optimizer.py 296.6 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
import six
19
import os
20
import logging
21
from collections import defaultdict
22

23
import paddle
Q
Qiao Longfei 已提交
24
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
25
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program, device_guard
26

27 28
from . import framework
from . import layers
29
from . import unique_name
30
from .backward import append_backward, _some_in_set_, _append_grad_suffix_, _get_no_grad_set_name
31
from .clip import GradientClipBase, GradientClipByNorm, error_clip_callback, append_gradient_clip_ops, ClipGradByGlobalNorm
32 33 34
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
35
from .layers import ops
36
from .dygraph import base as imperative_base
37
from .dygraph import no_grad
38
from .dygraph.learning_rate_scheduler import LearningRateDecay, _LearningRateEpochDecay
39 40 41
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
42
from functools import cmp_to_key
43
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
44
from .. import compat as cpt
45
import warnings
W
wanghuancoder 已提交
46
from paddle import _C_ops
47

48
__all__ = [
49 50 51 52
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'Dpsgd', 'DecayedAdagrad',
    'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer',
    'AdamOptimizer', 'AdamaxOptimizer', 'DpsgdOptimizer',
    'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta',
Z
Zeng Jinle 已提交
53
    'AdadeltaOptimizer', 'ModelAverage', 'LarsMomentum',
54 55
    'LarsMomentumOptimizer', 'LambOptimizer', 'ExponentialMovingAverage',
    'PipelineOptimizer', 'LookaheadOptimizer', 'RecomputeOptimizer'
56
]
Q
Qiao Longfei 已提交
57 58 59 60 61 62


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

    Define the common interface of an optimizer.
63 64
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
65 66
    """

67
    @imperative_base.no_grad
68 69 70 71
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
72
                 grad_clip=None,
73 74
                 flatten_param_grads=False,
                 align_size=-1,
75
                 name=None):
76 77 78 79 80 81
        """
        Args:
            flatten_param_grads (bool, optional): Whether to flatten all the parameters and grads. 
                If true, the parameters and gradients will be coalesce to contiguous mempry, 
                and the grad_clip ops / optimizer ops will be fuse to one operator.
        """
82
        # Because of the loop import, so place it in the function body
83
        from paddle.optimizer.lr import LRScheduler
H
hong 已提交
84 85
        self._parameter_list = list(
            parameter_list) if parameter_list is not None else None
86
        self._name = name
L
lujun 已提交
87
        if framework.in_dygraph_mode():
88
            if not isinstance(learning_rate,
89
                              (float, LearningRateDecay, LRScheduler)):
M
minqiyang 已提交
90
                raise TypeError(
91
                    "learning rate should be float or LRScheduler, got %s here"
M
minqiyang 已提交
92
                    % type(learning_rate))
93
            if self._parameter_list is None:
94 95 96
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
97 98 99 100 101 102 103 104
            if regularization is not None:
                for param in self._parameter_list:
                    if param.regularizer is not None:
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
                            % regularization.__str__())
                        break
M
minqiyang 已提交
105
        else:
106
            if not isinstance(learning_rate,
107
                              (float, framework.Variable, LRScheduler)):
M
minqiyang 已提交
108
                raise TypeError(
109
                    "learning rate should be float or LRScheduler, got %s here"
110
                    % type(learning_rate))
M
minqiyang 已提交
111

112 113 114 115 116
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipBase):
                raise TypeError(
                    "'grad_clip' should be an instance of GradientClipBase's derived class"
                )
D
dzhwinter 已提交
117
        self.regularization = regularization
118
        self._grad_clip = grad_clip
119
        self._learning_rate = learning_rate
120 121
        self._flatten_param_grads = flatten_param_grads
        self._align_size = align_size
L
Leo Chen 已提交
122

D
dzhwinter 已提交
123
        self._dtype = None
L
Leo Chen 已提交
124 125 126 127
        # Infer the dtype form parameter
        if self._parameter_list:
            self._dtype = self._parameter_list[0].dtype

128
        # each program should have a independent learning rate
129
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
130
        self._learning_rate_map = dict()
131
        if isinstance(self._learning_rate, framework.Variable):
132 133
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
134 135 136 137 138
        # 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())
139 140
        # global_accumulator dict, {accum_name : acc_variable, ...}
        self._global_accumulators = {}
141
        self.helper = LayerHelper(self.__class__.__name__)
142
        self._opti_name_list = []
H
hong 已提交
143
        self._accumulators_holder = {}
144
        self._param_device_map = dict()
145 146 147 148 149
        # NOTE(zhiqiu): sometimes we want to add some variables(Tenosr) to the optimizer for a specific optimization,
        # for example, we want to pass 'found_inf' to adam optimizer so it can skip update when found_inf is True.
        # And these variables should not be the parameters of Optimizer's construnctor (because not commonly used). 
        # Use _auxiliary_vars together with _set_auxiliary_var/_get_auxiliary_var to achieve that.
        self._auxiliary_vars = dict()
H
hong 已提交
150 151 152 153

    @framework.dygraph_only
    def state_dict(self):
        '''
T
tianshuo78520a 已提交
154 155
        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimizer never be called(minimize function), the state_dict is empty.
H
hong 已提交
156 157 158

        Args: None
        Return:
T
tianshuo78520a 已提交
159
            state_dict(dict) : dict contains all the variable used by optimizer
H
hong 已提交
160 161 162 163 164
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
165 166 167 168 169 170

                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
171 172

        '''
173
        from paddle.optimizer.lr import LRScheduler
H
hong 已提交
174 175 176 177
        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
178 179
        for k, v in self._global_accumulators.items():
            state_dict[v.name] = v
H
hong 已提交
180
        # global step if use lr decay
181
        if isinstance(self._learning_rate, LRScheduler):
182 183
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()
            return state_dict
H
hong 已提交
184
        if isinstance(self._learning_rate, LearningRateDecay):
185 186 187 188
            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                var_tmp = None
189 190 191
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32')

192 193
                tensor.fill_constant(
                    [1], "int32", self._learning_rate.step_num, out=var_temp)
H
hong 已提交
194

195
                state_dict['global_step'] = var_temp
H
hong 已提交
196 197 198
        return state_dict

    @framework.dygraph_only
199
    def set_state_dict(self, state_dict):
H
hong 已提交
200
        '''
T
tianshuo78520a 已提交
201
        Load optimizer state dict. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.
H
hong 已提交
202 203 204 205 206 207 208 209

        Args: 
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
        
        Examples:
            .. code-block:: python
210

211 212
                import paddle
                import paddle.fluid as fluid
213 214 215

                paddle.disable_static()

216
                emb = paddle.nn.Embedding(10, 10)
217

218
                state_dict = emb.state_dict()
219
                fluid.save_dygraph(state_dict, "paddle_dy")
220

221
                scheduler = paddle.optimizer.lr.NoamDecay(	
222 223 224 225
                    d_model=0.01, warmup_steps=100, verbose=True)
                adam = paddle.optimizer.Adam(
                    learning_rate=scheduler,
                    parameters=emb.parameters())
226
                state_dict = adam.state_dict()
227
                fluid.save_dygraph(state_dict, "paddle_dy")
228

229
                para_state_dict, opti_state_dict = fluid.load_dygraph("paddle_dy")
H
hong 已提交
230
        '''
231 232
        from paddle.optimizer.lr import LRScheduler
        if isinstance(self._learning_rate, LRScheduler):
233
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])
H
hong 已提交
234 235

        if isinstance(self._learning_rate, LearningRateDecay):
236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257
            self._learning_rate.set_dict(state_dict["LR_Scheduler"])

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

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

                    self._learning_rate.step_num = int(step_np[0])
                elif isinstance(global_step, np.ndarray):
                    assert global_step.shape == (1,),  \
                            "global step shape is (1,), the shape is {}".format( global_step.shape )
                    self._learning_rate.step_num = global_step[0]
                else:
                    raise RuntimeError(
                        "Type not supprt, value in state dict must be [VarBase, Variable, numpy], the type is ",
                        type(global_step))
H
hong 已提交
258

259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275
        def _load_state_para(state_dict, param):
            var = param.value()
            tensor = var.get_tensor()
            model_np = np.array(tensor)
            load_para = state_dict[param.name]
            if isinstance(load_para, Variable):
                load_para_np = load_para.numpy()
            elif isinstance(load_para, core.VarBase):
                load_para_np = load_para.numpy()
            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(
276
                                                param.name, model_np.shape, load_para_np.shape)
277 278 279

            assert model_np.dtype == load_para_np.dtype, \
                                        "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
280
                                            param.name, model_np.dtype, load_para_np.dtype)
281 282 283

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

H
hong 已提交
284 285 286 287 288
        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 )
289
                _load_state_para(state_dict, var_tmp)
H
hong 已提交
290

291 292 293 294
        for k, v in self._global_accumulators.items():
            assert v.name in state_dict, \
                        "optimizer variable {} not found".format( v.name )
            _load_state_para(state_dict, v)
295

296 297 298
    # [aliases] Compatible with old method names
    set_dict = set_state_dict

299 300
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
301

302 303 304 305 306 307 308 309 310
    def _set_auxiliary_var(self, key, val):
        self._auxiliary_vars[key] = val

    def _get_auxiliary_var(self, key):
        if key in self._auxiliary_vars:
            return self._auxiliary_vars[key]
        else:
            return None

Q
Qiao Longfei 已提交
311
    def _create_global_learning_rate(self):
312 313
        from paddle.optimizer.lr import LRScheduler
        if isinstance(self._learning_rate, LRScheduler):
314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335
            lr_var = self._global_learning_rate()
            # only create global lr_var once
            if not isinstance(lr_var, framework.Variable):
                lr_name = unique_name.generate('learning_rate')
                self._learning_rate._var_name = lr_name
                lr_var = self.helper.create_global_variable(
                    name=lr_name,
                    shape=[1],
                    persistable=True,
                    stop_gradient=True,
                    dtype='float32' if self._dtype is None else self._dtype)
                main_prog = framework.default_main_program()
                main_prog.lr_sheduler = self._learning_rate
                main_prog.lr_var = lr_var
                self._learning_rate_map[framework.default_main_program(
                )] = lr_var

            lr_value = float(self._learning_rate())
            self.helper.set_variable_initializer(
                lr_var, initializer=Constant(value=lr_value))
            return

336 337 338
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
339 340 341 342 343 344 345 346 347 348 349 350
                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)
351
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
352
            elif isinstance(self._learning_rate, LearningRateDecay):
353 354 355
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
356
                raise TypeError(
357 358
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
359
        else:
360 361 362 363
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
364 365 366 367 368 369
            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
370

371 372 373 374 375 376 377 378
            # 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)
379

380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456
    @framework.dygraph_only
    def set_lr(self, value):
        """
        :api_attr: imperative
        
        Set the value of the learning rate manually in the optimizer. If the optimizer use LearningRateDecay,
        this API cannot be invoked, because it will lead to conflict.

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

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

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

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

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


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



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

457 458 459
    @framework.dygraph_only
    def current_step_lr(self):
        """
460
        :api_attr: imperative
461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505
        
        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()
506
        if isinstance(current_lr, framework.Variable):
507 508 509 510
            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
511 512 513
        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
514 515 516 517 518 519 520
        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
521
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
522 523 524 525
        """
        get global decayed learning rate
        :return:
        """
526 527
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
528
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
529

Q
Qiao Longfei 已提交
530 531 532 533 534
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

535 536 537 538
    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
539 540
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
541
        else:
W
Wu Yi 已提交
542
            if param_lr == 1.0:
Y
yuyang18 已提交
543
                return self._global_learning_rate()
W
Wu Yi 已提交
544
            else:
X
Xin Pan 已提交
545 546 547
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
548
                    return self._global_learning_rate() * param_lr
549 550 551 552 553 554 555

    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
556
        """
557 558
        pass

559
    def _finish_update(self, block, parameters_and_grads):
560 561 562 563 564 565 566 567
        """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
568
            None
569 570 571
        """
        pass

572 573 574 575 576
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
577
                         shape=None,
578
                         type=None,
579
                         device=None):
580 581 582 583 584 585 586 587 588
        """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
589 590
        if self._name is not None:
            name = self._name + "_" + name
591 592
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
593
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
594
                return self._accumulators[name][param.name]
595
            raise Exception("Accumulator {} already exists for parameter {}".
596
                            format(name, param.name))
597 598
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
599
        assert isinstance(self.helper, LayerHelper)
600 601 602 603 604

        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
605
        var = self.helper.create_global_variable(
606
            name=var_name,
Q
Qiao Longfei 已提交
607
            persistable=True,
F
fengjiayi 已提交
608
            dtype=dtype or param.dtype,
609
            type=param.type if type is None else type,
H
hong 已提交
610 611
            shape=shape,
            belong_to_optimizer=True)
612 613 614 615 616
        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
                var, initializer=Constant(value=float(fill_value)))
H
hong 已提交
617 618 619 620 621 622 623

        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
624
        self._accumulators[name][param.name] = var
625
        return var
626

627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680
    def _add_global_accumulator(self,
                                name,
                                dtype=None,
                                fill_value=0.0,
                                shape=None,
                                type=None,
                                device=None):
        """Utility function to add a global accumulator for all parameters in the model

        Args:
            block: the block in which the loss variable is present
            name: name of the accumulator
            dtype: data type of the accumulator variable
            fill_value: value to initialize the accumulator variable
            shape: the shape of the accumulator
            type: the variable type of the accumulator
            device: the target place of the accumulator
        """
        if self._name is not None:
            name = self._name + "_" + name
        if (name in self._global_accumulators):
            if framework.in_dygraph_mode():
                return self._global_accumulators[name]
            raise Exception("Global accumulator {} already exists".format(name))
        if shape == None:
            shape = [1]  # most case, global accumulator is of shape [1]
        assert isinstance(self.helper, LayerHelper)

        var_name = name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

        var = self.helper.create_global_variable(
            name=var_name,
            persistable=True,
            dtype=dtype if dtype else self._dtype,
            type=type,
            shape=shape,
            belong_to_optimizer=True)
        if device is None:
            device = 'cpu'
        with device_guard(device):
            self.helper.set_variable_initializer(
                var, initializer=Constant(value=float(fill_value)))

        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])

        self._global_accumulators[name] = var
        return var

681 682 683 684 685 686 687 688
    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:
689
            accumulator variable
690
        """
W
whs 已提交
691 692
        if self._name is not None:
            name = self._name + "_" + name
693 694 695 696 697 698
        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]

699 700 701 702 703 704 705 706 707 708 709 710 711 712 713
    def _get_global_accumulator(self, name):
        """Utility function to fetch a global accumulator

        Args:
            name: name of the accumulator

        Returns:
            accumulator variable
        """
        if self._name is not None:
            name = self._name + "_" + name
        if (name not in self._global_accumulators):
            raise Exception("Global accumulator {} does not exist".format(name))
        return self._global_accumulators[name]

714 715 716 717 718 719 720 721 722 723 724 725
    def _update_param_device_map(self, parameters_and_grads, target_block):
        for param_and_grad in parameters_and_grads:
            if param_and_grad[0].trainable is True:
                param_name = param_and_grad[0].name
                ops = target_block.ops
                device_attr_name = core.op_proto_and_checker_maker.kOpDeviceAttrName(
                )
                for op in ops:
                    input_arg_names = op.input_arg_names
                    if param_name in input_arg_names:
                        self._param_device_map[param_name] = op.attr(
                            device_attr_name)
726
                        break
727 728 729 730 731 732 733

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

734
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
735 736 737
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
738
          parameters_and_grads(list(tuple(Variable, Variable))):
739
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
740 741

        Returns:
742
          return_op_list: a list of operators that will complete one step of
743 744 745
            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
746
        """
747 748 749 750 751
        # 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
752
        # for parameters and extend _finish_update method to add custom ops.
753

754
        # Allways called under program_guard use global block as loss block
755 756 757
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

758
        global_block = framework.default_main_program().global_block()
759 760 761 762 763 764 765 766 767
        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)
768

769
        self._update_param_device_map(parameters_and_grads, target_block)
C
chengduo 已提交
770
        self._create_accumulators(
771
            target_block,
C
chengduo 已提交
772
            [p[0] for p in parameters_and_grads if p[0].trainable])
773 774
        self._create_global_learning_rate()

M
minqiyang 已提交
775
        if framework.in_dygraph_mode():
776 777 778
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
779 780
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
781 782 783 784 785 786 787
        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:
788 789 790 791 792
                        device = self._get_device_for_param(param_and_grad[0]
                                                            .name)
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
                                target_block, param_and_grad)
793 794 795

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
796
        self._finish_update(target_block, parameters_and_grads)
797

798 799
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
800 801

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
802 803 804 805 806 807 808 809 810
        """
        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
        """
811 812
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
813 814 815 816 817 818 819 820 821 822 823 824 825 826 827
        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:
828 829 830 831 832 833 834 835 836 837 838 839 840
            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
841 842
        return new_param_grads, (table_param, table_grad), sgd_op

843 844 845 846 847 848 849
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
850
        The first part of ``minimize``, do auto-diff to append backward operations for
851 852 853
        the current program.

        Args:
854 855 856 857
            loss (Variable): ``loss`` variable to run optimizations.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
H
hong 已提交
858
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
859 860
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
861
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
862 863 864
                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
865

866
        Return:
867 868
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
869

870
        Examples:
871
            See examples in ``apply_gradients``.
872
        """
873
        act_no_grad_set = None
L
Leo Chen 已提交
874
        if framework.in_dygraph_mode():
875
            pass
L
Leo Chen 已提交
876 877
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
878

L
Leo Chen 已提交
879 880 881 882
        # Infer dtype by loss if None
        if self._dtype is None:
            self._dtype = loss.dtype

L
lujun 已提交
883
        if framework.in_dygraph_mode():
884 885 886
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list

C
chengduo 已提交
887
            params_grads = []
888
            for param in parameter_list:
C
chengduo 已提交
889 890
                if not param.trainable:
                    continue
891
                if param._grad_ivar() is not None:
C
chengduo 已提交
892
                    # create gradient variable
893
                    grad_var = param._grad_ivar()
C
chengduo 已提交
894
                    params_grads.append((param, grad_var))
895
        else:
C
chengduo 已提交
896 897 898 899 900
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
901 902 903 904
            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)
905 906
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list
C
chengduo 已提交
907 908
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
909
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
910
        return params_grads
911

912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931
    def _create_regularization_of_grad(self, param, grad, regularization=None):
        """ Create and add backward regularization Operators
    
        Function helper of append_regularization_ops.
        """
        # If no gradient or no regularization is specified,  then we don't need to do anything
        if grad is None or ((not hasattr(param, 'regularizer') or
                             (hasattr(param, 'regularizer') and
                              param.regularizer is None)) and
                            regularization is None):
            return grad
        regularization_term = None
        if hasattr(param, 'regularizer') and param.regularizer is not None:
            # Add variable for regularization term in grad block
            regularization_term = param.regularizer(param, grad, grad.block)
        elif regularization is not None:
            regularization_term = regularization(param, grad, grad.block)

        assert regularization_term is not None

932
        if framework.in_dygraph_mode():
W
wanghuancoder 已提交
933
            return _C_ops.sum([grad, regularization_term])
934

935 936 937 938 939 940 941 942 943 944 945 946 947 948 949
        new_grad = grad
        if grad.type == core.VarDesc.VarType.SELECTED_ROWS:
            # FIXME(zcd): If the grad is SELECTED_ROWS, after regularization,
            # the grad's type and name will be changed. But the gradient's name
            # is used in ParallelExecutor Reduce mode, so I add a flag for
            # the new_grad here.
            new_grad = grad.block.create_var(
                name=grad.name + core.kNewGradSuffix(),
                dtype=param.dtype,
                shape=param.shape,
                lod_level=param.lod_level,
                type=core.VarDesc.VarType.LOD_TENSOR)

        inputs = {"X": [grad, regularization_term]}
        outputs = {"Out": [new_grad]}
950
        grad.block.append_op(type='sum', inputs=inputs, outputs=outputs)
951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986

        return new_grad

    def append_regularization_ops(self,
                                  parameters_and_grads,
                                  regularization=None):
        r"""Create and add backward regularization Operators
    
        Creates and adds backward regularization operators in the BlockDesc.
        This will add gradients of the regularizer function to the gradients
        of the parameters and return these modified gradients. This is the
        same as implementing weight decay in optimizers for regularization.
    
        Args:
            parameters_and_grads: A list of (parameters, gradients) pairs
                                  that need to be regularized.
            regularization: A global regularizer. If the parameter is not
                            set. It will be applied with regularizer.
    
