optimizer.py 282.9 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 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553 2554 2555 2556 2557 2558 2559 2560 2561 2562
    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}
                attrs = {}
                if isinstance(self._beta1, Variable):
                    inputs['ScaleTensor'] = self._beta1
                else:
                    attrs['scale'] = self._beta1
                block.append_op(
                    type="scale",
                    inputs=inputs,
                    outputs={"Out": beta1_pow_acc},
                    attrs=attrs,
                    stop_gradient=True)

                inputs = {"X": beta2_pow_acc}
                attrs = {}
                if isinstance(self._beta2, Variable):
                    inputs['ScaleTensor'] = self._beta2
                else:
                    attrs['scale'] = self._beta2
                block.append_op(
                    type="scale",
                    inputs=inputs,
                    outputs={"Out": beta2_pow_acc},
                    attrs=attrs,
                    stop_gradient=True)

2563 2564

class AdamaxOptimizer(Optimizer):
2565
    r"""
2566 2567 2568 2569
    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
2570

2571
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584

    .. 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}

2585
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2586

2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598
    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
2599
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2600 2601
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2602 2603 2604 2605 2606
        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.
2607 2608 2609 2610
        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.
2611 2612 2613 2614 2615 2616
        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
2617

2618 2619 2620 2621 2622 2623 2624 2625 2626 2627 2628 2629 2630
    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):
2631
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2632 2633
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2634
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2635 2636 2637 2638 2639 2640 2641 2642 2643
              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])
2644 2645 2646
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2647
    _beta1_pow_acc_str = "beta1_pow_acc"
2648 2649 2650 2651 2652

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2653
                 epsilon=1e-8,
2654
                 parameter_list=None,
X
Xin Pan 已提交
2655
                 regularization=None,
2656
                 grad_clip=None,
X
Xin Pan 已提交
2657
                 name=None):
2658 2659 2660 2661
        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
2662
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
2663
            learning_rate=learning_rate,
2664
            parameter_list=parameter_list,
X
Xin Pan 已提交
2665
            regularization=regularization,
2666
            grad_clip=grad_clip,
X
Xin Pan 已提交
2667
            name=name)
2668 2669 2670 2671 2672 2673 2674 2675
        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
2676 2677
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
2678 2679 2680 2681 2682
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
2683 2684 2685 2686 2687 2688 2689

    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
2690 2691
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
2692 2693 2694 2695 2696 2697
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
2698
                "LearningRate": self._create_param_lr(param_and_grad),
2699 2700
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
2701
                "Beta1Pow": beta1_pow_acc
2702 2703 2704 2705 2706 2707 2708 2709 2710 2711
            },
            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
2712 2713
            },
            stop_gradient=True)
2714 2715 2716

        return adamax_op

2717
    def _finish_update(self, block, parameters_and_grads):
2718 2719 2720
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2721
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2722
            if grad is None or param.trainable is False:
2723
                continue
X
Xin Pan 已提交
2724 2725
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2726 2727
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2728
                block.append_op(
2729 2730 2731
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2732 2733
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2734 2735


2736
class DpsgdOptimizer(Optimizer):
2737
    r"""
2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752 2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773
    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
2774
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2775 2776
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2777 2778 2779 2780 2781 2782 2783 2784
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2785 2786
                 sigma=1e-8,
                 parameter_list=None):
2787 2788 2789 2790
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2791 2792
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2793 2794 2795 2796
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2797 2798 2799 2800 2801 2802 2803
        '''
        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
2804 2805 2806 2807 2808

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

        # create the dpsgd optimize op
Z
zhongpu 已提交
2809 2810 2811
        if self._seed == None:
            self._seed = 0

2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822
        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
2823 2824
                "sigma": self._sigma,
                "seed": self._seed
2825 2826 2827 2828 2829 2830
            },
            stop_gradient=True)

        return dpsgd_op


2831
class DecayedAdagradOptimizer(Optimizer):
2832
    r"""
2833 2834 2835
    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.
2836

2837
    The parameter ``param_out`` update rule with gradient ``grad``:
2838 2839 2840 2841 2842 2843 2844

    .. math::

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

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

2845 2846 2847 2848
    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
2849 2850 2851
    stability to avoid the division by zero error.

    Args:
2852 2853 2854 2855 2856
        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
2857
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2858 2859
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2860 2861 2862 2863 2864
        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.
2865 2866 2867 2868
        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.
2869 2870 2871 2872 2873 2874
        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.**
2875 2876 2877 2878

    Examples:
        .. code-block:: python

2879 2880
            import paddle.fluid as fluid

2881 2882 2883 2884
            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)
2885
            optimizer.minimize(cost)
2886 2887 2888
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2889 2890 2891 2892
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2893
                 parameter_list=None,
X
Xin Pan 已提交
2894
                 regularization=None,
2895
                 grad_clip=None,
X
Xin Pan 已提交
2896
                 name=None):
2897 2898 2899 2900
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2901
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2902
            learning_rate=learning_rate,
2903
            parameter_list=parameter_list,
X
Xin Pan 已提交
2904
            regularization=regularization,
2905
            grad_clip=grad_clip,
X
Xin Pan 已提交
2906
            name=name)
2907 2908 2909 2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933
        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},
2934 2935
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2936
            stop_gradient=True)
2937 2938

        return decayed_adagrad_op
2939 2940


2941
class AdadeltaOptimizer(Optimizer):
2942
    r"""
Z
Zeng Jinle 已提交
2943
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2944

Z
Zeng Jinle 已提交
2945
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2946 2947 2948
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2949

Z
Zeng Jinle 已提交
2950 2951
    .. math::

Z
Zeng Jinle 已提交
2952
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2953

Z
Zeng Jinle 已提交
2954
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2955

Z
Zeng Jinle 已提交
2956
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2957 2958

    Args:
Z
Zeng Jinle 已提交
2959 2960 2961
        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
2962
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2963 2964
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2965 2966 2967 2968 2969
        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.
2970 2971 2972 2973
        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.
2974 2975 2976
        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` .
2977 2978 2979 2980

    Examples:
        .. code-block:: python

2981
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2982

2983
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2984 2985
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2986 2987
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2988

Z
Zeng Jinle 已提交
2989 2990 2991 2992
            # 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)
2993
    """
2994

2995 2996 2997
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2998 2999 3000 3001
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
3002
                 parameter_list=None,
X
Xin Pan 已提交
3003
                 regularization=None,
3004
                 grad_clip=None,
X
Xin Pan 已提交
3005
                 name=None):
3006 3007 3008 3009 3010 3011
        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.")
3012
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
3013
            learning_rate=learning_rate,
3014
            parameter_list=parameter_list,
X
Xin Pan 已提交
3015
            regularization=regularization,
3016
            grad_clip=grad_clip,
X
Xin Pan 已提交
3017
            name=name)
3018 3019 3020 3021 3022
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
3023 3024
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3025 3026 3027 3028 3029 3030

        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):
3031 3032
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3053

        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
3054 3055
                   "rho": self._rho},
            stop_gradient=True)
3056 3057 3058 3059

        return adadelta_op


Q
qingqing01 已提交
3060
class RMSPropOptimizer(Optimizer):
3061
    r"""
Q
qingqing01 已提交
3062 3063 3064 3065 3066 3067 3068 3069
    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
3070
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
3071 3072 3073 3074

        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
3075
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
3076 3077 3078 3079 3080 3081

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

    ..  math::

Q
qiaolongfei 已提交
3082
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
3083

3084 3085 3086 3087 3088 3089 3090 3091 3092 3093 3094 3095 3096 3097
        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
3098 3099 3100 3101
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
3102
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
3103 3104 3105 3106 3107
    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.


