lr.py 60.8 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
# Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import math
import numpy
import warnings
from paddle import Tensor

__all__ = [
21 22 23 24
    'LRScheduler', 'NoamDecay', 'PiecewiseDecay', 'NaturalExpDecay',
    'InverseTimeDecay', 'PolynomialDecay', 'LinearWarmup', 'ExponentialDecay',
    'MultiStepDecay', 'StepDecay', 'LambdaDecay', 'ReduceOnPlateau',
    'CosineAnnealingDecay'
25 26 27
]


28 29 30 31 32
class LRScheduler(object):
    """

    LRScheduler Base class. Define the common interface of a learning rate scheduler.

Z
Zhou Wei 已提交
33
    User can import it by ``from paddle.optimizer.lr import LRScheduler`` ,
34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52

    then overload it for your subclass and have a custom implementation of ``get_lr()`` .

    Otherwise, an ``NotImplementedError`` exception will be thrown.

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .

    Returns:
        instance to schedule learning rate.

    Examples:
        Here is an example of a simple ``StepDecay`` implementation. 
        
        .. code-block:: python
            
            import paddle
Z
Zhou Wei 已提交
53
            from paddle.optimizer.lr import LRScheduler
54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75

            class StepDecay(LRScheduler):
                def __init__(self,
                            learning_rate,
                            step_size,
                            gamma=0.1,
                            last_epoch=-1,
                            verbose=False):
                    if not isinstance(step_size, int):
                        raise TypeError(
                            "The type of 'step_size' must be 'int', but received %s." %
                            type(step_size))
                    if gamma >= 1.0:
                        raise ValueError('gamma should be < 1.0.')

                    self.step_size = step_size
                    self.gamma = gamma
                    super(StepDecay, self).__init__(learning_rate, last_epoch, verbose)

                def get_lr(self):
                    i = self.last_epoch // self.step_size
                    return self.base_lr * (self.gamma**i)
76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93

    """

    def __init__(self, learning_rate=0.1, last_epoch=-1, verbose=False):
        if not isinstance(learning_rate, (float, int)):
            raise TypeError(
                "The type of learning rate must be float, but received {}".
                format(type(learning_rate)))
        self.base_lr = float(learning_rate)
        self.last_lr = float(learning_rate)
        self.last_epoch = last_epoch
        self.verbose = verbose
        self._var_name = None

        self.step()

    def __call__(self):
        """ 
94
        Return lastest computed learning rate on current epoch.
95 96 97 98 99
        """
        return self.last_lr

    def step(self, epoch=None):
        """
100 101 102

        ``step`` should be called after ``optimizer.step`` . It will update the learning rate in optimizer according to current ``epoch`` .  
        The new learning rate will take effect on next ``optimizer.step`` .
103 104 105 106 107 108

        Args:
            epoch (int, None): specify current epoch. Default: None. Auto-increment from last_epoch=-1.

        Returns:
            None
109

110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126
        """
        if epoch is None:
            self.last_epoch += 1
            self.last_lr = self.get_lr()
        else:
            self.last_epoch = epoch
            if hasattr(self, "_get_closed_form_lr"):
                self.last_lr = self._get_closed_form_lr()
            else:
                self.last_lr = self.get_lr()

        if self.verbose:
            print('Epoch {}: {} set learning rate to {}.'.format(
                self.last_epoch, self.__class__.__name__, self.last_lr))

    def state_dict(self):
        """
127

128 129
        Returns the state of the scheduler as a :class:`dict`.

130
        It is a subset of ``self.__dict__`` .
131
        """
132
        self.state_keys()
133 134 135 136 137 138 139 140 141 142 143 144 145 146 147
        state_dict = {}
        for key in self.keys:
            if key not in self.__dict__:
                continue
            value = self.__dict__[key]
            if isinstance(value, Tensor):
                assert value.shape == [
                    1
                ], "shape of Tensor in state_dict must be [1] {}".format(
                    value.shape)
                value = value.numpy()[0]
            state_dict[key] = value

        return state_dict

148
    # For those subclass who overload LRScheduler, "last_epoch, last_lr" will be saved by default.
149
    # (Note): you can change it for your subclass.
150
    def state_keys(self):
151
        """
152 153 154 155 156 157 158

        For those subclass who overload ``LRScheduler`` (Base Class). Acquiescently, "last_epoch, last_lr" will be saved by ``self.keys = ['last_epoch', 'last_lr']`` .

        ``last_epoch`` is the current epoch num, and ``last_lr`` is the current learning rate.

        If you want to change the default behavior, you should have a custom implementation of ``_state_keys()`` to redefine ``self.keys`` .

159 160 161
        """
        self.keys = ['last_epoch', 'last_lr']

162
    def set_state_dict(self, state_dict):
163
        """
164

165 166
        Loads the schedulers state.
        """
167
        self.state_keys()
168 169 170 171 172 173 174 175 176 177 178 179
        for key in self.keys:
            if key in state_dict:
                self.__dict__[key] = state_dict[key]
            else:
                raise RuntimeError(
                    "Please check whether state_dict is correct for optimizer. Can't find [ {} ] in state_dict".
                    format(key))
        if len(state_dict) > len(self.keys):
            warnings.warn(
                "There are some unused values in state_dict. Maybe the optimizer have different 'LearningRateDecay' when invoking state_dict and set_dict"
            )

180 181
    # alias for set_state_dict
    set_dict = set_state_dict
182 183

    def get_lr(self):
184 185 186 187 188 189
        """
        
        For those subclass who overload ``LRScheduler`` (Base Class), User should have a custom implementation of ``get_lr()`` .

