524 3525 3526 3527 3528 3529 3530 3531 3532 3533
        """
        find the persistable input vars in current section
        """
        res = set()
        for op in ops:
            vars = op.desc.input_arg_names()
            for var in vars:
                if var in whole_parameters:
                    res.add(var)
        return res

    def _is_opt_role_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        optimize_role = core.op_proto_and_checker_maker.OpRole.Optimize
        if op_maker.kOpRoleAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) & int(optimize_role) != 0:
            return True
        return False

    def _is_lr_role_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        optimize_role = core.op_proto_and_checker_maker.OpRole.LRSched
        if op_maker.kOpRoleAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(optimize_role):
            return True
        return False

H
hutuxian 已提交
3534
    def _extract_section_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3535 3536 3537 3538 3539 3540 3541 3542 3543 3544 3545 3546 3547 3548 3549 3550 3551 3552 3553
        """
        Extract ops in the given section 
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if not self._is_opt_role_op(op) and _some_in_set_(
                    op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            elif op.desc.type() == "print" and op.desc.input_arg_names()[
                    0] in output_names:
                continue
            else:
                relevant_op_flags[i] = False

        op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
        return op_path

H
hutuxian 已提交
3554 3555
    def _find_section_opt(self, ops, params):
        res = self._extract_section_opt_ops(ops, params)
H
hutuxian 已提交
3556 3557
        return res

H
hutuxian 已提交
3558
    def _split_program(self, main_program, cut_list):
H
hutuxian 已提交
3559 3560 3561 3562 3563 3564 3565 3566 3567 3568 3569 3570 3571 3572 3573 3574 3575 3576 3577 3578
        programs = []
        block = main_program.block(0)
        whole_parameters = [e.name for e in block.all_parameters()]
        cut_var_names = []
        cut_len = len(cut_list)
        sec_params = []
        for i, cut_vars in enumerate(cut_list[:-1]):
            cut_var_names.append([cut_var.name for cut_var in cut_vars])
        for i, cut_vars in reversed(list(enumerate(cut_list[:-1]))):
            cut_var_names.append(
                [_append_grad_suffix_(cut_var.name) for cut_var in cut_vars])
            if i == 0:
                cut_var_names[-1] += [var.name for var in cut_list[-1]]
        ops = block.ops[:]
        for i, cut_vars in enumerate(cut_var_names):
            program = {
                "program": Program(),
                "input_set": set(),
                "output_set": set()
            }
H
hutuxian 已提交
3579
            cur_ops = self._extract_section_ops(ops, cut_vars)
H
hutuxian 已提交
3580 3581 3582 3583 3584 3585
            if i == 0:
                for op in ops:
                    if self._is_lr_role_op(op):
                        cur_ops.append(op)
            #prevent inplace in/out
            program["input_set"].update(
H
hutuxian 已提交
3586
                self._find_input_output(
H
hutuxian 已提交
3587 3588 3589 3590 3591 3592
                    cur_ops, [], is_forward=True))
            for e in cur_ops:
                ops.remove(e)

            if i < cut_len:
                sec_params.append(
H
hutuxian 已提交
3593
                    self._find_persistable_vars(cur_ops, whole_parameters))
H
hutuxian 已提交
3594
            if i >= cut_len - 1:
H
hutuxian 已提交
3595 3596
                opt_ops = self._find_section_opt(
                    ops, sec_params[2 * cut_len - 2 - i])
H
hutuxian 已提交
3597 3598 3599 3600 3601 3602 3603 3604 3605 3606

                for e in opt_ops:
                    ops.remove(e)
                cur_ops += opt_ops

            op_descs = [op.desc for op in cur_ops]
            for op_desc in op_descs:
                ap_op = program["program"].block(0).desc.append_op()
                ap_op.copy_from(op_desc)
            program["input_set"].update(
H
hutuxian 已提交
3607
                self._find_input_output(
H
hutuxian 已提交
3608 3609 3610
                    cur_ops, cut_vars, is_forward=True))
            program["input_set"].update(sec_params[min(i, 2 * cut_len - 2 - i)])
            program["output_set"].update(
H
hutuxian 已提交
3611
                self._find_input_output(
H
hutuxian 已提交
3612 3613 3614 3615 3616 3617 3618 3619 3620 3621 3622 3623 3624 3625
                    cur_ops, cut_vars, is_forward=False))
            programs.append(program)
        program = {
            "program": Program(),
            "input_set": set(),
            "output_set": set()
        }
        op_descs = [op.desc for op in ops]
        for op_desc in op_descs:
            ap_op = program["program"].block(0).desc.append_op()
            ap_op.copy_from(op_desc)
        program["input_set"].update(
            [cut_var.name + "@GRAD" for cut_var in cut_list[0]])
        program["input_set"].update(
H
hutuxian 已提交
3626
            self._find_input_output(
H
hutuxian 已提交
3627 3628 3629 3630 3631 3632 3633 3634 3635 3636 3637 3638 3639 3640 3641 3642 3643 3644 3645 3646
                ops, [], is_forward=True))
        program["input_set"].update(sec_params[0])
        programs.append(program)
        inputs = set()
        for program in reversed(list(programs)):
            output_list = list(program["output_set"])
            for output in output_list:
                if output not in inputs:
                    program["output_set"].remove(output)
            inputs.update(program["input_set"])
        return programs

