optimizer.py 300.6 KB
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# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
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#
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# 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
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#
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#     http://www.apache.org/licenses/LICENSE-2.0
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#
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# 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.
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import numpy as np
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import os
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import logging
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from collections import defaultdict
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import paddle
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from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
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from paddle.fluid.framework import (
    Program,
    Variable,
    Parameter,
    name_scope,
    default_main_program,
    default_startup_program,
    device_guard,
)
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from . import framework
from . import layers
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from . import unique_name
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from .backward import (
    append_backward,
    _some_in_set_,
    _append_grad_suffix_,
    _get_no_grad_set_name,
)
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from .framework import program_guard
from .layer_helper import LayerHelper
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from .dygraph import base as imperative_base
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from .dygraph import no_grad
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from .dygraph.learning_rate_scheduler import (
    LearningRateDecay,
    _LearningRateEpochDecay,
)
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from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
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from functools import cmp_to_key
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from .wrapped_decorator import signature_safe_contextmanager
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import warnings
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from paddle import _C_ops, _legacy_C_ops
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from ..fluid.framework import (
    in_dygraph_mode,
    _current_expected_place,
)
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__all__ = [
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    'SGD',
    'Momentum',
    'Adagrad',
    'Adam',
    'Adamax',
    'Dpsgd',
    'DecayedAdagrad',
    'Ftrl',
    'SGDOptimizer',
    'MomentumOptimizer',
    'AdagradOptimizer',
    'AdamOptimizer',
    'AdamaxOptimizer',
    'DpsgdOptimizer',
    'DecayedAdagradOptimizer',
    'RMSPropOptimizer',
    'FtrlOptimizer',
    'Adadelta',
    'AdadeltaOptimizer',
    'ModelAverage',
    'LarsMomentum',
    'LarsMomentumOptimizer',
    'LambOptimizer',
    'ExponentialMovingAverage',
    'PipelineOptimizer',
    'LookaheadOptimizer',
    'RecomputeOptimizer',
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]
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class Optimizer:
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    """Optimizer Base class.

    Define the common interface of an optimizer.
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    User should not use this class directly,
    but need to use one of it's implementation.
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    """

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    @imperative_base.no_grad
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    def __init__(
        self,
        learning_rate,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        flatten_param_grads=False,
        align_size=-1,
        name=None,
    ):
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        """
        Args:
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            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,
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                and the grad_clip ops / optimizer ops will be fuse to one operator.
        """
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        # Because of the loop import, so place it in the function body
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        from paddle.optimizer.lr import LRScheduler
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        self._parameter_list = (
            list(parameter_list) if parameter_list is not None else None
        )
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        self._name = name
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        if in_dygraph_mode():
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            if not isinstance(
                learning_rate, (float, LearningRateDecay, LRScheduler)
            ):
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                raise TypeError(
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                    "learning rate should be float or LRScheduler, got %s here"
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                    % type(learning_rate)
                )
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            if self._parameter_list is None:
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                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
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            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!"
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                            % regularization.__str__()
                        )
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                        break
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        else:
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            if not isinstance(
                learning_rate, (float, framework.Variable, LRScheduler)
            ):
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                raise TypeError(
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                    "learning rate should be float or LRScheduler, got %s here"
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                    % type(learning_rate)
                )
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        if grad_clip is not None:
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            if not isinstance(grad_clip, paddle.nn.clip.GradientClipBase):
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                raise TypeError(
                    "'grad_clip' should be an instance of GradientClipBase's derived class"
                )
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        self.regularization = regularization
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        self._grad_clip = grad_clip
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        self._learning_rate = learning_rate
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        self._flatten_param_grads = flatten_param_grads
        self._align_size = align_size
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        self._dtype = None
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        # Infer the dtype form parameter
        if self._parameter_list:
            self._dtype = self._parameter_list[0].dtype

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        # each program should have a independent learning rate
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        # program -> Variable(learning_rate)
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        self._learning_rate_map = dict()
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        if isinstance(self._learning_rate, framework.Variable):
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            self._learning_rate_map[
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                framework.default_main_program()
            ] = self._learning_rate
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        # 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())
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        # global_accumulator dict, {accum_name : acc_variable, ...}
        self._global_accumulators = {}
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        self.helper = LayerHelper(self.__class__.__name__)
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        self._opti_name_list = []
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        self._accumulators_holder = {}
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        self._param_device_map = dict()
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        # 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.
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        # And these variables should not be the parameters of Optimizer's construnctor (because not commonly used).
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        # Use _auxiliary_vars together with _set_auxiliary_var/_get_auxiliary_var to achieve that.
        self._auxiliary_vars = dict()
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    @framework.dygraph_only
    def state_dict(self):
        '''
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        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.
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        Args: None
        Return:
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            state_dict(dict) : dict contains all the variable used by optimizer
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        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
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                import paddle
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                with fluid.dygraph.guard():
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                    emb = paddle.nn.Embedding(10, 10)
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                    adam = fluid.optimizer.Adam(0.001, parameter_list=emb.parameters())
                    state_dict = adam.state_dict()
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        '''
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        from paddle.optimizer.lr import LRScheduler
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        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
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        for k, v in self._global_accumulators.items():
            state_dict[v.name] = v
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        # global step if use lr decay
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        if isinstance(self._learning_rate, LRScheduler):
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            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()
            return state_dict
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        if isinstance(self._learning_rate, LearningRateDecay):
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            state_dict["LR_Scheduler"] = self._learning_rate.state_dict()

            if not isinstance(self._learning_rate, _LearningRateEpochDecay):
                var_tmp = None
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                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32'
                )
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                tensor.fill_constant(
                    [1], "int32", self._learning_rate.step_num, out=var_temp
                )
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                state_dict['global_step'] = var_temp
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        return state_dict

    @framework.dygraph_only
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    def set_state_dict(self, state_dict):
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        '''
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        Load optimizer state dict. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.
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        Args:
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            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
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        Examples:
            .. code-block:: python
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                import paddle
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                paddle.disable_static()

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                emb = paddle.nn.Embedding(10, 10)
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                state_dict = emb.state_dict()
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                paddle.save(state_dict, "paddle_dy.pdparams")
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                scheduler = paddle.optimizer.lr.NoamDecay(
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                    d_model=0.01, warmup_steps=100, verbose=True)
                adam = paddle.optimizer.Adam(
                    learning_rate=scheduler,
                    parameters=emb.parameters())
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                state_dict = adam.state_dict()
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                paddle.save(state_dict, "paddle_dy.pdopt")
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                para_state_dict = paddle.load("paddle_dy.pdparams")
                opti_state_dict = paddle.load("paddle_dy.pdopt")
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        '''
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        from paddle.optimizer.lr import LRScheduler
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        if isinstance(self._learning_rate, LRScheduler):
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            self._learning_rate.set_dict(state_dict["LR_Scheduler"])
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        if isinstance(self._learning_rate, LearningRateDecay):
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            self._learning_rate.set_dict(state_dict["LR_Scheduler"])

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

                if isinstance(global_step, Variable):
                    step_np = global_step
                    step_np = np.array(step_np.value().get_tensor())
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                    assert step_np.shape == (
                        1,
                    ), "global step shape is (1,), the shape is {}".format(
                        step_np.shape
                    )
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                    self._learning_rate.step_num = int(step_np[0])
                elif isinstance(global_step, np.ndarray):
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                    assert global_step.shape == (
                        1,
                    ), "global step shape is (1,), the shape is {}".format(
                        global_step.shape
                    )
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                    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 ",
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                        type(global_step),
                    )
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        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:
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                raise RuntimeError(
                    "State dict type {} not supprt".format(str(type(load_para)))
                )
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            assert (
                model_np.shape == load_para_np.shape
            ), "Parameter shape not match, Dygraph Parameter [ {} ] need tensor with shape {} but load tensor with shape {}".format(
                param.name, model_np.shape, load_para_np.shape
            )
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            assert (
                model_np.dtype == load_para_np.dtype
            ), "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
                param.name, model_np.dtype, load_para_np.dtype
            )
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            tensor.set(load_para_np, framework._current_expected_place())

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        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
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                assert (
                    var_tmp.name in state_dict
                ), "optimizer variable {} not found".format(var_tmp.name)
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                _load_state_para(state_dict, var_tmp)
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        for k, v in self._global_accumulators.items():
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            assert (
                v.name in state_dict
            ), "optimizer variable {} not found".format(v.name)
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            _load_state_para(state_dict, v)
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    # [aliases] Compatible with old method names
    set_dict = set_state_dict

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    def get_opti_var_name_list(self):
        return self._opti_name_list
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    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

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    def _create_global_learning_rate(self):
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        from paddle.optimizer.lr import LRScheduler
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        if isinstance(self._learning_rate, LRScheduler):
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            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,
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                    dtype='float32' if self._dtype is None else self._dtype,
                )
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                main_prog = framework.default_main_program()
                main_prog.lr_sheduler = self._learning_rate
                main_prog.lr_var = lr_var
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                self._learning_rate_map[
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                    framework.default_main_program()
                ] = lr_var
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            lr_value = float(self._learning_rate())
            self.helper.set_variable_initializer(
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                lr_var,
                initializer=paddle.nn.initializer.Constant(value=lr_value),
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            )
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            return

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        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
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                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
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                    self._learning_rate_map[
                        framework.default_main_program()
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                    ] = paddle.static.create_global_var(
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                        name=unique_name.generate("learning_rate"),
                        shape=[1],
                        value=float(self._learning_rate),
                        dtype='float32' if self._dtype is None else self._dtype,
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                        persistable=True,
                    )
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            # get learning rate Variable from LearningRateDecay
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            elif isinstance(self._learning_rate, LearningRateDecay):
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                self._learning_rate_map[
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                    framework.default_main_program()
                ] = self._learning_rate()
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            else:
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                raise TypeError(
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                    "optimizer's learning rate must be float or LearningRateDecay"
                )
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        else:
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            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
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            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"
                    )
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            # create learning rate in the current main program
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            self._learning_rate_map[
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                framework.default_main_program()
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            ] = paddle.static.create_global_var(
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                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,
            )
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    @framework.dygraph_only
    def set_lr(self, value):
        """
        :api_attr: imperative
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        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
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        Examples:
            .. code-block:: python