        Otherwise, an ``NotImplementedError`` exception will be thrown.
        """
190 191 192 193
        # calculate by python float
        raise NotImplementedError


194
class NoamDecay(LRScheduler):
195
    r"""
196

197
    Applies Noam Decay to the initial learning rate. 
198 199 200 201 202 203 204 205 206 207 208 209 210 211 212

    The algorithm can be described as following.

    .. math::

        new\_learning\_rate = learning\_rate * d_{model}^{-0.5} * min(epoch^{-0.5}, epoch * warmup\_steps^{-1.5})

    Please reference `attention is all you need <https://arxiv.org/pdf/1706.03762.pdf>`_ 


    Args:
        d$_{model}$(int): The dimensionality of input and output feature vector of model. It is a python int number.
        warmup_steps(int): The number of warmup steps. A super parameter. It is a python int number
        learning_rate (float): The initial learning rate. It is a python float number. Default: 1.0.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
213
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
214 215

    Returns:
216
        ``NoamDecay`` instance to schedule learning rate.
217 218 219 220 221 222 223

    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

224
            # train on default dynamic graph mode
225
            linear = paddle.nn.Linear(10, 10)
226 227
            scheduler = paddle.optimizer.lr.NoamDecay(d_model=0.01, warmup_steps=100, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
228
            for epoch in range(20):
Z
Zhou Wei 已提交
229
                for batch_id in range(5):
230
                    x = paddle.uniform([10, 10])
231
                    out = linear(x)
C
chentianyu03 已提交
232
                    loss = paddle.mean(out)
233
                    loss.backward()
234 235
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
236 237
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
238

239
            # train on static graph mode
240 241 242 243
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
244 245
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
246 247
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
248
                scheduler = paddle.optimizer.lr.NoamDecay(d_model=0.01, warmup_steps=100, verbose=True)
249 250 251 252 253 254
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
255
                for batch_id in range(5):
256 257 258 259 260 261
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
262
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
263 264
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
265 266 267 268 269 270 271 272 273 274 275

    """

    def __init__(self,
                 d_model,
                 warmup_steps,
                 learning_rate=1.0,
                 last_epoch=-1,
                 verbose=False):
        self.d_model = d_model
        self.warmup_steps = warmup_steps
276
        super(NoamDecay, self).__init__(learning_rate, last_epoch, verbose)
277 278 279 280 281 282 283 284 285 286

    def get_lr(self):
        if self.last_epoch == 0:
            a = 1
        else:
            a = self.last_epoch**-0.5
        b = self.warmup_steps**-1.5 * self.last_epoch
        return self.base_lr * (self.d_model**-0.5) * min(a, b)


287
class PiecewiseDecay(LRScheduler):
288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309
    """

    Piecewise learning rate scheduler.

    The algorithm can be described as the code below:

    .. code-block:: text

        boundaries = [100, 200]
        values = [1.0, 0.5, 0.1]
        if epoch < 100:
            learning_rate = 1.0
        elif 100 <= global_step < 200:
            learning_rate = 0.5
        else:
            learning_rate = 0.1

    Args:
        boundaries(list): A list of steps numbers. The type of element in the list is python int. 
        values(list): A list of learning rate values that will be picked during different epoch boundaries. 
            The type of element in the list is python float.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
310
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
311 312

    Returns:
313
        ``PiecewiseDecay`` instance to schedule learning rate.
314 315 316 317 318 319 320 321

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

322
            # train on default dynamic graph mode
323
            linear = paddle.nn.Linear(10, 10)
324 325
            scheduler = paddle.optimizer.lr.PiecewiseDecay(boundaries=[3, 6, 9], values=[0.1, 0.2, 0.3, 0.4], verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
326
            for epoch in range(20):
Z
Zhou Wei 已提交
327
                for batch_id in range(5):
328
                    x = paddle.uniform([10, 10])
329
                    out = linear(x)
C
chentianyu03 已提交
330
                    loss = paddle.mean(out)
331
                    loss.backward()
332 333
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
334 335
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
336

337
            # train on static graph mode
338 339 340 341
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
342 343
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
344 345
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
346
                scheduler = paddle.optimizer.lr.PiecewiseDecay(boundaries=[3, 6, 9], values=[0.1, 0.2, 0.3, 0.4], verbose=True)
347 348 349 350 351 352
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
353
                for batch_id in range(5):
354 355 356 357 358 359
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
360
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
361 362
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
363 364 365 366 367
    """

    def __init__(self, boundaries, values, last_epoch=-1, verbose=False):
        self.boundaries = boundaries
        self.values = values
368
        super(PiecewiseDecay, self).__init__(
369 370 371 372 373 374 375 376 377
            last_epoch=last_epoch, verbose=verbose)

    def get_lr(self):
        for i in range(len(self.boundaries)):
            if self.last_epoch < self.boundaries[i]:
                return self.values[i]
        return self.values[len(self.values) - 1]


378
class NaturalExpDecay(LRScheduler):
379
    r"""
380 381 382 383 384 385 386

    Applies natural exponential decay to the initial learning rate.
    