        Returns:
            list[(Variable, Variable)]: list of (parameters, gradients) \
            pair with the regularized gradient
    
        Raises:
            Exception: Unknown regularization type
        """
        params_and_grads = []
        if framework.in_dygraph_mode():
            for param, grad in parameters_and_grads:
                new_grad = self._create_regularization_of_grad(param, grad,
                                                               regularization)
                params_and_grads.append((param, new_grad))
        else:
            repeate_regularizer = False
            with framework.name_scope('regularization'):
                for param, grad in parameters_and_grads:
987 988 989
                    if not repeate_regularizer and getattr(
                            param, 'regularizer',
                            None) is not None and regularization is not None:
990 991 992 993 994 995 996 997 998 999 1000
                        repeate_regularizer = True
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
                            % regularization.__str__())
                    with param.block.program._optimized_guard([param, grad]):
                        new_grad = self._create_regularization_of_grad(
                            param, grad, regularization)
                        params_and_grads.append((param, new_grad))
        return params_and_grads

1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077
    def flatten_param_grads(self, params_grads):
        need_flatten_params = []
        need_flatten_grads = []
        for p, g in params_grads:
            if g is None:
                continue
            g.persistable = True
            if getattr(p, 'need_clip', True) is False or getattr(
                    p, 'regularizer', None) is not None:
                warnings.warn(
                    "flatten_param_grads=True will be discarded since paramter '{}''s need_clip is False or "
                    "the regularizer is set".format(p.name))
                self._flatten_param_grads = False
                return params_grads

            need_flatten_params.append(p)
            need_flatten_grads.append(g)

        shape = [np.prod(p.shape) for p in need_flatten_params]
        block = need_flatten_params[0].block

        flatten_param = self.helper.create_global_variable(
            name='flatten_param',
            persistable=True,
            dtype=need_flatten_params[0].dtype,
            shape=[np.sum(shape)],
            belong_to_optimizer=True)

        flatten_param.trainable = True
        flatten_param.optimize_attr = need_flatten_params[0].optimize_attr
        flatten_param.regularizer = need_flatten_params[0].regularizer

        flatten_grad = self.helper.create_global_variable(
            name='flatten_grad',
            persistable=True,
            dtype=need_flatten_grads[0].dtype,
            shape=[np.sum(shape)],
            belong_to_optimizer=True)

        with program_guard(default_main_program()):
            block.append_op(
                type="coalesce_tensor",
                inputs={"Input": need_flatten_params},
                outputs={
                    "Output": need_flatten_params,
                    "FusedOutput": flatten_param
                },
                attrs={
                    "copy_data": True,
                    "use_align": True,
                    "align_size": self._align_size,
                    "dtype": need_flatten_params[0].dtype
                })

            block.append_op(
                type="coalesce_tensor",
                inputs={"Input": need_flatten_grads},
                outputs={
                    "Output": need_flatten_grads,
                    "FusedOutput": flatten_grad
                },
                attrs={
                    "copy_data": True,
                    "use_align": True,
                    "align_size": self._align_size,
                    "dtype": need_flatten_grads[0].dtype
                })

        #NOTE(zhiqiu): the initializer should be set after coalesce_tensor op,
        # so the shape of flatten_param and flatten_grad will be inferred.
        self.helper.set_variable_initializer(
            flatten_param, initializer=Constant(0.0))
        self.helper.set_variable_initializer(
            flatten_grad, initializer=Constant(0.0))

        return [(flatten_param, flatten_grad)]

1078 1079 1080 1081 1082 1083 1084
    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
1085

1086 1087
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
1088

1089 1090 1091
        Examples:
            .. code-block:: python

1092
                import paddle.fluid as fluid
1093 1094 1095 1096 1097 1098 1099 1100 1101
                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)

1102 1103 1104 1105 1106 1107
        # NOTE(zhiqiu): currently, only support ClipGradByGlobalNorm and without regularization.
        if self._flatten_param_grads and self.regularization is None:
            if self._grad_clip == None or isinstance(self._grad_clip,
                                                     ClipGradByGlobalNorm):
                params_grads = self.flatten_param_grads(params_grads)

1108
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
1109 1110 1111 1112
        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
1113 1114

        # Add regularization if any
1115 1116
        params_grads = self.append_regularization_ops(params_grads,
                                                      self.regularization)
1117 1118 1119 1120

        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

C
chengduo 已提交
1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132
    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
1133
        if framework.in_dygraph_mode():
C
chengduo 已提交
1134 1135
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
1136 1137
                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
1138 1139
                params_grads = self.append_regularization_ops(
                    params_grads, self.regularization)
C
chengduo 已提交
1140 1141 1142 1143 1144 1145 1146
                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
1147
    def _get_no_grad_set(self, loss, no_grad_set=None):
1148
        no_grad_set = _get_no_grad_set_name(no_grad_set)
G
gongweibao 已提交
1149 1150 1151 1152 1153 1154 1155 1156
        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

1157 1158 1159 1160
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
1161 1162

        If not, new gradient will accumulat on previous gradient.
1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189
        
        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()

1190
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
1191 1192
    def minimize(self,
                 loss,
1193
                 startup_program=None,
Q
Qiao Longfei 已提交
1194
                 parameter_list=None,
1195
                 no_grad_set=None):
1196
        """
1197
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
1198

1199
        Args:
1200 1201 1202 1203
            loss (Variable): A ``Variable`` containing the value to minimize.
            startup_program (Program, optional): :ref:`api_fluid_Program` for
                initializing parameters in ``parameter_list``. The default value
                is None, at this time :ref:`api_fluid_default_startup_program` will be used.
H
hong 已提交
1204
            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
1205 1206
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
1207
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
1208
                to be updated. The default value is None.
Q
Qiao Longfei 已提交
1209

1210
        Returns:
1211 1212 1213
            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.
1214 1215 1216
            The returned tuple can be passed to ``fetch_list`` in ``Executor.run()`` to 
            indicate program pruning. If so, the program will be pruned by ``feed`` and 
            ``fetch_list`` before run, see details in ``Executor``.
1217 1218 1219

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
1220
        """
C
chengduo 已提交
1221
        assert isinstance(loss, Variable), "The loss should be an Variable."
1222

1223 1224
        parameter_list = parameter_list if parameter_list \
            else self._parameter_list
1225

C
chengduo 已提交
1226 1227 1228 1229 1230
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
1231

C
chengduo 已提交
1232 1233
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
1234

Q
Qiao Longfei 已提交
1235
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
1236 1237 1238


class SGDOptimizer(Optimizer):
1239
    r"""
Q
qiaolongfei 已提交
1240 1241 1242 1243 1244 1245
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

1246 1247 1248
    Parameters:
        learning_rate (float|Variable): The learning rate used to update parameters. \
            Can be a float value or a Variable with one float value as data element.
H
hong 已提交
1249
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1250 1251
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1252 1253 1254 1255 1256
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1257 1258 1259 1260
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1261 1262
        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
1263 1264 1265 1266

    Examples:
        .. code-block:: python

1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291
            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
1292 1293
    """

1294 1295 1296 1297
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
1298
                 grad_clip=None,
1299
                 name=None):
Q
Qiao Longfei 已提交
1300
        assert learning_rate is not None
Q
Qiao Longfei 已提交
1301
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
1302
            learning_rate=learning_rate,
1303
            parameter_list=parameter_list,
X
Xin Pan 已提交
1304
            regularization=regularization,
1305
            grad_clip=grad_clip,
X
Xin Pan 已提交
1306
            name=name)
Q
Qiao Longfei 已提交
1307 1308
        self.type = "sgd"

1309
    @no_grad
1310
    def _append_optimize_op(self, block, param_and_grad):
1311
        lr = self._create_param_lr(param_and_grad)
1312
        if framework.in_dygraph_mode():
W
wanghuancoder 已提交
1313 1314
            _C_ops.sgd(param_and_grad[0], lr, param_and_grad[1],
                       param_and_grad[0])
1315
            return None
1316

1317
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1318 1319 1320 1321 1322 1323
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1324
                "LearningRate": lr
Q
Qiao Longfei 已提交
1325
            },
M
minqiyang 已提交
1326 1327
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
1328 1329

        return sgd_op
1330 1331 1332


class MomentumOptimizer(Optimizer):
1333
    r"""
Q
qiaolongfei 已提交
1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346

    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):

1347
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
1348 1349 1350

        & else:

Q
qiaolongfei 已提交
1351
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
1352

1353 1354 1355 1356
    Parameters:
        learning_rate (float|Variable): The learning rate used to update parameters. \
            Can be a float value or a Variable with one float value as data element.
        momentum (float): Momentum factor
H
hong 已提交
1357
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1358 1359
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1360
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
1361 1362 1363 1364 1365
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1366 1367 1368 1369
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1370 1371
        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
1372 1373 1374 1375

    Examples:
        .. code-block:: python

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
            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)

1401 1402 1403
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
1404 1405 1406
    def __init__(self,
                 learning_rate,
                 momentum,
1407
                 parameter_list=None,
X
Xin Pan 已提交
1408 1409
                 use_nesterov=False,
                 regularization=None,
1410
                 grad_clip=None,
X
Xin Pan 已提交
1411
                 name=None):
1412 1413
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
1414
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
1415
            learning_rate=learning_rate,
1416
            parameter_list=parameter_list,
X
Xin Pan 已提交
1417
            regularization=regularization,
1418
            grad_clip=grad_clip,
X
Xin Pan 已提交
1419
            name=name)
1420 1421
        self.type = "momentum"
        self._momentum = momentum
1422
        self._use_nesterov = bool(use_nesterov)
1423 1424 1425 1426 1427

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

        for p in parameters:
Q
Qiao Longfei 已提交
1428
            self._add_accumulator(self._velocity_acc_str, p)
1429 1430 1431 1432 1433 1434

    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])
1435 1436 1437
        lr = self._create_param_lr(param_and_grad)

        if framework.in_dygraph_mode():
W
wanghuancoder 已提交
1438 1439 1440 1441
            _, _ = _C_ops.momentum(param_and_grad[0], param_and_grad[1],
                                   velocity_acc, lr, param_and_grad[0],
                                   velocity_acc, 'mu', self._momentum,
                                   'use_nesterov', self._use_nesterov)
1442
            return None
1443

1444
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1445 1446 1447 1448
        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1449
            "LearningRate": [lr]
1450 1451 1452 1453 1454 1455
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
            "VelocityOut": [velocity_acc]
        }
1456 1457 1458
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
1459 1460 1461
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1462
            stop_gradient=True)
1463 1464

        return momentum_op
1465 1466


1467
class DGCMomentumOptimizer(Optimizer):
1468
    r"""
1469
	:api_attr: Static Graph
S
swtkiwi 已提交
1470

1471
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
1472

G
gongweibao 已提交
1473
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
1474 1475
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
1476
    To avoid losing information, DGC accumulates the rest of the gradients locally.
1477 1478 1479

    Eventually, these gradients become large enough to be transmitted.

1480
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
1481

G
gongweibao 已提交
1482
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
1483 1484 1485 1486

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

    This optimizer will do two things:
1487

1488 1489
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
1490

1491
        2. Call momentum to optimize the cost.
1492 1493

    Args:
1494 1495
        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.
1496
        momentum (float): Momentum factor.
G
gongweibao 已提交
1497
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
1498 1499 1500 1501 1502 1503 1504
        rampup_step (int): Time steps used in sparsity warm-up periods. Default is 1.
            For example, if the sparsity is [0.75, 0.9375, 0.984375, 0.996, 0.999], and the rampup_step is 100, \
                it will use 0.75 at 0~19 steps, and 0.9375 at 20~39 steps, and so on. \
                And when reach sparsity array ends, it will use 0.999 then and after.
        sparsity (list[float]): Get top important element from gradient tensor, the ratio is (1 - current sparsity). \
            Default is [0.999]. For example, if the sparsity is [0.99, 0.999], \
                the top [1%, 0.1%] important element will be transmitted.
H
hong 已提交
1505
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1506 1507
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1508
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
1509 1510 1511 1512 1513
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1514 1515 1516
        grad_clip (GradientClipByNorm, optional): Gradient cliping strategy. ``DGCMomentumOptimizer`` only support 
            :ref:`api_fluid_clip_GradientClipByNorm` , and if not, it will raise TypeError. Default None, 
            meaning there is no gradient clipping.
1517 1518
        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.
1519 1520 1521 1522

    Examples:
        .. code-block:: python

1523
            import paddle.fluid as fluid
1524
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1525 1526 1527 1528 1529
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1530 1531

    """
1532 1533
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1534 1535 1536 1537 1538 1539 1540

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1541
                 parameter_list=None,
1542 1543 1544
                 use_nesterov=False,
                 num_trainers=None,
                 regularization=None,
1545
                 grad_clip=None,
1546
                 name=None):
Z
zhongpu 已提交
1547 1548
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support DGCMomentumOptimizer.")
1549 1550 1551 1552

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

1553 1554 1555 1556
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1557
            parameter_list=parameter_list,
1558
            regularization=regularization,
1559
            grad_clip=grad_clip,
1560 1561 1562 1563
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1564

1565
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1566
        self._rampup_begin_step = rampup_begin_step
1567 1568
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1569

1570
        self._rampup_begin_step_var = None
1571
        self._global_step_var = None
1572

1573 1574 1575 1576 1577 1578 1579 1580 1581
        self._dgc_clip_norm = None
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipByNorm):
                raise TypeError(
                    "The type of grad_clip should be 'GradientClipByNorm', because DGCMomentumOptimizer only support GradientClipByNorm"
                )
            assert isinstance(
                num_trainers, int
            ), "The type of num_trainers should be 'int', but received %s" % type(
J
Jiangxinz 已提交
1582
                num_trainers)
1583
            assert num_trainers > 0, "The value of num_trainers should be greater than 0!"
1584 1585

            self._num_trainers = num_trainers
1586
            self._dgc_clip_norm = grad_clip.clip_norm * (num_trainers**-0.5)
1587

1588 1589
        self.regular_type, self.regular_coeff = self._get_regularization_param(
            self.regularization)
1590

1591 1592 1593
    def _get_regularization_param(self, regularization):
        regular_type = 0
        regular_coeff = 0.0
1594

1595 1596
        if regularization is not None:
            regular_coeff = regularization._regularization_coeff
1597
            from .regularizer import L1Decay, L2Decay
1598 1599 1600 1601
            if isinstance(regularization, L1Decay):
                regular_type = 1
            elif isinstance(regularization, L2Decay):
                regular_type = 2
1602 1603
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'
1604
        return regular_type, regular_coeff
1605

1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616
    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)
1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631
        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}
1632 1633

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1634 1635 1636
            type = "momentum"
        else:
            type = "dgc_momentum"
1637 1638 1639 1640 1641
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1642
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1643 1644 1645

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1646 1647 1648 1649
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1650 1651 1652
            stop_gradient=True)
        return dgc_momentum_op

1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671
    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

1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684
    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

1685 1686 1687 1688 1689 1690
    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
1691
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1692

1693 1694 1695
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1696 1697 1698 1699 1700
        # 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
1701
            name=core.dgc.kDGCRampUpBeginStepName(),
1702 1703 1704
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1705 1706
        self.helper = LayerHelper(self.__class__.__name__)

1707
        for param_var, grad_var in param_and_grads:
1708 1709 1710
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1711
            if not self._is_use_dgc(param_var, grad_var):
1712 1713
                continue

1714
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1715 1716 1717 1718 1719

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1720
                name=param_var.name + core.dgc.kDGCKName(),
1721 1722 1723 1724 1725 1726 1727
                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
1728
                name=param_var.name + core.dgc.kDGCEncodedName(),
1729 1730 1731
                value=0.0,
                force_cpu=False)

1732 1733 1734 1735 1736 1737 1738 1739
            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)

1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758
            # 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
1759 1760
            if self._dgc_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._dgc_clip_norm)
1761
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1762
                         encoded_var, gather_var)
1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777

    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:
1778 1779
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1780 1781 1782 1783 1784

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

        helper.append_op(
G
gongweibao 已提交
1785
            type="dgc_clip_by_norm",
1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797
            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
1798
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1799 1800

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1801
                encoded_var, gather_var):
1802 1803
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1804

1805 1806 1807 1808 1809 1810 1811
        regular_type = self.regular_type
        regular_coeff = self.regular_coeff
        # The regularizer of the Parameters have higher priority
        if param_var.regularizer is not None:
            regular_type, regular_coeff = self._get_regularization_param(
                param_var.regularizer)

1812 1813 1814 1815 1816 1817
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1818
                "Param": param_var,
1819 1820
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1821 1822 1823 1824 1825 1826
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1827 1828
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1829 1830 1831 1832 1833 1834
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1835
                "rampup_step": float(self._rampup_step),
1836 1837
                "regular_coeff": float(regular_coeff),
                "regular_type": int(regular_type),
1838 1839 1840 1841 1842 1843 1844 1845
            },
            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])

1846
    @imperative_base.no_grad
1847
    def apply_gradients(self, params_grads):
1848 1849 1850 1851 1852
        # Note: since we can't use all_reduce_op now,
        # dgc_op should be the last op of one grad.
        # Maybe need a grad allreduce pass.
        self._append_dgc_ops(params_grads)

1853 1854 1855 1856 1857 1858
        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 = []
1859
        # DGC clip and regularization in optimizer.backward
1860 1861 1862 1863 1864 1865
        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))

1866
        # 'optimizer(grad_clip)' or 'set_gradient_clip'
1867 1868 1869 1870 1871
        if self._grad_clip is not None:
            not_dgc_params_grads = self._grad_clip(not_dgc_params_grads)
        else:
            not_dgc_params_grads = append_gradient_clip_ops(
                not_dgc_params_grads)
1872

1873 1874
        not_dgc_params_grads = self.append_regularization_ops(
            not_dgc_params_grads, self.regularization)
1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885

        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

1886

1887
class LarsMomentumOptimizer(Optimizer):
1888
    r"""
1889 1890 1891 1892 1893 1894 1895 1896 1897
    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||}

1898
        & velocity = mu * velocity + local\_learning\_rate * (gradient + lars\_weight\_decay * param + epsilon)
1899 1900 1901

        & param = param - velocity

1902 1903 1904 1905 1906 1907
    Parameters:
        learning_rate (float|Variable): The learning rate used to update parameters. \
            Can be a float value or a Variable with one float value as data element. \
            momentum (float): momentum factor
        lars_coeff (float): Defines how much we trust the layer to change its weights.
        lars_weight_decay (float): Weight decay coefficient for decaying using LARS.
H
hong 已提交
1908
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1909 1910
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1911 1912 1913 1914 1915
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
1916 1917 1918 1919
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1920 1921
        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.
1922 1923
        exclude_from_weight_decay (list[str], optional): Name string of layers which will be exclude from lars weight decay. Default is None.
        epsilon (float, optional): Epsilon to avoid Division by Zero when calculate local lr. Default is 0.
1924 1925 1926
        multi_precision (bool, optional): Whether to use multi-precision during weight updating.
        rescale_grad (float, optional): Multiply the gradient with `rescale_grad` \
            before updating. Often choose to be `1.0/batch_size`.
1927
        
1928 1929 1930
    Examples:
        .. code-block:: python

1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946
            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])
1947 1948 1949 1950 1951 1952 1953 1954
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1955
                 parameter_list=None,
1956
                 regularization=None,
1957
                 grad_clip=None,
1958 1959
                 name=None,
                 exclude_from_weight_decay=None,
1960 1961 1962
                 epsilon=0,
                 multi_precision=False,
                 rescale_grad=1.0):
1963 1964 1965 1966
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1967
            parameter_list=parameter_list,
1968
            regularization=regularization,
1969
            grad_clip=grad_clip,
1970 1971 1972 1973 1974
            name=name)
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)
1975 1976 1977 1978 1979
        self._epsilon = float(epsilon)
        if exclude_from_weight_decay is None:
            self._exclude_from_weight_decay = []
        else:
            self._exclude_from_weight_decay = exclude_from_weight_decay
1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025
        self._multi_precision = multi_precision
        self._rescale_grad = float(rescale_grad)
        self._master_weights = {}

    def _create_master_weight(self, param):
        assert isinstance(self.helper, LayerHelper)

        var_name = param.name + '_fp32_master'
        var_name = unique_name.generate(var_name)
        var = layers.create_global_var(
            name=var_name,
            shape=param.shape,
            value=0,
            dtype='float32',
            persistable=True)
        block = self.helper.startup_program.global_block()
        block.append_op(
            type="cast",
            inputs={"X": [param]},
            outputs={"Out": [var]},
            attrs={
                "in_dtype": param.dtype,
                "out_dtype": core.VarDesc.VarType.FP32
            })
        self._master_weights[param.name] = var
        return var

    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
        """
        if self._name is not None:
            name = self._name + "_" + name
        find_master = self._multi_precision and param.dtype == core.VarDesc.VarType.FP16
        target_param = self._master_weights[
            param.name] if find_master else param
        target_name = target_param.name
        if (name not in self._accumulators or
                target_name not in self._accumulators[name]):
            raise Exception("Accumulator {} does not exist for parameter {}".
                            format(name, target_name))
        return self._accumulators[name][target_name]
2026 2027 2028 2029 2030

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

        for p in parameters:
2031 2032 2033 2034 2035 2036 2037 2038 2039
            if self._multi_precision and p.dtype == core.VarDesc.VarType.FP16:
                master_p = self._create_master_weight(p)
                self._add_accumulator(self._velocity_acc_str, master_p)
                continue
            if p.dtype == core.VarDesc.VarType.FP16 and not self._multi_precision:
                warnings.warn(
                    "Accumulating with FP16 in optimizer can lead to poor accuracy or slow convergence."
                    "Consider using multi_precision=True option of the Lars optimizer."
                )
2040 2041 2042 2043
            self._add_accumulator(self._velocity_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
2044 2045 2046 2047 2048 2049 2050 2051
        _lars_weight_decay = self._lars_weight_decay
        param_name = param_and_grad[0].name
        if len(self._exclude_from_weight_decay) > 0:
            for name in self._exclude_from_weight_decay:
                if name in param_name:
                    _lars_weight_decay = 0.0
                    break

2052 2053
        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081
        lr = self._create_param_lr(param_and_grad)

        find_master = self._multi_precision and param_and_grad[
            0].dtype == core.VarDesc.VarType.FP16
        master_weight = (self._master_weights[param_and_grad[0].name]
                         if find_master else None)

        attrs = {
            "mu": self._momentum,
            "lars_coeff": self._lars_coeff,
            "lars_weight_decay": _lars_weight_decay,
            "multi_precision": find_master,
            "rescale_grad": self._rescale_grad
        }

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
            "LearningRate": lr
        }

        outputs = {"ParamOut": param_and_grad[0], "VelocityOut": velocity_acc}

        if find_master:
            inputs["MasterParam"] = master_weight
            outputs["MasterParamOut"] = master_weight

2082 2083 2084
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
2085 2086 2087
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
2088
            stop_gradient=True)
2089 2090 2091 2092

        return momentum_op


2093
class AdagradOptimizer(Optimizer):
2094
    r"""
2095 2096
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
2097

2098
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2099 2100 2101 2102 2103 2104 2105

    .. math::

        moment\_out &= moment + grad * grad

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

2106 2107 2108 2109 2110 2111
    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
2112 2113 2114
    for numerical stability to avoid the division by zero error.