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                import paddle
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                import paddle.fluid as fluid
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                import paddle
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                with fluid.dygraph.guard():
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                    linear = paddle.nn.Linear(10, 10)
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                    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
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                    lr_var = paddle.static.create_global_var(
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                        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."
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                % (type(value))
            )
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        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:
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                if in_dygraph_mode():
                    place = _current_expected_place()
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                    _C_ops.full_(
                        current_lr,
                        list(current_lr.shape),
                        float(value),
                        current_lr.dtype,
                        place,
                    )
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                else:
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                    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,
                    )
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        else:
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            assert (
                len(value.shape) == 1 and value.shape[0] == 1
            ), "optimizer's learning rate must be 1-D Tensor with shape[1]"
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            self._learning_rate_map[framework.default_main_program()] = value

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    @framework.dygraph_only
    def current_step_lr(self):
        """
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        :api_attr: imperative
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        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
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                import paddle
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                # example1: LearningRateDecay is not used, return value is all the same
                with fluid.dygraph.guard():
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                    emb = paddle.nn.Embedding(10, 10)
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                    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")
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                    linear = paddle.nn.Linear(10, 10)
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                    inp = fluid.dygraph.to_variable(inp)
                    out = linear(inp)
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                    loss = paddle.mean(out)
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                    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()
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        if isinstance(current_lr, framework.Variable):
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            return self._global_learning_rate().numpy()[0]

        if isinstance(self._learning_rate, float):
            return self._learning_rate
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        elif isinstance(self._learning_rate, _LearningRateEpochDecay):
            step_lr = self._learning_rate()
            return step_lr.numpy()[0]
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        else:
            step_lr = self._learning_rate.step()
            if isinstance(step_lr, (float, int)):
                return step_lr
            else:
                return step_lr.numpy()[0]

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    def _global_learning_rate(self, program=None):
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        """
        get global decayed learning rate
        :return:
        """
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        if program is None:
            program = framework.default_main_program()
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        return self._learning_rate_map.get(program, None)
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    def _append_optimize_op(self, block, param_and_grad):
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        """append optimize operator to block and return all the added optimize_op"""
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        raise NotImplementedError()

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    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']
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        if type(param_lr) == Variable:
            return param_lr
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        else:
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            if param_lr == 1.0:
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                return self._global_learning_rate()
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            else:
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                with default_main_program()._lr_schedule_guard(
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                    is_with_opt=True
                ), framework.name_scope('scale_with_param_lr'):
638
                    return self._global_learning_rate() * param_lr
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    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
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        """
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        pass

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    def _finish_update(self, block, parameters_and_grads):
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        """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:
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            None
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        """
        pass

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    def _add_accumulator(
        self,
        name,
        param,
        dtype=None,
        fill_value=0.0,
        shape=None,
        type=None,
        device=None,
    ):
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        """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
        """
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        if self._name is not None:
            name = self._name + "_" + name
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        if (
            name in self._accumulators
            and param.name in self._accumulators[name]
        ):
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            if in_dygraph_mode():
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                return self._accumulators[name][param.name]
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            raise Exception(
                "Accumulator {} already exists for parameter {}".format(
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                    name, param.name
                )
            )
694
        if shape is None:
695
            shape = param.shape
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        assert isinstance(self.helper, LayerHelper)
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        var_name = param.name + "_" + name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

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        var = self.helper.create_global_variable(
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            name=var_name,
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            persistable=True,
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            dtype=dtype or param.dtype,
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            type=core.VarDesc.VarType.LOD_TENSOR
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            if in_dygraph_mode()
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            else (param.type if type is None else type),
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            shape=shape,
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            belong_to_optimizer=True,
        )
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        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
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                var,
                initializer=paddle.nn.initializer.Constant(
                    value=float(fill_value)
                ),
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            )
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        if in_dygraph_mode():
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            if len(self._accumulators_holder) > 0:
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                assert (
                    var_name in self._accumulators_holder
                ), "Optimizer set error, {} should in state dict".format(
                    var_name
                )
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                var.set_value(self._accumulators_holder[var_name])

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        self._accumulators[name][param.name] = var
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        return var
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    def _add_global_accumulator(
        self,
        name,
        dtype=None,
        fill_value=0.0,
        shape=None,
        type=None,
        device=None,
    ):
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        """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
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        if name in self._global_accumulators:
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            if in_dygraph_mode():
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                return self._global_accumulators[name]
            raise Exception("Global accumulator {} already exists".format(name))
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        if shape is None:
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            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,
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            belong_to_optimizer=True,
        )
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        if device is None:
            device = 'cpu'
        with device_guard(device):
            self.helper.set_variable_initializer(
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                var,
                initializer=paddle.nn.initializer.Constant(
                    value=float(fill_value)
                ),
784
            )
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        if in_dygraph_mode():
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            if len(self._accumulators_holder) > 0:
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                assert (
                    var_name in self._accumulators_holder
                ), "Optimizer set error, {} should in state dict".format(
                    var_name
                )
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                var.set_value(self._accumulators_holder[var_name])

        self._global_accumulators[name] = var
        return var

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    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:
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            accumulator variable
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        """
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        if self._name is not None:
            name = self._name + "_" + name
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        if (
            name not in self._accumulators
            or param.name not in self._accumulators[name]
        ):
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            raise Exception(
                "Accumulator {} does not exist for parameter {}".format(
816 817 818
                    name, param.name
                )
            )
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        return self._accumulators[name][param.name]

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    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
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        if name not in self._global_accumulators:
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            raise Exception("Global accumulator {} does not exist".format(name))
        return self._global_accumulators[name]

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    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
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                device_attr_name = (
                    core.op_proto_and_checker_maker.kOpDeviceAttrName()
843 844 845 846 847
                )
                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(
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                            device_attr_name
                        )
850
                        break
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    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

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    def _create_optimization_pass(self, parameters_and_grads):
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        """Add optimization operators to update gradients to variables.

        Args:
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          parameters_and_grads(list(tuple(Variable, Variable))):
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            a list of (variable, gradient) pair to update.
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        Returns:
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          return_op_list: a list of operators that will complete one step of
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            optimization. This will include parameter update ops, global step
            update ops and any other custom ops required by subclasses to manage
            their internal state.
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        """
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        # 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
876
        # for parameters and extend _finish_update method to add custom ops.
877

878
        # Allways called under program_guard use global block as loss block
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        # But if current block is in control flow, append optimize op in the
        # grad block of current block

882
        global_block = framework.default_main_program().global_block()
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        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
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            assert (
                current_block.backward_block_idx != -1
            ), "current block is not global_block, but it doesn't have backward block."
889
            target_block = framework.default_main_program().blocks[
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                current_block.backward_block_idx
            ]
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        start = len(target_block.ops)
894

895
        self._update_param_device_map(parameters_and_grads, target_block)
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        self._create_accumulators(
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            target_block, [p[0] for p in parameters_and_grads if p[0].trainable]
        )
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        self._create_global_learning_rate()

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        if in_dygraph_mode():
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            found_inf = self._get_auxiliary_var('found_inf')
            if found_inf:
                if isinstance(found_inf, core.eager.Tensor):
                    self._set_auxiliary_var('found_inf', True)
            else:
                if isinstance(found_inf, core.eager.Tensor):
                    self._set_auxiliary_var('found_inf', False)
                for param_and_grad in parameters_and_grads:
                    if param_and_grad[1] is None:
                        continue
                    if param_and_grad[0].trainable is True:
                        self._append_optimize_op(target_block, param_and_grad)
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        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(
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                    param_and_grad
                ), name_scope("optimizer"):
921
                    if param_and_grad[0].trainable is True:
922
                        device = self._get_device_for_param(
923 924
                            param_and_grad[0].name
                        )
925 926
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
927 928
                                target_block, param_and_grad
                            )
929 930 931

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
932
        self._finish_update(target_block, parameters_and_grads)
933

934 935
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
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    def _process_distribute_lookuptable(self, param_grads):
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        """
        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
        """
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        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
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        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(
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                        "multi dist table var found, only support one now!"
                    )
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                table_param = p
                table_grad = g
            else:
                new_param_grads.append((p, g))
        sgd_op = None
        if table_param is not None:
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            param_and_grad = [table_param, table_grad]
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            with table_param.block.program._optimized_guard(
                param_and_grad
            ), framework.name_scope("optimizer"):
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                self._create_global_learning_rate()
                # create the optimize op
                sgd_op = global_block.append_op(
                    type='sgd',
                    inputs={
                        "Param": table_param,
                        "Grad": table_grad,
976
                        "LearningRate": self._create_param_lr(param_and_grad),
977
                    },
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                    outputs={"ParamOut": param_and_grad[0]},
                )
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        return new_param_grads, (table_param, table_grad), sgd_op

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    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
990
        """
991
        The first part of ``minimize``, do auto-diff to append backward operations for
992 993 994
        the current program.