    The algorithm can be described as following:

    .. math::

387
        new\_learning\_rate = learning\_rate * e^{- gamma * epoch}
388 389 390 391 392

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        gamma (float, optional): A Ratio to update the learning rate. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
393
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
394 395

    Returns:
396
        ``NaturalExpDecay`` instance to schedule learning rate.
397 398 399 400 401 402 403 404

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

405
            # train on default dynamic graph mode
406
            linear = paddle.nn.Linear(10, 10)
407 408
            scheduler = paddle.optimizer.lr.NaturalExpDecay(learning_rate=0.5, gamma=0.1, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
409
            for epoch in range(20):
Z
Zhou Wei 已提交
410
                for batch_id in range(5):
411
                    x = paddle.uniform([10, 10])
412
                    out = linear(x)
C
chentianyu03 已提交
413
                    loss = paddle.mean(out)
414
                    loss.backward()
415 416
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
417 418
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
419

420
            # train on static graph mode
421 422 423 424
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
425 426
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
427 428
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
429
                scheduler = paddle.optimizer.lr.NaturalExpDecay(learning_rate=0.5, gamma=0.1, verbose=True)
430 431 432 433 434 435
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
436
                for batch_id in range(5):
437 438 439 440 441 442
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
443
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
444 445
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
446 447 448 449
    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
450 451
        super(NaturalExpDecay, self).__init__(learning_rate, last_epoch,
                                              verbose)
452 453 454 455 456

    def get_lr(self):
        return self.base_lr * math.exp(-1 * self.gamma * self.last_epoch)


457
class InverseTimeDecay(LRScheduler):
458
    r"""
459 460 461 462 463 464 465 466 467 468 469 470 471 472

    Applies inverse time decay to the initial learning rate.

    The algorithm can be described as following:

    .. math::

        new\_learning\_rate = \\frac{learning\_rate}{1 + gamma * epoch}

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
473
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
474 475

    Returns:
476
        ``InverseTimeDecay`` instance to schedule learning rate.
477 478 479 480 481 482 483 484

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

485
            # train on default dynamic graph mode
486
            linear = paddle.nn.Linear(10, 10)
487 488
            scheduler = paddle.optimizer.lr.InverseTimeDecay(learning_rate=0.5, gamma=0.1, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
489
            for epoch in range(20):
Z
Zhou Wei 已提交
490
                for batch_id in range(5):
491
                    x = paddle.uniform([10, 10])
492
                    out = linear(x)
C
chentianyu03 已提交
493
                    loss = paddle.mean(out)
494
                    loss.backward()
495 496
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
497 498
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
499

500
            # train on static graph mode
501 502 503 504
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
505 506
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
507 508
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
509
                scheduler = paddle.optimizer.lr.InverseTimeDecay(learning_rate=0.5, gamma=0.1, verbose=True)
510 511 512 513 514 515
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
516
                for batch_id in range(5):
517 518 519 520 521 522
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
523
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
524 525
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
526 527 528 529 530

    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
531 532
        super(InverseTimeDecay, self).__init__(learning_rate, last_epoch,
                                               verbose)
533 534 535 536 537

    def get_lr(self):
        return self.base_lr / (1 + self.gamma * self.last_epoch)


538
class PolynomialDecay(LRScheduler):
539
    r"""
540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569

    Applies polynomial decay to the initial learning rate.

    The algorithm can be described as following.

    If cycle is set to True, then:

    .. math::

        decay\_steps & = decay\_steps * math.ceil(\\frac{epoch}{decay\_steps}) 

        new\_learning\_rate & = (learning\_rate-end\_lr)*(1-\\frac{epoch}{decay\_steps})^{power}+end\_lr

    If cycle is set to False, then:

    .. math::

        epoch & = min(epoch, decay\_steps) 

        new\_learning\_rate & = (learning\_rate-end\_lr)*(1-\\frac{epoch}{decay\_steps})^{power}+end\_lr


    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        decay_steps(int): The decay step size. It determines the decay cycle.
        end_lr(float, optional): The minimum final learning rate. Default: 0.0001.
        power(float, optional): Power of polynomial. Default: 1.0.
        cycle(bool, optional): Whether the learning rate rises again. If True, then the learning rate will rise when it decrease 
            to ``end_lr`` .  If False, the learning rate is monotone decreasing. Default: False.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
570
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
571 572

    Returns:
573
        ``PolynomialDecay`` instance to schedule learning rate.
574 575 576 577 578 579 580 581

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

582
            # train on default dynamic graph mode
583
            linear = paddle.nn.Linear(10, 10)
584 585
            scheduler = paddle.optimizer.lr.PolynomialDecay(learning_rate=0.5, decay_steps=20, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
586
            for epoch in range(20):
Z
Zhou Wei 已提交
587
                for batch_id in range(5):
588
                    x = paddle.uniform([10, 10])
589
                    out = linear(x)
C
chentianyu03 已提交
590
                    loss = paddle.mean(out)
591
                    loss.backward()
592 593
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
594 595
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
596