    Args:
2115 2116 2117 2118
        learning_rate (float|Variable): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-06.
H
hong 已提交
2119
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2120 2121
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2122 2123 2124 2125 2126
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2127 2128 2129 2130
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2131 2132 2133 2134 2135
        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
2136 2137 2138 2139

    Examples:
        .. code-block:: python

2140
            import numpy as np
2141
            import paddle.fluid as fluid
2142 2143

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
2144
            inp = fluid.data(name="inp", shape=[2, 2])
2145 2146
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
2147
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
2148 2149 2150 2151 2152 2153 2154
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
2155 2156 2157
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2158 2159 2160
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
2161
                 parameter_list=None,
X
Xin Pan 已提交
2162
                 regularization=None,
2163
                 grad_clip=None,
2164
                 name=None,
X
xuezhong 已提交
2165
                 initial_accumulator_value=0.0):
2166 2167
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
2168
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2169
            learning_rate=learning_rate,
2170
            parameter_list=parameter_list,
X
Xin Pan 已提交
2171
            regularization=regularization,
2172
            grad_clip=grad_clip,
X
Xin Pan 已提交
2173
            name=name)
2174 2175
        self.type = "adagrad"
        self._epsilon = epsilon
2176
        self.initial_accumulator_value = initial_accumulator_value
2177 2178 2179 2180 2181

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

        for p in parameters:
Z
zhongpu 已提交
2182 2183 2184 2185
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value)
2186 2187 2188 2189 2190 2191

    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])
2192
        # Create the adagrad optimizer op
2193 2194 2195 2196 2197 2198
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
2199
                "LearningRate": self._create_param_lr(param_and_grad)
2200 2201 2202
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
2203 2204
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
2205 2206

        return adagrad_op
2207 2208 2209


class AdamOptimizer(Optimizer):
2210
    r"""
T
tianshuo78520a 已提交
2211
    The Adam optimizer uses an optimization described at the end
2212 2213 2214 2215 2216
    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
2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230

    .. 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}

2231 2232
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
2233
    Args:
2234 2235
        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.
2236 2237
        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.
2238
            The default value is 0.9.
2239 2240
        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.
2241
            The default value is 0.999.
2242 2243
        epsilon (float|Tensor, optional): A small float value for numerical stability.
            It should be a float number or a Variable with shape [1] and data type as float32.
2244
            The default value is 1e-08.
H
hong 已提交
2245
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2246 2247
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2248 2249 2250 2251 2252
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2253 2254 2255 2256
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2257 2258 2259 2260 2261 2262 2263 2264 2265 2266
        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.
2267 2268
        use_global_beta_pow (bool, optional): Whether to use global beta_pow. If true, Adam will use global beta_pow 
            for whole model instead of creating beta_pow for each parameter. Default is false.
2269 2270 2271
        flatten_param_grads (bool, optional): Whether to flatten all parameters and gradients. Default is false.
        align_size (int, optional): The alignment size when flatten parameters and gradients. Default is -1, which means
            use same align_size as allocator. 
Q
qiaolongfei 已提交
2272 2273 2274 2275

    Examples:
        .. code-block:: python

2276 2277 2278 2279 2280 2281
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
2282 2283
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
2284 2285 2286 2287 2288 2289 2290 2291 2292 2293 2294 2295 2296 2297 2298
                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
2299

2300 2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316
        .. 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
2317
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate, epsilon_init):
2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333
                    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")
2334 2335 2336 2337 2338 2339 2340
                    epsilon = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(epsilon_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="epsilon")
2341 2342 2343 2344 2345 2346 2347

                    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)

2348
                    return beta1, beta2, epsilon
2349

2350
                beta1, beta2, epsilon = get_decayed_betas(0.9, 0.99, 1e5, 0.9, 1e-8)
2351 2352
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
2353
                                                    beta1=beta1,
2354 2355
                                                    beta2=beta2,
                                                    epsilon=epsilon)
2356 2357 2358 2359 2360 2361 2362 2363 2364 2365
                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)
2366 2367 2368
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
2369 2370
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
2371 2372 2373 2374 2375

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2376
                 epsilon=1e-8,
2377
                 parameter_list=None,
X
Xin Pan 已提交
2378
                 regularization=None,
2379
                 grad_clip=None,
Q
Qiao Longfei 已提交
2380
                 name=None,
2381
                 lazy_mode=False,
2382 2383 2384
                 use_global_beta_pow=False,
                 flatten_param_grads=False,
                 align_size=-1):
2385 2386 2387 2388
        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
2389
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
2390
            learning_rate=learning_rate,
2391
            parameter_list=parameter_list,
X
Xin Pan 已提交
2392
            regularization=regularization,
2393
            grad_clip=grad_clip,
2394 2395
            flatten_param_grads=flatten_param_grads,
            align_size=align_size,
X
Xin Pan 已提交
2396
            name=name)
2397 2398 2399 2400
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
2401
        self._lazy_mode = lazy_mode
2402
        self._use_global_beta_pow = use_global_beta_pow
2403 2404 2405 2406 2407 2408

    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
2409 2410
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427
            if not self._use_global_beta_pow:
                self._add_accumulator(
                    name=self._beta1_pow_acc_str,
                    param=p,
                    fill_value=0.9 if isinstance(self._beta1, Variable) \
                            else self._beta1,
                    shape=[1],
                    type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
                self._add_accumulator(
                    name=self._beta2_pow_acc_str,
                    param=p,
                    fill_value=0.999 if isinstance(self._beta2, Variable) \
                            else self._beta2,
                    shape=[1],
                    type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
        if self._use_global_beta_pow:
            self._add_global_accumulator(
Q
qiaolongfei 已提交
2428
                name=self._beta1_pow_acc_str,
2429 2430
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
2431
                shape=[1],
2432
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
2433
            self._add_global_accumulator(
Q
qiaolongfei 已提交
2434
                name=self._beta2_pow_acc_str,
2435 2436
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
2437
                shape=[1],
2438
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
2439 2440 2441 2442 2443 2444 2445 2446

    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])
2447 2448 2449 2450 2451 2452 2453 2454 2455 2456
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
                self._beta1_pow_acc_str)
            beta2_pow_acc = self._get_global_accumulator(
                self._beta2_pow_acc_str)
        else:
            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])
2457
        lr = self._create_param_lr(param_and_grad)
2458
        # create the adam optimize op
2459 2460 2461 2462 2463 2464

        if framework.in_dygraph_mode():
            _beta1 = self._beta1 if not isinstance(
                self._beta1, Variable) else self._beta1.numpy().item(0)
            _beta2 = self._beta2 if not isinstance(
                self._beta2, Variable) else self._beta2.numpy().item(0)
W
wanghuancoder 已提交
2465
            _, _, _, _, _ = _C_ops.adam(
2466 2467 2468 2469
                param_and_grad[0], param_and_grad[1], lr, moment1, moment2,
                beta1_pow_acc, beta2_pow_acc, param_and_grad[0], moment1,
                moment2, beta1_pow_acc, beta2_pow_acc, 'epsilon', self._epsilon,
                'lazy_mode', self._lazy_mode, 'min_row_size_to_use_multithread',
2470 2471
                1000, 'beta1', _beta1, 'beta2', _beta2, 'use_global_beta_pow',
                self._use_global_beta_pow)
2472 2473 2474

            return None

2475
        inputs = {
2476 2477
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2478
            "LearningRate": [lr],
2479 2480 2481 2482
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
2483
        }
2484 2485 2486 2487 2488 2489 2490

        # Pass found_inf to adam, to skip update for not only param, but also momentum and beta_pow
        found_inf = self._get_auxiliary_var('found_inf')

        if found_inf:
            inputs['SkipUpdate'] = found_inf

2491
        outputs = {
2492 2493 2494 2495 2496
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
2497 2498 2499
        }
        attrs = {
            "lazy_mode": self._lazy_mode,
2500 2501
            "min_row_size_to_use_multithread": 1000,
            'use_global_beta_pow': self._use_global_beta_pow
2502 2503 2504 2505 2506 2507 2508 2509 2510 2511
        }

        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
2512 2513 2514 2515
        if isinstance(self._epsilon, Variable):
            inputs['EpsilonTensor'] = self._epsilon
        else:
            attrs['epsilon'] = self._epsilon
2516

2517 2518
        adam_op = block.append_op(
            type=self.type,
2519 2520 2521
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
2522
            stop_gradient=True)
2523 2524 2525

        return adam_op

2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537
    def _finish_update(self, block, parameters_and_grads):
        r"""Update beta1_pow and beta2_pow accumulator
        """
        assert isinstance(block, framework.Block)
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
                self._beta1_pow_acc_str)
            beta2_pow_acc = self._get_global_accumulator(
                self._beta2_pow_acc_str)

            with block.program._optimized_guard([]):
                inputs = {"X": beta1_pow_acc}
2538
                outputs = {"Out": beta1_pow_acc}
2539 2540
                attrs = {}
                if isinstance(self._beta1, Variable):
2541 2542 2543 2544 2545 2546 2547 2548
                    inputs["Y"] = self._beta1
                    # use elementwise_mul for better performance
                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True)
2549 2550
                else:
                    attrs['scale'] = self._beta1
2551 2552 2553 2554 2555 2556
                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True)
2557 2558

                inputs = {"X": beta2_pow_acc}
2559
                outputs = {"Out": beta2_pow_acc}
2560 2561
                attrs = {}
                if isinstance(self._beta2, Variable):
2562 2563 2564 2565 2566 2567 2568 2569
                    inputs["Y"] = self._beta2
                    # use elementwise_mul for better performance
                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True)
2570 2571
                else:
                    attrs['scale'] = self._beta2
2572 2573 2574 2575 2576 2577
                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True)
2578

2579 2580

class AdamaxOptimizer(Optimizer):
2581
    r"""
2582 2583 2584 2585
    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
2586

2587
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600

    .. 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}

2601
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2602

2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614
    The original paper does not have an ``epsilon`` attribute,
    it is added here for numerical stability to prevent the division by 0 error.

    Args:
        learning_rate (float|Variable, optional): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type. The default value is 0.001.
        beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
            The default value is 0.9.
        beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
H
hong 已提交
2615
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2616 2617
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2618 2619 2620 2621 2622
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2623 2624 2625 2626
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2627 2628 2629 2630 2631 2632
        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
2633

2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646
    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):
2647
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2648 2649
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2650
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2651 2652 2653 2654 2655 2656 2657 2658 2659
              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])
2660 2661 2662
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2663
    _beta1_pow_acc_str = "beta1_pow_acc"
2664 2665 2666 2667 2668

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2669
                 epsilon=1e-8,
2670
                 parameter_list=None,
X
Xin Pan 已提交
2671
                 regularization=None,
2672
                 grad_clip=None,
X
Xin Pan 已提交
2673
                 name=None):
2674 2675 2676 2677
        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
2678
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
2679
            learning_rate=learning_rate,
2680
            parameter_list=parameter_list,
X
Xin Pan 已提交
2681
            regularization=regularization,
2682
            grad_clip=grad_clip,
X
Xin Pan 已提交
2683
            name=name)
2684 2685 2686 2687 2688 2689 2690 2691
        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
2692 2693
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
2694 2695 2696 2697 2698
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
2699 2700 2701 2702 2703 2704 2705

    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
2706 2707
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
2708 2709 2710 2711 2712 2713
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
2714
                "LearningRate": self._create_param_lr(param_and_grad),
2715 2716
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
2717
                "Beta1Pow": beta1_pow_acc
2718 2719 2720 2721 2722 2723 2724 2725 2726 2727
            },
            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
2728 2729
            },
            stop_gradient=True)
2730 2731 2732

        return adamax_op

2733
    def _finish_update(self, block, parameters_and_grads):
2734 2735 2736
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2737
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2738
            if grad is None or param.trainable is False:
2739
                continue
X
Xin Pan 已提交
2740 2741
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2742 2743
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2744
                block.append_op(
2745 2746 2747
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2748 2749
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2750 2751


2752
class DpsgdOptimizer(Optimizer):
2753
    r"""
2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789
    We implement the Dpsgd optimizer according to CCS16 paper -
    Deep Learning with Differential Privacy.

    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

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

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

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

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

    Args:
        learning_rate (float|Variable): the learning rate used to update parameters. \
        Can be a float value or a Variable with one float value as data element.
        clip (float): clipping threshold
        batch_size (float): batch size.
        sigma (float): for gaussian noise.
H
hong 已提交
2790
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2791 2792
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2793 2794 2795 2796 2797 2798 2799 2800
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2801 2802
                 sigma=1e-8,
                 parameter_list=None):
2803 2804 2805 2806
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2807 2808
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2809 2810 2811 2812
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2813 2814 2815 2816 2817 2818 2819
        '''
        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
2820 2821 2822 2823 2824

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

        # create the dpsgd optimize op
Z
zhongpu 已提交
2825 2826 2827
        if self._seed == None:
            self._seed = 0

2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838
        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
2839 2840
                "sigma": self._sigma,
                "seed": self._seed
2841 2842 2843 2844 2845 2846
            },
            stop_gradient=True)

        return dpsgd_op


2847
class DecayedAdagradOptimizer(Optimizer):
2848
    r"""
2849 2850 2851
    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.
2852

2853
    The parameter ``param_out`` update rule with gradient ``grad``:
2854 2855 2856 2857 2858 2859 2860

    .. math::

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

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

2861 2862 2863 2864
    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
2865 2866 2867
    stability to avoid the division by zero error.

    Args:
2868 2869 2870 2871 2872
        learning_rate (float|Variable): The learning rate used to update ``Parameter``.
            It can be a float value or a ``Variable`` with a float type.
        decay (float, optional): The decay rate. The default value is 0.95.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-06.
H
hong 已提交
2873
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2874 2875
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2876 2877 2878 2879 2880
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2881 2882 2883 2884
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2885 2886 2887 2888 2889 2890
        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.**
2891 2892 2893 2894

    Examples:
        .. code-block:: python

2895 2896
            import paddle.fluid as fluid

2897 2898 2899 2900
            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)
2901
            optimizer.minimize(cost)
2902 2903 2904
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2905 2906 2907 2908
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2909
                 parameter_list=None,
X
Xin Pan 已提交
2910
                 regularization=None,
2911
                 grad_clip=None,
X
Xin Pan 已提交
2912
                 name=None):
2913 2914 2915 2916
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2917
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2918
            learning_rate=learning_rate,
2919
            parameter_list=parameter_list,
X
Xin Pan 已提交
2920
            regularization=regularization,
2921
            grad_clip=grad_clip,
X
Xin Pan 已提交
2922
            name=name)
2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938 2939 2940 2941 2942 2943 2944 2945 2946 2947 2948 2949
        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},
2950 2951
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2952
            stop_gradient=True)
2953 2954

        return decayed_adagrad_op
2955 2956


2957
class AdadeltaOptimizer(Optimizer):
2958
    r"""
Z
Zeng Jinle 已提交
2959
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2960

Z
Zeng Jinle 已提交
2961
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2962 2963 2964
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2965

Z
Zeng Jinle 已提交
2966 2967
    .. math::

Z
Zeng Jinle 已提交
2968
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2969

Z
Zeng Jinle 已提交
2970
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2971

Z
Zeng Jinle 已提交
2972
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2973 2974

    Args:
Z
Zeng Jinle 已提交
2975 2976 2977
        learning_rate (float|Variable): global learning rate.
        epsilon (float): a small float number for numeric stability. Default 1.0e-6.
        rho (float): a floating point value indicating the decay rate. Default 0.95.
H
hong 已提交
2978
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2979 2980
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2981 2982 2983 2984 2985
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
2986 2987 2988 2989
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2990 2991 2992
        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` .
2993 2994 2995 2996

    Examples:
        .. code-block:: python

2997
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2998

2999
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
3000 3001
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
3002 3003
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
3004

Z
Zeng Jinle 已提交
3005 3006 3007 3008
            # 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)
3009
    """
3010

3011 3012 3013
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
3014 3015 3016 3017
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
3018
                 parameter_list=None,
X
Xin Pan 已提交
3019
                 regularization=None,
3020
                 grad_clip=None,
X
Xin Pan 已提交
3021
                 name=None):
3022 3023 3024 3025 3026 3027
        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.")
3028
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
3029
            learning_rate=learning_rate,
3030
            parameter_list=parameter_list,
X
Xin Pan 已提交
3031
            regularization=regularization,
3032
            grad_clip=grad_clip,
X
Xin Pan 已提交
3033
            name=name)
3034 3035 3036 3037 3038
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
3039 3040
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3041 3042 3043 3044 3045 3046

        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):
3047 3048
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3049 3050 3051 3052 3053 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066 3067 3068 3069

        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
3070 3071
                   "rho": self._rho},
            stop_gradient=True)
3072 3073 3074 3075

        return adadelta_op


Q
qingqing01 已提交
3076
class RMSPropOptimizer(Optimizer):
3077
    r"""
Q
qingqing01 已提交
3078 3079 3080 3081 3082 3083 3084 3085
    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
3086
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
3087 3088 3089 3090

        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
3091
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
3092 3093 3094 3095 3096 3097

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

    ..  math::

Q
qiaolongfei 已提交
3098
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
3099

3100 3101 3102 3103 3104 3105 3106 3107 3108 3109 3110 3111 3112 3113
        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
3114 3115 3116 3117
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
3118
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
3119 3120 3121 3122 3123
    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.


3124 3125 3126
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
3127
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
3128
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
3129
        momentum(float): :math:`\\beta` in equation is the momentum term,
3130
            default is 0.0.
3131 3132 3133 3134
        centered(bool): If True, gradients are normalized by the estimated variance of
            the gradient; if False, by the uncentered second moment. Setting this to
            True may help with training, but is slightly more expensive in terms of
            computation and memory. Defaults to False.
H
hong 已提交
3135
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3136 3137
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3138 3139 3140 3141 3142
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3143 3144 3145 3146
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3147 3148
        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
3149 3150 3151 3152 3153 3154 3155

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

    Examples:
          .. code-block:: python

3156 3157 3158 3159 3160 3161 3162 3163 3164 3165 3166 3167 3168 3169 3170 3171 3172 3173 3174 3175 3176 3177 3178 3179 3180
            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
3181 3182 3183 3184
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
3185
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
3186 3187 3188 3189 3190 3191

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
3192
                 centered=False,
3193
                 parameter_list=None,
X
Xin Pan 已提交
3194
                 regularization=None,
3195
                 grad_clip=None,
X
Xin Pan 已提交
3196
                 name=None):
Q
qingqing01 已提交
3197
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
3198
            learning_rate=learning_rate,
3199
            parameter_list=parameter_list,
X
Xin Pan 已提交
3200
            regularization=regularization,
3201
            grad_clip=grad_clip,
X
Xin Pan 已提交
3202
            name=name)
Q
qingqing01 已提交
3203 3204 3205 3206 3207 3208 3209 3210 3211 3212 3213 3214 3215
        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
3216
        self._centered = centered
Q
qingqing01 已提交
3217 3218 3219 3220 3221 3222 3223 3224

    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)
3225
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
3226 3227 3228 3229 3230 3231 3232 3233 3234

    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])
3235 3236
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
3237 3238 3239 3240 3241 3242 3243
        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,
3244
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
3245 3246 3247 3248 3249
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
3250 3251
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
3252 3253 3254 3255
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
3256 3257
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
3258 3259
            },
            stop_gradient=True)
Q
qingqing01 已提交
3260 3261 3262 3263

        return rmsprop_op


Q
qiaolongfei 已提交
3264
class FtrlOptimizer(Optimizer):
3265
    r"""
Q
qiaolongfei 已提交
3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301 3302 3303
    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

3304 3305 3306 3307 3308
    Parameters:
        learning_rate (float|Variable): Global learning rate.
        l1 (float): L1 regularization strength, default is 0.0.
        l2 (float): L2 regularization strength, default is 0.0.
        lr_power (float): Learning Rate Power, default is -0.5.
H
hong 已提交
3309
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3310 3311
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3312 3313 3314 3315 3316
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3317 3318 3319 3320
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3321 3322
        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
3323 3324 3325 3326 3327 3328 3329

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

    Examples:
          .. code-block:: python

3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349 3350 3351 3352 3353
            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
3354

3355
    NOTE:
C
chengduo 已提交
3356
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
3357 3358 3359 3360 3361
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
3362 3363 3364 3365 3366
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
3367
                 parameter_list=None,
X
Xin Pan 已提交
3368
                 regularization=None,
3369
                 grad_clip=None,
X
Xin Pan 已提交
3370
                 name=None):
Q
qiaolongfei 已提交
3371
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
3372
            learning_rate=learning_rate,
3373
            parameter_list=parameter_list,
X
Xin Pan 已提交
3374
            regularization=regularization,
3375
            grad_clip=grad_clip,
X
Xin Pan 已提交
3376
            name=name)
Q
qiaolongfei 已提交
3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403 3404 3405 3406 3407 3408 3409 3410 3411 3412 3413 3414 3415
        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,
3416
                   "l2": self._l2,
M
minqiyang 已提交
3417 3418
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
3419 3420 3421 3422

        return ftrl_op


Y
Yibing Liu 已提交
3423
class LambOptimizer(AdamOptimizer):
3424
    r"""
Y
Yibing Liu 已提交
3425 3426 3427 3428
    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
3429 3430
    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
3431 3432 3433 3434 3435

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
3436
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
3437

Y
Yibing Liu 已提交
3438
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
3439

3440 3441 3442 3443
        m_t &= \\frac{m_t}{\\beta_1^t}

        v_t &= \\frac{v_t}{\\beta_2^t}

Y
Yibing Liu 已提交
3444
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
3445

Y
Yibing Liu 已提交
3446
        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
3447 3448 3449 3450 3451 3452


    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
3453 3454 3455 3456 3457 3458 3459 3460
        learning_rate (float|Variable, optional): the learning rate used to update parameters. \
            Can be a float value or a Variable with data type float32. Default 0.001.
        lamb_weight_decay (float, optional): The LAMB weight decay rate. Default 0.01.
        beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
            Default 0.9.
        beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
            Default 0.999.
        epsilon (float, optional): A small float value for numerical stability. Default 1e-6.
H
hong 已提交
3461
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3462 3463
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3464 3465 3466 3467 3468
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3469 3470
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
3471 3472 3473
            ( :ref:`api_paddle_fluid_clip_ClipGradByGlobalNorm` , :ref:`api_paddle_fluid_clip_ClipGradByNorm` ,
            :ref:`api_paddle_fluid_clip_ClipGradByValue` ). If you want better convergence, it is recommended
            to use :ref:`api_paddle_fluid_clip_ClipGradByGlobalNorm` . Default None, meaning there is no gradient clipping.
Y
Yibing Liu 已提交
3474 3475 3476 3477 3478
        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
3479 3480 3481 3482 3483 3484