        Args:
995 996 997 998
            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.
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            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
1000 1001
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
1002
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
1003 1004 1005
                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.
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1007
        Return:
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            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
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        Examples:
1012
            See examples in ``apply_gradients``.
1013
        """
1014
        act_no_grad_set = None
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        if in_dygraph_mode():
1016
            pass
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        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
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        # Infer dtype by loss if None
        if self._dtype is None:
            self._dtype = loss.dtype

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        if in_dygraph_mode():
1025 1026 1027
            parameter_list = (
                parameter_list if parameter_list else self._parameter_list
            )
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            params_grads = []
1030
            for param in parameter_list:
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                if not param.trainable:
                    continue
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                if param._grad_ivar() is not None:
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                    # create gradient variable
1035
                    grad_var = param._grad_ivar()
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                    params_grads.append((param, grad_var))
1037
        else:
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            if callbacks is None:
1039
                callbacks = [paddle.nn.clip.error_clip_callback]
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            else:
1041
                assert isinstance(callbacks, list)
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            program = loss.block.program
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            assert len(loss.shape) == 1 and loss.shape[0] == 1, (
                "The loss.shape should be (1L,), but the current loss.shape is {}. "
1045
                "Maybe that you should call paddle.mean to process the current loss.".format(
1046 1047 1048 1049 1050 1051
                    loss.shape
                )
            )
            parameter_list = (
                parameter_list if parameter_list else self._parameter_list
            )
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            with program_guard(program, startup_program):
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                params_grads = append_backward(
                    loss, parameter_list, act_no_grad_set, callbacks
                )
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        return params_grads
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1058
    def _create_regularization_of_grad(self, param, grad, regularization=None):
1059
        """Create and add backward regularization Operators
1060

1061 1062 1063
        Function helper of append_regularization_ops.
        """
        # If no gradient or no regularization is specified,  then we don't need to do anything
1064
        if grad is None or (
1065 1066 1067 1068 1069 1070
            (
                not hasattr(param, 'regularizer')
                or (hasattr(param, 'regularizer') and param.regularizer is None)
            )
            and regularization is None
        ):
1071 1072 1073 1074 1075 1076 1077 1078 1079 1080
            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

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        if in_dygraph_mode():
1082
            return _legacy_C_ops.sum([grad, regularization_term])
1083

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        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,
1095 1096
                type=core.VarDesc.VarType.LOD_TENSOR,
            )
1097 1098 1099

        inputs = {"X": [grad, regularization_term]}
        outputs = {"Out": [new_grad]}
1100
        grad.block.append_op(type='sum', inputs=inputs, outputs=outputs)
1101 1102 1103

        return new_grad

1104 1105 1106
    def append_regularization_ops(
        self, parameters_and_grads, regularization=None
    ):
1107
        r"""Create and add backward regularization Operators
1108

1109 1110 1111 1112
        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.
1113

1114 1115 1116 1117 1118
        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.
1119

1120 1121 1122
        Returns:
            list[(Variable, Variable)]: list of (parameters, gradients) \
            pair with the regularized gradient
1123

1124 1125 1126 1127
        Raises:
            Exception: Unknown regularization type
        """
        params_and_grads = []
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        if in_dygraph_mode():
1129
            for param, grad in parameters_and_grads:
1130
                new_grad = self._create_regularization_of_grad(
1131 1132
                    param, grad, regularization
                )
1133 1134 1135 1136 1137
                params_and_grads.append((param, new_grad))
        else:
            repeate_regularizer = False
            with framework.name_scope('regularization'):
                for param, grad in parameters_and_grads:
1138 1139 1140 1141 1142
                    if (
                        not repeate_regularizer
                        and getattr(param, 'regularizer', None) is not None
                        and regularization is not None
                    ):
1143 1144 1145 1146
                        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!"
1147 1148
                            % regularization.__str__()
                        )
1149 1150
                    with param.block.program._optimized_guard([param, grad]):
                        new_grad = self._create_regularization_of_grad(
1151 1152
                            param, grad, regularization
                        )
1153 1154 1155
                        params_and_grads.append((param, new_grad))
        return params_and_grads

1156 1157 1158 1159 1160 1161 1162
    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
1163 1164 1165 1166
            if (
                getattr(p, 'need_clip', True) is False
                or getattr(p, 'regularizer', None) is not None
            ):
1167 1168
                warnings.warn(
                    "flatten_param_grads=True will be discarded since paramter '{}''s need_clip is False or "
1169 1170
                    "the regularizer is set".format(p.name)
                )
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                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)],
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            belong_to_optimizer=True,
        )
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        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)],
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            belong_to_optimizer=True,
        )
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        with program_guard(default_main_program()):
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            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,
                },
            )
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        # NOTE(zhiqiu): the initializer should be set after coalesce_tensor op,
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        # so the shape of flatten_param and flatten_grad will be inferred.
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        self.helper.set_variable_initializer(
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            flatten_param,
            initializer=paddle.nn.initializer.Constant(0.0),
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        )
        self.helper.set_variable_initializer(
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            flatten_grad,
            initializer=paddle.nn.initializer.Constant(0.0),
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        )
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        return [(flatten_param, flatten_grad)]

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    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.
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        Returns:
            list: A list of operators appended to the current program.
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        Examples:
            .. code-block:: python

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                import paddle.fluid as fluid
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                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)

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        # NOTE(zhiqiu): currently, only support ClipGradByGlobalNorm and without regularization.
        if self._flatten_param_grads and self.regularization is None:
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            if self._grad_clip is None or isinstance(
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                self._grad_clip, paddle.nn.ClipGradByGlobalNorm
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            ):
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                params_grads = self.flatten_param_grads(params_grads)

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        # 'optimizer(grad_clip)' or 'set_gradient_clip'
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        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
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            params_grads = paddle.nn.clip.append_gradient_clip_ops(params_grads)
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        # Add regularization if any
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        params_grads = self.append_regularization_ops(
            params_grads, self.regularization
        )
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        optimize_ops = self._create_optimization_pass(params_grads)
        return optimize_ops

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    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.
        """
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        if in_dygraph_mode():
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            with program_guard(
                framework.default_main_program(),
                framework.default_startup_program(),
            ):
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                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
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                params_grads = self.append_regularization_ops(
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                    params_grads, self.regularization
                )
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                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

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    def _get_no_grad_set(self, loss, no_grad_set=None):
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        no_grad_set = _get_no_grad_set_name(no_grad_set)
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        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
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            [param.name for param in parameters if param.trainable is False]
        )
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        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

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    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
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        If not, new gradient will accumulat on previous gradient.
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        Returns:
            None
1338

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        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
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                import paddle
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                import numpy as np

                with fluid.dygraph.guard():
                    value = np.arange(26).reshape(2, 13).astype("float32")
                    a = fluid.dygraph.to_variable(value)
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                    linear = paddle.nn.Linear(13, 5)
1350
                    # This can be any optimizer supported by dygraph.
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                    adam = fluid.optimizer.Adam(learning_rate = 0.01,
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                                                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()

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    @imperative_base.no_grad
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    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
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        """
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        Add operations to minimize ``loss`` by updating ``parameter_list``.
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        Args:
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            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.
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            parameter_list (Iterable, optional): Iterable of ``Variable`` or ``Variable.name`` to update
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                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
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            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
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                to be updated. The default value is None.
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        Returns:
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            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.
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            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
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            ``fetch_list`` before run, see details in ``Executor``.
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        Examples:
            Please refer to the example of current Optimizer.
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        """
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        assert isinstance(loss, Variable), "The loss should be an Variable."
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        parameter_list = (
            parameter_list if parameter_list else self._parameter_list
        )
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        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
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        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
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        return optimize_ops, params_grads
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class SGDOptimizer(Optimizer):
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    r"""
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    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

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    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1424
            This parameter is required in dygraph mode. \
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            The default value is None in static graph mode, at this time all parameters will be updated.
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        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.
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        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` ,
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            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
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        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.
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    Examples:
        .. code-block:: python

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            import paddle
            import paddle.fluid as fluid
            import numpy as np

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            paddle.enable_static()
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            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
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                x = paddle.static.data(name='x', shape=[-1, 13], dtype='float32')
                y = paddle.static.data(name='y', shape=[-1, 1], dtype='float32')
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                y_predict = paddle.static.nn.fc(x, size=1, activation=None)
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                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
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                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)

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    """

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    def __init__(
        self,
        learning_rate,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        multi_precision=False,
        name=None,
    ):
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        assert learning_rate is not None
1479
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        self.type = "sgd"
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        self._use_mkldnn = False
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        self._multi_precision = multi_precision
        self._master_weights = {}

    def _create_master_weight(self, param):
        if param.name in self._master_weights:
            var = self._master_weights[param.name]
        else:
            assert isinstance(self.helper, LayerHelper)

            var_name = param.name + "_fp32_master"
            var_name = unique_name.generate(var_name)
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            var = paddle.static.create_global_var(
1500 1501 1502 1503 1504 1505
                name=var_name,
                shape=param.shape,
                value=0,
                dtype='float32',
                persistable=True,
            )
1506
            block = self.helper.startup_program.global_block()
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            block.append_op(
                type="cast",
                inputs={"X": [param]},
                outputs={"Out": [var]},
                attrs={
                    "in_dtype": param.dtype,
                    "out_dtype": core.VarDesc.VarType.FP32,
                },
            )
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            self._master_weights[param.name] = var
        return var

    def _create_accumulators(self, block, parameters):
        assert isinstance(block, framework.Block)
        if isinstance(parameters, dict):
            parameters = self._update_param_group(parameters)

        # Create accumulator tensors for first and second moments
        for p in parameters:
            if self._multi_precision and p.dtype == core.VarDesc.VarType.FP16:
                master_p = self._create_master_weight(p)
                continue
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            if (
                p.dtype == core.VarDesc.VarType.FP16
                and not self._multi_precision
            ):
1533 1534 1535 1536
                warnings.warn(
                    "Accumulating with FP16 in optimizer can lead to poor accuracy or slow convergence."
                    "Consider using multi_precision=True option of the Adam optimizer."
                )
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    @no_grad
1539
    def _append_optimize_op(self, block, param_and_grad):
1540

1541 1542 1543 1544 1545 1546 1547 1548 1549
        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
        )
1550

1551
        lr = self._create_param_lr(param_and_grad)
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        if in_dygraph_mode():
1553 1554 1555 1556 1557 1558 1559
            _C_ops.sgd_(
                param_and_grad[0],
                lr,
                param_and_grad[1],
                master_weight,
                find_master,
            )
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            return None
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        else:
            assert isinstance(block, framework.Block)
            # create the optimize op
            inputs = {
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": lr,
            }
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            outputs = {"ParamOut": param_and_grad[0]}
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            attrs = {"multi_precision": find_master}
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            if find_master:
                inputs["MasterParam"] = master_weight
                outputs["MasterParamOut"] = master_weight
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            sgd_op = block.append_op(
                type=self.type,
                inputs=inputs,
                outputs=outputs,
                attrs=attrs,
                stop_gradient=True,
            )
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            return sgd_op
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class MomentumOptimizer(Optimizer):
1590
    r"""
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    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):

1604
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
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        & else:

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        &\quad   param = param - learning\_rate * velocity
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    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
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1615
            This parameter is required in dygraph mode. \
1616
            The default value is None in static graph mode, at this time all parameters will be updated.
1617
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
1618 1619 1620 1621 1622
        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.
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        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` ,
1626
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
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        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.
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    Examples:
        .. code-block:: python

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            import paddle
            import paddle.fluid as fluid
            import numpy as np

1637
            paddle.enable_static()
1638 1639 1640
            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
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                x = paddle.static.data(name='x', shape=[-1, 13], dtype='float32')
                y = paddle.static.data(name='y', shape=[-1, 1], dtype='float32')
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                y_predict = paddle.static.nn.fc(x, size=1, activation=None)
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                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
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                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)