597
            # train on static graph mode
598 599 600 601
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
602 603
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
604 605
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
606
                scheduler = paddle.optimizer.lr.PolynomialDecay(learning_rate=0.5, decay_steps=20, verbose=True)
607 608 609 610 611 612
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
613
                for batch_id in range(5):
614 615 616 617 618 619
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
620
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
621 622
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
623 624 625 626 627 628 629 630 631 632 633 634 635 636
    """

    def __init__(self,
                 learning_rate,
                 decay_steps,
                 end_lr=0.0001,
                 power=1.0,
                 cycle=False,
                 last_epoch=-1,
                 verbose=False):
        self.decay_steps = decay_steps
        self.end_lr = end_lr
        self.power = power
        self.cycle = cycle
637 638
        super(PolynomialDecay, self).__init__(learning_rate, last_epoch,
                                              verbose)
639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657

    def get_lr(self):
        tmp_epoch_num = self.last_epoch
        tmp_decay_steps = self.decay_steps
        if self.cycle:
            div_res = math.ceil(
                float(self.last_epoch) / float(self.decay_steps))

            if self.last_epoch == 0:
                div_res = 1
            tmp_decay_steps = self.decay_steps * div_res
        else:
            tmp_epoch_num = min(self.last_epoch, self.decay_steps)

        return (self.base_lr - self.end_lr) * (
            (1 - float(tmp_epoch_num) / float(tmp_decay_steps)
             )**self.power) + self.end_lr


658
class LinearWarmup(LRScheduler):
659
    r"""
660 661 662 663 664 665

    Linear learning rate warm up strategy. Update the learning rate preliminarily before the normal learning rate scheduler.
    For more information, please refer to `Bag of Tricks for Image Classification with Convolutional Neural Networks <https://arxiv.org/abs/1812.01187>`_
    
    When epoch < warmup_steps, learning rate is updated as:
    
666
    .. math::
667
    
668
            lr = start\_lr + (end\_lr - start\_lr) * \\frac{epoch}{warmup\_steps}
669 670 671 672 673
    
    where start_lr is the initial learning rate, and end_lr is the final learning rate;
    
    When epoch >= warmup_steps, learning rate is updated as:
    
674
    .. math::
675 676 677
    
            lr = learning_rate
    
678
    where ``learning_rate`` is float or any subclass of ``LRScheduler`` .
679 680

    Args:
681
        learning_rate (float|LRScheduler): The learning rate after warm-up. It is a python float number or any subclass of ``LRScheduler`` .
682 683 684 685
        warmup_steps (int): total steps of warm up.
        start_lr (float): Initial learning rate of warm up.
        end_lr (float): Final learning rate of warm up.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
686
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
687 688

    Returns:
689
        ``LinearWarmup`` instance to schedule learning rate.
690 691 692 693 694 695 696 697

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

698
            # train on default dynamic graph mode
699
            linear = paddle.nn.Linear(10, 10)
700
            scheduler = paddle.optimizer.lr.LinearWarmup(
701
                    learning_rate=0.5, warmup_steps=20, start_lr=0, end_lr=0.5, verbose=True)
702
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
703
            for epoch in range(20):
Z
Zhou Wei 已提交
704
                for batch_id in range(5):
705
                    x = paddle.uniform([10, 10])
706
                    out = linear(x)
C
chentianyu03 已提交
707
                    loss = paddle.mean(out)
708
                    loss.backward()
709 710
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
711 712
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
713

714
            # train on static graph mode
715 716 717 718
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
719 720
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
721 722
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
723
                scheduler = paddle.optimizer.lr.LinearWarmup(
724 725 726 727 728 729 730
                    learning_rate=0.5, warmup_steps=20, start_lr=0, end_lr=0.5, verbose=True)
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
731
                for batch_id in range(5):
732 733 734 735 736 737
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
738
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
739 740
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
741 742 743 744 745 746 747 748 749 750
    """

    def __init__(self,
                 learning_rate,
                 warmup_steps,
                 start_lr,
                 end_lr,
                 last_epoch=-1,
                 verbose=False):
        type_check = isinstance(learning_rate, float) or isinstance(
751
            learning_rate, int) or isinstance(learning_rate, LRScheduler)
752 753
        if not type_check:
            raise TypeError(
754
                "the type of learning_rate should be [int, float or LRScheduler], the current type is {}".
755 756 757 758 759 760 761
                format(learning_rate))
        self.learning_rate = learning_rate
        self.warmup_steps = warmup_steps
        self.start_lr = start_lr
        self.end_lr = end_lr
        assert end_lr > start_lr, "end_lr {} must be greater than start_lr {}".format(
            end_lr, start_lr)
762
        super(LinearWarmup, self).__init__(start_lr, last_epoch, verbose)
763

764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782
    def state_dict(self):
        """
        Returns the state of the LinearWarmup scheduler as a :class:`dict`.

        It is a subset of ``self.__dict__`` .
        """
        state_dict = super(LinearWarmup, self).state_dict()
        if isinstance(self.learning_rate, LRScheduler):
            state_dict["LinearWarmup_LR"] = self.learning_rate.state_dict()
        return state_dict

    def set_state_dict(self, state_dict):
        """
        Loads state_dict for LinearWarmup scheduler.
        """
        super(LinearWarmup, self).set_state_dict(state_dict)
        if isinstance(self.learning_rate, LRScheduler):
            self.learning_rate.set_state_dict(state_dict["LinearWarmup_LR"])

783 784 785 786 787
    def get_lr(self):
        if self.last_epoch < self.warmup_steps:
            return (self.end_lr - self.start_lr) * float(
                self.last_epoch) / float(self.warmup_steps) + self.start_lr
        else:
788
            if isinstance(self.learning_rate, LRScheduler):
789 790
                self.learning_rate.step(self.last_epoch - self.warmup_steps)
                return self.learning_rate()
791 792 793 794

            return self.learning_rate


795
class ExponentialDecay(LRScheduler):
796
    r"""
797

798
    Update learning rate by `gamma` each epoch.
799 800 801 802 803 804 805 806 807

    The algorithm can be described as following.
    