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

Y
Yibing Liu 已提交
3485
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
3486 3487 3488
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
3489 3490 3491 3492 3493
            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
3494 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505 3506
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
    _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,
3507
                 parameter_list=None,
Y
Yibing Liu 已提交
3508
                 regularization=None,
3509
                 grad_clip=None,
Y
Yibing Liu 已提交
3510
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
3511 3512 3513 3514 3515 3516 3517 3518
                 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,
3519
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
3520
            regularization=regularization,
3521
            grad_clip=grad_clip,
Y
Yibing Liu 已提交
3522 3523 3524 3525 3526 3527
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
3528
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
3529 3530 3531

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3532
        block.program._use_lamb = True
Y
Yibing Liu 已提交
3533 3534 3535 3536 3537 3538 3539 3540 3541 3542

        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
3543 3544 3545 3546 3547
        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
3548 3549 3550
        lr = self._create_param_lr(param_and_grad)

        if framework.in_dygraph_mode():
W
wanghuancoder 已提交
3551
            _, _, _, _, _ = _C_ops.lamb(
3552 3553 3554 3555 3556 3557
                param_and_grad[0], param_and_grad[1], lr, moment1, moment2,
                beta1_pow_acc, beta2_pow_acc, param_and_grad[0], moment1,
                moment2, beta1_pow_acc, beta2_pow_acc, 'beta1', self._beta1,
                'beta2', self._beta2, 'epsilon', self._epsilon, 'weight_decay',
                weight_decay)
            return None
Y
Yibing Liu 已提交
3558

Y
Yibing Liu 已提交
3559 3560 3561 3562 3563 3564
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
3565
                "LearningRate": lr,
Y
Yibing Liu 已提交
3566 3567 3568 3569 3570 3571 3572 3573
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
3574 3575 3576
                "Moment2Out": moment2,
                "Beta1PowOut": beta1_pow_acc,
                "Beta2PowOut": beta2_pow_acc
Y
Yibing Liu 已提交
3577 3578 3579 3580 3581
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
3582
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
3583 3584 3585 3586 3587 3588
            },
            stop_gradient=True)

        return lamb_op


3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600 3601
# 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
3602
Dpsgd = DpsgdOptimizer
3603
DecayedAdagrad = DecayedAdagradOptimizer
3604
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
3605
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
3606
Ftrl = FtrlOptimizer
3607
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
3608
Lamb = LambOptimizer
3609 3610 3611


class ModelAverage(Optimizer):
3612
    r"""
3613
	:api_attr: Static Graph
S
swtkiwi 已提交
3614

3615 3616 3617 3618 3619 3620 3621 3622 3623 3624 3625 3626 3627 3628 3629 3630 3631 3632
    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:

    ::
3633

3634 3635 3636 3637 3638 3639 3640 3641 3642
        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.
3643 3644

    Args:
3645 3646 3647
        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.
3648 3649 3650 3651 3652
        regularization (WeightDecayRegularizer, optional): The strategy of regularization. There are two method: \
             :ref:`api_fluid_regularizer_L1Decay` , :ref:`api_fluid_regularizer_L2Decay` . If a parameter has set \
            regularizer using :ref:`api_fluid_ParamAttr` already, the regularization setting here in optimizer will be \
            ignored for this parameter. Otherwise, the regularization setting here in optimizer will take effect.  \
            Default None, meaning there is no regularization.
3653 3654 3655
        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.
3656

3657
    Examples:
Q
qiaolongfei 已提交
3658 3659 3660

      .. code-block:: python

3661 3662 3663 3664 3665 3666
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3667

3668 3669 3670 3671
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3672
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3673 3674 3675 3676 3677 3678 3679 3680
            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,
3681
                                                         max_average_window=12500)
3682 3683

            exe.run(startup_program)
3684 3685 3686 3687 3688
            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])
3689 3690

            # apply ModelAverage
3691
            with model_average.apply(exe):
3692 3693 3694 3695
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3696 3697 3698
    """

    def __init__(self,
W
wanghaoshuang 已提交
3699
                 average_window_rate,
3700 3701
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
3702 3703
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
3704 3705
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
3706 3707
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
3708 3709 3710
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3711

3712
        self.params_grads = []
3713 3714
        for param in framework.default_main_program().global_block(
        ).all_parameters():
3715
            if param.do_model_average != False:
3716
                grad = param.block.create_var(
3717 3718
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
3719 3720
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
3721
                    stop_gradient=True)
3722
                self.params_grads.append((param, grad))
3723

3724
        for param, grad in self.params_grads:
3725 3726
            if grad is None:
                continue
X
Xin Pan 已提交
3727 3728
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
3729
                self._append_average_accumulate_op(param)
3730

3731 3732 3733 3734
        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:
3735
                self._add_average_apply_op(block, param_grad)
3736 3737 3738 3739 3740

        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:
3741
                self._add_average_restore_op(block, param_grad)
3742

3743
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3744 3745 3746 3747 3748 3749
        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(
3750
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
3751
        old_num_accumulates = block._clone_variable(
3752
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
3753
        num_updates = block._clone_variable(
3754 3755 3756 3757 3758 3759
            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
3760 3761 3762 3763
        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
3764
        ops._elementwise_div(x=sum, y=tmp, out=param)
3765 3766

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3767 3768
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
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
        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
3806 3807
            },
            stop_gradient=True)
3808

S
rename  
sneaxiy 已提交
3809
    @signature_safe_contextmanager
3810
    def apply(self, executor, need_restore=True):
3811 3812
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3813 3814

        Args:
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
            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])
3859
        """
3860 3861 3862 3863 3864 3865
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3866 3867

    def restore(self, executor):
3868 3869
        """
        Restore ``Parameter`` values of current model.
3870 3871
        
        Args:
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 3907 3908 3909 3910 3911 3912 3913 3914 3915
            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)
3916
        """
3917
        executor.run(self.restore_program)
3918 3919 3920


class ExponentialMovingAverage(object):
3921
    r"""
3922
	:api_attr: Static Graph
S
swtkiwi 已提交
3923

3924 3925 3926 3927 3928 3929
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3930
        \\text{EMA}_0 & = 0
3931

3932 3933
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3934 3935 3936 3937
    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.
3938 3939 3940 3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958

    **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.
3959 3960 3961


    Args:
Y
Yibing Liu 已提交
3962 3963 3964 3965 3966 3967 3968
	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.
3969 3970 3971 3972 3973


    Examples:

	.. code-block:: python
3974 3975 3976 3977 3978

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3979
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3980 3981 3982 3983 3984 3985 3986 3987
	    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)

3988
	    global_steps = fluid.layers.autoincreased_step_counter()
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
	    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)
4018 4019
    """

4020
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
4021 4022 4023
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
4024
        self._decay = decay
4025
        self._thres_steps = thres_steps
4026
        self._name = name if name is not None else ''
4027 4028
        self._decay_var = self._get_ema_decay()

4029
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
4030
        self._params_tmps = []
4031
        for param in default_main_program().global_block().all_parameters():
4032 4033 4034 4035 4036 4037 4038
            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
4039
                self._params_tmps.append((param, tmp))
4040

Y
Yibing Liu 已提交
4041 4042
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
4043 4044
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
4045
                self._ema_vars[param.name] = self._create_ema_vars(param)
4046 4047 4048 4049

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
4050
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
4051
            for param, tmp in self._params_tmps:
4052 4053
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
4054
                ema = block._clone_variable(self._ema_vars[param.name])
4055
                layers.assign(input=param, output=tmp)
4056
                # bias correction
4057 4058
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
4059 4060 4061 4062
                        layers.assign(
                            output=param, input=ema / (1.0 - decay_pow))
                    with switch.default():
                        layers.assign(output=param, input=ema)
4063 4064 4065 4066

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
4067
            for param, tmp in self._params_tmps:
4068 4069 4070 4071
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

4072 4073 4074 4075 4076 4077 4078 4079 4080 4081 4082 4083 4084 4085 4086 4087 4088 4089 4090 4091 4092 4093
    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):
4094 4095 4096 4097 4098 4099 4100
        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")
4101
        decay_var = block._clone_variable(self._decay_var)
4102 4103
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
4104

Y
Yibing Liu 已提交
4105
    def _create_ema_vars(self, param):
4106 4107 4108 4109 4110 4111 4112 4113 4114
        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
4115 4116 4117 4118 4119
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
4120 4121
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
4122
        param_master_emas = []
Y
Yibing Liu 已提交
4123 4124 4125 4126
        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]
4127
                if param.name + '.master' in self._ema_vars:
4128 4129 4130 4131 4132 4133 4134 4135 4136 4137 4138 4139 4140 4141 4142 4143 4144
                    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
4145

4146 4147 4148 4149 4150 4151 4152
    @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
4153 4154
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
4155 4156 4157 4158 4159 4160 4161 4162 4163 4164 4165 4166 4167 4168 4169
        """
        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
4170 4171 4172


class PipelineOptimizer(object):
4173
    """
4174
	:api_attr: Static Graph
S
swtkiwi 已提交
4175

4176 4177 4178 4179
    Pipeline Optimizer: Make a program to run as pipeline, that is splitting a
    program into multiple sections (sub-programs) and each section run on a
    device to enable the training of large scale models and the use of
    heterogeneous devices. Meanwhile, all sections run in the stype of pipeline.
H
hutuxian 已提交
4180

4181
    Args:
4182 4183 4184 4185
        optimizer (Optimizer): The optimizer to use, such as SGD.
        num_microbatches (int): Number of microbatches. [Optional. Default:1].
        start_cpu_core_id (int): The first cpu core id to use. [Optional. Default:0].
    
4186 4187
    Examples:
        .. code-block:: python
H
hutuxian 已提交
4188

4189
            import paddle.fluid as fluid
H
hutuxian 已提交
4190 4191
            import paddle.fluid.layers as layers

4192 4193 4194 4195 4196 4197 4198 4199 4200 4201 4202 4203 4204 4205 4206 4207
            with fluid.device_guard("gpu:0"):
                x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
                y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
                data_loader = fluid.io.DataLoader.from_generator(
                    feed_list=[x, y],
                    capacity=64,
                    use_double_buffer=True,
                    iterable=False)

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

            with fluid.device_guard("gpu:1"):
                concat = layers.concat([emb_x, emb_y], axis=1)
                fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
                loss = layers.reduce_mean(fc)
H
hutuxian 已提交
4208
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
4209
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
4210
            optimizer.minimize(loss)
4211 4212 4213 4214 4215 4216 4217 4218 4219

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

            place = fluid.CUDAPlace(0)
H
hutuxian 已提交
4220 4221
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
4222 4223
            batch_size = 1
            data_loader.start()
H
hutuxian 已提交
4224
            exe.train_from_dataset(
4225
                    fluid.default_main_program())
4226
            data_loader.reset()
4227 4228
    """

4229
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
4230 4231 4232 4233 4234
        self._device = 'cpu'
        if core.is_compiled_with_npu():
            self._device = "npu"
        elif core.is_compiled_with_cuda():
            self._device = "gpu"
Z
zhongpu 已提交
4235 4236
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
M
MRXLT 已提交
4237
        if not isinstance(optimizer, Optimizer) and not isinstance(
A
Aurelius84 已提交
4238 4239 4240
                optimizer, paddle.optimizer.Optimizer) and not isinstance(
                    optimizer, paddle.fluid.contrib.mixed_precision.decorator.
                    OptimizerWithMixedPrecision):
4241 4242 4243 4244
            raise ValueError("The 'optimizer' parameter for "
                             "PipelineOptimizer must be an instance of "
                             "Optimizer, but the given type is {}.".format(
                                 type(optimizer)))
H
hutuxian 已提交
4245
        self._optimizer = optimizer
4246 4247 4248 4249 4250 4251

        # Get the original optimizer defined by users, such as SGD
        self._origin_optimizer = self._optimizer
        while hasattr(self._origin_optimizer, "inner_opt"):
            self._origin_optimizer = self._origin_optimizer.inner_opt

4252 4253 4254 4255
        assert num_microbatches >= 1, (
            "num_microbatches must be a positive value.")
        self._num_microbatches = num_microbatches
        assert start_cpu_core_id >= 0, (
4256
            "start_cpu_core_id must be a non-negative integer.")
H
hutuxian 已提交
4257
        self._start_cpu_core_id = start_cpu_core_id
4258 4259 4260 4261 4262 4263
        self._place_list = None
        op_maker = core.op_proto_and_checker_maker
        self._op_role = op_maker.OpRole
        self._op_role_key = op_maker.kOpRoleAttrName()
        self._op_role_var_key = op_maker.kOpRoleVarAttrName()
        self._op_device_key = op_maker.kOpDeviceAttrName()
4264
        self._param_device_map = None
4265 4266
        self._pipeline_pair = []
        self._pp_ring_map = dict()
4267 4268
        self.output_var_to_op = None
        self.input_var_to_op = None
4269 4270 4271 4272 4273 4274 4275 4276 4277 4278 4279 4280 4281 4282 4283 4284 4285 4286 4287 4288 4289 4290 4291 4292 4293 4294 4295 4296 4297 4298 4299 4300 4301 4302 4303

    # insert allreduce op to sync global information for global
    # gradient clip and amp
    def _insert_allreduce_op(self, op_idx, block):
        """
        Insert allreduce op to sync global information for global
        gradient clip and amp.
        """
        op = block.ops[op_idx]
        out_name = op.desc.output_arg_names()[0]
        out_var = block.var(out_name)
        offset = 0
        if op.type == "reduce_any":
            # cast the bool var to int32 to use allreduce_max op
            temp_var_name = unique_name.generate(out_name + "_cast_int32")
            temp_var = block.create_var(
                name=temp_var_name, shape=[1], dtype="int32")
            block._insert_op(
                op_idx + 1 + offset,
                type='cast',
                inputs={'X': out_var},
                outputs={'Out': temp_var},
                attrs={
                    'in_dtype': out_var.dtype,
                    'out_dtype': temp_var.dtype,
                    self._op_role_key: self._op_role.Optimize
                })
            offset += 1
        block._insert_op(
            op_idx + 1 + offset,
            type='c_allreduce_max'
            if op.type == "reduce_any" else 'c_allreduce_sum',
            inputs={'X': temp_var if op.type == "reduce_any" else out_var},
            outputs={'Out': temp_var if op.type == "reduce_any" else out_var},
            attrs={
4304
                'ring_id': self.global_ring_id,
4305 4306 4307 4308 4309 4310 4311 4312 4313 4314 4315 4316 4317 4318 4319
                self._op_role_key: self._op_role.Optimize,
                'use_calc_stream': True
            })
        offset += 1
        if op.type == "reduce_any":
            block._insert_op(
                op_idx + 1 + offset,
                type='cast',
                inputs={'X': temp_var},
                outputs={'Out': out_var},
                attrs={
                    'in_dtype': temp_var.dtype,
                    'out_dtype': out_var.dtype,
                    self._op_role_key: self._op_role.Optimize
                })
4320
            offset += 1
4321
        return offset
H
hutuxian 已提交
4322

4323
    def _create_vars(self, block, ori_block):
4324
        # Create vars for block, copied from ori_block
H
hutuxian 已提交
4325
        used_var_set = set()
4326 4327 4328 4329 4330 4331 4332 4333 4334 4335 4336 4337 4338 4339 4340 4341 4342 4343 4344 4345 4346 4347 4348 4349 4350
        added_op_num = 0
        op_idx = 0
        op_size = block.desc.op_size()
        while op_idx < op_size + added_op_num:
            # Whether to insert allreduce_sum or allreduce_max op.
            # For amp and global gradient clip strategies, we should
            # get the global information, so allreduce op is needed.
            should_insert = False
            op = block.ops[op_idx]
            # For op process vars on all devices, remove its input 
            # vars not in this block
            reserved_x = []
            if op.type == 'reduce_any' and self._is_optimize_op(op):
                should_insert = True
            elif op.type == 'concat' and self._is_optimize_op(op):
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
            elif op.type == 'update_loss_scaling':
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                op.desc.set_output('Out', reserved_x)
4351 4352 4353 4354 4355 4356 4357 4358 4359 4360
            elif op.type == 'check_finite_and_unscale':
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                op.desc.set_output('Out', reserved_x)
                if len(reserved_x) == 0:
                    block._remove_op(op_idx)
                    op_size -= 1
                    continue
4361 4362 4363 4364 4365 4366 4367 4368
            elif op.type == 'sum' and self._is_gradient_clip_op(op):
                for input_name in op.desc.input("X"):
                    if block._find_var_recursive(input_name):
                        reserved_x.append(input_name)
                op.desc.set_input('X', reserved_x)
                should_insert = True

            vars = op.desc.input_arg_names() + op.desc.output_arg_names()
H
hutuxian 已提交
4369
            for var in vars:
4370 4371 4372
                # a var whose name contains "blocking_queue" 
                # only exists in startup program 
                if var in used_var_set or "_blocking_queue" in var:
H
hutuxian 已提交
4373 4374
                    continue
                used_var_set.add(var)
4375 4376
                if block._find_var_recursive(str(var)): continue
                source_var = ori_block._var_recursive(str(var))
4377
                if source_var.type == core.VarDesc.VarType.READER:
4378
                    dest_var = block.create_var(
4379 4380 4381
                        name=var,
                        type=core.VarDesc.VarType.READER,
                        persistable=source_var.persistable)
4382
                else:
4383 4384 4385 4386 4387 4388 4389 4390 4391 4392
                    dest_var = block._clone_variable(source_var, False)
                dest_var.stop_gradient = source_var.stop_gradient
            # When use with sharding, allreduce_sum and allreduce_max
            # used for global gradient clip and amp will be added by sharding.
            op_idx += 1
            if self.use_sharding or not should_insert: continue
            inserted_ops = self._insert_allreduce_op(op_idx - 1, block)
            added_op_num += inserted_ops
            op_idx += inserted_ops
        block._sync_with_cpp()
H
hutuxian 已提交
4393

4394
    def _is_loss_grad_op(self, op):
4395 4396
        assert self._op_role_key in op.attr_names
        op_role = int(op.attr(self._op_role_key))
4397 4398 4399
        return op_role & int(self._op_role.Backward) and op_role & int(
            self._op_role.Loss)

4400 4401 4402 4403
    def _is_forward_op(self, op):
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) == int(self._op_role.Forward))

4404
    def _is_backward_op(self, op):
4405 4406 4407 4408 4409 4410
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) & int(self._op_role.Backward))

    def _is_loss_op(self, op):
        assert self._op_role_key in op.attr_names
        return int(op.attr(self._op_role_key)) == int(self._op_role.Loss)
4411 4412

    def _is_optimize_op(self, op):
4413 4414
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) & int(self._op_role.Optimize))
4415 4416 4417 4418 4419

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

4420
    def _split_program(self, main_program, devices):
H
hutuxian 已提交
4421
        """
4422
        Split a program into sections according to devices that ops run on.
4423
        The op whose op_device attr is "gpu:all" is copied to all sections.
4424 4425 4426

        Args:
            main_program (Program): the main program
4427
            devices: all used devices
H
hutuxian 已提交
4428
        """
4429
        # Map from device to its corresponding section program info
4430
        device_program_map = defaultdict(Program)
4431

4432
        block = main_program.block(0)
4433 4434
        for op in block.ops:
            device = op.attr(self._op_device_key)
4435
            # Copy ops whose op_device set to "gpu:all" to all sections.
4436
            if device == f"{self._device}:all":
4437
                for device in devices:
4438 4439
                    program = device_program_map[device]
                    op_desc = op.desc
4440
                    ap_op = program.global_block().desc.append_op()
4441
                    ap_op.copy_from(op_desc)
4442
                    ap_op._set_attr(self._op_device_key, "")
4443 4444 4445
            else:
                program = device_program_map[device]
                op_desc = op.desc
4446
                ap_op = program.global_block().desc.append_op()
4447
                ap_op.copy_from(op_desc)
4448
                ap_op._set_attr(self._op_device_key, "")
4449

4450
        program_list = []
4451
        for key in devices:
4452
            program = device_program_map[key]
4453 4454
            program._sync_with_cpp()
            program_list.append(program)
H
hutuxian 已提交
4455

4456
        return program_list
H
hutuxian 已提交
4457

4458 4459 4460 4461 4462 4463 4464
    def _get_op_device_for_startup_program(self, var_name):
        """
        For adam optimizer, it will add accumulators and initialize them
        with fill_constant, and force the op device to cpu. Hence, we should
        get the real op_device attribute of the fill_constant as the device
        where the corresponding parameters on.
        """
4465 4466 4467
        assert "beta1_pow_acc" in var_name or "beta2_pow_acc" in var_name, \
            'For accumulators for Adam, the name must contain beta1_pow_acc ' \
            'or beta2_pow_acc.'
4468 4469 4470 4471
        param_name = var_name[0:var_name.index('_beta')]
        device = self._param_device_map[param_name]
        return device

4472 4473
    def _split_startup_program(self, startup_program, device_id):
        block = startup_program.global_block()
4474 4475 4476
        new_startup_program = Program()
        for op in block.ops:
            device = op.attr(self._op_device_key)
4477 4478
            if device == "cpu":
                assert op.type == "fill_constant", (
4479 4480
                    "For ops in startup program with the op_device attribute "
                    "of cpu, they must be of type fill_constant.")
4481 4482 4483
                output_var = op.output_arg_names[0]
                device = self._get_op_device_for_startup_program(output_var)

4484
            if device:
4485
                device_index = int(device.split(':')[1])
4486
            else:
4487 4488
                # LR related ops
                device = None
4489
            if device and device_index != device_id: continue
4490
            op_desc = op.desc
4491
            ap_op = new_startup_program.global_block().desc.append_op()
4492 4493 4494
            ap_op.copy_from(op_desc)
            ap_op._set_attr(self._op_device_key, "")
        new_startup_program._sync_with_cpp()
4495
        self._create_vars(new_startup_program.global_block(), block)
4496 4497
        return new_startup_program

4498
    def _find_post_op(self, index, var_name):
H
hutuxian 已提交
4499
        """
4500
        Find the post op that has variable named var_name as input.
H
hutuxian 已提交
4501
        """
4502 4503 4504 4505 4506 4507
        # bugfix for uniform hybrid parallelism
        if '.cast_fp32' in var_name:
            var_name = var_name.replace('.cast_fp32', '')
        if '.cast_fp16' in var_name:
            var_name = var_name.replace('.cast_fp16', '')