1659 1660 1661
    """
    _velocity_acc_str = "velocity"

1662 1663 1664 1665 1666 1667 1668 1669 1670 1671
    def __init__(
        self,
        learning_rate,
        momentum,
        parameter_list=None,
        use_nesterov=False,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
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        assert learning_rate is not None
        assert momentum is not None
1674
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
1681 1682
        self.type = "momentum"
        self._momentum = momentum
1683
        self._use_nesterov = bool(use_nesterov)
1684 1685 1686 1687 1688

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

        for p in parameters:
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            self._add_accumulator(self._velocity_acc_str, p)
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    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)

1694 1695 1696
        velocity_acc = self._get_accumulator(
            self._velocity_acc_str, param_and_grad[0]
        )
1697
        lr = self._create_param_lr(param_and_grad)
1698
        master_weight = None
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        if in_dygraph_mode():
1700
            _, _, _ = _legacy_C_ops.momentum(
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                param_and_grad[0],
                param_and_grad[1],
                velocity_acc,
                lr,
                master_weight,
                param_and_grad[0],
                velocity_acc,
                master_weight,
                'mu',
                self._momentum,
                'use_nesterov',
                self._use_nesterov,
            )
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            return None
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        else:
            attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
            inputs = {
                "Param": [param_and_grad[0]],
                "Grad": [param_and_grad[1]],
                "Velocity": [velocity_acc],
                "LearningRate": [lr],
            }
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            outputs = {
                "ParamOut": [param_and_grad[0]],
                "VelocityOut": [velocity_acc],
            }
            # create the momentum optimize op
            momentum_op = block.append_op(
                type=self.type,
                inputs=inputs,
                outputs=outputs,
                attrs=attrs,
                stop_gradient=True,
            )
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            return momentum_op
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1740
class LarsMomentumOptimizer(Optimizer):
1741
    r"""
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    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||}

1751
        & velocity = mu * velocity + local\_learning\_rate * (gradient + lars\_weight\_decay * param + epsilon)
1752 1753 1754

        & param = param - velocity

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    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
1762
            This parameter is required in dygraph mode. \
1763
            The default value is None in static graph mode, at this time all parameters will be updated.
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        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.
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        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` ,
1772
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1773 1774
        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.
1775 1776
        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.
1777 1778 1779
        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`.
1780

1781 1782 1783
    Examples:
        .. code-block:: python

1784
            import paddle
1785 1786 1787
            import paddle.fluid as fluid
            import numpy as np

1788
            paddle.enable_static()
1789
            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
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            inp = paddle.static.data(
                name="inp", shape=[2, 2], dtype='float32')
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            out = paddle.static.nn.fc(inp, size=3)
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            out = paddle.sum(out)
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            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])
1802 1803 1804
    """
    _velocity_acc_str = "velocity"

1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819
    def __init__(
        self,
        learning_rate,
        momentum,
        lars_coeff=0.001,
        lars_weight_decay=0.0005,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        exclude_from_weight_decay=None,
        epsilon=0,
        multi_precision=False,
        rescale_grad=1.0,
    ):
1820 1821
        assert learning_rate is not None
        assert momentum is not None
1822
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
1829 1830 1831 1832
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)
1833 1834 1835 1836 1837
        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
1838 1839 1840 1841 1842
        self._multi_precision = multi_precision
        self._rescale_grad = float(rescale_grad)
        self._master_weights = {}

    def _create_master_weight(self, param):
1843 1844 1845 1846
        if param.name in self._master_weights:
            var = self._master_weights[param.name]
        else:
            assert isinstance(self.helper, LayerHelper)
1847

1848 1849
            var_name = param.name + '_fp32_master'
            var_name = unique_name.generate(var_name)
1850
            var = paddle.static.create_global_var(
1851 1852 1853 1854 1855 1856
                name=var_name,
                shape=param.shape,
                value=0,
                dtype='float32',
                persistable=True,
            )
1857
            block = self.helper.startup_program.global_block()
1858 1859 1860 1861 1862 1863 1864 1865 1866
            block.append_op(
                type="cast",
                inputs={"X": [param]},
                outputs={"Out": [var]},
                attrs={
                    "in_dtype": param.dtype,
                    "out_dtype": core.VarDesc.VarType.FP32,
                },
            )
1867
            self._master_weights[param.name] = var
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        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
1880 1881 1882 1883 1884 1885
        find_master = (
            self._multi_precision and param.dtype == core.VarDesc.VarType.FP16
        )
        target_param = (
            self._master_weights[param.name] if find_master else param
        )
1886
        target_name = target_param.name
1887 1888 1889 1890
        if (
            name not in self._accumulators
            or target_name not in self._accumulators[name]
        ):
1891 1892
            raise Exception(
                "Accumulator {} does not exist for parameter {}".format(
1893 1894 1895
                    name, target_name
                )
            )
1896
        return self._accumulators[name][target_name]
1897 1898 1899 1900 1901

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

        for p in parameters:
1902 1903 1904 1905
            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
1906 1907 1908 1909
            if (
                p.dtype == core.VarDesc.VarType.FP16
                and not self._multi_precision
            ):
1910 1911 1912 1913
                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."
                )
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            self._add_accumulator(self._velocity_acc_str, p)

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

1926 1927 1928
        velocity_acc = self._get_accumulator(
            self._velocity_acc_str, param_and_grad[0]
        )
1929 1930
        lr = self._create_param_lr(param_and_grad)

1931 1932 1933 1934 1935 1936 1937 1938 1939
        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
        )
1940 1941 1942

        attrs = {
            "mu": self._momentum,
1943
            "lars_coeff": self._lars_coeff,
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            "lars_weight_decay": [_lars_weight_decay],
1945
            "multi_precision": find_master,
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            "epsilon": self._epsilon,
1947
            "rescale_grad": self._rescale_grad,
1948 1949 1950 1951 1952 1953
        }

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
1954
            "LearningRate": lr,
1955 1956 1957 1958 1959 1960 1961 1962
        }

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

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

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        if in_dygraph_mode():
1964
            tmp, tmp2 = _legacy_C_ops.lars_momentum(
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                [param_and_grad[0]],
                [param_and_grad[1]],
                [velocity_acc],
                [lr],
                [param_and_grad[0]],
                [velocity_acc],
                "mu",
                self._momentum,
                "lars_coeff",
                self._lars_coeff,
                "lars_weight_decay",
                [_lars_weight_decay],
                "multi_precision",
                find_master,
                "epsilon",
                self._epsilon,
                "rescale_grad",
                self._rescale_grad,
            )
1984 1985
        else:
            # create the momentum optimize op
1986 1987 1988 1989 1990 1991 1992
            momentum_op = block.append_op(
                type=self.type,
                inputs=inputs,
                outputs=outputs,
                attrs=attrs,
                stop_gradient=True,
            )
1993

1994
            return momentum_op
1995 1996


1997
class AdagradOptimizer(Optimizer):
1998
    r"""
1999 2000
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
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2002
    The parameter ``param_out`` update rule with gradient ``grad``:
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    .. math::

        moment\_out &= moment + grad * grad

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

2010 2011 2012 2013 2014 2015
    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>`_
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    for numerical stability to avoid the division by zero error.

    Args:
2019 2020 2021 2022
        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2024
            This parameter is required in dygraph mode. \
2025
            The default value is None in static graph mode, at this time all parameters will be updated.
2026 2027 2028 2029 2030
        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.
2031 2032 2033
        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` ,
2034
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2035 2036 2037 2038 2039
        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.
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    Examples:
        .. code-block:: python

2044
            import paddle
2045
            import numpy as np
2046
            import paddle.fluid as fluid
2047

2048
            paddle.enable_static()
2049
            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
2050
            inp = fluid.data(name="inp", shape=[2, 2])
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            out = paddle.static.nn.fc(inp, size=3)
2052
            out = paddle.sum(out)
2053
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
2054 2055 2056 2057 2058 2059 2060
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
2061 2062 2063
    """
    _moment_acc_str = "moment"

2064 2065 2066 2067 2068 2069 2070 2071 2072 2073
    def __init__(
        self,
        learning_rate,
        epsilon=1.0e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        initial_accumulator_value=0.0,
    ):
2074 2075
        assert learning_rate is not None
        assert epsilon is not None
2076
        super().__init__(
2077 2078 2079 2080 2081 2082
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2083 2084
        self.type = "adagrad"
        self._epsilon = epsilon
2085
        self.initial_accumulator_value = initial_accumulator_value
2086 2087 2088 2089 2090

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

        for p in parameters:
2091 2092 2093 2094 2095
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value,
            )
2096 2097 2098 2099

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

2100 2101 2102
        moment_acc = self._get_accumulator(
            self._moment_acc_str, param_and_grad[0]
        )
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        if in_dygraph_mode():
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            _C_ops.adagrad_(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                self._epsilon,
            )
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            return None
2112 2113 2114 2115 2116 2117 2118 2119
        else:
            # Create the adagrad optimizer op
            adagrad_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "Moment": moment_acc,
2120
                    "LearningRate": self._create_param_lr(param_and_grad),
2121 2122 2123
                },
                outputs={
                    "ParamOut": param_and_grad[0],
2124
                    "MomentOut": moment_acc,
2125 2126
                },
                attrs={"epsilon": self._epsilon},
2127 2128
                stop_gradient=True,
            )
2129

2130
            return adagrad_op
2131 2132 2133


class AdamOptimizer(Optimizer):
2134
    r"""
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    The Adam optimizer uses an optimization described at the end
2136 2137 2138
    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.
2139

2140
    The parameter ``param_out`` update rule with gradient ``grad``:
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    .. 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}

2155 2156
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

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    Args:
2158 2159
        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.
2160 2161
        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.
2162
            The default value is 0.9.
2163 2164
        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.
2165
            The default value is 0.999.
2166 2167
        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.
2168
            The default value is 1e-08.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2170
            This parameter is required in dygraph mode. \
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            The default value is None in static graph mode, at this time all parameters will be updated.
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        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.
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        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` ,
2180
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
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        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.
2191
        use_global_beta_pow (bool, optional): Whether to use global beta_pow. If true, Adam will use global beta_pow
2192
            for whole model instead of creating beta_pow for each parameter. Default is false.
2193 2194
        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
2195
            use same align_size as allocator.
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    Examples:
        .. code-block:: python