    .. math::

        new\_learning\_rate = last\_learning\_rate * gamma

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
808 809
        gamma (float): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0.
810
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
811
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
812 813

    Returns:
814
        ``ExponentialDecay`` instance to schedule learning rate.
815 816 817 818 819 820 821 822

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

823
            # train on default dynamic graph mode
824
            linear = paddle.nn.Linear(10, 10)
825 826
            scheduler = paddle.optimizer.lr.ExponentialDecay(learning_rate=0.5, gamma=0.9, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
827
            for epoch in range(20):
Z
Zhou Wei 已提交
828
                for batch_id in range(5):
829
                    x = paddle.uniform([10, 10])
830
                    out = linear(x)
C
chentianyu03 已提交
831
                    loss = paddle.mean(out)
832
                    loss.backward()
833 834
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
835 836
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
837

838
            # train on static graph mode
839 840 841 842
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
843 844
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
845 846
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
847
                scheduler = paddle.optimizer.lr.ExponentialDecay(learning_rate=0.5, gamma=0.9, verbose=True)
848 849 850 851 852 853
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
854
                for batch_id in range(5):
855 856 857 858 859 860
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
861
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
862 863
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
864 865 866 867
    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
868 869
        super(ExponentialDecay, self).__init__(learning_rate, last_epoch,
                                               verbose)
870 871 872 873 874

    def get_lr(self):
        return self.base_lr * (self.gamma**self.last_epoch)


875
class MultiStepDecay(LRScheduler):
876
    """
877
    Update the learning rate by ``gamma`` once ``epoch`` reaches one of the milestones.
878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5
        milestones = [30, 50]
        gamma = 0.1
        if epoch < 30:
            learning_rate = 0.5
        elif epoch < 50:
            learning_rate = 0.05
        else:
            learning_rate = 0.005

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        milestones (tuple|list): List or tuple of each boundaries. Must be increasing.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
899
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
900 901 902
        

    Returns:
903
        ``MultiStepDecay`` instance to schedule learning rate.
904 905 906 907 908 909 910 911

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

912
            # train on default dynamic graph mode
913
            linear = paddle.nn.Linear(10, 10)
914 915
            scheduler = paddle.optimizer.lr.MultiStepDecay(learning_rate=0.5, milestones=[2, 4, 6], gamma=0.8, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
916
            for epoch in range(20):
Z
Zhou Wei 已提交
917
                for batch_id in range(5):
918
                    x = paddle.uniform([10, 10])
919
                    out = linear(x)
C
chentianyu03 已提交
920
                    loss = paddle.mean(out)
921
                    loss.backward()
922 923
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
924 925
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
926

927
            # train on static graph mode
928 929 930 931
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
932 933
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
934 935
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
936
                scheduler = paddle.optimizer.lr.MultiStepDecay(learning_rate=0.5, milestones=[2, 4, 6], gamma=0.8, verbose=True)
937 938 939 940 941 942
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
943
                for batch_id in range(5):
944 945 946 947 948 949
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
950
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
951 952
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975
    """

    def __init__(self,
                 learning_rate,
                 milestones,
                 gamma=0.1,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(milestones, (tuple, list)):
            raise TypeError(
                "The type of 'milestones' in 'MultiStepDecay' must be 'tuple, list', but received %s."
                % type(milestones))

        if not all([
                milestones[i] < milestones[i + 1]
                for i in range(len(milestones) - 1)
        ]):
            raise ValueError('The elements of milestones must be incremented')
        if gamma >= 1.0:
            raise ValueError('gamma should be < 1.0.')

        self.milestones = milestones
        self.gamma = gamma
976
        super(MultiStepDecay, self).__init__(learning_rate, last_epoch, verbose)
977 978 979 980 981 982 983 984

    def get_lr(self):
        for i in range(len(self.milestones)):
            if self.last_epoch < self.milestones[i]:
                return self.base_lr * (self.gamma**i)
        return self.base_lr * (self.gamma**len(self.milestones))


985
class StepDecay(LRScheduler):
986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007
    """
    Update the learning rate of ``optimizer`` by ``gamma`` every ``step_size`` number of epoch.

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5
        step_size = 30
        gamma = 0.1

        learning_rate = 0.5     if epoch < 30
        learning_rate = 0.05    if 30 <= epoch < 60
        learning_rate = 0.005   if 60 <= epoch < 90
        ...