4508 4509 4510 4511 4512 4513 4514 4515
        post_ops = self.input_var_to_op[var_name]
        if post_ops == None: return None
        result_op = None
        for post_op, post_idx in reversed(post_ops):
            if post_idx > index:
                result_op = post_op
                break
        return result_op
4516

4517
    def _find_prev_op(self, index, var_name):
H
hutuxian 已提交
4518
        """
4519 4520
        Find the previous op of op with index that outputs
        variable named var_name.
H
hutuxian 已提交
4521
        """
4522 4523 4524 4525 4526 4527
        prev_ops = self.output_var_to_op[var_name]
        if prev_ops == None: return None
        result_op = None
        for prev_op, prev_idx in reversed(prev_ops):
            if prev_idx < index:
                result_op = prev_op
4528
                break
4529
        return result_op
4530 4531

    def _rename_arg(self, op, old_name, new_name):
4532 4533
        op._rename_input(old_name, new_name)
        op._rename_output(old_name, new_name)
4534

4535
    def _create_var(self, block, ref_var, name, dtype=None):
4536 4537 4538 4539 4540 4541 4542 4543
        """
        Create a new var for block, which has the same type,
        shape and dtype as ref_var, then rename it with the
        name `name`.
        """
        new_var = block.create_var(
            name=name,
            shape=ref_var.shape,
4544
            dtype=ref_var.dtype if dtype is None else dtype,
4545 4546
            type=ref_var.type,
            lod_level=ref_var.lod_level,
4547 4548
            persistable=ref_var.persistable,
            is_data=ref_var.is_data,
4549
            need_check_feed=ref_var.desc.need_check_feed())
4550
        new_var.stop_gradient = ref_var.stop_gradient
4551 4552 4553 4554 4555 4556 4557 4558
        return new_var

    def _strip_grad_suffix(self, name):
        """
        Strip the grad suffix from the given variable name
        """
        pos = name.find(core.grad_var_suffix())
        return name[:pos] if pos != -1 else name
H
hutuxian 已提交
4559

4560 4561 4562 4563 4564 4565
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

4566
    def _get_op_device_attr(self, op):
H
hutuxian 已提交
4567
        """
4568
        Get the op_device attribute of a op.
H
hutuxian 已提交
4569
        """
4570 4571 4572
        device = op.attr(self._op_device_key) \
            if op.has_attr(self._op_device_key) else None
        if device:
B
Baibaifan 已提交
4573
            assert device[0:3] == 'gpu' or device[0:3] == 'npu', "Now, only gpu and npu devices are " \
4574 4575 4576 4577 4578 4579 4580 4581 4582 4583 4584 4585 4586 4587
                "supported in pipeline parallemism."
        return device

    def _add_op_device_attr_for_op(self, op, idx, block):
        """
        Add op_device attrribute for ops that have not that attribute set.
        We use "gpu:all" to represent the op should be put on all
        sub-programs, such as lr-related ops. Note that: "gpu:all"
        is only used by pipeline as an indicator.
        """
        lrsched_role = int(self._op_role.LRSched)
        if op.attr(self._op_role_key) == lrsched_role:
            # For LRSched ops, we should put them on all sub-programs to
            # make sure each sub-program update the lr correctly
4588
            op._set_attr(self._op_device_key, f"{self._device}:all")
4589 4590 4591 4592 4593 4594 4595 4596 4597 4598 4599 4600 4601 4602 4603 4604 4605
        # bugfix in hybrid parallelism
        elif op.type == "sum" and self._is_backward_op(op):
            # For sum ops that compute the sum of @RENAMED@ vars
            for name in op.desc.input_arg_names():
                assert '@RENAME@' in name, \
                    "The op must be sum used to accumulate renamed vars."
            assert len(op.desc.output_arg_names()) == 1
            out_name = op.desc.output_arg_names()[0]
            post_op = self._find_post_op(idx, out_name)
            assert post_op.has_attr(
                'op_device'), "{} has no op_device attr for var {}".format(
                    post_op.type, out_name)
            device = post_op.attr(self._op_device_key)
            assert device, "The post op must have op_device set."
            op._set_attr(self._op_device_key, device)
        elif (op.type == "cast" or
              op.type == "scale") and self._is_backward_op(op):
4606
            prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4607 4608
            op._set_attr(self._op_device_key, prev_op.attr(self._op_device_key))
        elif op.type == "memcpy" and not self._is_optimize_op(op):
4609
            # for checkpoint offloading
4610 4611 4612 4613 4614
            assert len(op.input_arg_names) == 1 and len(
                op.output_arg_names) == 1
            input_name = op.input_arg_names[0]
            output_name = op.output_arg_names[0]
            if '@Fetch' in output_name:
4615
                post_op = self._find_post_op(idx, output_name)
4616 4617 4618
                op._set_attr(self._op_device_key,
                             post_op.attr(self._op_device_key))
            else:
4619
                prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4620 4621 4622 4623 4624 4625 4626 4627 4628 4629 4630 4631 4632 4633 4634 4635
                op._set_attr(self._op_device_key,
                             prev_op.attr(self._op_device_key))
        elif self._is_loss_op(op):
            # For loss * loss_scaling op added by AMP
            offset = 1
            while (not block.ops[idx + offset].has_attr(self._op_device_key) or
                   not block.ops[idx + offset].attr(self._op_device_key)):
                offset += 1
            device = block.ops[idx + offset].attr(self._op_device_key)
            assert device, "Please put you program within device_guard scope."
            for i in range(offset):
                block.ops[idx + i]._set_attr(self._op_device_key, device)
        elif self._is_optimize_op(op) and op.type == "cast":
            # For fp16-->fp32 cast added by AMP
            grad_name = op.output('Out')
            assert len(grad_name) == 1
4636
            param_name = self._strip_grad_suffix(grad_name[0])
4637 4638 4639 4640 4641 4642 4643 4644 4645 4646 4647 4648 4649 4650 4651 4652 4653 4654
            device = self._param_device_map[param_name]
            op._set_attr(self._op_device_key, device)
        elif self._is_gradient_clip_op(op) or self._is_regularization_op(op):
            # For gradient clip and regularization ops, we set their op_device
            # attribute to the device where their corresponding parameters on.
            assert self._op_role_var_key in op.attr_names, "gradient_clip " \
                "and regularization ops must have op_role_var attribute."
            op_role_var = op.attr(self._op_role_var_key)
            assert len(op_role_var) == 2, "op_role_var for gradient_clip " \
                "regularization ops must have two elements."
            param_name = op_role_var[0]
            device = self._param_device_map[param_name]
            # For sum op added by global gradient clip, it must be 
            # put on all devices
            if (op.type == 'sum' or op.type == 'sqrt' or
                    op.type == 'fill_constant' or
                    op.type == 'elementwise_max' or
                    op.type == 'elementwise_div'):
4655
                device = f"{self._device}:all"
4656
            op._set_attr(self._op_device_key, device)
R
Roc 已提交
4657
        elif op.type == "alloc_float_status" or op.type == "clear_float_status":
4658
            op._set_attr(self._op_device_key, f"{self._device}:all")
4659 4660 4661 4662 4663 4664 4665 4666 4667 4668
            # NOTE(wangxi): NPU should only clear the float status
            # once at each batch step
            op._set_attr(self._op_role_key, self._op_role.LRSched)

            float_status_name = op.output_arg_names[0]
            float_status_var = block.var(float_status_name)
            # FIXME(wangxi): pipeline lr schedule will exec on sub_scope(0)
            # while update will exec on sub_scope(last_micro_step), should
            # set persistable to use global scope
            float_status_var.persistable = True
4669 4670
        else:
            other_known_ops = [
R
Roc 已提交
4671
                'update_loss_scaling', 'reduce_any', 'concat', 'sum',
4672
                'check_finite_and_unscale', 'memcpy'
4673 4674 4675 4676 4677
            ]
            assert op.type in other_known_ops, "For other ops without " \
                "op_device set, they must be one of {}, but it " \
                "is {}".format(other_known_ops, op.type)
            assert self._is_optimize_op(op)
4678
            op._set_attr(self._op_device_key, f"{self._device}:all")
4679 4680

    def _add_op_device_attr(self, block):
4681
        """
4682 4683
        Add op_device attrribute for ops in block that have 
        not that attribute set.
4684
        """
4685 4686 4687 4688 4689 4690 4691 4692
        for idx, op in enumerate(list(block.ops)):
            if (op.type == "create_py_reader" or op.type == "read" or
                    op.type == "create_double_buffer_reader"):
                # Copy read related ops to all section to make them exit 
                # after each epoch.
                # We use "gpu:all" to represent the op should be put on all
                # sub-programs, such as lr-related ops. Note that: "gpu:all"
                # is only used by pipeline as an indicator.
4693
                op._set_attr(self._op_device_key, f"{self._device}:all")
4694 4695 4696 4697
                continue
            # op_device attribute has been set
            if self._get_op_device_attr(op): continue
            self._add_op_device_attr_for_op(op, idx, block)
H
hutuxian 已提交
4698

4699 4700
    def _check_validation(self, block):
        """
4701 4702 4703
        Check whether ops in a block have both the op_device and the 
        op_role attributes set.
        Then, return all devices in order.
4704
        """
4705 4706 4707 4708 4709 4710 4711 4712 4713 4714
        device_list = []
        # Section worker only supports the following op_role
        valid_op_role_value = [
            int(self._op_role.LRSched),
            int(self._op_role.Forward),
            int(self._op_role.Backward),
            int(self._op_role.Loss),
            int(self._op_role.Optimize),
            int(self._op_role.Backward) | int(self._op_role.Loss),
        ]
4715
        for op in block.ops:
4716
            if not op._has_kernel(op.type):
4717 4718 4719 4720
                assert op.type == "conditional_block" and (
                    op.attr(self._op_role_key) == int(self._op_role.LRSched)), (
                        "Now, the only supported op without kernel is "
                        "conditional_block, and its op role must be LRSched.")
4721 4722 4723
            assert op.has_attr(self._op_role_key), (
                "op ({}) has no {} attribute.".format(op.type,
                                                      self._op_role_key))
4724 4725
            op_role = op.attr(self._op_role_key)
            assert int(op_role) in valid_op_role_value, \
4726
                "op_role {} for op {} must be one of {}".format(
4727
                    op_role,
4728 4729
                    op.type,
                    valid_op_role_value)
4730

4731 4732 4733
            assert op.has_attr(self._op_device_key), (
                "op ({}) has no {} attribute.".format(op.type,
                                                      self._op_device_key))
4734 4735 4736 4737

            device = op.attr(self._op_device_key)
            assert device, ("op_device attribute for op "
                            "{} has not been set.".format(op.type))
4738
            if device == f"{self._device}:all": continue
4739

4740
            dev_type = device.split(':')[0]
B
Baibaifan 已提交
4741 4742 4743
            assert dev_type == "gpu" or dev_type == 'npu', (
                "Now only gpu and npu devices are supported "
                "for pipeline parallelism.")
4744 4745

            if device not in device_list:
4746
                device_list.append(device)
4747

4748
        return device_list
4749

4750
    def _insert_sendrecv_ops_for_boundaries(self, block):
4751
        """
4752
        Insert a pair of send and recv ops for every two
4753 4754
        consecutive ops on different devices.
        """
4755
        # A map from var to device where op takes it as input,
4756
        # avoiding multiple send and recv ops.
4757
        input_var_to_device = dict()
4758 4759 4760 4761 4762 4763 4764 4765 4766 4767
        # bugfix hybrid parallelism
        first_optimize_index = None
        for index, op in enumerate(list(block.ops)):
            if self._is_optimize_op(op):
                first_optimize_index = index
                break
        extra_index_info = {
            'index': 0,
            'first_optimize_index': first_optimize_index
        }
4768

4769
        for index, op in enumerate(list(block.ops)):
4770
            cur_device = op.attr(self._op_device_key)
4771
            if cur_device == f"{self._device}:all": continue
4772 4773
            for var_name in op.input_arg_names:
                var = block.var(var_name)
4774
                # skip data var
4775
                if var.is_data: continue
4776
                prev_device = None
4777 4778 4779 4780
                generate_ops = self.output_var_to_op.get(var_name)
                if generate_ops is None:
                    if var_name not in self._param_device_map:
                        continue
4781
                    prev_device = self._param_device_map[var_name]
4782 4783 4784

                prev_op = self._find_prev_op(index, var_name)

4785 4786 4787
                if not prev_device:
                    prev_device = prev_op.attr(self._op_device_key) \
                        if prev_op else None
4788

4789 4790
                if prev_device is None or prev_device == f"{self._device}:all":
                    continue
4791 4792

                if prev_device == cur_device: continue
4793

4794 4795 4796 4797 4798 4799 4800
                if var_name not in input_var_to_device:
                    input_var_to_device[var_name] = []
                if (cur_device, prev_device) in input_var_to_device[var_name]:
                    continue

                device_type = cur_device.split(':')[0] + ':'

4801 4802 4803 4804 4805 4806 4807 4808 4809 4810 4811 4812 4813 4814 4815 4816 4817 4818 4819
                def _check_stage(cur_id, prev_id):
                    # check send/recv stage valid
                    is_forward = self._is_forward_op(op)
                    is_backward = self._is_backward_op(op)
                    assert is_forward or is_backward, \
                        'send/recv in pipeline should only be inserted in forward or backward,' \
                        'please check the op_role of op={}'.format(op)

                    if is_forward:
                        assert prev_id < cur_id, \
                            "In forward, send/recv can only be passed forward, but now " \
                            "prev_stage={} great than cur_stage={}, please check op_device of op={}".format(
                                prev_id, cur_id, op)
                    elif is_backward:
                        assert prev_id > cur_id, \
                            "In backward, send/recv can only be passed backward, but now " \
                            "prev_stage={} less than cur_stage={}, please check op_device of op={}".format(
                                prev_id, cur_id, op)

4820 4821 4822 4823 4824 4825 4826 4827 4828 4829 4830 4831 4832 4833 4834 4835 4836 4837 4838 4839 4840 4841 4842
                def _insert_send_recv(cur_id, prev_id):
                    cur_dev = device_type + str(cur_id)
                    prev_dev = device_type + str(prev_id)
                    if (cur_dev, prev_dev) in input_var_to_device[var_name]:
                        return

                    if cur_id - prev_id > 1:
                        _insert_send_recv(cur_id - 1, prev_id)
                        _insert_send_recv(cur_id, cur_id - 1)
                        input_var_to_device[var_name].append(
                            (cur_dev, prev_dev))
                        return
                    elif cur_id - prev_id < -1:
                        _insert_send_recv(cur_id + 1, prev_id)
                        _insert_send_recv(cur_id, cur_id + 1)
                        input_var_to_device[var_name].append(
                            (cur_dev, prev_dev))
                        return

                    assert abs(cur_id - prev_id) == 1
                    input_var_to_device[var_name].append((cur_dev, prev_dev))

                    op_role = op.attr(self._op_role_key)
4843
                    var = block.vars[var_name]
4844 4845 4846
                    pair = (prev_id, cur_id)
                    # 1000 is just a magic number
                    pair_key = prev_id * 1000 + cur_id
4847 4848 4849 4850 4851 4852 4853
                    if pair not in self._pipeline_pair:
                        self._pipeline_pair.append(pair)
                        self._pp_ring_map[pair_key] = self.ring_id
                        ring_id = self.ring_id
                        self.ring_id += 1
                    else:
                        ring_id = self._pp_ring_map[pair_key]
4854

4855
                    if self.schedule_mode == 'F-then-B':  # F-then-B
F
fangshuixun007 已提交
4856
                        block._insert_op_without_sync(
4857
                            index=index + extra_index_info['index'],
4858 4859 4860
                            type='send_v2',
                            inputs={'X': var},
                            attrs={
4861
                                self._op_device_key: prev_dev,
4862 4863 4864 4865 4866
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 1,
                                'ring_id': ring_id
                            })
4867
                        extra_index_info['index'] += 1
4868 4869 4870
                        var_shape = list(var.shape)
                        var_shape[0] = self.micro_batch_size if var_shape[
                            0] < 0 else var_shape[0]
F
fangshuixun007 已提交
4871
                        block._insert_op_without_sync(
4872
                            index=index + extra_index_info['index'],
4873 4874 4875
                            type='recv_v2',
                            outputs={'Out': [var]},
                            attrs={
4876
                                'out_shape': var_shape,
4877
                                'dtype': var.dtype,
4878
                                self._op_device_key: cur_dev,
4879 4880 4881 4882 4883
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
                                'ring_id': ring_id
                            })
4884
                        extra_index_info['index'] += 1
4885
                    elif self.schedule_mode == '1F1B':  # 1F1B
4886 4887 4888 4889
                        var_shape = list(var.shape)
                        var_shape[0] = self.micro_batch_size if var_shape[
                            0] < 0 else var_shape[0]

4890 4891 4892
                        numel = np.prod(var_shape)
                        use_mp = (self.mp_degree > 1) and (
                            numel % self.mp_degree == 0)
4893 4894 4895 4896 4897 4898 4899 4900 4901 4902 4903 4904 4905 4906 4907 4908 4909 4910 4911 4912 4913 4914 4915 4916 4917 4918

                        if 'subprog' in var.name:
                            # For recompute, if the checkpoints var is layer_norm_6.tmp_2
                            # this var will be sent twice, layer_norm_6.tmp_2 for forward pass,
                            # layer_norm_6.tmp_2.subprog_* for recompute pass.
                            # We can store the first sent var and copy the value to the
                            # second one to reduce one send/recv op.
                            # The origin_ckpt_name is layer_norm_6.tmp_2, which will be used
                            # to find the stored var for the forward pass.
                            origin_name = var.name.split('subprog')[0][0:-1]
                            associate_var = block.var(origin_name)
                            block._insert_op_without_sync(
                                index=index + extra_index_info['index'],
                                type='assign',
                                inputs={'X': [associate_var]},
                                outputs={'Out': [var]},
                                attrs={
                                    'out_shape': var_shape,
                                    'dtype': var.dtype,
                                    self._op_device_key: cur_dev,
                                    self._op_role_key: op_role,
                                    'use_calc_stream': True,
                                })
                            extra_index_info['index'] += 1
                            return

4919 4920
                        _check_stage(cur_id, prev_id)

F
fangshuixun007 已提交
4921
                        block._insert_op_without_sync(
4922
                            index=index + extra_index_info['index'],
4923 4924 4925 4926
                            type='c_sync_calc_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
4927
                                self._op_device_key: prev_dev,
4928 4929
                                self._op_role_key: op_role,
                            })
4930
                        extra_index_info['index'] += 1
F
fangshuixun007 已提交
4931
                        block._insert_op_without_sync(
4932
                            index=index + extra_index_info['index'],
4933
                            type='send_v2' if not use_mp else 'partial_send',
4934 4935
                            inputs={'X': var},
                            attrs={
4936
                                self._op_device_key: prev_dev,
4937 4938 4939 4940
                                self._op_role_key: op_role,
                                'use_calc_stream': False,
                                'ring_id': ring_id,
                                'peer': 1,
4941 4942 4943
                                # if send_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
4944
                            })
4945
                        extra_index_info['index'] += 1
4946 4947 4948 4949 4950 4951 4952 4953
                        insert_index = None
                        if int(op_role) == int(self._op_role.Backward):
                            insert_index = extra_index_info[
                                'first_optimize_index']
                            new_op_role = self._op_role.Optimize
                        else:
                            insert_index = index
                            new_op_role = self._op_role.Backward
4954
                        sync_comm_op = block._insert_op_without_sync(
4955
                            index=insert_index + extra_index_info['index'],
4956 4957 4958 4959
                            type='c_sync_comm_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
4960
                                self._op_device_key: prev_dev,
4961
                                self._op_role_key: new_op_role,
4962 4963
                                'ring_id': ring_id,
                            })
4964
                        if int(op_role) == int(self._op_role.Forward):
4965
                            sync_comm_op._set_attr('pipeline_flag', '')
4966
                            extra_index_info['index'] += 1
F
fangshuixun007 已提交
4967
                        block._insert_op_without_sync(
4968
                            index=index + extra_index_info['index'],
4969
                            type='recv_v2' if not use_mp else 'partial_recv',
4970 4971 4972 4973
                            outputs={'Out': [var]},
                            attrs={
                                'out_shape': var_shape,
                                'dtype': var.dtype,
4974
                                self._op_device_key: cur_dev,
4975 4976 4977
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
4978 4979 4980 4981
                                'ring_id': ring_id,
                                # if recv_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
4982
                            })
4983
                        extra_index_info['index'] += 1
4984
                        if use_mp:
4985 4986 4987 4988 4989 4990 4991 4992 4993 4994 4995 4996 4997 4998 4999
                            block._insert_op_without_sync(
                                index=index + extra_index_info['index'],
                                type='partial_allgather',
                                inputs={'X': [var]},
                                outputs={'Out': [var]},
                                attrs={
                                    self._op_device_key: cur_dev,
                                    self._op_role_key: op_role,
                                    'use_calc_stream': True,
                                    'ring_id': 0,
                                    # if recv_v2, num&id attr is not in op_attrs, will not insert
                                    'nranks': self.mp_degree,
                                    'rank': self.mp_rank,
                                })
                            extra_index_info['index'] += 1
5000 5001 5002 5003 5004
                    else:
                        raise ValueError(
                            "Now only 'F-then-B' and '1F1B' are supported."
                            "The given value is {}.".format(self.schedule_mode))

5005 5006 5007 5008 5009
                _insert_send_recv(
                    int(cur_device.split(':')[1]),
                    int(prev_device.split(':')[1]))
        block._sync_with_cpp()

5010
    def _insert_loss_scale(self, block):
5011
        """
5012
        Scale the loss corresponding to number of micro-batches.
5013
        """
5014
        if self._num_microbatches == 1: return
5015
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
5016 5017 5018 5019 5020 5021 5022 5023
            if self._is_loss_grad_op(op):
                loss_grad_var = block.vars[op.output_arg_names[0]]
                block._insert_op(
                    index=index + 1,
                    type='scale',
                    inputs={'X': loss_grad_var},
                    outputs={'Out': loss_grad_var},
                    attrs={
5024
                        'scale': 1.0 / self._num_microbatches,
5025 5026 5027 5028
                        self._op_role_key: self._op_role.Backward
                    })
                break

