# Copyright (c) 2018 PaddlePaddle Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from collections import defaultdict import framework import layers from backward import append_backward from framework import program_guard import unique_name from initializer import Constant from layer_helper import LayerHelper from regularizer import append_regularization_ops from clip import append_gradient_clip_ops, error_clip_callback __all__ = [ 'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Adadelta' ] class Optimizer(object): """Optimizer Base class. Define the common interface of an optimizer. User should not use this class directly, but need to use one of it's implementation. """ def __init__(self, learning_rate, regularization=None): if not isinstance(learning_rate, float) and \ not isinstance(learning_rate, framework.Variable): raise TypeError("learning rate should be float or Variable") self.regularization = regularization self._learning_rate = learning_rate # each program should have a independent learning rate # program -> Variable(learning_rate) self._learning_rate_map = dict() if isinstance(self._learning_rate, framework.Variable): self._learning_rate_map[framework.default_main_program( )] = self._learning_rate # 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()) self.helper = None def _create_global_learning_rate(self): lr = self.global_learning_rate() if isinstance(lr, framework.Variable): return 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") # 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', persistable=True) def global_learning_rate(self, program=None): """ get global decayed learning rate :return: """ if program is None: program = framework.default_main_program() return self._learning_rate_map.get(program, None) def _append_optimize_op(self, block, param_and_grad): """ append optimize operator to block and return all the added optimize_op """ raise NotImplementedError() 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'] if param_lr == 1.0: return self.global_learning_rate() else: return self.global_learning_rate() * param_lr 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 """ pass def _finish_update(self, block): """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: list of finish ops or None """ pass def _add_accumulator(self, name, param, dtype=None, fill_value=0.0): """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 """ if (name in self._accumulators and param.name in self._accumulators[name]): raise Exception("Accumulator {} already exists for parameter {}". format(name, param.name)) assert isinstance(self.helper, LayerHelper) var = self.helper.create_global_variable( name=unique_name.generate(name), persistable=True, dtype=dtype or param.dtype, type=param.type, shape=param.shape) self.helper.set_variable_initializer( var, initializer=Constant(value=float(fill_value))) self._accumulators[name][param.name] = 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 (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] def create_optimization_pass(self, parameters_and_grads, loss, startup_program=None): """Add optimization operators to update gradients to variables. Args: loss: the target that this optimization is for. parameters_and_grads: a list of (variable, gradient) pair to update. Returns: return_op_list: a list of operators that will complete one step of optimization. This will include parameter update ops, global step update ops and any other custom ops required by subclasses to manage their internal state. :param startup_program: """ # 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 # for parameters and extend _finish_update method to add custom ops. # Create any accumulators program = loss.block.program with program_guard(program, startup_program): global_block = framework.default_main_program().global_block() start = len(global_block.ops) self.helper = LayerHelper(self.__class__.