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        step_size (int): the interval to update.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1008
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1009 1010

    Returns:
1011
        ``StepDecay`` instance to schedule learning rate.
1012 1013 1014 1015 1016 1017 1018 1019 1020


    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1021
            # train on default dynamic graph mode
1022
            linear = paddle.nn.Linear(10, 10)
1023 1024
            scheduler = paddle.optimizer.lr.StepDecay(learning_rate=0.5, step_size=5, gamma=0.8, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1025
            for epoch in range(20):
Z
Zhou Wei 已提交
1026
                for batch_id in range(5):
1027
                    x = paddle.uniform([10, 10])
1028
                    out = linear(x)
C
chentianyu03 已提交
1029
                    loss = paddle.mean(out)
1030
                    loss.backward()
1031 1032
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1033 1034
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1035

1036
            # train on static graph mode
1037 1038 1039 1040
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1041 1042
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1043 1044
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1045
                scheduler = paddle.optimizer.lr.StepDecay(learning_rate=0.5, step_size=5, gamma=0.8, verbose=True)
1046 1047 1048 1049 1050 1051
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1052
                for batch_id in range(5):
1053 1054 1055 1056 1057 1058
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1059
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1060 1061
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078
    """

    def __init__(self,
                 learning_rate,
                 step_size,
                 gamma=0.1,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(step_size, int):
            raise TypeError(
                "The type of 'step_size' must be 'int', but received %s." %
                type(step_size))
        if gamma >= 1.0:
            raise ValueError('gamma should be < 1.0.')

        self.step_size = step_size
        self.gamma = gamma
1079
        super(StepDecay, self).__init__(learning_rate, last_epoch, verbose)
1080 1081 1082 1083 1084 1085

    def get_lr(self):
        i = self.last_epoch // self.step_size
        return self.base_lr * (self.gamma**i)


1086
class LambdaDecay(LRScheduler):
1087 1088 1089 1090 1091 1092 1093 1094 1095 1096
    """
    Sets the learning rate of ``optimizer`` by function ``lr_lambda`` . ``lr_lambda`` is funciton which receives ``epoch`` .

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5        # init learning_rate
        lr_lambda = lambda epoch: 0.95 ** epoch

1097 1098 1099
        learning_rate = 0.5        # epoch 0, 0.5*0.95**0
        learning_rate = 0.475      # epoch 1, 0.5*0.95**1
        learning_rate = 0.45125    # epoch 2, 0.5*0.95**2
1100 1101 1102 1103 1104

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        lr_lambda (function): A function which computes a factor by ``epoch`` , and then multiply the initial learning rate by this factor.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1105
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1106 1107
    
    Returns:
1108
        ``LambdaDecay`` instance to schedule learning rate.
1109 1110 1111 1112 1113 1114 1115 1116

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1117
            # train on default dynamic graph mode
1118
            linear = paddle.nn.Linear(10, 10)
1119 1120
            scheduler = paddle.optimizer.lr.LambdaDecay(learning_rate=0.5, lr_lambda=lambda x:0.95**x, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1121
            for epoch in range(20):
Z
Zhou Wei 已提交
1122
                for batch_id in range(5):
1123
                    x = paddle.uniform([10, 10])
1124
                    out = linear(x)
C
chentianyu03 已提交
1125
                    loss = paddle.mean(out)
1126
                    loss.backward()
1127 1128
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1129 1130
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1131

1132
            # train on static graph mode
1133 1134 1135 1136
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1137 1138
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1139 1140
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1141
                scheduler = paddle.optimizer.lr.LambdaDecay(learning_rate=0.5, lr_lambda=lambda x:0.95**x, verbose=True)
1142 1143 1144 1145 1146 1147
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1148
                for batch_id in range(5):
1149 1150 1151 1152 1153 1154
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1155
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1156 1157
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1158 1159 1160 1161 1162 1163

    """

    def __init__(self, learning_rate, lr_lambda, last_epoch=-1, verbose=False):
        if not callable(lr_lambda):
            raise TypeError(
1164
                "The type of 'lr_lambda' in 'LambdaDecay' must be 'function', but received %s."
1165 1166 1167
                % type(lr_lambda))

        self.lr_lambda = lr_lambda
1168
        super(LambdaDecay, self).__init__(learning_rate, last_epoch, verbose)
1169 1170 1171 1172 1173

    def get_lr(self):
        return self.base_lr * self.lr_lambda(self.last_epoch)


1174
class ReduceOnPlateau(LRScheduler):
1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201
    """
    Reduce learning rate when ``metrics`` has stopped descending. Models often benefit from reducing the learning rate 
    by 2 to 10 times once model performance has no longer improvement.

    The ``metrics`` is the one which has been pass into ``step`` , it must be 1-D Tensor with shape [1]. When ``metrics`` 
    stop descending for a ``patience`` number of epochs, the learning rate will be reduced to ``learning_rate * factor`` . 
    (Specially, ``mode`` can also be set to ``'max`` , in this case, when ``metrics`` stop ascending for a ``patience`` 
    number of epochs, the learning rate will be reduced.)

    In addition, After each reduction, it will wait a ``cooldown`` number of epochs before resuming above operation.

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        mode (str, optional): ``'min'`` or ``'max'`` can be selected. Normally, it is ``'min'`` , which means that the 
            learning rate will reduce when ``loss`` stops descending. Specially, if it's set to ``'max'`` ,  the learning 
            rate will reduce when ``loss`` stops ascending. Default: ``'min'`` .
        factor (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * factor`` . 
            It should be less than 1.0. Default: 0.1.
        patience (int, optional): When ``loss`` doesn't improve for this number of epochs, learing rate will be reduced. 
            Default: 10.
        threshold (float, optional): ``threshold`` and ``threshold_mode`` will determine the minimum change of ``loss`` . 
            This make tiny changes of ``loss`` will be ignored. Default: 1e-4.
        threshold_mode (str, optional): ``'rel'`` or ``'abs'`` can be selected. In ``'rel'`` mode, the minimum change of ``loss``
            is ``last_loss * threshold`` , where ``last_loss`` is ``loss`` in last epoch. In ``'abs'`` mode, the minimum 
            change of ``loss`` is ``threshold`` . Default: ``'rel'`` .
        cooldown (int, optional): The number of epochs to wait before resuming normal operation. Default: 0.
        min_lr (float, optional): The lower bound of the learning rate after reduction. Default: 0.
1202 1203
        epsilon (float, optional): Minimal decay applied to lr. If the difference between new and old lr is smaller than epsilon, 
            the update is ignored. Default: 1e-8.
1204 1205 1206 1207
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False``.