5029 5030 5031 5032 5033 5034
    def _rename_gradient_var_name(self, block):
        for index, op in enumerate(block.ops):
            if not self._is_optimize_op(op): continue
            input_names = op.input_arg_names
            output_names = op.output_arg_names
            in_out_names = input_names + output_names
L
lilong12 已提交
5035
            if op.type == 'cast' or op.type == "c_sync_comm_stream": continue
5036 5037 5038 5039 5040 5041 5042 5043
            # append "MERGED" to the names of parameter gradients,
            # and mofify the op_role_var attribute (by rename_arg func).
            for name in in_out_names:
                if not core.grad_var_suffix() in name: continue
                param_name = name.strip(core.grad_var_suffix())
                new_grad_name = name + "@MERGED"
                self._rename_arg(op, name, new_grad_name)

5044 5045 5046
    def _accumulate_gradients(self,
                              block,
                              pp_allreduce_in_optimize=False,
5047 5048
                              fp16_allreduce=False,
                              user_defined_strategy=None):
5049 5050 5051 5052
        """
        Create a new merged gradient for each parameter and accumulate the
        corresponding gradient to it.
        """
5053 5054 5055 5056 5057 5058
        if user_defined_strategy and user_defined_strategy.fuse_grad_merge:
            fused_gradient_names = self._accumulate_gradients_with_fuse(
                block, fp16_allreduce,
                user_defined_strategy.fuse_grad_size_in_MB)
            return fused_gradient_names

5059 5060 5061
        merged_gradient_names = []
        first_opt_op_idx = None

5062 5063 5064
        merged_suffix = '@MERGED@FP16' if fp16_allreduce else '@MERGED'
        dtype = paddle.float16 if fp16_allreduce else None

5065 5066 5067 5068 5069 5070 5071 5072
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    block._remove_op(index)
5073
                    continue
5074

5075
            if self._is_backward_op(op) and first_opt_op_idx is None:
5076 5077 5078 5079 5080 5081 5082 5083
                first_opt_op_idx = index + 1
                # no optimize phase
                if first_opt_op_idx == len(block.ops): return

            if self._is_backward_op(op) and (
                    self._op_role_var_key in op.attr_names):
                op_role_var = op.attr(self._op_role_var_key)
                if len(op_role_var) == 0: continue
5084 5085
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
5086 5087 5088 5089
                    offset = 0
                    param_name = op_role_var[i]
                    if not block.has_var(param_name): continue
                    if '@BroadCast' in param_name: continue
5090

5091
                    param_grad_name = param_name + core.grad_var_suffix()
5092
                    merged_param_grad_name = param_grad_name + merged_suffix
5093 5094
                    if not block.has_var(merged_param_grad_name):
                        self._create_var(block, block.vars[param_name],
5095
                                         merged_param_grad_name, dtype)
5096
                    assert block.has_var(merged_param_grad_name)
5097

5098 5099 5100
                    param_grad_var = block.var(param_grad_name)
                    merged_param_grad_var = block.var(merged_param_grad_name)
                    merged_param_grad_var.persistable = True
5101
                    block._insert_op(
5102 5103 5104 5105
                        index=first_opt_op_idx + offset,
                        type='fill_constant',
                        inputs={},
                        outputs={'Out': [merged_param_grad_var]},
5106
                        attrs={
5107 5108 5109 5110 5111
                            'shape': merged_param_grad_var.shape,
                            'dtype': merged_param_grad_var.dtype,
                            'value': float(0),
                            # a trick to run this op once per mini-batch
                            self._op_role_key: self._op_role.Optimize.LRSched,
5112 5113
                        })
                    offset += 1
5114 5115
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
5116 5117 5118 5119 5120 5121 5122 5123 5124

                    is_fp16_grad = 'cast_fp16' in grad_name
                    need_cast = (is_fp16_grad is not fp16_allreduce)

                    if need_cast:
                        # if fp16_allreduce:
                        #     cast grad to fp16 to accumulate to merged gradient
                        # else:
                        #     cast grad to fp32 to accumulate to merged gradient
5125
                        cast_grad_var_name = param_grad_name + '@TMP'
5126 5127
                        cast_grad_var = self._create_var(
                            block, param_grad_var, cast_grad_var_name, dtype)
5128 5129 5130 5131 5132 5133 5134 5135 5136 5137 5138 5139
                        cast_grad_var.persistable = False
                        block._insert_op(
                            index=first_opt_op_idx + offset,
                            type='cast',
                            inputs={'X': grad_var},
                            outputs={'Out': cast_grad_var},
                            attrs={
                                'in_dtype': grad_var.dtype,
                                'out_dtype': cast_grad_var.dtype,
                                self._op_role_key: self._op_role.Backward,
                            })
                        offset += 1
5140 5141 5142 5143 5144 5145 5146 5147 5148 5149 5150 5151 5152 5153 5154 5155 5156 5157 5158 5159 5160 5161 5162 5163 5164 5165 5166 5167 5168 5169 5170 5171 5172 5173 5174 5175 5176 5177 5178 5179 5180 5181 5182 5183 5184 5185
                        grad_var = cast_grad_var

                    block._insert_op(
                        index=first_opt_op_idx + offset,
                        type='sum',
                        inputs={'X': [merged_param_grad_var, grad_var]},
                        outputs={'Out': merged_param_grad_var},
                        attrs={self._op_role_key: self._op_role.Backward, })
                    offset += 1
                    merged_gradient_names.append(merged_param_grad_name)

        if not fp16_allreduce: return merged_gradient_names

        first_opt_op_idx = None
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
            if self._is_backward_op(op) and first_opt_op_idx is None:
                first_opt_op_idx = index + 1
                break
        assert first_opt_op_idx is not None

        # insert cast op from fp16->fp32
        # FIXME(wangxi): maybe put in sharding is better, for some grad
        #                is not in sharding device.
        for fp16_grad_name in merged_gradient_names:
            grad_name = fp16_grad_name.replace('@FP16', '')
            param_name = fp16_grad_name.replace('@GRAD@MERGED@FP16', '')

            if not block.has_var(grad_name):
                self._create_var(block, block.vars[param_name], grad_name)
            assert block.has_var(grad_name)

            fp16_grad_var = block.var(fp16_grad_name)
            grad_var = block.var(grad_name)
            grad_var.persistable = False

            block._insert_op(
                index=first_opt_op_idx,
                type='cast',
                inputs={'X': fp16_grad_var},
                outputs={'Out': grad_var},
                attrs={
                    'in_dtype': fp16_grad_var.dtype,
                    'out_dtype': grad_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                })

5186
        return merged_gradient_names
5187

5188 5189 5190 5191 5192 5193 5194 5195 5196 5197 5198 5199 5200 5201 5202 5203 5204 5205 5206 5207 5208 5209 5210 5211 5212 5213 5214 5215 5216 5217 5218 5219 5220 5221 5222 5223 5224 5225 5226 5227 5228 5229 5230 5231 5232 5233 5234 5235 5236 5237 5238 5239 5240 5241 5242 5243 5244 5245 5246 5247 5248 5249 5250 5251 5252 5253 5254 5255 5256 5257 5258 5259 5260 5261 5262 5263 5264 5265 5266 5267 5268 5269 5270 5271 5272 5273 5274 5275 5276 5277 5278 5279 5280 5281 5282 5283 5284 5285 5286 5287 5288 5289 5290 5291 5292 5293 5294 5295 5296 5297 5298 5299 5300 5301 5302 5303 5304 5305 5306 5307 5308 5309 5310 5311 5312 5313 5314 5315 5316 5317 5318 5319 5320 5321 5322 5323 5324 5325 5326 5327 5328 5329 5330 5331 5332 5333 5334 5335 5336 5337 5338 5339 5340 5341 5342 5343 5344 5345 5346 5347 5348 5349 5350 5351 5352 5353 5354 5355 5356 5357 5358 5359 5360 5361 5362 5363 5364 5365 5366 5367 5368 5369 5370 5371 5372 5373 5374 5375 5376 5377 5378 5379 5380 5381 5382 5383 5384 5385 5386 5387 5388 5389 5390 5391 5392 5393 5394 5395 5396 5397 5398 5399 5400 5401 5402 5403 5404 5405 5406 5407 5408 5409 5410 5411 5412 5413 5414 5415 5416 5417 5418 5419 5420 5421 5422 5423 5424 5425 5426 5427 5428 5429 5430 5431 5432 5433
    def _accumulate_gradients_with_fuse(self, main_block, fp16, fused_size):
        first_opt_op_idx = None
        grad_param_pairs = []
        # obtain all param/grad pairs that needed to be fused
        for index, op in reversed(tuple(enumerate(list(main_block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    main_block._remove_op(index)
                    continue

            if self._is_backward_op(op) and first_opt_op_idx is None:
                first_opt_op_idx = index + 1
                # no optimize phase
                if first_opt_op_idx == len(main_block.ops):
                    return

            if self._is_backward_op(op) and (
                    self._op_role_var_key in op.attr_names):
                op_role_var = op.attr(self._op_role_var_key)
                if len(op_role_var) == 0:
                    continue
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
                    param_name = op_role_var[i]
                    if not main_block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
                    grad_param_pairs.append(
                        (op_role_var[i + 1], op_role_var[i]))

        if len(grad_param_pairs) == 0:
            return

        grad_param_segments = []
        merged_suffix = '@MERGED@FP16' if fp16 else '@MERGED'
        dtype = paddle.float16 if fp16 else paddle.float32
        cur_size = 0.
        last_dtype = None
        # split the grad based on dtype and fused size
        for grad, param in grad_param_pairs:
            real_grad = main_block.var(grad)
            # create the gradient merged var for each grad
            merged_grad_var = main_block.create_var(
                name=param + core.grad_var_suffix() + merged_suffix,
                dtype=dtype,
                shape=real_grad.shape,
                persistable=True,
                stop_gradient=False)
            real_param = main_block.var(param)
            tmp_size = self._get_var_size(real_grad)
            # two strategies for splitting the grad
            # 1. the current segment's size reach the user defined grad_size_in_MB
            # 2. the upcoming grad holds different dtype compared with grads in current segment
            if len(grad_param_segments) == 0 \
                    or cur_size + tmp_size > fused_size \
                    or real_grad.dtype != last_dtype:
                grad_param_segments.append(
                    ([real_grad], [real_param], [merged_grad_var]))
                last_dtype = real_grad.dtype
                cur_size = 0.
            else:
                grad_param_segments[-1][0].append(real_grad)
                grad_param_segments[-1][1].append(real_param)
                grad_param_segments[-1][2].append(merged_grad_var)
                cur_size += tmp_size

        fused_gradients = []
        fused_merged_gradients = []
        # create fused vars for grad and param
        for grad_param_segment in grad_param_segments:
            grad_segment = grad_param_segment[0]
            merged_grad_segment = grad_param_segment[2]
            fused_grad = main_block.create_var(
                name='FusedGrad_{}'.format(grad_segment[0].name),
                dtype=grad_segment[0].dtype,
                persistable=False,
                stop_gradient=False)
            # keep the '.cast_fp16' info in the fuse var name
            fused_merged_grad_name_prefix = 'FusedMergedGrad.cast_fp16.' if \
                merged_grad_segment[0].dtype == paddle.float16 else 'FusedMergedGrad'
            fused_merged_grad_name = fused_merged_grad_name_prefix + '_{}'.format(
                merged_grad_segment[0].name)
            fused_merged_grad = main_block.create_var(
                name=fused_merged_grad_name,
                dtype=merged_grad_segment[0].dtype,
                persistable=True,
                stop_gradient=False)
            fused_gradients.append(fused_grad)
            fused_merged_gradients.append(fused_merged_grad)

        assert len(fused_gradients) == len(grad_param_segments)
        assert len(fused_merged_gradients) == len(grad_param_segments)

        # insert coalesce op at the start of the backward pass
        # use param as the coalesce input to make sure the two Fused vars are in same shape
        first_back_op_idx = None
        for index, op in enumerate(main_block.ops):
            if self._is_backward_op(op) and first_back_op_idx is None:
                first_back_op_idx = index
                break
        assert first_back_op_idx is not None
        offset = 0
        for i in range(len(grad_param_segments)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            grads = grad_param_segments[i][0]
            params = grad_param_segments[i][1]
            merged_grads = grad_param_segments[i][2]
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
                outputs={"Output": grads,
                         "FusedOutput": fused_grad},
                attrs={
                    # Explanation of user_defined_size_of_dtype:
                    # In coalesce op, the align size is 256 bytes
                    # the float takes 4 bytes while fp16 takes 2 bytes.
                    # To meet the requirement, 128 fp16 or 64 float will be aligned
                    # Think the total shape of the input tensors if [64],
                    # if the dtype is float, then the shape of the fuse var is [64]
                    # however if the dytpe if fp16, the shape of the fuse var is [128],
                    # which will cause the fused vars' shape vary between each other.
                    # To make sure the shape of the fused vars are identical,
                    # we set the dtype of float and fp16 both to 2.
                    # Under this way, the fused vars' shape for float and fp16 are all [128]
                    "user_defined_size_of_dtype": 2,
                    "copy_data": False,
                    "use_align": True,
                    "dtype": grads[0].dtype,
                    self._op_role_key: self._op_role.Backward
                })
            offset += 1
            # For the gradient_merged_fused_var, given a init value during the coalesce op
            # this will remove a problematic fill_constant op. This op role of this coalesce
            # is set to be LRSched to make this coalesce (with init) only run once
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
                outputs={
                    "Output": merged_grads,
                    "FusedOutput": fused_merged_grad
                },
                attrs={
                    "user_defined_size_of_dtype": 2,
                    "set_constant": True,
                    "constant": float(0.0),
                    "copy_data": False,
                    "use_align": True,
                    "dtype": merged_grads[0].dtype,
                    self._op_role_key: self._op_role.Optimize.LRSched
                })
            offset += 1

        # insert gradient merge relating ops
        first_opt_op_idx += offset
        offset = 0
        for i in range(len(fused_gradients)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            is_fp16_grad = 'cast_fp16' in fused_grad.name
            need_cast = (is_fp16_grad is not fp16)
            if need_cast:
                # for fp16 allreduce, cast fp32 grad to fp16
                # for fp32 allreduce, cast fp16 grad to fp32
                cast_grad_var_name = fused_grad.name + '@TMP'
                cast_grad_var = main_block.create_var(
                    name=cast_grad_var_name,
                    dtype=dtype,
                    persistable=False,
                    stop_gradient=False)
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fused_grad},
                    outputs={'Out': cast_grad_var},
                    attrs={
                        'in_dtype': fused_grad.dtype,
                        'out_dtype': cast_grad_var.dtype,
                        self._op_role_key: self._op_role.Backward,
                    })
                offset += 1
                fused_grad = cast_grad_var
            main_block._insert_op(
                index=first_opt_op_idx + offset,
                type='sum',
                inputs={'X': [fused_merged_grad, fused_grad]},
                outputs={'Out': fused_merged_grad},
                attrs={self._op_role_key: self._op_role.Backward})
            offset += 1

        if fp16:
            # if using fp16 allreduce, the optimizer needs fp32 grads, cast them back to fp32
            for grad, param in grad_param_pairs:
                real_grad = main_block.var(grad)
                fp16_grad_name = param + core.grad_var_suffix() + '@MERGED@FP16'
                assert main_block.has_var(fp16_grad_name)
                fp16_grad = main_block.var(fp16_grad_name)
                fp32_grad_name = param + core.grad_var_suffix() + '@MERGED'
                fp32_grad = main_block.create_var(
                    name=fp32_grad_name,
                    dtype=paddle.float32,
                    shape=real_grad.shape,
                    persistable=False,
                    stop_gradient=False)
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fp16_grad},
                    outputs={'Out': fp32_grad},
                    attrs={
                        'in_dtype': paddle.float16,
                        'out_dtype': paddle.float32,
                        self._op_role_key: self._op_role.Optimize,
                    })
                offset += 1

        # replace the var with it's name, which will be used for inserting allreduce
        for i in range(len(fused_merged_gradients)):
            fused_merged_gradients[i] = fused_merged_gradients[i].name

        main_block._sync_with_cpp()

        return fused_merged_gradients

    def _get_var_size(self, var):
        dtype_to_size = {
            core.VarDesc.VarType.FP16: 2,
            core.VarDesc.VarType.FP32: 4,
            core.VarDesc.VarType.FP64: 8,
            core.VarDesc.VarType.INT16: 2,
            core.VarDesc.VarType.INT32: 4,
            core.VarDesc.VarType.INT64: 8,
            core.VarDesc.VarType.BOOL: 1,
            core.VarDesc.VarType.UINT8: 1,
        }
        assert -1 not in var.shape
        return reduce(lambda x, y: x * y,
                      var.shape) * dtype_to_size[var.dtype] / 1024.0 / 1024.0

5434 5435
    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
5436
        for prog in program_list:
5437 5438 5439 5440 5441 5442
            for op in prog.block(0).ops:
                if not op.has_attr('sub_block'):
                    continue
                origin_sub_block_id = op.attr('sub_block').id
                origin_sub_block = main_program.block(origin_sub_block_id)
                new_sub_block = prog._create_block(parent_idx=0)
5443 5444
                for sub_op in origin_sub_block.ops:
                    op_desc = sub_op.desc
5445 5446 5447
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
5448
                self._create_vars(new_sub_block, origin_sub_block)
5449
                op._set_attr('sub_block', new_sub_block)
5450 5451 5452 5453 5454 5455 5456 5457 5458 5459 5460 5461 5462 5463 5464 5465

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

    def _process_persistable_vars_in_multi_sections(self, main_program,
                                                    startup_prog, program_list):
        """
        Special Case: process persistable vars that exist in
        multiple sections, e.g., shared weight
        """
        # var_info = {var_name: [program1, program2...]},
        # persistable var only
        var_info = dict()
5466
        for prog in program_list:
5467 5468
            block = prog.block(0)
            for var_name in block.vars:
5469
                if var_name == "double_buffer_0": continue
5470 5471 5472 5473 5474 5475 5476 5477 5478 5479 5480 5481 5482 5483 5484 5485 5486
                var = block.var(var_name)
                if not var.persistable: continue
                if not var_name in var_info:
                    var_info[var_name] = []
                if not prog in var_info[var_name]:
                    var_info[var_name].append(prog)
        for var_name in list(var_info.keys()):
            if len(var_info[var_name]) == 1:
                var_info.pop(var_name)

        # write_info = {var_name: program}, where program is the only program
        # in which the var named var_name is written.
        write_info = dict()
        for var_name in var_info.keys():
            for prog in var_info[var_name]:
                block = prog.block(0)
                for op in block.ops:
5487
                    if op.type == "recv_v2" or op.type == "create_py_reader" or \
5488
                        op.type == "read" or op.type == "update_loss_scaling":
5489
                        continue
5490 5491 5492 5493 5494 5495 5496 5497 5498 5499 5500 5501 5502 5503 5504 5505 5506 5507 5508
                    # We have processed lr related vars
                    if op.attr(self._op_role_key) == int(
                            self._op_role.Optimize.LRSched):
                        continue
                    if var_name in op.desc.output_arg_names():
                        assert var_name not in write_info, (
                            "two sections write the same var({}): second "
                            "op {}.".format(var_name, op))
                        write_info[var_name] = prog
                        break

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

            # Case 2: one write multiple reads
            write_prog = write_info[var_name]
            write_block = write_prog.block(0)
            write_device = self._get_device_info(write_block)
5509
            write_dev_index = int(write_device.split(':')[1])
5510 5511 5512
            all_progs = var_info[var_name]
            for prog in all_progs:
                if prog == write_prog: continue
5513 5514 5515
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_dev_index = int(read_device.split(':')[1])
5516 5517 5518 5519 5520 5521 5522 5523 5524
                pair = (write_dev_index, read_dev_index)
                pair_key = write_dev_index * 1000 + read_dev_index
                if pair not in self._pipeline_pair:
                    self._pipeline_pair.append(pair)
                    self._pp_ring_map[pair_key] = self.ring_id
                    ring_id = self.ring_id
                    self.ring_id += 1
                else:
                    ring_id = self._pp_ring_map[pair_key]
5525 5526 5527

                write_block._insert_op(
                    index=0,
5528
                    type='send_v2',
5529 5530 5531
                    inputs={'X': write_block.var(var_name), },
                    attrs={
                        self._op_device_key: write_device,
5532
                        'use_calc_stream': False,
5533 5534
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
5535 5536
                        self._op_role_key: self._op_role.LRSched,
                        'peer': read_dev_index,
5537
                        'ring_id': ring_id
5538 5539 5540
                    })
                read_block._insert_op(
                    index=0,
5541
                    type='recv_v2',
5542 5543
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
5544 5545
                        'out_shape': read_block.var(var_name).shape,
                        'dtype': read_block.var(var_name).dtype,
5546
                        self._op_device_key: read_device,
5547
                        'use_calc_stream': False,
5548 5549 5550
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched,
5551 5552
                        'peer': write_dev_index,
                        'ring_id': ring_id
5553
                    })
5554 5555 5556 5557 5558 5559 5560 5561 5562 5563 5564 5565 5566 5567 5568 5569 5570 5571 5572 5573
                read_block._insert_op(
                    index=1,
                    type='c_sync_comm_stream',
                    inputs={'X': [read_block.var(var_name)]},
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
                        self._op_device_key: read_device,
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched,
                        'ring_id': ring_id
                    })

    def _is_gradient_clip_op(self, op):
        return op.desc.has_attr("op_namescope") \
            and op.desc.attr("op_namescope").startswith("/gradient_clip")

    def _is_regularization_op(self, op):
        return op.desc.has_attr("op_namescope") \
            and op.desc.attr("op_namescope").startswith("/regularization")
H
hutuxian 已提交
5574

5575 5576 5577 5578 5579
    def _is_weight_decay_op(self, op):
        # in AdamW namescope is /optimizer_*/weight decay/
        return op.desc.has_attr("op_namescope") \
            and 'weight decay' in op.desc.attr("op_namescope")