__name__) self._create_accumulators(loss.block, [p[0] for p in parameters_and_grads]) self._create_global_learning_rate() optimize_ops = [] for param_and_grad in parameters_and_grads: if param_and_grad[0].trainable is True and param_and_grad[ 1] is not None: optimize_op = self._append_optimize_op(loss.block, param_and_grad) optimize_ops.append(optimize_op) # Get custom finish ops for subclasses # FIXME: Need to fix this once we figure out how to handle dependencies self._finish_update(loss.block) end = len(global_block.ops) return global_block.slice_ops(start, end) def minimize(self, loss, startup_program=None, parameter_list=None, no_grad_set=None): """Add operations to minimize `loss` by updating `parameter_list`. This method combines interface `append_backward()` and `create_optimization_pass()` into one. """ params_grads = append_backward(loss, parameter_list, no_grad_set, [error_clip_callback]) params_grads = sorted(params_grads, key=lambda x: x[0].name) params_grads = append_gradient_clip_ops(params_grads) # Add regularization if any params_grads = append_regularization_ops(params_grads, self.regularization) optimize_ops = self.create_optimization_pass(params_grads, loss, startup_program) return optimize_ops, params_grads class SGDOptimizer(Optimizer): """ Simple SGD optimizer without any state. """ def __init__(self, learning_rate, **kwargs): assert learning_rate is not None super(SGDOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) self.type = "sgd" def _append_optimize_op(self, block, param_and_grad): assert isinstance(block, framework.Block) # create the optimize op sgd_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]}) return sgd_op class MomentumOptimizer(Optimizer): """Simple Momentum optimizer with velocity state """ _velocity_acc_str = "velocity" def __init__(self, learning_rate, momentum, use_nesterov=False, **kwargs): assert learning_rate is not None assert momentum is not None super(MomentumOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) self.type = "momentum" self._momentum = momentum self._use_nesterov = bool(use_nesterov) def _create_accumulators(self, block, parameters): assert isinstance(block, framework.Block) for p in parameters: self._add_accumulator(self._velocity_acc_str, p) def _append_optimize_op(self, block, param_and_grad): assert isinstance(block, framework.Block) velocity_acc = self._get_accumulator(self._velocity_acc_str, param_and_grad[0]) # create the momentum optimize op momentum_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "Velocity": velocity_acc, "LearningRate": self._create_param_lr(param_and_grad) }, outputs={ "ParamOut": param_and_grad[0], "VelocityOut": velocity_acc }, attrs={"mu": self._momentum, "use_nesterov": self._use_nesterov}) return momentum_op class AdagradOptimizer(Optimizer): """Simple Adagrad optimizer with moment state """ _moment_acc_str = "moment" def __init__(self, learning_rate, epsilon=1.0e-6, **kwargs): assert learning_rate is not None assert epsilon is not None super(AdagradOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) self.type = "adagrad" 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 adagrad optimizer op 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}, attrs={"epsilon": self._epsilon}) return adagrad_op class AdamOptimizer(Optimizer): """Implements the Adam Optimizer """ _moment1_acc_str = "moment1" _moment2_acc_str = "moment2" def __init__(self, learning_rate=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8, **kwargs): assert learning_rate is not None assert beta1 is not None assert beta2 is not None assert epsilon is not None super(AdamOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) self.type = "adam" self._beta1 = beta1 self._beta2 = beta2 self._epsilon = epsilon def _create_accumulators(self, block, parameters): assert isinstance(block, framework.Block) main_block = block.program.global_block() # Create beta1 and beta2 power tensors beta_shape = [1] self._beta1_pow_acc = self.helper.create_global_variable( name=unique_name.generate('beta1_pow_acc'), dtype='float32', shape=beta_shape, lod_level=0, persistable=True) self.helper.set_variable_initializer( self._beta1_pow_acc, initializer=Constant(self._beta1)) self._beta2_pow_acc = self.helper.create_global_variable( name=unique_name.generate('beta2_pow_acc'), dtype='float32', shape=beta_shape, lod_level=0, persistable=True) self.helper.set_variable_initializer( self._beta2_pow_acc, initializer=Constant(self._beta2)) # Create accumulator tensors for first and second moments for p in parameters: self._add_accumulator(self._moment1_acc_str, p) self._add_accumulator(self._moment2_acc_str, p) 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]) # create the adam optimize op adam_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "LearningRate": self._create_param_lr(param_and_grad), "Moment1": moment1, "Moment2": moment2, "Beta1Pow": self._beta1_pow_acc, "Beta2Pow": self._beta2_pow_acc }, outputs={ "ParamOut": param_and_grad[0], "Moment1Out": moment1, "Moment2Out": moment2 }, attrs={ "beta1": self._beta1, "beta2": self._beta2, "epsilon": self._epsilon }) return adam_op def _finish_update(self, block): """Update Beta1 and Beta2 Power accumulators """ assert isinstance(block, framework.Block) main_block = block.program.global_block() scale_beta1 = main_block.append_op( type="scale", inputs={"X": self._beta1_pow_acc}, outputs={"Out": self._beta1_pow_acc}, attrs={"scale": self._beta1}) scale_beta2 = main_block.append_op( type="scale", inputs={"X": self._beta2_pow_acc}, outputs={"Out": self._beta2_pow_acc}, attrs={"scale": self._beta2}) return [scale_beta1, scale_beta2] class AdamaxOptimizer(Optimizer): """Implements the Adamax Optimizer """ _moment_acc_str = "moment" _inf_norm_acc_str = "inf_norm" def __init__(self, learning_rate=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8, **kwargs): assert learning_rate is not None assert beta1 is not None assert beta2 is not None assert epsilon is not None super(AdamaxOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) self.type = "adamax" self._beta1 = beta1 self._beta2 = beta2 self._epsilon = epsilon def _create_accumulators(self, block, parameters): # Create beta1 power accumulator tensor beta_shape = [1] self._beta1_pow_acc = self.helper.create_global_variable( name=unique_name.generate('beta1_pow_acc'), dtype='float32', shape=beta_shape, lod_level=0, persistable=True) self.helper.set_variable_initializer( self._beta1_pow_acc, initializer=Constant(self._beta1)) # Create accumulator tensors for first moment and infinity norm for p in parameters: self._add_accumulator(self._moment_acc_str, p) self._add_accumulator(self._inf_norm_acc_str, p) 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]) # create the adamax optimize op adamax_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), "Moment": moment, "InfNorm": inf_norm, "Beta1Pow": self._beta1_pow_acc }, outputs={ "ParamOut": param_and_grad[0], "MomentOut": moment, "InfNormOut": inf_norm }, attrs={ "beta1": self._beta1, "beta2": self._beta2, "epsilon": self._epsilon }) return adamax_op def _finish_update(self, block): """Update Beta1 Power accumulator """ assert isinstance(block, framework.Block) main_block = block.program.global_block() scale_beta1 = main_block.append_op( type="scale", inputs={"X": self._beta1_pow_acc}, outputs={"Out": self._beta1_pow_acc}, attrs={"scale": self._beta1}) return [scale_beta1] class DecayedAdagradOptimizer(Optimizer): """Simple Decayed Adagrad optimizer with moment state """ _moment_acc_str = "moment" def __init__(self, learning_rate, decay=0.95, epsilon=1.0e-6, **kwargs): assert learning_rate is not None assert decay is not None assert epsilon is not None super(DecayedAdagradOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) 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}, attrs={"epsilon": self._epsilon}) return decayed_adagrad_op class AdadeltaOptimizer(Optimizer): """ **Adadelta Optimizer** Simple Adadelta optimizer with average squared grad state and average squared update state. The details of adadelta please refer to this `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD `_. .. math:: E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2 \\\\ learning\\_rate &= sqrt( ( E(dx_{t-1}^2) + \\epsilon ) / ( \\ E(g_t^2) + \\epsilon ) ) \\\\ E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\\_rate)^2 Args: learning_rate(float): global leraning rate rho(float): rho in equation epsilon(float): epsilon in equation Examples: .. code-block:: python optimizer = fluid.optimizer.Adadelta( learning_rate=0.0003, epsilon=1.0e-6, rho=0.95) _, params_grads = optimizer.minimize(cost) """ _avg_squared_grad_acc_str = "_avg_squared_grad" _avg_squared_update_acc_str = "_avg_squared_update" def __init__(self, learning_rate, epsilon=1.0e-6, rho=0.95, **kwargs): 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.") super(AdadeltaOptimizer, self).__init__( learning_rate=learning_rate, **kwargs) self.type = "adadelta" self._epsilon = epsilon self._rho = rho 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._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): if not isinstance(block, framework.Block): raise TypeError("block is not instance of framework.Block.") 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, "rho": self._rho}) return adadelta_op # 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 DecayedAdagrad = DecayedAdagradOptimizer Adadelta = AdadeltaOptimizer