3108 3109 3110
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
3111
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
3112
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
3113
        momentum(float): :math:`\\beta` in equation is the momentum term,
3114
            default is 0.0.
3115 3116 3117 3118
        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
3119
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3120 3121
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3122 3123 3124 3125 3126
        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.
3127 3128 3129 3130
        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.
3131 3132
        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
3133 3134 3135 3136 3137 3138 3139

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

    Examples:
          .. code-block:: python

3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151 3152 3153 3154 3155 3156 3157 3158 3159 3160 3161 3162 3163 3164
            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
3165 3166 3167 3168
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
3169
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
3170 3171 3172 3173 3174 3175

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
3176
                 centered=False,
3177
                 parameter_list=None,
X
Xin Pan 已提交
3178
                 regularization=None,
3179
                 grad_clip=None,
X
Xin Pan 已提交
3180
                 name=None):
Q
qingqing01 已提交
3181
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
3182
            learning_rate=learning_rate,
3183
            parameter_list=parameter_list,
X
Xin Pan 已提交
3184
            regularization=regularization,
3185
            grad_clip=grad_clip,
X
Xin Pan 已提交
3186
            name=name)
Q
qingqing01 已提交
3187 3188 3189 3190 3191 3192 3193 3194 3195 3196 3197 3198 3199
        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
3200
        self._centered = centered
Q
qingqing01 已提交
3201 3202 3203 3204 3205 3206 3207 3208

    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)
3209
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
3210 3211 3212 3213 3214 3215 3216 3217 3218

    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])
3219 3220
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
3221 3222 3223 3224 3225 3226 3227
        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,
3228
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
3229 3230 3231 3232 3233
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
3234 3235
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
3236 3237 3238 3239
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
3240 3241
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
3242 3243
            },
            stop_gradient=True)
Q
qingqing01 已提交
3244 3245 3246 3247

        return rmsprop_op


Q
qiaolongfei 已提交
3248
class FtrlOptimizer(Optimizer):
3249
    r"""
Q
qiaolongfei 已提交
3250 3251 3252 3253 3254 3255 3256 3257 3258 3259 3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287
    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

3288 3289 3290 3291 3292
    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
3293
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3294 3295
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3296 3297 3298 3299 3300
        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.
3301 3302 3303 3304
        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.
3305 3306
        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
3307 3308 3309 3310 3311 3312 3313

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

    Examples:
          .. code-block:: python

3314 3315 3316 3317 3318 3319 3320 3321 3322 3323 3324 3325 3326 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337
            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
3338

3339
    NOTE:
C
chengduo 已提交
3340
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
3341 3342 3343 3344 3345
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
3346 3347 3348 3349 3350
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
3351
                 parameter_list=None,
X
Xin Pan 已提交
3352
                 regularization=None,
3353
                 grad_clip=None,
X
Xin Pan 已提交
3354
                 name=None):
Q
qiaolongfei 已提交
3355
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
3356
            learning_rate=learning_rate,
3357
            parameter_list=parameter_list,
X
Xin Pan 已提交
3358
            regularization=regularization,
3359
            grad_clip=grad_clip,
X
Xin Pan 已提交
3360
            name=name)
Q
qiaolongfei 已提交
3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374 3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391 3392 3393 3394 3395 3396 3397 3398 3399
        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,
3400
                   "l2": self._l2,
M
minqiyang 已提交
3401 3402
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
3403 3404 3405 3406

        return ftrl_op


Y
Yibing Liu 已提交
3407
class LambOptimizer(AdamOptimizer):
3408
    r"""
Y
Yibing Liu 已提交
3409 3410 3411 3412
    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
3413 3414
    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
3415 3416 3417 3418 3419

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
3420
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
3421

Y
Yibing Liu 已提交
3422
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
3423

3424 3425 3426 3427
        m_t &= \\frac{m_t}{\\beta_1^t}

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

Y
Yibing Liu 已提交
3428
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
3429

Y
Yibing Liu 已提交
3430
        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
3431 3432 3433 3434 3435 3436


    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
3437 3438 3439 3440 3441 3442 3443 3444
        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
3445
        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3446 3447
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
3448 3449 3450 3451 3452
        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.
3453 3454
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
3455 3456 3457
            ( :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
3458 3459 3460 3461 3462
        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
3463 3464 3465 3466 3467 3468

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

Y
Yibing Liu 已提交
3469
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
3470 3471 3472
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
3473 3474 3475 3476 3477
            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
3478 3479 3480 3481 3482 3483 3484 3485 3486 3487 3488 3489 3490
            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,
3491
                 parameter_list=None,
Y
Yibing Liu 已提交
3492
                 regularization=None,
3493
                 grad_clip=None,
Y
Yibing Liu 已提交
3494
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
3495 3496 3497 3498 3499 3500 3501 3502
                 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,
3503
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
3504
            regularization=regularization,
3505
            grad_clip=grad_clip,
Y
Yibing Liu 已提交
3506 3507 3508 3509 3510 3511
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
3512
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
3513 3514 3515

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3516
        block.program._use_lamb = True
Y
Yibing Liu 已提交
3517 3518 3519 3520 3521 3522 3523 3524 3525 3526

        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
3527 3528 3529 3530 3531
        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
3532 3533 3534
        lr = self._create_param_lr(param_and_grad)

        if framework.in_dygraph_mode():
W
wanghuancoder 已提交
3535
            _, _, _, _, _ = _C_ops.lamb(
3536 3537 3538 3539 3540 3541
                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
3542

Y
Yibing Liu 已提交
3543 3544 3545 3546 3547 3548
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
3549
                "LearningRate": lr,
Y
Yibing Liu 已提交
3550 3551 3552 3553 3554 3555 3556 3557
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
3558 3559 3560
                "Moment2Out": moment2,
                "Beta1PowOut": beta1_pow_acc,
                "Beta2PowOut": beta2_pow_acc
Y
Yibing Liu 已提交
3561 3562 3563 3564 3565
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
3566
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
3567 3568 3569 3570 3571 3572
            },
            stop_gradient=True)

        return lamb_op


3573 3574 3575 3576 3577 3578 3579 3580 3581 3582 3583 3584 3585
# 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
3586
Dpsgd = DpsgdOptimizer
3587
DecayedAdagrad = DecayedAdagradOptimizer
3588
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
3589
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
3590
Ftrl = FtrlOptimizer
3591
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
3592
Lamb = LambOptimizer
3593 3594 3595


class ModelAverage(Optimizer):
3596
    r"""
3597
	:api_attr: Static Graph
S
swtkiwi 已提交
3598

3599 3600 3601 3602 3603 3604 3605 3606 3607 3608 3609 3610 3611 3612 3613 3614 3615 3616
    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:

    ::
3617

3618 3619 3620 3621 3622 3623 3624 3625 3626
        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.
3627 3628

    Args:
3629 3630 3631
        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.
3632 3633 3634 3635 3636
        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.
3637 3638 3639
        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.
3640

3641
    Examples:
Q
qiaolongfei 已提交
3642 3643 3644

      .. code-block:: python

3645 3646 3647 3648 3649 3650
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3651

3652 3653 3654 3655
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3656
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3657 3658 3659 3660 3661 3662 3663 3664
            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,
3665
                                                         max_average_window=12500)
3666 3667

            exe.run(startup_program)
3668 3669 3670 3671 3672
            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])
3673 3674

            # apply ModelAverage
3675
            with model_average.apply(exe):
3676 3677 3678 3679
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3680 3681 3682
    """

    def __init__(self,
W
wanghaoshuang 已提交
3683
                 average_window_rate,
3684 3685
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
3686 3687
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
3688 3689
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
3690 3691
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
3692 3693 3694
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3695

3696
        self.params_grads = []
3697 3698
        for param in framework.default_main_program().global_block(
        ).all_parameters():
3699
            if param.do_model_average != False:
3700
                grad = param.block.create_var(
3701 3702
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
3703 3704
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
3705
                    stop_gradient=True)
3706
                self.params_grads.append((param, grad))
3707