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
        self._optimizer.minimize(loss, startup_program, parameter_list,
                                 no_grad_set)
        program = loss.block.program
H
hutuxian 已提交
3647 3648 3649 3650 3651 3652 3653 3654
        if len(self._cut_list) == 0:
            program_list = []
            ptmp = {"program": program, "input_set": set(), "output_set": set()}
            program_list.append(ptmp)
        else:
            program_list = self._split_program(program, self._cut_list)
            for p in program_list:
                self._create_vars(p["program"].block(0), program)
H
hutuxian 已提交
3655 3656 3657 3658 3659 3660 3661 3662 3663 3664 3665 3666 3667 3668 3669 3670 3671 3672 3673 3674
        whole_parameters = [e.name for e in program.block(0).all_parameters()]
        param_need_sync = []
        for i, section_p in enumerate(program_list):
            if not isinstance(self._place_list[i], core.CUDAPlace):
                continue
            section_var = [e for e in section_p["program"].block(0).vars]
            for p in section_var:
                if p in whole_parameters:
                    param_need_sync.append(p)
        program._pipeline_opt = {
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
            "section_program_list": program_list,
            "place_list": self._place_list,
            "concurrency_list": self._concurrency_list,
            "queue_size": self._queue_size,
            "start_cpu_core_id": self._start_cpu_core_id,
            "sync_steps": self._sync_steps,
            "param_need_sync": param_need_sync
        }
M
mapingshuo 已提交
3675 3676


M
mapingshuo 已提交
3677 3678 3679 3680 3681 3682 3683 3684 3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 3695 3696 3697 3698 3699 3700 3701 3702 3703 3704 3705 3706 3707 3708 3709 3710 3711 3712 3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728 3729 3730 3731 3732 3733 3734 3735 3736 3737 3738
class RecomputeOptimizer(Optimizer):
    """
    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
3739 3740
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
3741 3742 3743 3744 3745 3746 3747 3748 3749 3750 3751 3752 3753 3754 3755 3756 3757 3758 3759 3760 3761 3762 3763 3764 3765 3766 3767 3768 3769 3770 3771 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 3783 3784 3785 3786 3787 3788 3789 3790 3791 3792 3793 3794 3795 3796 3797 3798 3799 3800 3801 3802 3803 3804 3805 3806 3807 3808 3809 3810 3811 3812 3813 3814 3815 3816 3817 3818 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 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
        self._optimizer = optimizer
        self._checkpoints = None

    def _set_checkpoints(self, checkpoints):
        self._checkpoints = checkpoints

    def load(self, stat_dict):
        """
        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)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])

                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,
                 callbacks=None,
                 checkpoints=None):
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            parameter_list (list): list of Variables to update.
            no_grad_set (set|None): set of Variables should be ignored.
            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)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])
                print("Finished backward")
        """

        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):
            params_grads = append_backward(
                loss,
                parameter_list,
                no_grad_set,
                checkpoints=self._checkpoints)
        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
M
mapingshuo 已提交
3907

M
mapingshuo 已提交
3908 3909 3910 3911 3912 3913 3914
                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
3915
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
3916 3917 3918 3919 3920 3921 3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934
                
                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)
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
                    no_grad_set=None,
                    checkpoints=[fc_1, pred])
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
M
mapingshuo 已提交
3935

M
mapingshuo 已提交
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
        """

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

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 grad_clip=None):

        assert (isinstance(loss, Variable)), "The loss should be an Variable."
        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,
            no_grad_set=no_grad_set,
            checkpoints=self._checkpoints)

        if grad_clip:
            # TODO(guru4elephant): should add grad_clip for static graph
            pass

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
3972 3973 3974 3975 3976 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994 3995 3996 3997 3998 3999 4000 4001 4002 4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 4014 4015 4016 4017 4018 4019 4020 4021 4022 4023 4024 4025 4026
class LookaheadOptimizer(object):
    """
    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
4027 4028
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
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 4065 4066 4067 4068 4069 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
        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})

        # 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)

        # 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)

        # 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
        return mini_out