    
    Returns:
1208
        ``ReduceOnPlateau`` instance to schedule learning rate.
1209 1210 1211 1212 1213 1214 1215 1216


    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

1217
            # train on default dynamic graph mode
1218
            linear = paddle.nn.Linear(10, 10)
1219 1220
            scheduler = paddle.optimizer.lr.ReduceOnPlateau(learning_rate=1.0, factor=0.5, patience=5, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1221
            for epoch in range(20):
Z
Zhou Wei 已提交
1222
                for batch_id in range(5):
1223
                    x = paddle.uniform([10, 10])
1224
                    out = linear(x)
C
chentianyu03 已提交
1225
                    loss = paddle.mean(out)
1226
                    loss.backward()
1227 1228
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1229 1230
                    scheduler.step(loss)    # If you update learning rate each step
              # scheduler.step(loss)        # If you update learning rate each epoch
1231

1232
            # train on static graph mode
1233 1234 1235 1236
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1237 1238
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1239 1240
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1241
                scheduler = paddle.optimizer.lr.ReduceOnPlateau(learning_rate=1.0, factor=0.5, patience=5, verbose=True)
1242 1243 1244 1245 1246 1247
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1248
                for batch_id in range(5):
1249 1250 1251 1252 1253 1254
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1255
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1256 1257
                    scheduler.step(out[0])    # If you update learning rate each step
              # scheduler.step(out[0])        # If you update learning rate each epoch
1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288

    """

    def __init__(self,
                 learning_rate,
                 mode='min',
                 factor=0.1,
                 patience=10,
                 threshold=1e-4,
                 threshold_mode='rel',
                 cooldown=0,
                 min_lr=0,
                 epsilon=1e-8,
                 verbose=False):
        mode = mode.lower()
        if mode not in ['min', 'max']:
            raise ValueError('mode: ' + mode + ' is unknown!')
        self.mode = mode

        if factor >= 1.0:
            raise ValueError(
                'new_lr = origin_lr * gamma and gamma should be < 1.0.')
        self.factor = factor

        threshold_mode = threshold_mode.lower()
        if threshold_mode not in ['rel', 'abs']:
            raise ValueError('threshold mode: ' + threshold_mode +
                             ' is unknown!')
        self.threshold_mode = threshold_mode
        if not isinstance(learning_rate, (float, int)):
            raise TypeError(
1289
                "The type of 'learning_rate' in 'ReduceOnPlateau' must be 'float', but received %s."
1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310
                % type(learning_rate))

        self.patience = patience
        self.threshold = threshold
        self.threshold_mode = threshold_mode
        self.cooldown = cooldown
        self.min_lr = min_lr
        self.epsilon = epsilon

        self.cooldown_counter = 0
        self.best = None
        self.num_bad_epochs = 0

        # Can not call Parent __init__, so implement here.
        self.base_lr = float(learning_rate)
        self.last_lr = float(learning_rate)
        self.last_epoch = 0
        self.verbose = verbose
        self._var_name = None

    # "cooldown_counter / best / num_bad_epochs / last_epoch / last_lr" will be stored.
1311
    def state_keys(self):
1312 1313 1314 1315 1316 1317 1318
        self.keys = [
            'cooldown_counter', 'best', 'num_bad_epochs', 'last_epoch',
            'last_lr'
        ]

    def step(self, metrics, epoch=None):
        """
1319
        step should be called after `optimizer.step()` . It will update the learning rate in optimizer according to ``metrics`` .  
1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331
        The new learning rate will take effect on next epoch.

        Args:
            metrics (Tensor|numpy.ndarray|float): Which will be monitored to determine whether the learning rate will reduce. 
                If it stop descending for a ``patience`` number of epochs, the learning rate will reduce. If it's 'Tensor' or
                'numpy.ndarray', its shape must be [1].
            epoch (int, None): specify current epoch. Default: None. Auto-increment from last_epoch=-1.

        Returns:
            None
        
        Examples:
1332
            Please refer to the example of current LRScheduler.
1333 1334 1335 1336 1337 1338
        """
        if epoch is None:
            self.last_epoch = self.last_epoch + 1
        else:
            self.last_epoch = epoch