3708
        for param, grad in self.params_grads:
3709 3710
            if grad is None:
                continue
X
Xin Pan 已提交
3711 3712
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
3713
                self._append_average_accumulate_op(param)
3714

3715 3716 3717 3718
        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:
3719
                self._add_average_apply_op(block, param_grad)
3720 3721 3722 3723 3724

        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:
3725
                self._add_average_restore_op(block, param_grad)
3726

3727
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3728 3729 3730 3731 3732 3733
        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(
3734
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
3735
        old_num_accumulates = block._clone_variable(
3736
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
3737
        num_updates = block._clone_variable(
3738 3739 3740 3741 3742 3743
            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
3744 3745 3746 3747
        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
3748
        ops._elementwise_div(x=sum, y=tmp, out=param)
3749 3750

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3751 3752
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3753 3754 3755 3756 3757 3758 3759 3760 3761 3762 3763 3764 3765 3766 3767 3768 3769 3770 3771 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 3783 3784 3785 3786 3787 3788 3789
        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
3790 3791
            },
            stop_gradient=True)
3792

S
rename  
sneaxiy 已提交
3793
    @signature_safe_contextmanager
3794
    def apply(self, executor, need_restore=True):
3795 3796
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3797 3798

        Args:
3799 3800 3801 3802 3803 3804 3805 3806 3807 3808 3809 3810 3811 3812 3813 3814 3815 3816 3817 3818 3819 3820 3821 3822 3823 3824 3825 3826 3827 3828 3829 3830 3831 3832 3833 3834 3835 3836 3837 3838 3839 3840 3841 3842
            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])
3843
        """
3844 3845 3846 3847 3848 3849
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3850 3851

    def restore(self, executor):
3852 3853
        """
        Restore ``Parameter`` values of current model.
3854 3855
        
        Args:
3856 3857 3858 3859 3860 3861 3862 3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 3888 3889 3890 3891 3892 3893 3894 3895 3896 3897 3898 3899
            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)
3900
        """
3901
        executor.run(self.restore_program)
3902 3903 3904


class ExponentialMovingAverage(object):
3905
    r"""
3906
	:api_attr: Static Graph
S
swtkiwi 已提交
3907

3908 3909 3910 3911 3912 3913
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3914
        \\text{EMA}_0 & = 0
3915

3916 3917
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3918 3919 3920 3921
    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.
3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 3941 3942

    **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.
3943 3944 3945


    Args:
Y
Yibing Liu 已提交
3946 3947 3948 3949 3950 3951 3952
	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.
3953 3954 3955 3956 3957


    Examples:

	.. code-block:: python
3958 3959 3960 3961 3962

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3963
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3964 3965 3966 3967 3968 3969 3970 3971
	    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)

3972
	    global_steps = fluid.layers.autoincreased_step_counter()
3973 3974 3975 3976 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994 3995 3996 3997 3998 3999 4000 4001
	    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)
4002 4003
    """

4004
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
4005 4006 4007
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
4008
        self._decay = decay
4009
        self._thres_steps = thres_steps
4010
        self._name = name if name is not None else ''
4011 4012
        self._decay_var = self._get_ema_decay()

4013
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
4014
        self._params_tmps = []
4015
        for param in default_main_program().global_block().all_parameters():
4016 4017 4018 4019 4020 4021 4022
            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
4023
                self._params_tmps.append((param, tmp))
4024

Y
Yibing Liu 已提交
4025 4026
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
4027 4028
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
4029
                self._ema_vars[param.name] = self._create_ema_vars(param)
4030 4031 4032 4033

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
4034
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
4035
            for param, tmp in self._params_tmps:
4036 4037
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
4038
                ema = block._clone_variable(self._ema_vars[param.name])
4039
                layers.assign(input=param, output=tmp)
4040
                # bias correction
4041 4042
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
4043 4044 4045 4046
                        layers.assign(
                            output=param, input=ema / (1.0 - decay_pow))
                    with switch.default():
                        layers.assign(output=param, input=ema)
4047 4048 4049 4050

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
4051
            for param, tmp in self._params_tmps:
4052 4053 4054 4055
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

4056 4057 4058 4059 4060 4061 4062 4063 4064 4065 4066 4067 4068 4069 4070 4071 4072 4073 4074 4075 4076 4077
    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):
4078 4079 4080 4081 4082 4083 4084
        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")
4085
        decay_var = block._clone_variable(self._decay_var)
4086 4087
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
4088

Y
Yibing Liu 已提交
4089
    def _create_ema_vars(self, param):
4090 4091 4092 4093 4094 4095 4096 4097 4098
        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
4099 4100 4101 4102 4103
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
4104 4105
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
4106
        param_master_emas = []
Y
Yibing Liu 已提交
4107 4108 4109 4110
        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]
4111
                if param.name + '.master' in self._ema_vars:
4112 4113 4114 4115 4116 4117 4118 4119 4120 4121 4122 4123 4124 4125 4126 4127 4128
                    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
4129

4130 4131 4132 4133 4134 4135 4136
    @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
4137 4138
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
4139 4140 4141 4142 4143 4144 4145 4146 4147 4148 4149 4150 4151 4152 4153
        """
        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
4154 4155 4156


class PipelineOptimizer(object):
4157
    """
4158
	:api_attr: Static Graph
S
swtkiwi 已提交
4159

4160 4161 4162 4163
    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
4164

4165
    Args:
4166 4167 4168 4169
        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].
    
4170 4171
    Examples:
        .. code-block:: python
H
hutuxian 已提交
4172

4173
            import paddle.fluid as fluid
H
hutuxian 已提交
4174 4175
            import paddle.fluid.layers as layers

4176 4177 4178 4179 4180 4181 4182 4183 4184 4185 4186 4187 4188 4189 4190 4191
            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
4192
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
4193
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
hutuxian 已提交
4194
            optimizer.minimize(loss)
4195 4196 4197 4198 4199 4200 4201 4202 4203

            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
4204 4205
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
4206 4207
            batch_size = 1
            data_loader.start()
H
hutuxian 已提交
4208
            exe.train_from_dataset(
4209
                    fluid.default_main_program())
4210
            data_loader.reset()
4211 4212
    """

4213
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
4214 4215 4216 4217 4218
        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
4219 4220
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
M
MRXLT 已提交
4221
        if not isinstance(optimizer, Optimizer) and not isinstance(
A
Aurelius84 已提交
4222 4223 4224
                optimizer, paddle.optimizer.Optimizer) and not isinstance(
                    optimizer, paddle.fluid.contrib.mixed_precision.decorator.
                    OptimizerWithMixedPrecision):
4225 4226 4227 4228
            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
4229
        self._optimizer = optimizer
4230 4231 4232 4233 4234 4235

        # 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

4236 4237 4238 4239
        assert num_microbatches >= 1, (
            "num_microbatches must be a positive value.")
        self._num_microbatches = num_microbatches
        assert start_cpu_core_id >= 0, (
4240
            "start_cpu_core_id must be a non-negative integer.")
H
hutuxian 已提交
4241
        self._start_cpu_core_id = start_cpu_core_id
4242 4243 4244 4245 4246 4247
        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()
4248
        self._param_device_map = None
4249 4250
        self._pipeline_pair = []
        self._pp_ring_map = dict()
4251 4252
        self.output_var_to_op = None
        self.input_var_to_op = None
4253 4254 4255 4256 4257 4258 4259 4260 4261 4262 4263 4264 4265 4266 4267 4268 4269 4270 4271 4272 4273 4274 4275 4276 4277 4278 4279 4280 4281 4282 4283 4284 4285 4286 4287

