Optimizer Design (#4656)

* init optimizer design

* fix index

* optimize the interface

* add a link to python_api.md

* optimize the code of Optimizer

doc/design/optimizer.md

+## Optimizer Design
+
+### The Problem
+
+A PaddlePaddle program, or a block, is a sequence of operators operating variables.  A training program needs to do three kinds of works:
+
+1. the forward pass, which computes intermediate results and the cost(s),
+1. the backward pass, which derives gradients from intermediate results and costs, and
+1. the optimization pass, which update model parameters to optimize the cost(s).
+
+These works rely on three kinds of operators:
+
+1. forward operators,
+1. gradient operators, and
+1. optimization operators.
+
+It's true that users should be able to create all these operators manually by calling some low-level API, but it would be much more convenient if they could only describe the forward pass and let PaddlePaddle create the backward and optimization operators automatically.
+
+In this design, we propose a high-level API that automatically derives the optimisation pass and operators from the forward pass.
+
+
+### High-level Python API to describe the training process
+
+1. User write code to describe the network:
+
+	```python
+	images = layer.data("images")
+	labels = layer.data("labels")
+	w1 = pd.var("w1")
+	b1 = pd.var("b1")
+	hidden = layer.fc(images, w=w1, b=b1)
+	cost = layer.mse(hidden, labels)
+	```
+
+	The above code snippet will create forward operators in [Block](https://github.com/PaddlePaddle/Paddle/blob/develop/doc/design/block.md).
+
+
+2. Users create a certain kind of Optimizer with some argument.
+
+	```python
+	optimizer = AdagradOptimizer(learing_rate=0.001)
+	```
+
+3. Users use the optimizer to `minimize` a certain `cost` through updating parameters in parameter_list.
+
+	```python
+	opt_op_list = optimizer.minimize(cost, parameter_list=[w1, b1])
+	```
+	The above code snippet will create gradient and optimization operators in Block. The return value of `minimize()` is list of optimization operators that will be run by session.
+
+4. Users use Session/Executor to run this opt_op_list as target to do training.
+
+	```python
+	sess.run(target= opt_op_list, ...)
+	```
+
+#### Optimizer Python interface:
+
+```python
+class Optimizer(object):
+    """Optimizer Base class.
+
+    """
+
+    def __init__(self):
+        pass
+
+    def create_backward_pass(self, loss, parameter_list=None):
+        """
+        create and add gradient Operators in BlockDesc to Compute gradients of `loss`
+        for parameters in parameter_list
+
+        Args:
+          loss: an variable generated by cost function.
+          parameter_list: parameters that need to compute gradient and update to optimize the lost.
+
+        Returns:
+          list of (parameters, gradients) pair.
+        """
+        return None
+
+    def create_optimization_pass(self, parameters_and_grads):
+        """Add optimization operators to update gradients to variables.
+
+        Args:
+          parameters_and_grads: a list of (variable, gradient) pair to update.
+
+        Returns:
+          optmization_op_list: a list of optimization operator that will update parameter using gradient.
+        """
+        return None
+
+    def minimize(self, loss, parameter_list):
+        """Add operations to minimize `loss` by updating `parameter_list`.
+
+        This method combines interface `create_backward_pass()` and
+        `create_optimization_pass()` into one.
+        """
+        params_grads = self.create_backward_pass(loss, parameter_list)
+        update_ops = self.create_optimization_pass(params_grads)
+        return update_ops
+
+```
+
+Users can inherit the Optimizer above to create their own Optimizer with some special logic, such as AdagradOptimizer.

doc/design/python_api.md

@@ -214,3 +214,7 @@ def fc_layer(input, size, ...):
     out.writer = op
     return out
 ```
+
+## Optimizer
+
+[Optimizer Design Doc](./optimizer.md)