5580 5581 5582 5583 5584
    def _get_input_output_info(self, block):
        '''
        Get info of op input and output.
        '''
        # A map from output var to op which generate it.
5585
        output_var_to_op = defaultdict(list)
5586
        # A map from var to op which takes it as input.
5587
        input_var_to_op = defaultdict(list)
5588

5589
        for index, op in enumerate(block.ops):
5590
            for var_name in op.input_arg_names:
5591
                input_var_to_op[var_name].append([op, index])
5592
            for var_name in op.output_arg_names:
5593 5594 5595 5596 5597 5598 5599 5600 5601 5602 5603 5604
                output_var_to_op[var_name].append([op, index])

        return output_var_to_op, input_var_to_op

    def _optimize_forward_send_sync(self, program):
        """
        optimize forward send's sync_comm_stream schedule
        """
        if self.schedule_mode != '1F1B': return

        block = program.block(0)

5605
        recv_type = 'recv_v2' if self.mp_degree == 1 else 'partial_recv'
5606 5607
        backward_recv_index = None
        for index, op in enumerate(block.ops):
5608
            if op.type == recv_type and self._is_backward_op(op):
5609 5610 5611
                backward_recv_index = index
                break

5612
        # last pipeline stage
5613 5614 5615 5616 5617 5618 5619 5620 5621 5622 5623 5624 5625 5626 5627 5628 5629 5630 5631 5632 5633 5634 5635
        if backward_recv_index is None: return

        offset = 0
        for index, op in enumerate(list(block.ops)):
            if index >= backward_recv_index: break
            if op.type == 'c_sync_comm_stream' and op.has_attr('pipeline_flag'):
                var_name = op.input_arg_names[0]
                var = block.var(var_name)
                block._remove_op(index + offset, sync=False)
                offset -= 1
                # NOTE:
                # 1. When the backward recv is completed, it indicates
                # that the forward send is completed too. So we only need
                # to use the NOP op to prevent memory release.
                # 2. Because we removed sync_comm_op,
                # we will insert NOP after recv_op.
                block._insert_op_without_sync(
                    index=backward_recv_index,
                    type='nop',
                    inputs={'X': [var]},
                    outputs={'Out': [var]},
                    attrs={self._op_role_key: self._op_role.Backward})
        block._sync_with_cpp()
5636

5637 5638 5639 5640 5641 5642 5643 5644 5645 5646 5647 5648 5649 5650 5651 5652 5653 5654 5655 5656 5657 5658 5659 5660 5661 5662 5663 5664 5665 5666 5667 5668 5669 5670 5671 5672 5673 5674 5675 5676 5677 5678 5679 5680 5681 5682 5683 5684 5685
    def _mv_head_recv(self, program):
        """
        A pass to move the recv op to the beginning of
        the forward/backward phase
        """
        forward_insert_index = 0
        backward_insert_index = None
        block = program.global_block()
        num_ops = len(program.global_block().ops)
        for i in range(num_ops):
            insert_index = None
            op = program.global_block().ops[i]
            op_role = int(op.attr(self._op_role_key))
            if op_role == int(
                    self._op_role.Backward) and backward_insert_index is None:
                backward_insert_index = i
            if op.type != "partial_recv" and op.type != "partial_allgather" and op.type != "nop" and op.type != "recv_v2":
                continue
            if op_role == int(self._op_role.Forward):
                if i == forward_insert_index:
                    forward_insert_index += 1
                    continue
                insert_index = forward_insert_index
            elif op_role == int(self._op_role.Backward):
                if i == backward_insert_index:
                    backward_insert_index += 1
                    continue
                insert_index = backward_insert_index
            else:
                raise ValueError("Unknown op_role: {}".format(op_role))
            op_inputs = dict()
            for name in op.input_names:
                op_inputs[name] = op.input(name)
            op_outputs = dict()
            for name in op.output_names:
                op_outputs[name] = op.output(name)
            block._insert_op_without_sync(
                index=insert_index,
                type=op.type,
                inputs=op_inputs,
                outputs=op_outputs,
                attrs=op.all_attrs())
            block._remove_op(i + 1)
            if op_role == int(self._op_role.Forward):
                forward_insert_index += 1
            elif op_role == int(self._op_role.Backward):
                backward_insert_index += 1
        block._sync_with_cpp()

H
hutuxian 已提交
5686 5687 5688 5689 5690
    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
5691
        main_block = loss.block
5692
        self.origin_main_block = main_block
5693
        main_program = main_block.program
5694 5695
        if startup_program is None:
            startup_program = default_startup_program()
5696

5697 5698
        pipeline_opt = main_program._pipeline_opt
        assert pipeline_opt, 'Please use pipeline with fleet.'
5699 5700 5701 5702 5703 5704 5705
        required_keys = [
            'local_rank',
            'schedule_mode',
            'micro_batch_size',
            'ring_id',
            'global_ring_id',
            'use_sharding',
5706 5707
            'mp_degree',
            'mp_rank',
5708 5709
        ]
        for key in required_keys:
5710
            assert key in pipeline_opt, \
5711
                'Please use pipeline with fleet to use {}.'.format(key)
5712 5713 5714 5715 5716 5717 5718 5719 5720 5721
        self.local_rank = pipeline_opt['local_rank']
        self.schedule_mode = pipeline_opt['schedule_mode']
        self.micro_batch_size = pipeline_opt['micro_batch_size']
        self.use_sharding = pipeline_opt['use_sharding']
        self.ring_id = pipeline_opt['ring_id']
        self.global_ring_id = pipeline_opt['global_ring_id']
        self.mp_degree = pipeline_opt['mp_degree']
        self.mp_rank = pipeline_opt['mp_rank']
        assert self.mp_degree >= 1
        assert 0 <= self.mp_rank < self.mp_degree
5722 5723 5724 5725

        optimize_ops, params_grads = self._optimizer.minimize(
            loss, startup_program, parameter_list, no_grad_set)
        self._param_device_map = self._origin_optimizer._param_device_map
5726

5727 5728
        self.output_var_to_op, self.input_var_to_op = \
            self._get_input_output_info(main_block)
5729 5730 5731
        # Step1: add default op_device attribute for ops.
        self._add_op_device_attr(main_block)
        device_list = self._check_validation(main_block)
5732 5733 5734 5735 5736 5737 5738 5739 5740 5741 5742

        def device_cmp(device1, device2):
            dev1_id = int(device1.split(':')[1])
            dev2_id = int(device2.split(':')[1])
            if dev1_id < dev2_id:
                return -1
            elif dev1_id > dev2_id:
                return 1
            else:
                return 0

5743 5744 5745 5746 5747
        sorted_device_list = sorted(device_list, key=cmp_to_key(device_cmp))
        assert sorted_device_list == device_list, (
            "With pipeline parallelism, you must use gpu devices one after "
            "another in the order of their ids.")
        # Step2: add send and recv ops between section boundaries
5748
        self._insert_sendrecv_ops_for_boundaries(main_block)
5749

5750
        # Step3: split program into sections and add pairs of
5751 5752
        # send and recv ops for data var.
        main_program = main_block.program
5753
        program_list = self._split_program(main_program, device_list)
5754
        for p in program_list:
5755
            self._create_vars(p.global_block(), main_block)
5756

5757 5758 5759 5760
        self.local_rank %= len(device_list)
        # Step3.5: optimize forward send sync_comm to overlap send and recv
        self._optimize_forward_send_sync(program_list[self.local_rank])

5761
        # Step4: Special Case: process persistable vars that exist in
5762
        # multiple sections
5763 5764 5765
        # FIXME 
        # self._process_persistable_vars_in_multi_sections(
        #     main_program, startup_program, program_list)
5766

5767
        # Step5: Add sub blocks for section programs
5768 5769
        self._add_sub_blocks(main_block, program_list)

5770
        place_list = []
5771 5772
        for dev in device_list:
            dev_index = int(dev.split(":")[1])
5773 5774 5775 5776
            if core.is_compiled_with_cuda():
                place_list.append(core.CUDAPlace(dev_index % 1))
            elif core.is_compiled_with_npu():
                place_list.append(core.NPUPlace(dev_index % 1))
5777

5778
        # Step6: Split startup program
5779
        new_startup_program = self._split_startup_program(startup_program,
5780
                                                          self.local_rank)
5781 5782 5783 5784

        startup_program._pipeline_opt = {
            "startup_program": new_startup_program,
        }
5785
        real_block = program_list[self.local_rank].global_block()
5786 5787 5788 5789 5790 5791 5792 5793
        self._insert_loss_scale(real_block)
        if not self.use_sharding:
            # Step7: clear gradients before each mini-batch and 
            # accumulate gradients during backward
            self._rename_gradient_var_name(real_block)
            real_block._sync_with_cpp()
            self._accumulate_gradients(real_block)
            real_block._sync_with_cpp()
5794

5795 5796 5797 5798
        if core.is_compiled_with_cuda():
            place_id = int(os.getenv("FLAGS_selected_gpus", "0"))
        elif core.is_compiled_with_npu():
            place_id = int(os.getenv("FLAGS_selected_npus", "0"))
5799 5800 5801
        # A pass to move the recv op to the beginning of
        # the forward/backward phase
        self._mv_head_recv(program_list[self.local_rank])
5802
        main_program._pipeline_opt = {
H
hutuxian 已提交
5803 5804
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
5805
            "pipeline_stage": self.local_rank,
5806
            "num_pipeline_stages": len(device_list),
5807
            "schedule_mode": self.schedule_mode,
5808
            "inner_parallelism": len(device_list),
5809 5810
            "section_program": program_list[self.local_rank],
            "place": place_list[self.local_rank],
5811
            "place_id": place_id,
5812
            "sync_steps": -1,
L
lilong12 已提交
5813
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
5814 5815
            "start_cpu_core_id": self._start_cpu_core_id,
        }
5816
        return optimize_ops, params_grads, program_list, self._pipeline_pair, self._pp_ring_map
M
mapingshuo 已提交
5817 5818


M
mapingshuo 已提交
5819 5820
class RecomputeOptimizer(Optimizer):
    """
5821
	:api_attr: Static Graph
S
swtkiwi 已提交
5822

M
mapingshuo 已提交
5823 5824 5825 5826 5827 5828 5829 5830 5831 5832 5833 5834 5835 5836 5837 5838 5839 5840 5841 5842 5843 5844 5845 5846 5847 5848 5849 5850 5851 5852 5853 5854 5855 5856 5857 5858 5859 5860 5861 5862 5863 5864 5865 5866 5867 5868 5869 5870 5871 5872 5873 5874 5875 5876 5877 5878 5879 5880 5881 5882
    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
5883 5884
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
5885 5886
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
5887 5888
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
J
JZ-LIANG 已提交
5889
        self.enable_offload = False
M
mapingshuo 已提交
5890 5891

    def _set_checkpoints(self, checkpoints):
5892 5893 5894 5895 5896 5897 5898 5899 5900 5901 5902
        """
        Args:
            checkpoints (list): List of Variable or string    
        """
        assert isinstance(
            checkpoints, list
        ), "_checkpoints should be a list of Variable or a list of String"
        for ckpt in checkpoints:
            assert (
                isinstance(ckpt, six.string_types) or isinstance(ckpt, Variable)
            ), "_checkpoints should be a list of Variable or a list of String"
M
mapingshuo 已提交
5903 5904
        self._checkpoints = checkpoints

J
JZ-LIANG 已提交
5905 5906 5907 5908
    # should enable offload before calling backward 
    def _enable_offload(self):
        self.enable_offload = True

5909 5910
    @framework.deprecate_stat_dict
    def load(self, state_dict):
M
mapingshuo 已提交
5911
        """
5912
	    :api_attr: Static Graph
S
swtkiwi 已提交
5913

M
mapingshuo 已提交
5914 5915 5916 5917
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
5918
            state_dict: the dict load by load_persistable method
M
mapingshuo 已提交
5919 5920 5921 5922 5923 5924 5925 5926 5927 5928 5929 5930 5931 5932 5933 5934 5935 5936 5937 5938 5939 5940 5941

        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:
5942 5943
                    state_dict = {}
                    sgd.load(state_dict)
M
mapingshuo 已提交
5944 5945 5946 5947 5948 5949 5950 5951 5952 5953 5954 5955 5956 5957 5958 5959 5960 5961 5962 5963 5964 5965 5966 5967 5968 5969 5970 5971 5972 5973 5974 5975 5976 5977 5978 5979 5980
                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)
5981
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
5982 5983 5984 5985
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
5986
                    no_grad_set=None)
M
mapingshuo 已提交
5987 5988 5989 5990 5991 5992 5993 5994 5995 5996

                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)

J
JZ-LIANG 已提交
5997 5998 5999 6000 6001 6002 6003 6004 6005 6006 6007 6008 6009 6010 6011 6012 6013 6014 6015 6016 6017 6018 6019 6020 6021 6022 6023 6024 6025 6026 6027 6028 6029 6030 6031 6032 6033 6034 6035 6036 6037 6038 6039 6040 6041 6042 6043 6044 6045 6046 6047 6048 6049 6050 6051 6052
    def _creat_vars(self, varname):
        pinned_var_name = unique_name.generate(varname + "@Pinned")
        fetched_var_name = unique_name.generate(varname + "@Fetch")

        pinned_var = self._main_program.global_block().create_var(
            name=pinned_var_name,
            shape=self.checkpoint_shape,
            dtype=self._main_program.global_block().var(varname).dtype,
            persistable=False,
            stop_gradient=True)

        fetch_var = self._main_program.global_block().create_var(
            name=fetched_var_name,
            shape=self.checkpoint_shape,
            dtype=self._main_program.global_block().var(varname).dtype,
            persistable=False,
            stop_gradient=False)

        return pinned_var_name, fetched_var_name

    def _append_fill_constant_ops(self, startup_program):
        """
        add fill_constant_ops to the end of the prog

        we should fill the pinned vars before runing the main_prog
        to instantiate their tensor hold_, which could tell us whether 
        the host memory could hold all the checkpoints from all the 
        GPU devices in this node. 
        """
        op_role = 0
        block = startup_program.global_block()
        fill_constant_vars = self.checkpoint_name2pinned_name.values()
        OP_ROLE_KEY = core.op_proto_and_checker_maker.kOpRoleAttrName()
        for varname in fill_constant_vars:
            var = self._main_program.global_block().var(varname)
            # NOTE (JZ-LIANG) to pre-allocate the CUDAPinned MEM
            pinned_var = block.create_var(
                name=varname,
                shape=self.checkpoint_shape,
                dtype=self._main_program.global_block().var(var.name).dtype,
                persistable=False,
                stop_gradient=True)
            block.append_op(
                type='fill_constant',
                outputs={'Out': varname},
                attrs={
                    "shape": var.shape,
                    "dtype": var.dtype,
                    "value": 0.0,
                    "place_type": 2,
                    OP_ROLE_KEY: op_role,
                })

        return

    def _insert_async_memcpy_op(self, insert_idx, src_varname, dst_varname,
6053
                                op_role, dst_place_type):
J
JZ-LIANG 已提交
6054 6055 6056 6057 6058 6059 6060 6061
        OP_ROLE_KEY = core.op_proto_and_checker_maker.kOpRoleAttrName()
        self.block._insert_op_without_sync(
            insert_idx,
            type='memcpy',
            inputs={'X': [self._main_program.global_block().var(src_varname)]},
            outputs={
                'Out': [self._main_program.global_block().var(dst_varname)]
            },
6062 6063 6064 6065
            attrs={
                "dst_place_type": int(dst_place_type),
                OP_ROLE_KEY: op_role
            })
J
JZ-LIANG 已提交
6066 6067 6068 6069 6070 6071 6072

    def _insert_fetch_op(self, idx, varname):
        assert varname in self.checkpoint_name2pinned_name, "Try to fetch {} from Pinned Memory, but it is NOT a checkpoint".format(
            varname)

        pinned_varname = self.checkpoint_name2pinned_name[varname]
        fetch_varname = self.checkpoint_name2fetch_name[varname]
6073
        self._insert_async_memcpy_op(idx, pinned_varname, fetch_varname, 1, 1)
J
JZ-LIANG 已提交
6074 6075 6076 6077 6078

    def _insert_offload_op(self, idx, varname):
        assert varname in self.checkpoint_name2pinned_name, "Try to offload {} to Pinned Memory, but it is NOT a checkpoint".format(
            varname)
        pinned_varname = self.checkpoint_name2pinned_name[varname]
6079
        self._insert_async_memcpy_op(idx, varname, pinned_varname, 0, 2)
J
JZ-LIANG 已提交
6080 6081 6082 6083 6084 6085 6086 6087 6088 6089 6090 6091 6092 6093 6094 6095 6096 6097 6098 6099 6100 6101 6102 6103 6104 6105 6106 6107 6108 6109 6110 6111 6112 6113 6114 6115 6116 6117 6118 6119 6120 6121 6122 6123 6124 6125 6126 6127 6128 6129 6130 6131 6132 6133 6134 6135 6136 6137 6138 6139 6140 6141 6142 6143 6144 6145 6146 6147 6148 6149 6150 6151 6152 6153 6154 6155 6156 6157 6158 6159 6160 6161 6162 6163 6164 6165 6166 6167 6168 6169 6170 6171 6172 6173 6174 6175 6176 6177 6178 6179 6180 6181 6182 6183 6184 6185 6186 6187 6188 6189 6190 6191 6192 6193 6194 6195 6196 6197 6198 6199 6200 6201 6202 6203 6204 6205 6206 6207 6208 6209 6210 6211 6212 6213 6214 6215 6216 6217 6218 6219 6220 6221 6222 6223 6224 6225 6226 6227 6228 6229 6230 6231 6232 6233 6234 6235 6236 6237 6238 6239 6240 6241 6242 6243 6244 6245 6246 6247 6248 6249 6250 6251 6252 6253 6254 6255 6256 6257 6258 6259 6260 6261 6262 6263 6264 6265 6266 6267 6268 6269 6270 6271 6272 6273 6274 6275 6276 6277 6278 6279 6280 6281 6282 6283 6284 6285 6286 6287 6288 6289 6290 6291 6292 6293 6294 6295 6296 6297 6298 6299 6300 6301 6302 6303 6304 6305 6306 6307 6308 6309 6310 6311 6312 6313 6314 6315 6316 6317 6318 6319

    def _insert_sync_op(self, op_idx, checkpoint_name):
        # single stream offload no need sync 
        pass

    def _record_fetch_op(self, idx):
        assert len(self.un_fetch_checkpoint_names
                   ) > 0, "Could NOT found checkpoint to fetch"
        checkpoint_name = self.un_fetch_checkpoint_names.pop(-1)
        logging.debug("Record fetch [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("fetch", checkpoint_name)

        return checkpoint_name

    def _record_offload_op(self, idx, checkpoint_name):
        expected_checkpoint_name = self.un_offload_checkpoint_names.pop(0)
        assert checkpoint_name == expected_checkpoint_name, "expected to offload [{}] but got [{}]".format(
            expected_checkpoint_name, checkpoint_name)
        logging.debug("Record offload [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("offload", checkpoint_name)

    def _record_sync_op(self, idx, checkpoint_name):
        assert checkpoint_name not in self.synced_checkpoints, "Try to sync the checkpoint [{}] twice".format(
            checkpoint_name)
        self.synced_checkpoints.add(checkpoint_name)
        logging.debug("Record offload sync [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("sync", checkpoint_name)

    def _parse_backward(self):

        self.idx2insertions = {}
        # don't offload the last checkpoints, to favor throughput        
        self.un_fetch_checkpoint_names = self.sorted_checkpoint_names[:]
        self.un_fetch_checkpoint_names.pop(-1)
        need_fetch_checkpoint_names = self.un_fetch_checkpoint_names[:]
        self.checkpoint_usage_count = {}
        for checkpoint_name in self.un_fetch_checkpoint_names:
            self.checkpoint_usage_count[checkpoint_name] = 0

        self.bw_strart_op_idx = len(self.block.ops)
        for idx, op in enumerate(self.block.ops):
            if int(op.desc.attr("op_role")) == 1:
                self.bw_strart_op_idx = idx
                break

        assert self.bw_strart_op_idx < len(
            self.block.ops), "Could NOT found backword op in prog"

        # fetch second to last checkpoint at the beginning of BW
        fetched_checkpoint_varname = self._record_fetch_op(
            self.bw_strart_op_idx)
        last_last_fetch_checkpoint = None

        for i, op in enumerate(self.block.ops[self.bw_strart_op_idx:]):
            idx = self.bw_strart_op_idx + i
            input_vars = op.desc.input_arg_names()

            for input_var in input_vars:
                if input_var in need_fetch_checkpoint_names:
                    if input_var not in self.un_fetch_checkpoint_names:
                        # fetch the  offloade checkpoint when the first usage of its previous one
                        if self.checkpoint_usage_count[input_var] == 0:
                            # TODO (JZ-LIANG) sync memcpy_stream if extra stream for memcpy
                            second_to_last_fetch_checkpoint = fetched_checkpoint_varname
                            # there is NO fetch ahead the first checkpoint 
                            if input_var != self.sorted_checkpoint_names[0]:
                                fetched_checkpoint_varname = self._record_fetch_op(
                                    idx)