    # 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={
4288
                'ring_id': self.global_ring_id,
4289 4290 4291 4292 4293 4294 4295 4296 4297 4298 4299 4300 4301 4302 4303
                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
                })
4304
            offset += 1
4305
        return offset
H
hutuxian 已提交
4306

4307
    def _create_vars(self, block, ori_block):
4308
        # Create vars for block, copied from ori_block
H
hutuxian 已提交
4309
        used_var_set = set()
4310 4311 4312 4313 4314 4315 4316 4317 4318 4319 4320 4321 4322 4323 4324 4325 4326 4327 4328 4329 4330 4331 4332 4333 4334
        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)
4335 4336 4337 4338 4339 4340 4341 4342 4343 4344
            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
4345 4346 4347 4348 4349 4350 4351 4352
            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
4353
            for var in vars:
4354 4355 4356
                # 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
4357 4358
                    continue
                used_var_set.add(var)
4359 4360
                if block._find_var_recursive(str(var)): continue
                source_var = ori_block._var_recursive(str(var))
4361
                if source_var.type == core.VarDesc.VarType.READER:
4362
                    dest_var = block.create_var(
4363 4364 4365
                        name=var,
                        type=core.VarDesc.VarType.READER,
                        persistable=source_var.persistable)
4366
                else:
4367 4368 4369 4370 4371 4372 4373 4374 4375 4376
                    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
4377

4378
    def _is_loss_grad_op(self, op):
4379 4380
        assert self._op_role_key in op.attr_names
        op_role = int(op.attr(self._op_role_key))
4381 4382 4383 4384
        return op_role & int(self._op_role.Backward) and op_role & int(
            self._op_role.Loss)

    def _is_backward_op(self, op):
4385 4386 4387 4388 4389 4390
        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)
4391 4392

    def _is_optimize_op(self, op):
4393 4394
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) & int(self._op_role.Optimize))
4395 4396 4397 4398 4399

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

4400
    def _split_program(self, main_program, devices):
H
hutuxian 已提交
4401
        """
4402
        Split a program into sections according to devices that ops run on.
4403
        The op whose op_device attr is "gpu:all" is copied to all sections.
4404 4405 4406

        Args:
            main_program (Program): the main program
4407
            devices: all used devices
H
hutuxian 已提交
4408
        """
4409
        # Map from device to its corresponding section program info
4410
        device_program_map = defaultdict(Program)
4411

4412
        block = main_program.block(0)
4413 4414
        for op in block.ops:
            device = op.attr(self._op_device_key)
4415
            # Copy ops whose op_device set to "gpu:all" to all sections.
4416
            if device == f"{self._device}:all":
4417
                for device in devices:
4418 4419
                    program = device_program_map[device]
                    op_desc = op.desc
4420
                    ap_op = program.global_block().desc.append_op()
4421
                    ap_op.copy_from(op_desc)
4422
                    ap_op._set_attr(self._op_device_key, "")
4423 4424 4425
            else:
                program = device_program_map[device]
                op_desc = op.desc
4426
                ap_op = program.global_block().desc.append_op()
4427
                ap_op.copy_from(op_desc)
4428
                ap_op._set_attr(self._op_device_key, "")
4429

4430
        program_list = []
4431
        for key in devices:
4432
            program = device_program_map[key]
4433 4434
            program._sync_with_cpp()
            program_list.append(program)
H
hutuxian 已提交
4435

4436
        return program_list
H
hutuxian 已提交
4437

4438 4439 4440 4441 4442 4443 4444
    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.
        """
4445 4446 4447
        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.'
4448 4449 4450 4451
        param_name = var_name[0:var_name.index('_beta')]
        device = self._param_device_map[param_name]
        return device

4452 4453
    def _split_startup_program(self, startup_program, device_id):
        block = startup_program.global_block()
4454 4455 4456
        new_startup_program = Program()
        for op in block.ops:
            device = op.attr(self._op_device_key)
4457 4458
            if device == "cpu":
                assert op.type == "fill_constant", (
4459 4460
                    "For ops in startup program with the op_device attribute "
                    "of cpu, they must be of type fill_constant.")
4461 4462 4463
                output_var = op.output_arg_names[0]
                device = self._get_op_device_for_startup_program(output_var)

4464
            if device:
4465
                device_index = int(device.split(':')[1])
4466
            else:
4467 4468
                # LR related ops
                device = None
4469
            if device and device_index != device_id: continue
4470
            op_desc = op.desc
4471
            ap_op = new_startup_program.global_block().desc.append_op()
4472 4473 4474
            ap_op.copy_from(op_desc)
            ap_op._set_attr(self._op_device_key, "")
        new_startup_program._sync_with_cpp()
4475
        self._create_vars(new_startup_program.global_block(), block)
4476 4477
        return new_startup_program

4478
    def _find_post_op(self, index, var_name):
H
hutuxian 已提交
4479
        """
4480
        Find the post op that has variable named var_name as input.
H
hutuxian 已提交
4481
        """
4482 4483 4484 4485 4486 4487
        # 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', '')

4488 4489 4490 4491 4492 4493 4494 4495
        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
4496

4497
    def _find_prev_op(self, index, var_name):
H
hutuxian 已提交
4498
        """
4499 4500
        Find the previous op of op with index that outputs
        variable named var_name.
H
hutuxian 已提交
4501
        """
4502 4503 4504 4505 4506 4507
        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
4508
                break
4509
        return result_op
4510 4511

    def _rename_arg(self, op, old_name, new_name):
4512 4513
        op._rename_input(old_name, new_name)
        op._rename_output(old_name, new_name)
4514 4515 4516 4517 4518 4519 4520 4521 4522 4523 4524 4525 4526

    def _create_var(self, block, ref_var, name):
        """
        Create a new var for block, which has the same type,
        shape and dtype as ref_var, then rename it with the
        name `name`.
        """
        new_var = block.create_var(
            name=name,
            shape=ref_var.shape,
            dtype=ref_var.dtype,
            type=ref_var.type,
            lod_level=ref_var.lod_level,
4527 4528
            persistable=ref_var.persistable,
            is_data=ref_var.is_data,
4529
            need_check_feed=ref_var.desc.need_check_feed())
4530
        new_var.stop_gradient = ref_var.stop_gradient
4531 4532 4533 4534 4535 4536 4537 4538
        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
4539

4540 4541 4542 4543 4544 4545
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

4546
    def _get_op_device_attr(self, op):
H
hutuxian 已提交
4547
        """
4548
        Get the op_device attribute of a op.
H
hutuxian 已提交
4549
        """
4550 4551 4552
        device = op.attr(self._op_device_key) \
            if op.has_attr(self._op_device_key) else None
        if device:
B
Baibaifan 已提交
4553
            assert device[0:3] == 'gpu' or device[0:3] == 'npu', "Now, only gpu and npu devices are " \
4554 4555 4556 4557 4558 4559 4560 4561 4562 4563 4564 4565 4566 4567
                "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
4568
            op._set_attr(self._op_device_key, f"{self._device}:all")
4569 4570 4571 4572 4573 4574 4575 4576 4577 4578 4579 4580 4581 4582 4583 4584 4585
        # 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):
4586
            prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4587 4588
            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):
4589
            # for checkpoint offloading
4590 4591 4592 4593 4594
            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:
4595
                post_op = self._find_post_op(idx, output_name)
4596 4597 4598
                op._set_attr(self._op_device_key,
                             post_op.attr(self._op_device_key))
            else:
4599
                prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4600 4601 4602 4603 4604 4605 4606 4607 4608 4609 4610 4611 4612 4613 4614 4615
                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
4616
            param_name = self._strip_grad_suffix(grad_name[0])
4617 4618 4619 4620 4621 4622 4623 4624 4625 4626 4627 4628 4629 4630 4631 4632 4633 4634
            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'):
4635
                device = f"{self._device}:all"
4636
            op._set_attr(self._op_device_key, device)
B
Baibaifan 已提交
4637
        elif op.type == "alloc_float_status":
4638
            op._set_attr(self._op_device_key, f"{self._device}:all")
4639 4640
        else:
            other_known_ops = [
4641 4642 4643 4644 4645
                'update_loss_scaling',
                'reduce_any',
                'concat',
                'sum',
                'check_finite_and_unscale',
B
Baibaifan 已提交
4646
                'alloc_float_status',
4647 4648 4649 4650 4651
            ]
            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)
4652
            op._set_attr(self._op_device_key, f"{self._device}:all")
4653 4654

    def _add_op_device_attr(self, block):
4655
        """
4656 4657
        Add op_device attrribute for ops in block that have 
        not that attribute set.
4658
        """
4659 4660 4661 4662 4663 4664 4665 4666
        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.
4667
                op._set_attr(self._op_device_key, f"{self._device}:all")
4668 4669 4670 4671
                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
4672