2200 2201 2202
            import paddle
            import paddle.fluid as fluid

2203
            paddle.enable_static()
2204 2205 2206
            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
2207 2208
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
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                y_predict = paddle.static.nn.fc(x, size=1, activation=None)
2210
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223

                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)
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        .. 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

2232
            paddle.enable_static()
2233 2234 2235 2236 2237
            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')
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                y_predict = paddle.static.nn.fc(x, size=1, activation=None)
2239
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
2241 2242

                # define beta decay variable
2243
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate, epsilon_init):
2244 2245
                    global_step = lr_scheduler._decay_step_counter()

2246
                    beta1 = paddle.static.create_global_var(
2247 2248 2249 2250 2251 2252
                        shape=[1],
                        value=float(beta1_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta1")
2253
                    beta2 = paddle.static.create_global_var(
2254 2255 2256 2257 2258 2259
                        shape=[1],
                        value=float(beta2_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta2")
2260
                    epsilon = paddle.static.create_global_var(
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                        shape=[1],
                        value=float(epsilon_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="epsilon")
2267 2268 2269 2270 2271 2272 2273

                    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)

2274
                    return beta1, beta2, epsilon
2275

2276
                beta1, beta2, epsilon = get_decayed_betas(0.9, 0.99, 1e5, 0.9, 1e-8)
2277 2278
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
2279
                                                    beta1=beta1,
2280 2281
                                                    beta2=beta2,
                                                    epsilon=epsilon)
2282 2283 2284 2285 2286 2287 2288 2289 2290 2291
                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)
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    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
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    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
2297

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    def __init__(
        self,
        learning_rate=0.001,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-8,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
        lazy_mode=False,
        use_global_beta_pow=False,
        flatten_param_grads=False,
        align_size=-1,
    ):
2313 2314 2315 2316
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
2317
        super().__init__(
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            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            flatten_param_grads=flatten_param_grads,
            align_size=align_size,
            name=name,
        )
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        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
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        self._lazy_mode = lazy_mode
2331
        self._use_global_beta_pow = use_global_beta_pow
2332 2333 2334 2335 2336 2337

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

        # Create accumulator tensors for first and second moments
        for p in parameters:
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            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
2340 2341 2342 2343
            if not self._use_global_beta_pow:
                self._add_accumulator(
                    name=self._beta1_pow_acc_str,
                    param=p,
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                    fill_value=0.9
                    if isinstance(self._beta1, Variable)
                    else self._beta1,
2347
                    shape=[1],
2348 2349 2350
                    type=core.VarDesc.VarType.LOD_TENSOR,
                    device='cpu',
                )
2351 2352 2353
                self._add_accumulator(
                    name=self._beta2_pow_acc_str,
                    param=p,
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                    fill_value=0.999
                    if isinstance(self._beta2, Variable)
                    else self._beta2,
2357
                    shape=[1],
2358 2359 2360
                    type=core.VarDesc.VarType.LOD_TENSOR,
                    device='cpu',
                )
2361 2362
        if self._use_global_beta_pow:
            self._add_global_accumulator(
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                name=self._beta1_pow_acc_str,
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                fill_value=0.9
                if isinstance(self._beta1, Variable)
                else self._beta1,
2367
                shape=[1],
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                type=core.VarDesc.VarType.LOD_TENSOR,
                device='cpu',
            )
2371
            self._add_global_accumulator(
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                name=self._beta2_pow_acc_str,
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                fill_value=0.999
                if isinstance(self._beta2, Variable)
                else self._beta2,
2376
                shape=[1],
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                type=core.VarDesc.VarType.LOD_TENSOR,
                device='cpu',
            )
2380 2381 2382 2383

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

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        moment1 = self._get_accumulator(
            self._moment1_acc_str, param_and_grad[0]
        )
        moment2 = self._get_accumulator(
            self._moment2_acc_str, param_and_grad[0]
        )
2390 2391
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
2392 2393
                self._beta1_pow_acc_str
            )
2394
            beta2_pow_acc = self._get_global_accumulator(
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                self._beta2_pow_acc_str
            )
2397
        else:
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            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]
            )
2404
        lr = self._create_param_lr(param_and_grad)
2405
        # create the adam optimize op
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        if in_dygraph_mode():
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            _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)
            )
2418
            master_weight = None
2419
            _, _, _, _, _, _ = _legacy_C_ops.adam(
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                param_and_grad[0],
                param_and_grad[1],
                lr,
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                param_and_grad[0],
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                'epsilon',
                self._epsilon,
                'lazy_mode',
                self._lazy_mode,
                'min_row_size_to_use_multithread',
                1000,
                'beta1',
                _beta1,
                'beta2',
                _beta2,
                'use_global_beta_pow',
                self._use_global_beta_pow,
            )
2447 2448 2449

            return None

2450
        inputs = {
2451 2452
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
2453
            "LearningRate": [lr],
2454 2455 2456
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
2457
            "Beta2Pow": [beta2_pow_acc],
2458
        }
2459 2460 2461 2462 2463 2464 2465

        # 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

2466
        outputs = {
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            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
2472 2473 2474
        }
        attrs = {
            "lazy_mode": self._lazy_mode,
2475
            "min_row_size_to_use_multithread": 1000,
2476
            'use_global_beta_pow': self._use_global_beta_pow,
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        }

        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
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        if isinstance(self._epsilon, Variable):
            inputs['EpsilonTensor'] = self._epsilon
        else:
            attrs['epsilon'] = self._epsilon
2491

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        adam_op = block.append_op(
            type=self.type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
            stop_gradient=True,
        )
2499 2500 2501

        return adam_op

2502
    def _finish_update(self, block, parameters_and_grads):
2503
        r"""Update beta1_pow and beta2_pow accumulator"""
2504 2505 2506
        assert isinstance(block, framework.Block)
        if self._use_global_beta_pow:
            beta1_pow_acc = self._get_global_accumulator(
2507 2508
                self._beta1_pow_acc_str
            )
2509
            beta2_pow_acc = self._get_global_accumulator(
2510 2511
                self._beta2_pow_acc_str
            )
2512 2513 2514

            with block.program._optimized_guard([]):
                inputs = {"X": beta1_pow_acc}
2515
                outputs = {"Out": beta1_pow_acc}
2516 2517
                attrs = {}
                if isinstance(self._beta1, Variable):
2518 2519
                    inputs["Y"] = self._beta1
                    # use elementwise_mul for better performance
2520 2521 2522 2523 2524 2525 2526
                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2527 2528
                else:
                    attrs['scale'] = self._beta1
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                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2536 2537

                inputs = {"X": beta2_pow_acc}
2538
                outputs = {"Out": beta2_pow_acc}
2539 2540
                attrs = {}
                if isinstance(self._beta2, Variable):
2541 2542
                    inputs["Y"] = self._beta2
                    # use elementwise_mul for better performance
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                    block.append_op(
                        type="elementwise_mul",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2550 2551
                else:
                    attrs['scale'] = self._beta2
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                    block.append_op(
                        type="scale",
                        inputs=inputs,
                        outputs=outputs,
                        attrs=attrs,
                        stop_gradient=True,
                    )
2559

2560 2561

class AdamaxOptimizer(Optimizer):
2562
    r"""
2563
    The Adamax optimizer is implemented based on the Adamax Optimization
2564 2565 2566
    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.
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    The parameter ``param_out`` update rule with gradient ``grad``:
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    .. 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}

2582
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
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    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2597
            This parameter is required in dygraph mode. \
2598
            The default value is None in static graph mode, at this time all parameters will be updated.
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        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.
2604 2605 2606
        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` ,
2607
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2608 2609 2610 2611 2612 2613
        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.**
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    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy
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          import paddle
          paddle.enable_static()
2622 2623 2624 2625 2626 2627 2628 2629

          # 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):
2630
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
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              hidden = paddle.static.nn.fc(x=data, size=10)
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              loss = paddle.mean(hidden)
2633
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2634 2635 2636 2637 2638 2639 2640 2641 2642
              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])
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    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
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    _beta1_pow_acc_str = "beta1_pow_acc"
2647

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    def __init__(
        self,
        learning_rate=0.001,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-8,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
2659 2660 2661 2662
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
2663
        super().__init__(
2664 2665 2666 2667 2668 2669
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2670 2671 2672 2673 2674 2675 2676 2677
        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:
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            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
2680 2681 2682 2683 2684 2685
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1],
            )
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    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])
2691 2692 2693 2694 2695 2696
        inf_norm = self._get_accumulator(
            self._inf_norm_acc_str, param_and_grad[0]
        )
        beta1_pow_acc = self._get_accumulator(
            self._beta1_pow_acc_str, param_and_grad[0]
        )
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        if in_dygraph_mode():
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            _C_ops.adamax_(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                moment,
                inf_norm,
                beta1_pow_acc,
                self._beta1,
                self._beta2,
                self._epsilon,
            )
2710 2711 2712 2713 2714 2715 2716 2717 2718 2719
        else:
            # create the adamax optimize op
            adamax_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "LearningRate": self._create_param_lr(param_and_grad),
                    "Moment": moment,
                    "InfNorm": inf_norm,
2720
                    "Beta1Pow": beta1_pow_acc,
2721 2722 2723 2724
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "MomentOut": moment,
2725
                    "InfNormOut": inf_norm,
2726 2727 2728 2729
                },
                attrs={
                    "beta1": self._beta1,
                    "beta2": self._beta2,
2730
                    "epsilon": self._epsilon,
2731
                },
2732 2733
                stop_gradient=True,
            )
2734

2735
            return adamax_op
2736

2737
    def _finish_update(self, block, parameters_and_grads):
2738
        """Update Beta1 Power accumulator"""
2739
        assert isinstance(block, framework.Block)
2740
        for param, grad in parameters_and_grads:
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            if grad is None or param.trainable is False:
2742
                continue
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            with param.block.program._optimized_guard(
                [param, grad]
            ), name_scope('adamx'):
                beta1_pow_acc = self._get_accumulator(
                    self._beta1_pow_acc_str, param
                )
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                if in_dygraph_mode():
                    tmp = _C_ops.scale(beta1_pow_acc, self._beta1, 0.0, True)
2751 2752
                    beta1_pow_acc.copy_(tmp, False)
                else:
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                    block.append_op(
                        type="scale",
                        inputs={"X": beta1_pow_acc},
                        outputs={"Out": beta1_pow_acc},
                        attrs={"scale": self._beta1},
                        stop_gradient=True,
                    )
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2762
class DpsgdOptimizer(Optimizer):
2763
    r"""
2764 2765 2766 2767 2768 2769 2770 2771
    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
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          import paddle
          paddle.enable_static()
2774 2775 2776 2777 2778 2779 2780 2781