                        # should check the current used checkpoint is ths last fetch one 
                        assert second_to_last_fetch_checkpoint == input_var, "Current recompute segment should use [{}] BUT got [{}]".format(
                            second_to_last_fetch_checkpoint, input_var)
                        # rename
                        self.block.ops[idx]._rename_input(
                            input_var,
                            self.checkpoint_name2fetch_name[input_var])
                        self.checkpoint_usage_count[input_var] += 1
                    else:
                        raise ValueError(
                            "use checkpoint [{}] before fetch in BW".format(
                                input_var))

        assert len(self.un_fetch_checkpoint_names
                   ) == 0, "{} checkpoints have NOT been Recorded".format(
                       self.un_fetch_checkpoint_names)

    def _update_backward(self):
        if len(self.idx2insertions) == 0:
            return
        total_op = len(self.block.ops)
        for op_idx in reversed(range(self.bw_strart_op_idx, total_op)):
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "fetch":
                    self._insert_fetch_op(op_idx, checkpoint_name)
                    logging.debug("Insert [{}] fetch op.".format(
                        checkpoint_name))
                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
                    logging.debug("Sync [{}] fetch op.".format(checkpoint_name))
        self.block._sync_with_cpp()
        assert len(
            self.idx2insertions) == 0, "{} checkpoints left un-Fecthed".format(
                [ele[1] for ele in self.idx2insertions.values()])

    def _parse_forward(self):

        self.idx2insertions = {}
        # don't offload the last checkpoints, faster, less memory saving       
        self.un_offload_checkpoint_names = self.sorted_checkpoint_names[:]
        last_checkpoint = self.un_offload_checkpoint_names.pop(-1)
        need_offload_checkpoint_names = self.un_offload_checkpoint_names[:]
        self.checkpoint_usage_count_and_idx = {}
        for checkpoint_name in self.un_offload_checkpoint_names:
            self.checkpoint_usage_count_and_idx[checkpoint_name] = {
                'count': 0,
                'idx': -1
            }
        self.synced_checkpoints = set()
        self.fw_strart_op_idx = len(self.block.ops)
        for idx, op in enumerate(self.block.ops):
            if int(op.desc.attr("op_role")) == 0:
                self.fw_strart_op_idx = idx
                break

        assert self.fw_strart_op_idx < len(
            self.block.ops), "Could NOT found Forward op in prog"
        last_offload_checkpoint = None

        for i, op in enumerate(self.block.ops[self.fw_strart_op_idx:
                                              self.bw_strart_op_idx]):

            idx = self.fw_strart_op_idx + i
            output_vars = op.desc.output_arg_names()
            input_vars = op.desc.input_arg_names()

            for output_var in output_vars:
                if output_var in need_offload_checkpoint_names:
                    assert len(
                        output_vars
                    ) == 1, "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op)

                    if output_var in self.un_offload_checkpoint_names:
                        # insert sync op if last checkpoint has not been sync
                        if last_offload_checkpoint != None:
                            if self.checkpoint_usage_count_and_idx[
                                    last_offload_checkpoint]['count'] == 0:
                                self._record_sync_op(idx,
                                                     last_offload_checkpoint)
                            else:
                                last_usage_idx = self.checkpoint_usage_count_and_idx[
                                    last_offload_checkpoint]['idx']
                                assert last_usage_idx > 0, "last_usage_idx of checkpoint [{}] should large than 0".format(
                                    last_offload_checkpoint)
                                self._record_sync_op(last_usage_idx + 1,
                                                     last_offload_checkpoint)
                        # insert offload op after the checkpoint's generation op
                        self._record_offload_op(idx + 1, output_var)
                        last_offload_checkpoint = output_var
                    else:
                        raise ValueError(
                            "There should be just ONE op that output checkpoint [{}]".
                            format(output_var))
                # need to sync the last need to offload checkpoint before the last checkpoint as output op
                if output_var == last_checkpoint:
                    assert len(
                        output_vars
                    ) == 1, "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op)
                    assert last_offload_checkpoint == self.sorted_checkpoint_names[
                        -2], "the last offload chekpoint before [{}] is suppose to be [{}], but got [{}]".format(
                            last_checkpoint, self.sorted_checkpoint_names[-2],
                            last_offload_checkpoint)
                    # sync if last checkpoint has not been sync
                    if self.checkpoint_usage_count_and_idx[
                            last_offload_checkpoint]['idx'] == 0:
                        self._record_sync_op(idx, last_offload_checkpoint)
                    else:
                        last_usage_idx = self.checkpoint_usage_count_and_idx[
                            last_offload_checkpoint]['idx']
                        assert last_usage_idx > 0, "last_usage_idx of checkpoint [{}] should large than 0".format(
                            last_offload_checkpoint)
                        self._record_sync_op(last_usage_idx + 1,
                                             last_offload_checkpoint)
            # record checkpoint usage  
            for input_var in input_vars:
                if input_var in need_offload_checkpoint_names:
                    assert input_var not in self.synced_checkpoints, "checkpoint [{}] used after sync".format(
                        input_var)
                    self.checkpoint_usage_count_and_idx[input_var]['count'] += 1
                    self.checkpoint_usage_count_and_idx[input_var]['idx'] = idx

        assert len(self.un_offload_checkpoint_names
                   ) == 0, "{} checkpoints have NOT been Recorded".format(
                       self.un_fetch_checkpoint_names)
        assert len(self.synced_checkpoints) == len(
            need_offload_checkpoint_names
        ), "{} checkpoints have NOT been Recorded".format(
            set(need_offload_checkpoint_names) - set(self.synced_checkpoints))

    def _update_forward(self):
        if len(self.idx2insertions) == 0:
            return
        for op_idx in reversed(
                range(self.fw_strart_op_idx, self.bw_strart_op_idx)):
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "offload":
                    self._insert_offload_op(op_idx, checkpoint_name)
                    logging.debug("Insert [{}] offload op.".format(
                        checkpoint_name))
                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
                    logging.debug("Insert [{}] offload_sync op.".format(
                        checkpoint_name))
                    del self.idx2insertions[op_idx]

        self.block._sync_with_cpp()
        assert len(self.idx2insertions
                   ) == 0, "{} checkpoints left un-Offloaded".format(
                       [ele[1] for ele in self.idx2insertions.values()])

    def _check_offload_fetch(self):
        # TODO(JZ-LIANG) the single stream offload need no sync
        pass

    def _offload(self, loss, startup_program=None):
        """
        core steps for recompute offload
        1. create pinned vars and temp vars 
        2. parse & update Forward pass: offload, sync
        3. parse & update Backward pass: rename, fetch, sync
        4. verify the correctness
        """
        self._main_program = loss.block.program
        self.block = loss.block
        if startup_program == None:
J
JZ-LIANG 已提交
6320
            startup_program = paddle.static.default_startup_program()
J
JZ-LIANG 已提交
6321 6322 6323 6324 6325 6326 6327 6328 6329 6330 6331 6332 6333 6334 6335 6336 6337 6338 6339 6340 6341 6342 6343 6344 6345 6346 6347 6348 6349 6350

        with program_guard(self._main_program, startup_program):
            assert len(self.checkpoint_shape) > 0, (
                "checkpoints shape {} should be an non empty list like: [12, 512, 1024]".
                format(self.checkpoint_shape))
            assert all([ele > 0 for ele in self.checkpoint_shape]), (
                "all ele in checkpoints shape {} should be a determined integer larger than 0".
                format(self.checkpoint_shape))
            self.checkpoint_name2pinned_name = dict()
            self.checkpoint_name2fetch_name = dict()
            for checkpoint_varname in self.sorted_checkpoint_names:
                pinned_var_name, fetch_var_name = self._creat_vars(
                    checkpoint_varname)
                self.checkpoint_name2pinned_name[
                    checkpoint_varname] = pinned_var_name
                self.checkpoint_name2fetch_name[
                    checkpoint_varname] = fetch_var_name
            self._append_fill_constant_ops(startup_program)
            # TODO (JZ-LIANG) to provide two offload stragtegy in future
            # step 2. parse & update FW: rename, offload, sync
            self._parse_backward()
            self._update_backward()
            # step 3. parse & update BW: rename, offload, sync
            self._parse_forward()
            self._update_forward()
            # step 4. verify the correctness
            self._check_offload_fetch()

        return

M
mapingshuo 已提交
6351 6352 6353 6354 6355
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
6356
                 callbacks=None):
M
mapingshuo 已提交
6357 6358 6359 6360 6361 6362 6363
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
6364 6365
            parameter_list (list): list of Variables or Variable.names to update.
            no_grad_set (set|None): set of Variables or Variables.names should be ignored.
M
mapingshuo 已提交
6366 6367 6368 6369 6370 6371 6372 6373 6374 6375 6376 6377 6378 6379 6380 6381 6382 6383 6384 6385 6386 6387 6388 6389
            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)
6390
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
6391 6392 6393 6394
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6395
                    no_grad_set=None)
M
mapingshuo 已提交
6396 6397
                print("Finished backward")
        """
6398 6399
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
M
mapingshuo 已提交
6400 6401 6402 6403 6404 6405 6406 6407

        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):
6408 6409 6410 6411 6412 6413 6414
            checkpoint_vars = []
            for ckpt in self._checkpoints:
                if isinstance(ckpt, Variable):
                    checkpoint_vars.append(ckpt)
                else:
                    checkpoint_vars.append(loss.block.var(ckpt))

J
JZ-LIANG 已提交
6415 6416 6417 6418 6419 6420 6421 6422 6423 6424 6425 6426 6427 6428 6429 6430 6431 6432
            # allow return to non-recompute when checkpoints is empty
            if len(checkpoint_vars) > 0:
                params_grads, sorted_checkpoint_names = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
                    checkpoints=checkpoint_vars)
            else:
                params_grads = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
                    checkpoints=checkpoint_vars)

        if self.enable_offload:
            self.sorted_checkpoint_names = sorted_checkpoint_names
            self._offload(loss, startup_program=startup_program)

M
mapingshuo 已提交
6433 6434 6435 6436 6437 6438 6439 6440 6441 6442 6443 6444 6445 6446 6447 6448 6449 6450 6451
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        """
        call the apply_optimize function of self._optimizer
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Examples:
            .. code-block:: python
                import paddle.fluid as fluid
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
M
mapingshuo 已提交
6452
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
6453 6454 6455 6456 6457 6458 6459 6460
                
                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)
6461
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
6462 6463 6464 6465
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6466
                    no_grad_set=None)
M
mapingshuo 已提交
6467 6468 6469 6470 6471 6472 6473 6474 6475 6476 6477 6478 6479 6480
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
        """

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

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
6481
                 no_grad_set=None):
6482
        assert isinstance(loss, Variable), "The loss should be an Variable."
M
mapingshuo 已提交
6483 6484 6485 6486 6487 6488 6489 6490 6491
        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,
6492
            no_grad_set=no_grad_set)
M
mapingshuo 已提交
6493 6494 6495 6496 6497 6498 6499

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
6500
class LookaheadOptimizer(object):
6501
    r"""
6502
	:api_attr: Static Graph
S
swtkiwi 已提交
6503

M
mapingshuo 已提交
6504 6505 6506 6507 6508 6509 6510 6511 6512 6513 6514 6515 6516 6517 6518 6519 6520 6521 6522 6523 6524 6525 6526 6527 6528
    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
6529
            import numpy.random as random
M
mapingshuo 已提交
6530

6531 6532 6533 6534 6535 6536 6537 6538 6539 6540 6541 6542 6543 6544 6545 6546
            paddle.enable_static()
        
            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())
M
mapingshuo 已提交
6547

6548 6549 6550 6551 6552 6553 6554 6555 6556 6557
            def train_reader(limit=5):
                for i in range(limit):
                    yield random.random([2]).astype('float32'), random.random([1]).astype('int64')
            
            feeder = fluid.DataFeeder(feed_list=[x, label], place=place)
            reader = paddle.batch(paddle.reader.shuffle(train_reader, buf_size=50000),batch_size=1)
            
            for batch_data in reader():
                exe.run(fluid.default_main_program(),
                feed=feeder.feed(batch_data))
M
mapingshuo 已提交
6558 6559 6560 6561 6562

    """

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

Z
zhongpu 已提交
6563 6564
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
6565 6566 6567 6568 6569 6570 6571 6572 6573 6574 6575 6576 6577 6578 6579 6580 6581 6582 6583 6584 6585 6586 6587 6588 6589 6590 6591 6592 6593 6594 6595 6596 6597 6598 6599 6600 6601 6602 6603 6604 6605 6606 6607 6608 6609 6610 6611 6612 6613 6614 6615
        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})

6616 6617 6618 6619 6620 6621 6622 6623
        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
            k = layers.create_global_var(
                name="lookahead_k",
                shape=[1],
                value=int(self.k),
                dtype='int32',
                persistable=True)
M
mapingshuo 已提交
6624

6625 6626 6627 6628 6629 6630 6631
            # Add Var alpha to main prog and startup prog
            alpha = layers.create_global_var(
                name="lookahead_alpha",
                shape=[1],
                value=float(self.alpha),
                dtype='float32',
                persistable=True)
M
mapingshuo 已提交
6632

6633 6634 6635 6636 6637 6638 6639 6640 6641 6642 6643 6644 6645 6646 6647 6648 6649 6650
            # 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:
6651 6652 6653 6654 6655
                with switch.case(step == one_var):
                    for param_name in params:
                        fast_var = main_block.var(param_name)
                        slow_var = param_to_slow[param_name]
                        layers.assign(input=fast_var, output=slow_var)
6656 6657 6658 6659 6660 6661 6662 6663 6664 6665 6666 6667 6668
                with switch.case(mod == zero_var):
                    for param_name in params:
                        fast_var = main_block.var(param_name)
                        slow_var = param_to_slow[param_name]
                        tmp_var = layers.elementwise_add(
                            layers.elementwise_mul(fast_var, alpha),
                            layers.elementwise_mul(
                                slow_var,
                                layers.elementwise_sub(one_var, alpha)))
                        layers.assign(input=tmp_var, output=slow_var)
                        layers.assign(input=tmp_var, output=fast_var)
                with switch.default():
                    pass
M
mapingshuo 已提交
6669
        return mini_out
6670 6671 6672 6673 6674 6675 6676 6677 6678 6679 6680 6681 6682 6683 6684 6685 6686 6687 6688 6689 6690 6691 6692 6693 6694 6695 6696 6697 6698 6699 6700 6701 6702 6703 6704 6705 6706 6707 6708 6709 6710 6711 6712 6713 6714 6715 6716 6717 6718 6719 6720 6721 6722 6723 6724 6725 6726


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

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

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

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

    Examples:
        .. code-block:: python

        import paddle.fluid as fluid
        import numpy as np

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

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

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

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

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

6727 6728
    GRAD_MERGE_COND_NAME = "grad_merge_cond_name"

6729 6730 6731 6732 6733 6734 6735 6736 6737 6738 6739 6740 6741 6742 6743
    def __init__(self, inner_optimizer, k_steps=1, avg=True):
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, we don't support GradientMergeOptimizer."
                "You can do Gradient merge by yourself with k-times forward + backward, "
                "and one-time optimizer.minimize()")

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

        self.inner_optimizer = inner_optimizer
        self.k_steps = k_steps
        self.type = "gradient_merge"
        self.avg = avg
6744
        self._optimize_ops = None
6745

6746 6747 6748 6749 6750 6751
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

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

6752
    def backward(self,
6753 6754 6755
                 loss,
                 startup_program=None,
                 parameter_list=None,
6756 6757
                 no_grad_set=None,
                 callbacks=None):
6758 6759 6760 6761 6762 6763 6764 6765 6766 6767
        assert isinstance(loss, Variable), "The loss should be an Variable."
        assert (
            parameter_list is None
        ), "The parameter_list should be None when using GradientMergeOptimizer"
        assert (
            no_grad_set is None
        ), "The no_grad_set should be None when using GradientMergeOptimizer"

        params_grads = self.inner_optimizer.backward(
            loss, startup_program=startup_program)
6768 6769 6770 6771 6772 6773 6774 6775 6776 6777 6778 6779 6780 6781 6782 6783 6784 6785 6786 6787 6788 6789 6790 6791 6792 6793 6794 6795 6796 6797 6798 6799 6800 6801 6802 6803 6804 6805 6806 6807 6808 6809 6810 6811 6812 6813 6814 6815 6816 6817 6818 6819 6820 6821 6822 6823 6824 6825 6826 6827 6828 6829 6830 6831 6832 6833 6834 6835 6836 6837 6838 6839 6840 6841 6842 6843 6844 6845 6846 6847 6848 6849 6850 6851 6852 6853 6854 6855 6856 6857 6858 6859 6860 6861 6862 6863 6864 6865 6866 6867 6868 6869 6870 6871 6872 6873 6874 6875 6876 6877 6878 6879 6880 6881 6882 6883 6884
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        program = loss.block.program
        with program_guard(program, startup_program):
            optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

    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 _remove_op_role_var(self, param, grad):
        op_maker = core.op_proto_and_checker_maker
        op = grad.op
        assert self._is_the_backward_op(op), \
            'grad.op={} is not the backward op which produces the grad={}' \
            .format(op, grad.name)

        block = grad.block
        var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
        assert param.name in var_attr, \
            'when using GradientMergeOptimizer, param={} must be in var_attr={}' \
            .format(param.name, var_attr)
        assert grad.name in var_attr, \
            'when using GradientMergeOptimizer, grad={} must be in var_attr={}' \
            .format(param.name, var_attr)

        # remove (param, grad) from op_role_var
        var_attr.remove(param.name)
        var_attr.remove(grad.name)
        if len(var_attr) > 1:
            op._set_attr(op_maker.kOpRoleVarAttrName(), var_attr)
        else:
            op._remove_attr(op_maker.kOpRoleVarAttrName())

    def _add_gm_op_role_var(self, op, param, grad, cond):
        grad.op = op
        op_maker = core.op_proto_and_checker_maker
        backward = op_maker.OpRole.Backward

        # NOTE(wangxi). When distributed, we will insert grad_merge_all_reduce_op_handle
        # in multi_devices_graph_pass, which will allreduce(grad) if cond is True, else
        # do nothing.
        # In this way, the gradient can be merged first, and then communicate when the
        # condition is met, reducing the number of communications to increase the
        # speed.
        op._set_attr(self.GRAD_MERGE_COND_NAME, cond.name)
        op._set_attr(op_maker.kOpRoleAttrName(), backward)
        op._set_attr(op_maker.kOpRoleVarAttrName(), [param.name, grad.name])

    def _get_gm_cond_var(self, main_block):
        # Add const var
        k_step_var = layers.create_global_var(
            name="gradient_merge_k",
            shape=[1],
            value=int(self.k_steps),
            dtype='int32',
            persistable=True,
            force_cpu=True)

        zero_var = layers.create_global_var(
            name="gradient_merge_zero",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True)

        # Add step var & cond var
        step_var = layers.create_global_var(
            name="gradient_merge_step",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True)

        cond_var = layers.create_global_var(
            name="gradient_merge_cond",
            shape=[1],
            value=bool(0),
            dtype='bool',
            persistable=True,
            force_cpu=True)

        with device_guard("cpu"):
            # step_var = (step_var + 1) % k_step
            layers.increment(x=step_var, value=1.0, in_place=True)
            main_block.append_op(
                type='elementwise_mod',
                inputs={'X': step_var,
                        'Y': k_step_var},
                outputs={'Out': step_var},
                attrs={'axis': -1,
                       'use_mkldnn': False})

            # cond_var = (step_var == 0)
            main_block.append_op(
                type='equal',
                inputs={'X': step_var,
                        'Y': zero_var},
                outputs={'Out': cond_var})

        return cond_var

    def apply_gradients(self, params_grads):
        main_program = default_main_program()
        startup_program = default_startup_program()
        main_block = main_program.global_block()
        startup_block = startup_program.global_block()

        cond = self._get_gm_cond_var(main_block)
6885 6886

        #TODO(mapingshuo) support sparse embedding
6887 6888
        # step1: remove grad.op's op_role_var
        for param, grad in params_grads:
6889
            assert (
6890
                param.type != core.VarDesc.VarType.SELECTED_ROWS
6891 6892
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

6893
            self._remove_op_role_var(param, grad)
6894

6895
        param_to_grad = {k.name: v for (k, v) in params_grads}
6896 6897 6898
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

6899 6900 6901 6902 6903
        new_params_grads = []
        # step2: create gradient_merge var and init with 0
        # and update op_role_var
        for param, grad in params_grads:
            param_name = param.name
6904 6905 6906 6907 6908 6909 6910 6911
            param_var = main_block.var(param_name)
            assert (param_var is not None)
            gradient_merge_var = main_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True)
            param_to_gradient_merge[param_name] = gradient_merge_var
6912

6913 6914 6915 6916 6917 6918 6919 6920 6921 6922 6923 6924 6925 6926
            startup_gradient_merge_var = startup_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True)
            startup_block.append_op(
                type="fill_constant",
                outputs={"Out": startup_gradient_merge_var},
                attrs={
                    "shape": param_var.shape,
                    "dtype": param_var.dtype,
                    "value": float(0),
                })

6927 6928 6929 6930 6931 6932 6933 6934 6935 6936 6937 6938 6939 6940 6941 6942 6943 6944 6945 6946 6947 6948 6949 6950 6951 6952 6953 6954 6955 6956 6957
            # grad_merge += grad
            new_grad_op = main_block.append_op(
                type="elementwise_add",
                inputs={'X': grad,
                        'Y': gradient_merge_var},
                outputs={'Out': gradient_merge_var},
                attrs={'axis': -1,
                       'use_mkldnn': False})
            self._add_gm_op_role_var(new_grad_op, param, gradient_merge_var,
                                     cond)
            new_params_grads.append([param, gradient_merge_var])

        def true_apply_gradient():
            cur_block_idx = main_program.current_block_idx
            cur_block = main_program.current_block()

            # cur_block's forward_block & backward_block is itself
            cur_block._set_forward_block_idx(cur_block_idx)

            if self.avg:
                for param, new_grad in new_params_grads:
                    # grad /= k_steps
                    cur_block.append_op(
                        type='scale',
                        inputs={'X': new_grad},
                        outputs={'Out': new_grad},
                        attrs={
                            'scale': 1.0 / self.k_steps,
                            'bias': 0.0,
                            'bias_after_scale': False
                        })
6958

6959 6960 6961 6962 6963 6964
            for param, new_grad in new_params_grads:
                # NOTE. regularization will append ops to grad.block,
                # while new_grad's real block is global_block,
                # but we want append regularization ops to cur_block,
                # so we set new_grad.block = cur_block
                new_grad.block = cur_block
6965

6966 6967
            self._optimize_ops = self.inner_optimizer.apply_gradients(
                new_params_grads)
6968

6969 6970 6971 6972 6973 6974 6975 6976 6977 6978 6979 6980 6981 6982 6983 6984 6985 6986 6987 6988 6989 6990 6991 6992 6993 6994 6995 6996
            # clear gradient_merge_vars
            for param, new_grad in new_params_grads:
                layers.fill_constant(
                    shape=new_grad.shape,
                    dtype=new_grad.dtype,
                    value=0.0,
                    out=new_grad)

        # step3. apply gradient
        layers.cond(cond, true_fn=true_apply_gradient, false_fn=None)

        return self._optimize_ops

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
        assert isinstance(loss, Variable), "The loss should be an Variable."

        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)

        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
6997 6998

        return optimize_ops, params_grads