4673 4674
    def _check_validation(self, block):
        """
4675 4676 4677
        Check whether ops in a block have both the op_device and the 
        op_role attributes set.
        Then, return all devices in order.
4678
        """
4679 4680 4681 4682 4683 4684 4685 4686 4687 4688
        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),
        ]
4689 4690 4691
        pre_stage_id = None
        decrease_flag = False
        in_optimize = False
4692
        in_forward = True
4693
        for op in block.ops:
4694
            if not op._has_kernel(op.type):
4695 4696 4697 4698
                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.")
4699 4700 4701
            assert op.has_attr(self._op_role_key), (
                "op ({}) has no {} attribute.".format(op.type,
                                                      self._op_role_key))
4702 4703
            op_role = op.attr(self._op_role_key)
            assert int(op_role) in valid_op_role_value, \
4704
                "op_role {} for op {} must be one of {}".format(
4705
                    op_role,
4706 4707
                    op.type,
                    valid_op_role_value)
4708 4709
            if int(op_role) == int(self._op_role.Optimize):
                in_optimize = True
4710 4711
            if int(op_role) == int(self._op_role.Backward):
                in_forward = False
4712

4713 4714 4715
            assert op.has_attr(self._op_device_key), (
                "op ({}) has no {} attribute.".format(op.type,
                                                      self._op_device_key))
4716 4717 4718 4719

            device = op.attr(self._op_device_key)
            assert device, ("op_device attribute for op "
                            "{} has not been set.".format(op.type))
4720
            if device == f"{self._device}:all": continue
4721

4722
            dev_type = device.split(':')[0]
4723
            stage_id = int(device.split(':')[1])
B
Baibaifan 已提交
4724 4725 4726
            assert dev_type == "gpu" or dev_type == 'npu', (
                "Now only gpu and npu devices are supported "
                "for pipeline parallelism.")
4727 4728

            if device not in device_list:
4729
                device_list.append(device)
4730 4731 4732 4733 4734 4735 4736 4737 4738

            if not in_optimize:
                if pre_stage_id is not None:
                    interval = stage_id - pre_stage_id
                    assert abs(interval) <= 1, \
                        "The stage interval of two consecutive ops in the pipeline must be < = 1," \
                        "but the interval of op={} and prev op is {}".format(op, interval)
                    # stage must be in order, such as Forward(0 1 2 3 4), Backward(4 3 2 1 0)
                    # if stage is unordered, such as Forward(0 1 2 3 4 3 4), will report error
4739 4740 4741 4742 4743 4744
                    if in_forward:
                        assert interval >= 0, \
                            "Pipeline stage must be sequential increment in Forward, prev_stage={}, " \
                            "please check the stage of op={}".format(pre_stage_id, op)
                    else:
                        # FIXME(wangxi): recompute check failed
4745
                        pass
4746 4747 4748
                        #assert interval <=0, \
                        #    "Pipeline stage must be sequential decrement in Backward, prev_stage={}, " \
                        #    "please check the stage of op={}".format(pre_stage_id, op)
4749 4750
                pre_stage_id = stage_id

4751
        return device_list
4752

4753
    def _insert_sendrecv_ops_for_boundaries(self, block):
4754
        """
4755
        Insert a pair of send and recv ops for every two
4756 4757
        consecutive ops on different devices.
        """
4758
        # A map from var to device where op takes it as input,
4759
        # avoiding multiple send and recv ops.
4760
        input_var_to_device = dict()
4761 4762 4763 4764 4765 4766 4767 4768 4769 4770
        # 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
        }
4771

4772
        for index, op in enumerate(list(block.ops)):
4773
            cur_device = op.attr(self._op_device_key)
4774
            if cur_device == f"{self._device}:all": continue
4775 4776
            for var_name in op.input_arg_names:
                var = block.var(var_name)
4777
                # skip data var
4778
                if var.is_data: continue
4779
                prev_device = None
4780 4781 4782 4783
                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
4784
                    prev_device = self._param_device_map[var_name]
4785 4786 4787

                prev_op = self._find_prev_op(index, var_name)

4788 4789 4790
                if not prev_device:
                    prev_device = prev_op.attr(self._op_device_key) \
                        if prev_op else None
4791

4792 4793
                if prev_device is None or prev_device == f"{self._device}:all":
                    continue
4794 4795

                if prev_device == cur_device: continue
4796

4797 4798 4799 4800 4801 4802 4803 4804 4805 4806 4807 4808 4809 4810 4811 4812 4813 4814 4815 4816 4817 4818 4819 4820 4821 4822 4823 4824 4825 4826
                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] + ':'

                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)
4827
                    var = block.vars[var_name]
4828 4829 4830
                    pair = (prev_id, cur_id)
                    # 1000 is just a magic number
                    pair_key = prev_id * 1000 + cur_id
4831 4832 4833 4834 4835 4836 4837
                    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]
4838

4839
                    if self.schedule_mode == 'F-then-B':  # F-then-B
F
fangshuixun007 已提交
4840
                        block._insert_op_without_sync(
4841
                            index=index + extra_index_info['index'],
4842 4843 4844
                            type='send_v2',
                            inputs={'X': var},
                            attrs={
4845
                                self._op_device_key: prev_dev,
4846 4847 4848 4849 4850
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 1,
                                'ring_id': ring_id
                            })
4851
                        extra_index_info['index'] += 1
4852 4853 4854
                        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
4855
                        block._insert_op_without_sync(
4856
                            index=index + extra_index_info['index'],
4857 4858 4859
                            type='recv_v2',
                            outputs={'Out': [var]},
                            attrs={
4860
                                'out_shape': var_shape,
4861
                                'dtype': var.dtype,
4862
                                self._op_device_key: cur_dev,
4863 4864 4865 4866 4867
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
                                'ring_id': ring_id
                            })
4868
                        extra_index_info['index'] += 1
4869
                    elif self.schedule_mode == '1F1B':  # 1F1B
4870 4871 4872 4873 4874 4875 4876 4877 4878 4879 4880 4881 4882 4883 4884 4885 4886 4887 4888 4889 4890 4891 4892 4893 4894 4895 4896 4897 4898 4899 4900 4901 4902
                        var_shape = list(var.shape)
                        var_shape[0] = self.micro_batch_size if var_shape[
                            0] < 0 else var_shape[0]

                        numel = np.prod(var.shape)
                        assert numel % self.mp_degree == 0, \
                            "The numel={} must be divisible by mp_degree={}".format(numel, self.mp_degree)