          # 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):
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              data = paddle.static.data(name='X', shape=[-1,1], dtype='float32')
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              hidden = paddle.static.nn.fc(x=data, size=10)
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              loss = paddle.mean(hidden)
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              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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2803
            This parameter is required in dygraph mode. \
2804
            The default value is None in static graph mode, at this time all parameters will be updated.
2805 2806 2807 2808
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

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    def __init__(
        self,
        learning_rate=0.001,
        clip=0.9,
        batch_size=0.999,
        sigma=1e-8,
        parameter_list=None,
    ):
2817 2818 2819 2820
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2821
        super().__init__(
2822 2823
            learning_rate=learning_rate, parameter_list=parameter_list
        )
2824 2825 2826 2827
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
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        '''
        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
2835 2836 2837 2838 2839

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

        # create the dpsgd optimize op
2840
        if self._seed is None:
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            self._seed = 0

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        if in_dygraph_mode():
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            _legacy_C_ops.dpsgd(
                param_and_grad[0],
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                "clip",
                self._clip,
                "batch_size",
                self._batch_size,
                "sigma",
                self._sigma,
                "seed",
                self._seed,
            )
2858
        else:
2859 2860 2861 2862 2863 2864 2865 2866 2867 2868 2869 2870 2871 2872 2873 2874
            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,
                    "sigma": self._sigma,
                    "seed": self._seed,
                },
                stop_gradient=True,
            )
2875

2876
            return dpsgd_op
2877 2878


2879
class DecayedAdagradOptimizer(Optimizer):
2880
    r"""
2881 2882 2883
    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.
2884

2885
    The parameter ``param_out`` update rule with gradient ``grad``:
2886 2887 2888 2889 2890 2891 2892

    .. math::

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

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

2893 2894 2895 2896
    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
2897 2898 2899
    stability to avoid the division by zero error.

    Args:
2900 2901 2902 2903 2904
        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
2906
            This parameter is required in dygraph mode. \
2907
            The default value is None in static graph mode, at this time all parameters will be updated.
2908 2909 2910 2911 2912
        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.
2913 2914 2915
        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` ,
2916
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2917 2918 2919 2920 2921 2922
        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.**
2923 2924 2925 2926

    Examples:
        .. code-block:: python

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            import paddle
2928 2929
            import paddle.fluid as fluid

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            paddle.enable_static()
            x = fluid.data(name='x', shape=[None, 10], dtype='float32')
            trans = paddle.static.nn.fc(x, 100)
            cost = paddle.mean(trans)
2934
            optimizer = fluid.optimizer.DecayedAdagradOptimizer(learning_rate=0.2)
2935
            optimizer.minimize(cost)
2936 2937 2938
    """
    _moment_acc_str = "moment"

2939 2940 2941 2942 2943 2944 2945 2946 2947 2948
    def __init__(
        self,
        learning_rate,
        decay=0.95,
        epsilon=1.0e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
2949 2950 2951 2952
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

2953
        super().__init__(
2954 2955 2956 2957 2958 2959
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
2960 2961 2962 2963 2964 2965 2966 2967 2968 2969 2970 2971 2972
        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)

2973 2974 2975
        moment_acc = self._get_accumulator(
            self._moment_acc_str, param_and_grad[0]
        )
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        if in_dygraph_mode():
2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989
            _legacy_C_ops.decayed_adagrad(
                param_and_grad[0],
                param_and_grad[1],
                moment_acc,
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                moment_acc,
                "epsilon",
                self._epsilon,
                "decay",
                self._decay,
            )
2990 2991 2992 2993 2994 2995 2996 2997
        else:
            # 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,
2998
                    "LearningRate": self._create_param_lr(param_and_grad),
2999 3000 3001
                },
                outputs={
                    "ParamOut": param_and_grad[0],
3002
                    "MomentOut": moment_acc,
3003
                },
3004 3005 3006
                attrs={"epsilon": self._epsilon, "decay": self._decay},
                stop_gradient=True,
            )
3007

3008
            return decayed_adagrad_op
3009 3010


3011
class AdadeltaOptimizer(Optimizer):
3012
    r"""
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    **Notes: This API does not support sparse parameter optimization.**
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    Adadelta Optimizer. Please refer to this for details:
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    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
3019

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    .. math::

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        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
3023

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        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
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        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
3027 3028

    Args:
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        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3033
            This parameter is required in dygraph mode. \
3034
            The default value is None in static graph mode, at this time all parameters will be updated.
3035 3036 3037 3038 3039
        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.
3040 3041 3042
        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` ,
3043
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3044 3045 3046
        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` .
3047 3048 3049 3050

    Examples:
        .. code-block:: python

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            import paddle
3052
            import paddle.fluid as fluid
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            paddle.enable_static()
3055
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
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            fc = paddle.static.nn.fc(image, size=10)
            cost = paddle.mean(fc)
3058 3059
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
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            # 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)
3065
    """
3066

3067 3068 3069
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

3070 3071 3072 3073 3074 3075 3076 3077 3078 3079
    def __init__(
        self,
        learning_rate,
        epsilon=1.0e-6,
        rho=0.95,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3080 3081 3082 3083 3084 3085
        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.")
3086
        super().__init__(
3087 3088 3089 3090 3091 3092
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
3093 3094 3095 3096 3097
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
3098 3099
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3100 3101 3102 3103 3104 3105

        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):
3106 3107
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
3108 3109

        avg_squared_grad_acc = self._get_accumulator(
3110 3111
            self._avg_squared_grad_acc_str, param_and_grad[0]
        )
3112
        avg_squared_update_acc = self._get_accumulator(
3113 3114
            self._avg_squared_update_acc_str, param_and_grad[0]
        )
3115

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        if in_dygraph_mode():
3117 3118 3119 3120 3121 3122 3123 3124
            _C_ops.adadelta_(
                param_and_grad[0],
                param_and_grad[1],
                avg_squared_grad_acc,
                avg_squared_update_acc,
                self._rho,
                self._epsilon,
            )
3125 3126
        else:
            # Create the adadelta optimizer op
3127 3128 3129 3130 3131 3132 3133 3134 3135 3136 3137 3138 3139 3140 3141 3142
            adadelta_op = block.append_op(
                type=self.type,
                inputs={
                    "Param": param_and_grad[0],
                    "Grad": param_and_grad[1],
                    "AvgSquaredGrad": avg_squared_grad_acc,
                    "AvgSquaredUpdate": avg_squared_update_acc,
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "AvgSquaredGradOut": avg_squared_grad_acc,
                    "AvgSquaredUpdateOut": avg_squared_update_acc,
                },
                attrs={"epsilon": self._epsilon, "rho": self._rho},
                stop_gradient=True,
            )
3143

3144
            return adadelta_op
3145 3146


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class RMSPropOptimizer(Optimizer):
3148
    r"""
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3149 3150 3151 3152 3153 3154 3155 3156
    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::

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        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
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        w & = w - \\frac{\\eta} {\\sqrt{r(w,t) + \\epsilon}} \\nabla Q_{i}(w)

    The first equation calculates moving average of the squared gradient for
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    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
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    In some cases, adding a momentum term :math: `\\beta` is beneficial.
    In our implementation, Nesterov momentum is used:

    ..  math::

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        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
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3171 3172 3173 3174 3175 3176 3177 3178 3179 3180 3181 3182 3183 3184
        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 +
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3185 3186 3187 3188
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

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    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
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    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.


3195 3196 3197
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
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        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
3199
            avoid division by zero, default is 1e-6.
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        momentum(float): :math:`\\beta` in equation is the momentum term,
3201
            default is 0.0.
3202 3203 3204 3205
        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3207
            This parameter is required in dygraph mode. \
3208
            The default value is None in static graph mode, at this time all parameters will be updated.
3209 3210 3211 3212 3213
        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.
3214 3215 3216
        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` ,
3217
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3218 3219
        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.
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3220 3221 3222 3223 3224 3225 3226

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

    Examples:
          .. code-block:: python

3227 3228 3229 3230
            import paddle
            import paddle.fluid as fluid
            import numpy as np

3231
            paddle.enable_static()
3232 3233 3234
            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
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                x = paddle.static.data(name='x', shape=[-1, 13], dtype='float32')
                y = paddle.static.data(name='y', shape=[-1, 1], dtype='float32')
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                y_predict = paddle.static.nn.fc(x, size=1, activation=None)
3238
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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3239
                avg_cost = paddle.mean(cost)
3240 3241 3242 3243 3244 3245 3246 3247 3248 3249 3250 3251 3252

                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)

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    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
3257
    _mean_grad_acc_str = "mean_grad"
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3259 3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270
    def __init__(
        self,
        learning_rate,
        rho=0.95,
        epsilon=1.0e-6,
        momentum=0.0,
        centered=False,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3271
        super().__init__(
3272 3273 3274 3275 3276 3277
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        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
3291
        self._centered = centered
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    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)
3300
            self._add_accumulator(self._mean_grad_acc_str, p)
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    def _append_optimize_op(self, block, param_and_grad):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

3306 3307 3308 3309 3310 3311 3312 3313 3314
        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]
        )
        mean_grad_acc = self._get_accumulator(
            self._mean_grad_acc_str, param_and_grad[0]
        )
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        if in_dygraph_mode():
3316 3317 3318 3319 3320 3321 3322 3323 3324 3325 3326 3327
            _C_ops.rmsprop_(
                param_and_grad[0],
                mean_square_acc,
                param_and_grad[1],
                momentum_acc,
                self._create_param_lr(param_and_grad),
                mean_grad_acc,
                self._epsilon,
                self._rho,
                self._momentum,
                self._centered,
            )
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            return None
3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342 3343
        else:
            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,
                    "MeanGrad": mean_grad_acc,
                    "LearningRate": self._create_param_lr(param_and_grad),
                },
                outputs={
                    "ParamOut": param_and_grad[0],
                    "MomentOut": momentum_acc,
                    "MeanSquareOut": mean_square_acc,
3344
                    "MeanGradOut": mean_grad_acc,
3345 3346 3347 3348 3349
                },
                attrs={
                    "epsilon": self._epsilon,
                    "decay": self._rho,
                    "momentum": self._momentum,
3350
                    "centered": self._centered,
3351
                },
3352 3353
                stop_gradient=True,
            )
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3355
            return rmsprop_op
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class FtrlOptimizer(Optimizer):
3359
    r"""
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    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

3398 3399 3400 3401 3402
    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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3404
            This parameter is required in dygraph mode. \
3405
            The default value is None in static graph mode, at this time all parameters will be updated.
3406 3407 3408 3409 3410
        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.
3411 3412 3413
        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` ,
3414
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
3415 3416
        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.
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    Raises:
        ValueError: If learning_rate, rho, epsilon, momentum are None.