1339
        # loss must be float, numpy.ndarray or 1-D Tensor with shape [1]
1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383
        if isinstance(metrics, (Tensor, numpy.ndarray)):
            assert len(metrics.shape) == 1 and metrics.shape[0] == 1, "the metrics.shape " \
                "should be (1L,), but the current metrics.shape is {}. Maybe that "  \
                "you should call paddle.mean to process it first.".format(loss.shape)
        elif not isinstance(metrics,
                            (int, float, numpy.float32, numpy.float64)):
            raise TypeError(
                "metrics must be 'int', 'float', 'np.float', 'numpy.ndarray' or 'paddle.Tensor', but receive {}".
                format(type(metrics)))

        if self.cooldown_counter > 0:
            self.cooldown_counter -= 1
        else:
            if self.best is None or self._is_better(metrics, self.best):
                self.best = metrics
                self.num_bad_epochs = 0
            else:
                self.num_bad_epochs += 1

            if self.num_bad_epochs > self.patience:
                self.cooldown_counter = self.cooldown
                self.num_bad_epochs = 0
                new_lr = max(self.last_lr * self.factor, self.min_lr)
                if self.last_lr - new_lr > self.epsilon:
                    self.last_lr = new_lr
                    if self.verbose:
                        print('Epoch {}: {} set learning rate to {}.'.format(
                            self.last_epoch, self.__class__.__name__,
                            self.last_lr))

    def _is_better(self, current, best):
        if self.mode == 'min' and self.threshold_mode == 'rel':
            return current < best - best * self.threshold

        elif self.mode == 'min' and self.threshold_mode == 'abs':
            return current < best - self.threshold

        elif self.mode == 'max' and self.threshold_mode == 'rel':
            return current > best + best * self.threshold

        else:
            return current > best + self.threshold


1384
class CosineAnnealingDecay(LRScheduler):
1385
    r"""
1386 1387 1388

    Set the learning rate using a cosine annealing schedule, where :math:`\eta_{max}` is set to 
    the initial learning_rate. :math:`T_{cur}` is the number of epochs since the last restart in 
1389
    SGDR.
1390 1391 1392 1393

    The algorithm can be described as following.

    .. math::
1394 1395 1396 1397 1398 1399 1400

        \\begin{aligned}
            \eta_t & = \eta_{min} + \\frac{1}{2}(\eta_{max} - \eta_{min})\left(1
            + \cos\left(\\frac{T_{cur}}{T_{max}}\pi\\right)\\right),
            & T_{cur} \\neq (2k+1)T_{max}; \\
            \eta_{t+1} & = \eta_{t} + \\frac{1}{2}(\eta_{max} - \eta_{min})
            \left(1 - \cos\left(\\frac{1}{T_{max}}\pi\\right)\\right),
1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411
            & T_{cur} = (2k+1)T_{max}.
        \end{aligned}
    
    It has been proposed in `SGDR: Stochastic Gradient Descent with Warm Restarts <https://arxiv.org/abs/1608.03983>`_. 
    Note that this only implements the cosine annealing part of SGDR, and not the restarts.
    
    Args:
        learning_rate (float): The initial learning rate, that is :math:`\eta_{max}` . It can be set to python float or int number.
        T_max (int): Maximum number of iterations. It is half of the decay cycle of learning rate.
        eta_min (float|int, optional): Minimum learning rate, that is :math:`\eta_{min}` . Default: 0.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1412
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1413 1414

    Returns:
1415
        ``CosineAnnealingDecay`` instance to schedule learning rate.
1416 1417 1418 1419 1420 1421 1422 1423

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1424
            # train on default dynamic graph mode
1425
            linear = paddle.nn.Linear(10, 10)
1426 1427
            scheduler = paddle.optimizer.lr.CosineAnnealingDecay(learning_rate=0.5, T_max=10, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1428
            for epoch in range(20):
Z
Zhou Wei 已提交
1429
                for batch_id in range(5):
1430
                    x = paddle.uniform([10, 10])
1431
                    out = linear(x)
C
chentianyu03 已提交
1432
                    loss = paddle.mean(out)
1433
                    loss.backward()
1434 1435
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1436 1437
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1438

1439
            # train on static graph mode
1440 1441 1442 1443
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1444 1445
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1446 1447
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1448
                scheduler = paddle.optimizer.lr.CosineAnnealingDecay(learning_rate=0.5, T_max=10, verbose=True)
1449 1450 1451 1452 1453 1454
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1455
                for batch_id in range(5):
1456 1457 1458 1459 1460 1461
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1462
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1463 1464
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1465 1466 1467 1468 1469 1470 1471 1472 1473 1474
    """

    def __init__(self,
                 learning_rate,
                 T_max,
                 eta_min=0,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(T_max, int):
            raise TypeError(
1475
                "The type of 'T_max' in 'CosineAnnealingDecay' must be 'int', but received %s."
1476 1477 1478
                % type(T_max))
        if not isinstance(eta_min, (float, int)):
            raise TypeError(
1479
                "The type of 'eta_min' in 'CosineAnnealingDecay' must be 'float, int', but received %s."
1480 1481 1482
                % type(eta_min))
        self.T_max = T_max
        self.eta_min = float(eta_min)
1483 1484
        super(CosineAnnealingDecay, self).__init__(learning_rate, last_epoch,
                                                   verbose)
1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499

    def get_lr(self):
        if self.last_epoch == 0:
            return self.base_lr
        elif (self.last_epoch - 1 - self.T_max) % (2 * self.T_max) == 0:
            return self.last_lr + (self.base_lr - self.eta_min) * (1 - math.cos(
                math.pi / self.T_max)) / 2

        return (1 + math.cos(math.pi * self.last_epoch / self.T_max)) / (
            1 + math.cos(math.pi * (self.last_epoch - 1) / self.T_max)) * (
                self.last_lr - self.eta_min) + self.eta_min

    def _get_closed_form_lr(self):
        return self.eta_min + (self.base_lr - self.eta_min) * (1 + math.cos(
            math.pi * self.last_epoch / self.T_max)) / 2