                        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

F
fangshuixun007 已提交
4903
                        block._insert_op_without_sync(
4904
                            index=index + extra_index_info['index'],
4905 4906 4907 4908
                            type='c_sync_calc_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
4909
                                self._op_device_key: prev_dev,
4910 4911
                                self._op_role_key: op_role,
                            })
4912
                        extra_index_info['index'] += 1
F
fangshuixun007 已提交
4913
                        block._insert_op_without_sync(
4914
                            index=index + extra_index_info['index'],
4915 4916
                            type='send_v2'
                            if self.mp_degree == 1 else 'partial_send',
4917 4918
                            inputs={'X': var},
                            attrs={
4919
                                self._op_device_key: prev_dev,
4920 4921 4922 4923
                                self._op_role_key: op_role,
                                'use_calc_stream': False,
                                'ring_id': ring_id,
                                'peer': 1,
4924 4925 4926
                                # if send_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
4927
                            })
4928
                        extra_index_info['index'] += 1
4929 4930 4931 4932 4933 4934 4935 4936
                        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
4937
                        sync_comm_op = block._insert_op_without_sync(
4938
                            index=insert_index + extra_index_info['index'],
4939 4940 4941 4942
                            type='c_sync_comm_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
4943
                                self._op_device_key: prev_dev,
4944
                                self._op_role_key: new_op_role,
4945 4946
                                'ring_id': ring_id,
                            })
4947
                        if int(op_role) == int(self._op_role.Forward):
4948
                            sync_comm_op._set_attr('pipeline_flag', '')
4949
                            extra_index_info['index'] += 1
F
fangshuixun007 已提交
4950
                        block._insert_op_without_sync(
4951
                            index=index + extra_index_info['index'],
4952 4953
                            type='recv_v2'
                            if self.mp_degree == 1 else 'partial_recv',
4954 4955 4956 4957
                            outputs={'Out': [var]},
                            attrs={
                                'out_shape': var_shape,
                                'dtype': var.dtype,
4958
                                self._op_device_key: cur_dev,
4959 4960 4961
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
4962 4963 4964 4965
                                '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,
4966
                            })
4967
                        extra_index_info['index'] += 1
4968 4969 4970 4971 4972 4973 4974 4975 4976 4977 4978 4979 4980 4981 4982 4983
                        if self.mp_degree > 1:
                            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
4984 4985 4986 4987 4988
                    else:
                        raise ValueError(
                            "Now only 'F-then-B' and '1F1B' are supported."
                            "The given value is {}.".format(self.schedule_mode))

4989 4990 4991 4992 4993
                _insert_send_recv(
                    int(cur_device.split(':')[1]),
                    int(prev_device.split(':')[1]))
        block._sync_with_cpp()

4994
    def _insert_loss_scale(self, block):
4995
        """
4996
        Scale the loss corresponding to number of micro-batches.
4997
        """
4998
        if self._num_microbatches == 1: return
4999
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
5000 5001 5002 5003 5004 5005 5006 5007
            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={
5008
                        'scale': 1.0 / self._num_microbatches,
5009 5010 5011 5012
                        self._op_role_key: self._op_role.Backward
                    })
                break

5013 5014 5015 5016 5017 5018
    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
5019
            if op.type == 'cast' or op.type == "c_sync_comm_stream": continue
5020 5021 5022 5023 5024 5025 5026 5027 5028 5029 5030 5031 5032 5033 5034 5035 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)

    def _accumulate_gradients(self, block, pp_allreduce_in_optimize=False):
        """
        Create a new merged gradient for each parameter and accumulate the
        corresponding gradient to it.
        """
        merged_gradient_names = []
        first_opt_op_idx = None

        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)
5044
                    continue
5045 5046 5047 5048 5049 5050 5051 5052 5053 5054 5055 5056

            if self._is_backward_op(op) and not first_opt_op_idx:
                first_opt_op_idx = index + 1
                # no optimize phase
                if first_opt_op_idx == len(block.ops): return
                if block.ops[first_opt_op_idx].type == "c_sync_comm_stream":
                    first_opt_op_idx += 1

            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
5057 5058
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
5059 5060 5061 5062 5063 5064 5065 5066 5067 5068 5069 5070 5071
                    offset = 0
                    param_name = op_role_var[i]
                    if not block.has_var(param_name): continue
                    if '@BroadCast' in param_name: continue
                    param_grad_name = param_name + core.grad_var_suffix()
                    merged_param_grad_name = param_grad_name + '@MERGED'
                    if not block.has_var(merged_param_grad_name):
                        self._create_var(block, block.vars[param_name],
                                         merged_param_grad_name)
                    assert block.has_var(merged_param_grad_name)
                    param_grad_var = block.var(param_grad_name)
                    merged_param_grad_var = block.var(merged_param_grad_name)
                    merged_param_grad_var.persistable = True
5072
                    block._insert_op(
5073 5074 5075 5076
                        index=first_opt_op_idx + offset,
                        type='fill_constant',
                        inputs={},
                        outputs={'Out': [merged_param_grad_var]},
5077
                        attrs={
5078 5079 5080 5081 5082
                            '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,
5083 5084
                        })
                    offset += 1
5085 5086 5087 5088 5089 5090 5091 5092 5093 5094 5095 5096 5097 5098 5099 5100 5101 5102 5103 5104 5105 5106 5107 5108 5109 5110 5111 5112 5113 5114 5115 5116 5117 5118 5119 5120 5121 5122 5123 5124 5125 5126 5127
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
                    if not 'cast_fp16' in grad_name:
                        block._insert_op(
                            index=first_opt_op_idx + offset,
                            type='sum',
                            inputs={'X': [grad_var, merged_param_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)
                    else:
                        # cast gradient to fp32 to accumulate to merged gradient
                        cast_grad_var_name = param_grad_name + '@TMP'
                        cast_grad_var = self._create_var(block, param_grad_var,
                                                         cast_grad_var_name)
                        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
                        block._insert_op(
                            index=first_opt_op_idx + offset,
                            type='sum',
                            inputs={
                                'X': [merged_param_grad_var, cast_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)
        return merged_gradient_names
5128 5129 5130

    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
5131
        for prog in program_list:
5132 5133 5134 5135 5136 5137
            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)
5138 5139
                for sub_op in origin_sub_block.ops:
                    op_desc = sub_op.desc
5140 5141 5142
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
5143
                self._create_vars(new_sub_block, origin_sub_block)
5144
                op._set_attr('sub_block', new_sub_block)
5145 5146 5147 5148 5149 5150 5151 5152 5153 5154 5155 5156 5157 5158 5159 5160

    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()
5161
        for prog in program_list:
5162 5163
            block = prog.block(0)
            for var_name in block.vars:
5164
                if var_name == "double_buffer_0": continue
5165 5166 5167 5168 5169 5170 5171 5172 5173 5174 5175 5176 5177 5178 5179 5180 5181
                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:
5182
                    if op.type == "recv_v2" or op.type == "create_py_reader" or \
5183
                        op.type == "read" or op.type == "update_loss_scaling":
5184
                        continue
5185 5186 5187 5188 5189 5190 5191 5192 5193 5194 5195 5196 5197 5198 5199 5200 5201 5202 5203
                    # 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)
5204
            write_dev_index = int(write_device.split(':')[1])
5205 5206 5207
            all_progs = var_info[var_name]
            for prog in all_progs:
                if prog == write_prog: continue
5208 5209 5210
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_dev_index = int(read_device.split(':')[1])
5211 5212 5213 5214 5215 5216 5217 5218 5219
                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]
5220 5221 5222

                write_block._insert_op(
                    index=0,
5223
                    type='send_v2',
5224 5225 5226
                    inputs={'X': write_block.var(var_name), },
                    attrs={
                        self._op_device_key: write_device,
5227
                        'use_calc_stream': False,
5228 5229
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
5230 5231
                        self._op_role_key: self._op_role.LRSched,
                        'peer': read_dev_index,
5232
                        'ring_id': ring_id
5233 5234 5235
                    })
                read_block._insert_op(
                    index=0,
5236
                    type='recv_v2',
5237 5238
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
5239 5240
                        'out_shape': read_block.var(var_name).shape,
                        'dtype': read_block.var(var_name).dtype,
5241
                        self._op_device_key: read_device,
5242
                        'use_calc_stream': False,
5243 5244 5245
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
                        self._op_role_key: self._op_role.LRSched,
5246 5247
                        'peer': write_dev_index,
                        'ring_id': ring_id
5248
                    })
5249 5250 5251 5252 5253 5254 5255 5256 5257 5258 5259 5260 5261 5262 5263 5264 5265 5266 5267 5268
                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
5269