    Examples:
          .. code-block:: python

3424 3425 3426 3427
            import paddle
            import paddle.fluid as fluid
            import numpy as np

3428 3429
            paddle.enable_static()

3430 3431 3432
            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
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                x = paddle.static.data(name='x', shape=[-1, 13], dtype='float32')
                y = paddle.static.data(name='y', shape=[-1, 1], dtype='float32')
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                y_predict = paddle.static.nn.fc(x, size=1, activation=None)
3436
                cost = paddle.nn.functional.square_error_cost(input=y_predict, label=y)
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                avg_cost = paddle.mean(cost)
3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449

                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)
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3451
    NOTE:
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       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
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    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

3458 3459 3460 3461 3462 3463 3464 3465 3466 3467 3468
    def __init__(
        self,
        learning_rate,
        l1=0.0,
        l2=0.0,
        lr_power=-0.5,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        name=None,
    ):
3469
        super().__init__(
3470 3471 3472 3473 3474 3475
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            name=name,
        )
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        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.")

3496 3497 3498 3499 3500 3501
        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]
        )
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        if in_dygraph_mode():
3503 3504 3505 3506 3507 3508 3509 3510 3511 3512 3513 3514 3515 3516 3517 3518
            _legacy_C_ops.ftrl(
                param_and_grad[0],
                squared_acc,
                linear_acc,
                param_and_grad[1],
                self._create_param_lr(param_and_grad),
                param_and_grad[0],
                squared_acc,
                linear_acc,
                "l1",
                self._l1,
                "l2",
                self._l2,
                "lr_power",
                self._lr_power,
            )
3519 3520

        else:
3521 3522 3523 3524 3525 3526 3527 3528 3529 3530 3531 3532 3533 3534 3535 3536 3537 3538 3539 3540 3541
            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,
                    "l2": self._l2,
                    "lr_power": self._lr_power,
                },
                stop_gradient=True,
            )
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3543
            return ftrl_op
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class LambOptimizer(AdamOptimizer):
3547
    r"""
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    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

3550 3551 3552
    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
    correction. For more information, please refer to `Large Batch Optimization for
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    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
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    The updating of parameters follows:

    ..  math::

3559
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t
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        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
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3563 3564 3565 3566
        m_t &= \\frac{m_t}{\\beta_1^t}

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

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        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
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        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})
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3572
    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the
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    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    Args:
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        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.
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        parameter_list (Iterable, optional):  Iterable of ``Variable`` names to update to minimize ``loss``. \
3585
            This parameter is required in dygraph mode. \
3586
            The default value is None in static graph mode, at this time all parameters will be updated.
3587 3588 3589 3590 3591
        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.
3592 3593
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
            some derived class of ``GradientClipBase`` . There are three cliping strategies
3594 3595 3596
            ( :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.
3597 3598
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight
            decay when **exclude_from_weight_decay_fn(parameter)** returns true.
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            Default None.
3600
        name(str|None): For detailed information, please refer to
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            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
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    Examples:
        .. code-block:: python
3605

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            import paddle
3607
            import paddle.fluid as fluid
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            paddle.enable_static()
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            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
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            hidden = paddle.static.nn.fc(x=data, size=10)
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            cost = paddle.mean(hidden)
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            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)
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            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"

3626 3627 3628 3629 3630 3631 3632 3633 3634 3635 3636 3637 3638
    def __init__(
        self,
        learning_rate=0.001,
        lamb_weight_decay=0.01,
        beta1=0.9,
        beta2=0.999,
        epsilon=1e-6,
        parameter_list=None,
        regularization=None,
        grad_clip=None,
        exclude_from_weight_decay_fn=None,
        name=None,
    ):
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        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
3644
        super().__init__(
3645 3646 3647 3648 3649 3650 3651 3652 3653
            learning_rate=learning_rate,
            parameter_list=parameter_list,
            regularization=regularization,
            grad_clip=grad_clip,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name,
        )
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        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
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        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
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    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
3660
        block.program._use_lamb = True
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3662 3663 3664 3665 3666 3667 3668 3669 3670 3671 3672 3673 3674 3675 3676 3677 3678
        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]
        )

        if (
            self._exclude_from_weight_decay_fn is not None
            and self._exclude_from_weight_decay_fn(param_and_grad[0])
        ):
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            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay
3682
        lr = self._create_param_lr(param_and_grad)
3683
        master_weight = None
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        if in_dygraph_mode():
3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 3695 3696 3697 3698 3699 3700 3701 3702 3703 3704 3705 3706 3707 3708
            _legacy_C_ops.lamb(
                param_and_grad[0],
                param_and_grad[1],
                lr,
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                param_and_grad[0],
                moment1,
                moment2,
                beta1_pow_acc,
                beta2_pow_acc,
                master_weight,
                'beta1',
                self._beta1,
                'beta2',
                self._beta2,
                'epsilon',
                self._epsilon,
                'weight_decay',
                weight_decay,
            )
3709
            return None
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        # create the lamb optimize op
3712 3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728 3729 3730 3731 3732 3733 3734 3735 3736 3737
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": lr,
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc,
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2,
                "Beta1PowOut": beta1_pow_acc,
                "Beta2PowOut": beta2_pow_acc,
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
                "weight_decay": weight_decay,
            },
            stop_gradient=True,
        )
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        return lamb_op


3742 3743 3744 3745 3746 3747 3748 3749 3750 3751 3752 3753 3754
# 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
3755
Dpsgd = DpsgdOptimizer
3756
DecayedAdagrad = DecayedAdagradOptimizer
3757
Adadelta = AdadeltaOptimizer
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RMSProp = RMSPropOptimizer
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Ftrl = FtrlOptimizer
3760
LarsMomentum = LarsMomentumOptimizer
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Lamb = LambOptimizer
3762 3763 3764


class ModelAverage(Optimizer):
3765
    r"""
3766
	:api_attr: Static Graph
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3768 3769 3770 3771 3772 3773 3774 3775 3776 3777 3778 3779 3780 3781 3782 3783 3784 3785
    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:

    ::
3786

3787 3788 3789 3790 3791 3792 3793 3794 3795
        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.
3796 3797

    Args:
3798 3799 3800
        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.
3801 3802 3803 3804 3805
        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.
3806 3807 3808
        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.
3809

3810
    Examples:
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      .. code-block:: python

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3814
        import paddle
3815 3816
        import paddle.fluid as fluid
        import numpy
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3817
        paddle.enable_static()
3818 3819 3820 3821

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3822

3823 3824 3825 3826
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3827
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
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            hidden = paddle.static.nn.fc(x=data, size=10)
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            loss = paddle.mean(hidden)
3830 3831 3832 3833 3834 3835
            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,
3836
                                                         max_average_window=12500)
3837 3838

            exe.run(startup_program)
3839 3840 3841 3842 3843
            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])
3844 3845

            # apply ModelAverage
3846
            with model_average.apply(exe):
3847 3848 3849 3850
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3851 3852
    """

3853 3854 3855 3856 3857 3858 3859 3860
    def __init__(
        self,
        average_window_rate,
        min_average_window=10000,
        max_average_window=10000,
        regularization=None,
        name=None,
    ):
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        if in_dygraph_mode():
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            raise Exception("In dygraph, don't support ModelAverage.")
3863
        super().__init__(0.0, regularization=regularization, name=name)
3864 3865 3866
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3867

3868
        self.params_grads = []
3869 3870 3871
        for param in (
            framework.default_main_program().global_block().all_parameters()
        ):
3872
            if param.do_model_average != False:
3873
                grad = param.block.create_var(
3874 3875 3876
                    name=unique_name.generate_with_ignorable_key(
                        ".".join([param.name, 'tmp'])
                    ),
3877 3878
                    dtype=param.dtype,
                    persistable=False,
3879 3880
                    stop_gradient=True,
                )
3881
                self.params_grads.append((param, grad))
3882

3883
        for param, grad in self.params_grads:
3884 3885
            if grad is None:
                continue
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            with param.block.program._optimized_guard(
3887 3888
                [param, grad]
            ), name_scope('move_average'):
3889
                self._append_average_accumulate_op(param)
3890

3891 3892 3893 3894
        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:
3895
                self._add_average_apply_op(block, param_grad)
3896 3897 3898 3899 3900

        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:
3901
                self._add_average_restore_op(block, param_grad)
3902

3903
    def _add_average_apply_op(self, block, param_grad):
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        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(
3910 3911
            self._get_accumulator('num_accumulates', param)
        )
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        old_num_accumulates = block._clone_variable(
3913 3914
            self._get_accumulator('old_num_accumulates', param)
        )
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        num_updates = block._clone_variable(
3916 3917
            self._get_accumulator('num_updates', param)
        )
3918 3919 3920
        # backup param value to grad
        layers.assign(input=param, output=grad)
        # param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
3921 3922
        tmp = paddle.add_n([num_accumulates, old_num_accumulates])
        sum = paddle.add_n([sum_1, sum_2, sum_3])
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        tmp = layers.cast(
3924
            x=tmp, dtype='float32' if self._dtype is None else self._dtype
3925
        )
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        sum = layers.cast(
3927
            x=sum, dtype='float32' if self._dtype is None else self._dtype
3928
        )
3929
        paddle.assign(paddle.divide(sum, tmp), output=param)
3930 3931

    def _add_average_restore_op(self, block, param_grad):
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        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3934 3935 3936 3937 3938 3939 3940
        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)
3941 3942 3943 3944 3945 3946 3947 3948 3949 3950 3951 3952 3953 3954 3955 3956 3957 3958 3959 3960 3961 3962 3963 3964 3965 3966 3967 3968 3969 3970 3971 3972 3973 3974 3975 3976
        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,
            },
            stop_gradient=True,
        )
3977