5270 5271 5272 5273 5274
    def _get_input_output_info(self, block):
        '''
        Get info of op input and output.
        '''
        # A map from output var to op which generate it.
5275
        output_var_to_op = defaultdict(list)
5276
        # A map from var to op which takes it as input.
5277
        input_var_to_op = defaultdict(list)
5278

5279
        for index, op in enumerate(block.ops):
5280
            for var_name in op.input_arg_names:
5281
                input_var_to_op[var_name].append([op, index])
5282
            for var_name in op.output_arg_names:
5283 5284 5285 5286 5287 5288 5289 5290 5291 5292 5293 5294
                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)

5295
        recv_type = 'recv_v2' if self.mp_degree == 1 else 'partial_recv'
5296 5297
        backward_recv_index = None
        for index, op in enumerate(block.ops):
5298
            if op.type == recv_type and self._is_backward_op(op):
5299 5300 5301
                backward_recv_index = index
                break

5302
        # last pipeline stage
5303 5304 5305 5306 5307 5308 5309 5310 5311 5312 5313 5314 5315 5316 5317 5318 5319 5320 5321 5322 5323 5324 5325
        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()
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
    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
5376 5377 5378 5379 5380
    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
5381
        main_block = loss.block
5382
        self.origin_main_block = main_block
5383
        main_program = main_block.program
5384 5385
        if startup_program is None:
            startup_program = default_startup_program()
5386

5387 5388
        pipeline_opt = main_program._pipeline_opt
        assert pipeline_opt, 'Please use pipeline with fleet.'
5389 5390 5391 5392 5393 5394 5395
        required_keys = [
            'local_rank',
            'schedule_mode',
            'micro_batch_size',
            'ring_id',
            'global_ring_id',
            'use_sharding',
5396 5397
            'mp_degree',
            'mp_rank',
5398 5399
        ]
        for key in required_keys:
5400
            assert key in pipeline_opt, \
5401
                'Please use pipeline with fleet to use {}.'.format(key)
5402 5403 5404 5405 5406 5407 5408 5409 5410 5411
        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
5412 5413 5414 5415

        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
5416

5417 5418
        self.output_var_to_op, self.input_var_to_op = \
            self._get_input_output_info(main_block)
5419 5420 5421
        # Step1: add default op_device attribute for ops.
        self._add_op_device_attr(main_block)
        device_list = self._check_validation(main_block)
5422 5423 5424 5425 5426 5427 5428 5429 5430 5431 5432

        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

5433 5434 5435 5436 5437
        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
5438
        self._insert_sendrecv_ops_for_boundaries(main_block)
5439

5440
        # Step3: split program into sections and add pairs of
5441 5442
        # send and recv ops for data var.
        main_program = main_block.program
5443
        program_list = self._split_program(main_program, device_list)
5444
        for p in program_list:
5445
            self._create_vars(p.global_block(), main_block)
5446

5447 5448 5449 5450
        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])

5451
        # Step4: Special Case: process persistable vars that exist in
5452
        # multiple sections
5453 5454 5455
        # FIXME 
        # self._process_persistable_vars_in_multi_sections(
        #     main_program, startup_program, program_list)
5456

5457
        # Step5: Add sub blocks for section programs
5458 5459
        self._add_sub_blocks(main_block, program_list)

5460
        place_list = []
5461 5462
        for dev in device_list:
            dev_index = int(dev.split(":")[1])
5463 5464 5465 5466
            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))
5467

5468
        # Step6: Split startup program
5469
        new_startup_program = self._split_startup_program(startup_program,
5470
                                                          self.local_rank)
5471 5472 5473 5474

        startup_program._pipeline_opt = {
            "startup_program": new_startup_program,
        }
5475
        real_block = program_list[self.local_rank].global_block()
5476 5477 5478 5479 5480 5481 5482 5483
        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()
5484

5485 5486 5487 5488
        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"))
5489 5490 5491
        # A pass to move the recv op to the beginning of
        # the forward/backward phase
        self._mv_head_recv(program_list[self.local_rank])
5492
        main_program._pipeline_opt = {
H
hutuxian 已提交
5493 5494
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
5495
            "pipeline_stage": self.local_rank,
5496
            "num_pipeline_stages": len(device_list),
5497
            "schedule_mode": self.schedule_mode,
5498
            "inner_parallelism": len(device_list),
5499 5500
            "section_program": program_list[self.local_rank],
            "place": place_list[self.local_rank],
5501
            "place_id": place_id,
5502
            "sync_steps": -1,
L
lilong12 已提交
5503
            "num_microbatches": self._num_microbatches,
H
hutuxian 已提交
5504 5505
            "start_cpu_core_id": self._start_cpu_core_id,
        }
5506
        return optimize_ops, params_grads, program_list, self._pipeline_pair, self._pp_ring_map
M
mapingshuo 已提交
5507 5508


M
mapingshuo 已提交
5509 5510
class RecomputeOptimizer(Optimizer):
    """
5511
	:api_attr: Static Graph
S
swtkiwi 已提交
5512

M
mapingshuo 已提交
5513 5514 5515 5516 5517 5518 5519 5520 5521 5522 5523 5524 5525 5526 5527 5528 5529 5530 5531 5532 5533 5534 5535 5536 5537 5538 5539 5540 5541 5542 5543 5544 5545 5546 5547 5548 5549 5550 5551 5552 5553 5554 5555 5556 5557 5558 5559 5560 5561 5562 5563 5564 5565 5566 5567 5568 5569 5570 5571 5572
    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
5573 5574
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
5575 5576
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
5577 5578
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
J
JZ-LIANG 已提交
5579
        self.enable_offload = False
M
mapingshuo 已提交
5580 5581

    def _set_checkpoints(self, checkpoints):
5582 5583 5584 5585 5586 5587 5588 5589 5590 5591 5592
        """
        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
5593 5594
        self._checkpoints = checkpoints

J
JZ-LIANG 已提交
5595 5596 5597 5598
    # should enable offload before calling backward 
    def _enable_offload(self):
        self.enable_offload = True

5599 5600
    @framework.deprecate_stat_dict
    def load(self, state_dict):
M
mapingshuo 已提交
5601
        """
5602
	    :api_attr: Static Graph
S
swtkiwi 已提交
5603

M
mapingshuo 已提交
5604 5605 5606 5607
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
5608
            state_dict: the dict load by load_persistable method
M
mapingshuo 已提交
5609 5610 5611 5612 5613 5614 5615 5616 5617 5618 5619 5620 5621 5622 5623 5624 5625 5626 5627 5628 5629 5630 5631

        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:
5632 5633
                    state_dict = {}
                    sgd.load(state_dict)
M
mapingshuo 已提交
5634 5635 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
                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)
5671
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
5672 5673 5674 5675
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
5676
                    no_grad_set=None)
M
mapingshuo 已提交
5677 5678 5679 5680 5681 5682 5683 5684 5685 5686

                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
5687 5688 5689 5690 5691 5692 5693 5694 5695 5696 5697 5698 5699 5700 5701 5702 5703 5704 5705 5706 5707 5708 5709 5710 5711 5712 5713 5714 5715 5716 5717 5718 5719 5720 5721 5722 5723 5724 5725 5726 5727 5728 5729 5730 5731 5732 5733 5734 5735 5736 5737 5738 5739 5740 5741 5742
    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,
5743
                                op_role, dst_place_type):
J
JZ-LIANG 已提交
5744 5745 5746 5747 5748 5749 5750 5751
        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)]
            },
5752 5753 5754 5755
            attrs={
                "dst_place_type": int(dst_place_type),
                OP_ROLE_KEY: op_role
            })
J
JZ-LIANG 已提交
5756 5757 5758 5759 5760 5761 5762

    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]
5763
        self._insert_async_memcpy_op(idx, pinned_varname, fetch_varname, 1, 1)
J
JZ-LIANG 已提交
5764 5765 5766 5767 5768

    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]
5769
        self._insert_async_memcpy_op(idx, varname, pinned_varname, 0, 2)
J
JZ-LIANG 已提交
5770 5771 5772 5773 5774 5775 5776 5777 5778 5779 5780 5781 5782 5783 5784 5785 5786 5787 5788 5789 5790 5791 5792 5793 5794 5795 5796 5797 5798 5799 5800 5801 5802 5803 5804 5805 5806 5807 5808 5809 5810 5811 5812 5813 5814 5815 5816 5817 5818 5819 5820 5821 5822 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 5883 5884 5885 5886 5887 5888 5889 5890 5891 5892 5893 5894 5895 5896 5897 5898 5899 5900 5901 5902 5903 5904 5905 5906 5907 5908 5909 5910 5911 5912 5913 5914 5915 5916 5917 5918 5919 5920 5921 5922 5923 5924 5925 5926 5927 5928 5929 5930 5931 5932 5933 5934 5935 5936 5937 5938 5939 5940 5941 5942 5943 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 5981 5982 5983 5984 5985 5986 5987 5988 5989 5990 5991 5992 5993 5994 5995 5996 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

    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:
            startup_program = fluid.default_startup_program()

        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
6041 6042 6043 6044 6045
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
6046
                 callbacks=None):
M
mapingshuo 已提交
6047 6048 6049 6050 6051 6052 6053
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
6054 6055
            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
6056 6057 6058 6059 6060 6061 6062 6063 6064 6065 6066 6067 6068 6069 6070 6071 6072 6073 6074 6075 6076 6077 6078 6079
            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)
6080
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
6081 6082 6083 6084
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6085
                    no_grad_set=None)
M
mapingshuo 已提交
6086 6087
                print("Finished backward")
        """
6088 6089
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
M
mapingshuo 已提交
6090 6091 6092 6093 6094 6095 6096 6097

        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):
6098 6099 6100 6101 6102 6103 6104
            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
6105 6106 6107 6108 6109 6110 6111 6112 6113 6114 6115 6116 6117 6118 6119 6120 6121 6122
            # 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
6123 6124 6125 6126 6127 6128 6129 6130 6131 6132 6133 6134 6135 6136 6137 6138 6139 6140 6141
        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
6142
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
6143 6144 6145 6146 6147 6148 6149 6150
                
                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)
6151
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
6152 6153 6154 6155
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6156
                    no_grad_set=None)
M
mapingshuo 已提交
6157 6158 6159 6160 6161 6162 6163 6164 6165 6166 6167 6168 6169 6170
                
                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,
6171
                 no_grad_set=None):
6172
        assert isinstance(loss, Variable), "The loss should be an Variable."
M
mapingshuo 已提交
6173 6174 6175 6176 6177 6178 6179 6180 6181
        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,
6182
            no_grad_set=no_grad_set)
M
mapingshuo 已提交
6183 6184 6185 6186 6187 6188 6189

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
6190
class LookaheadOptimizer(object):
6191
    r"""
6192
	:api_attr: Static Graph
S
swtkiwi 已提交
6193

M
mapingshuo 已提交
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
    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
6219
            import numpy.random as random
M
mapingshuo 已提交
6220

6221 6222 6223 6224 6225 6226 6227 6228 6229 6230 6231 6232 6233 6234 6235 6236
            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
6237

6238 6239 6240 6241 6242 6243 6244 6245 6246 6247
            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
6248 6249 6250 6251 6252

    """

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

Z
zhongpu 已提交
6253 6254
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
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
        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})

6306 6307 6308 6309 6310 6311 6312 6313
        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
6314

6315 6316 6317 6318 6319 6320 6321
            # 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
6322

6323 6324 6325 6326 6327 6328 6329 6330 6331 6332 6333 6334 6335 6336 6337 6338 6339 6340
            # 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:
6341 6342 6343 6344 6345
                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)
6346 6347 6348 6349 6350 6351 6352 6353 6354 6355 6356 6357 6358
                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
6359
        return mini_out
6360 6361 6362 6363 6364 6365 6366 6367 6368 6369 6370 6371 6372 6373 6374 6375 6376 6377 6378 6379 6380 6381 6382 6383 6384 6385 6386 6387 6388 6389 6390 6391 6392 6393 6394 6395 6396 6397 6398 6399 6400 6401 6402 6403 6404 6405 6406 6407 6408 6409 6410 6411 6412 6413 6414 6415 6416


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]))
    """

6417 6418
    GRAD_MERGE_COND_NAME = "grad_merge_cond_name"

6419 6420 6421 6422 6423 6424 6425 6426 6427 6428 6429 6430 6431 6432 6433
    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
6434
        self._optimize_ops = None
6435

6436 6437 6438 6439 6440 6441
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

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

6442
    def backward(self,
6443 6444 6445
                 loss,
                 startup_program=None,
                 parameter_list=None,
6446 6447
                 no_grad_set=None,
                 callbacks=None):
6448 6449 6450 6451 6452 6453 6454 6455 6456 6457
        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)
6458 6459 6460 6461 6462 6463 6464 6465 6466 6467 6468 6469 6470 6471 6472 6473 6474 6475 6476 6477 6478 6479 6480 6481 6482 6483 6484 6485 6486 6487 6488 6489 6490 6491 6492 6493 6494 6495 6496 6497 6498 6499 6500 6501 6502 6503 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 6529 6530 6531 6532 6533 6534 6535 6536 6537 6538 6539 6540 6541 6542 6543 6544 6545 6546 6547 6548 6549 6550 6551 6552 6553 6554 6555 6556 6557 6558 6559 6560 6561 6562 6563 6564 6565 6566 6567 6568 6569 6570 6571 6572 6573 6574
        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)
6575 6576

        #TODO(mapingshuo) support sparse embedding
6577 6578
        # step1: remove grad.op's op_role_var
        for param, grad in params_grads:
6579
            assert (
6580
                param.type != core.VarDesc.VarType.SELECTED_ROWS
6581 6582
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

6583
            self._remove_op_role_var(param, grad)
6584

6585
        param_to_grad = {k.name: v for (k, v) in params_grads}
6586 6587 6588
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

6589 6590 6591 6592 6593
        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
6594 6595 6596 6597 6598 6599 6600 6601
            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
6602

6603 6604 6605 6606 6607 6608 6609 6610 6611 6612 6613 6614 6615 6616
            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),
                })

6617 6618 6619 6620 6621 6622 6623 6624 6625 6626 6627 6628 6629 6630 6631 6632 6633 6634 6635 6636 6637 6638 6639 6640 6641 6642 6643 6644 6645 6646 6647
            # 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
                        })
6648

6649 6650 6651 6652 6653 6654
            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
6655

6656 6657
            self._optimize_ops = self.inner_optimizer.apply_gradients(
                new_params_grads)
6658

6659 6660 6661 6662 6663 6664 6665 6666 6667 6668 6669 6670 6671 6672 6673 6674 6675 6676 6677 6678 6679 6680 6681 6682 6683 6684 6685 6686
            # 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)
6687 6688

        return optimize_ops, params_grads