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3978
    @signature_safe_contextmanager
3979
    def apply(self, executor, need_restore=True):
3980 3981
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3982 3983

        Args:
3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994
            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
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3995 3996
            import paddle
            paddle.enable_static()
3997 3998 3999 4000 4001 4002 4003 4004 4005 4006

            # 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')
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                hidden = paddle.static.nn.fc(x=data, size=10)
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                loss = paddle.mean(hidden)
4009 4010 4011 4012 4013 4014 4015 4016 4017 4018 4019 4020 4021 4022 4023 4024 4025 4026 4027 4028 4029
                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])
4030
        """
4031 4032 4033 4034 4035 4036
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
4037 4038

    def restore(self, executor):
4039 4040
        """
        Restore ``Parameter`` values of current model.
4041

4042
        Args:
4043 4044 4045 4046 4047 4048 4049 4050
            executor(fluid.Executor): The current network executor.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy
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4051 4052
            import paddle
            paddle.enable_static()
4053 4054 4055 4056 4057 4058 4059 4060 4061 4062

            # 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')
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                hidden = paddle.static.nn.fc(x=data, size=10)
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                loss = paddle.mean(hidden)
4065 4066 4067 4068 4069 4070 4071 4072 4073 4074 4075 4076 4077 4078 4079 4080 4081 4082 4083 4084 4085 4086 4087 4088
                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)
4089
        """
4090
        executor.run(self.restore_program)
4091 4092


4093
class ExponentialMovingAverage:
4094
    r"""
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4096 4097 4098 4099 4100 4101
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

4102
        \text{EMA}_0 & = 0
4103

4104
        \text{EMA}_t & = \text{decay} * \text{EMA}_{t-1} + (1 - \text{decay}) * \theta_t
4105

4106 4107 4108
    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
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    the **restore()** method is used to restore the parameters.
4110

4111 4112
    **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
4113
    :math:`(1 - \text{decay}^t)` , i.e., the actual EMAs applied to parameters
4114
    when calling **apply()** method would be
4115 4116

    ..  math::
4117

4118
        \widehat{\text{EMA}}_t = \frac{\text{EMA}_t}{1 - \text{decay}^t}
4119

4120 4121
    **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
4122
    relative smaller decay rate in the very beginning. The argument **thres_steps**
4123
    allows users to pass a Variable to schedule the decay rate, in this case,
4124
    the actual decay rate becomes
4125

4126
    ..  math::
4127

4128
        \min(\text{decay}, \frac{1 + \text{thres_steps}}{10 + \text{thres_steps}})
4129 4130

    Usually **thres_steps** can be the global training steps.
4131 4132 4133


    Args:
4134 4135 4136
        decay (float, optional): The exponential decay rate, usually close to 1, such as 0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None, optional): If not `None`, schedule the decay rate. Default None.
        name (str|None, optional): For detailed information, please refer to :ref:`api_guide_Name`. Usually name is no need to set and None by default.
4137 4138 4139 4140


    Examples:

4141 4142 4143 4144 4145 4146 4147 4148 4149 4150 4151 4152 4153 4154 4155 4156 4157 4158 4159 4160 4161 4162 4163 4164 4165 4166 4167 4168
        .. code-block:: python

            import numpy
            import paddle
            import paddle.static as static
            from paddle.static import ExponentialMovingAverage

            paddle.enable_static()

            data = static.data(name='x', shape=[-1, 5], dtype='float32')
            hidden = static.nn.fc(x=data, size=10)
            cost = paddle.mean(hidden)

            test_program = static.default_main_program().clone(for_test=True)
            optimizer = paddle.optimizer.Adam(learning_rate=0.001)
            optimizer.minimize(cost)

            ema = ExponentialMovingAverage(0.999)
            ema.update()

            place = paddle.CPUPlace()
            exe = static.Executor(place)
            exe.run(static.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=static.default_main_program(),
4169
                    feed={'x': data},
4170 4171 4172 4173 4174 4175
                    fetch_list=[cost.name])

                # usage 1
                with ema.apply(exe):
                    data = numpy.random.random(size=(10, 5)).astype('float32')
                    exe.run(program=test_program,
4176
                        feed={'x': data},
4177 4178 4179 4180 4181 4182
                        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,
4183
                        feed={'x': data},
4184 4185 4186
                        fetch_list=[hidden.name])
                ema.restore(exe)

4187 4188
    """

4189
    def __init__(self, decay=0.999, thres_steps=None, name=None):
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4190
        if in_dygraph_mode():
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4191
            raise Exception(
4192 4193
                "In dygraph, don't support ExponentialMovingAverage."
            )
4194
        self._decay = decay
4195
        self._thres_steps = thres_steps
4196
        self._name = name if name is not None else ''
4197 4198
        self._decay_var = self._get_ema_decay()

4199
        self._step_counter_name = "@EMA_STEP_COUNTER@"
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        self._params_tmps = []
4201
        for param in default_main_program().global_block().all_parameters():
4202
            if param.do_model_average != False:
4203 4204 4205 4206 4207 4208 4209 4210
                tmp = param.block.create_var(
                    name=unique_name.generate(
                        ".".join([self._name + param.name, 'ema_tmp'])
                    ),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True,
                )
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                self._params_tmps.append((param, tmp))
4212

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4213 4214
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
4215 4216 4217
            with param.block.program._optimized_guard([param, tmp]), name_scope(
                'moving_average'
            ):
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                self._ema_vars[param.name] = self._create_ema_vars(param)
4219 4220 4221 4222

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
4223
            decay_pow, global_step = self._get_decay_pow(block)
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            for param, tmp in self._params_tmps:
4225 4226
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
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                ema = block._clone_variable(self._ema_vars[param.name])
4228
                layers.assign(input=param, output=tmp)
4229
                # bias correction
4230 4231
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
4232 4233 4234
                        layers.assign(
                            output=param, input=ema / (1.0 - decay_pow)
                        )
4235 4236
                    with switch.default():
                        layers.assign(output=param, input=ema)
4237 4238 4239 4240

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
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            for param, tmp in self._params_tmps:
4242 4243 4244 4245
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

4246 4247
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
4248
            decay_var = paddle.static.create_global_var(
4249 4250 4251 4252
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
4253 4254
                name="scheduled_ema_decay_rate",
            )
4255 4256 4257 4258 4259 4260 4261 4262

            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(
4263 4264
                            np.array([self._decay], dtype=np.float32), decay_var
                        )
4265 4266 4267
        return decay_var

    def _get_decay_pow(self, block):
4268
        global_step = paddle.static.create_global_var(
4269 4270 4271 4272 4273 4274
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True,
        )
4275
        global_step = layers.cast(global_step, "float32")
4276
        decay_var = block._clone_variable(self._decay_var)
4277
        decay_pow_acc = paddle.pow(decay_var, global_step)
4278
        return decay_pow_acc, global_step
4279

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    def _create_ema_vars(self, param):
4281
        param_ema = paddle.static.create_global_var(
4282 4283 4284 4285
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
4286 4287
            persistable=True,
        )
4288 4289 4290

        return param_ema

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4291
    def update(self):
4292 4293
        """
        Update Exponential Moving Average. Should only call this method in
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4294 4295
        train program.
        """
4296
        global_step = layers.autoincreased_step_counter(
4297 4298
            counter_name=self._step_counter_name
        )
4299
        param_master_emas = []
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        for param, tmp in self._params_tmps:
4301 4302 4303
            with param.block.program._optimized_guard([param, tmp]), name_scope(
                'moving_average'
            ):
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4304
                param_ema = self._ema_vars[param.name]
4305
                if param.name + '.master' in self._ema_vars:
4306 4307 4308 4309
                    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 * (
4310 4311
                        1 - self._decay_var
                    )
4312 4313 4314 4315 4316 4317 4318 4319 4320 4321
                    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,
4322 4323 4324
                    "out_dtype": param_ema.dtype,
                },
            )
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4326 4327 4328 4329
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
4330

4331 4332
        Args:
            executor (Executor): The Executor to execute applying.
4333
            need_restore (bool, optional): Whether to restore parameters after
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                applying. Default True.
4335 4336 4337 4338 4339 4340 4341 4342 4343 4344
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
4345

4346 4347 4348 4349
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
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4350 4351


4352
class PipelineOptimizer:
4353
    """
4354
        :api_attr: Static Graph
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4355

4356 4357 4358 4359
    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.
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4361
    Args:
4362 4363 4364
        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].
4365

4366 4367
    Examples:
        .. code-block:: python
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4369
            import paddle
4370
            import paddle.fluid as fluid
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            import paddle.fluid.layers as layers
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            import numpy as np
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4374
            paddle.enable_static()
4375
            with fluid.device_guard("gpu:0"):
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4376 4377
                x = paddle.static.data(name='x', shape=[-1, 1], dtype='int64', lod_level=0)
                y = paddle.static.data(name='y', shape=[-1, 1], dtype='int64', lod_level=0)
4378 4379 4380 4381 4382 4383 4384 4385 4386 4387 4388
                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)
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4389 4390
                fc = paddle.static.nn.fc(x=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
                loss = paddle.mean(fc)
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4391
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
4392
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer)
H
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4393
            optimizer.minimize(loss)
4394 4395 4396 4397 4398 4399 4400 4401 4402

            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
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4403 4404
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
4405 4406
            batch_size = 1
            data_loader.start()
H
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4407
            exe.train_from_dataset(
4408
                    fluid.default_main_program())
4409
            data_loader.reset()
4410 4411
    """

4412
    def __init__(self, optimizer, num_microbatches=1, start_cpu_core_id=0):
4413 4414 4415 4416 4417
        self._device = 'cpu'
        if core.is_compiled_with_npu():
            self._device = "npu"
        elif core.is_compiled_with_cuda():
            self._device = "gpu"
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        if in_dygraph_mode():
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4419
            raise Exception("In dygraph, don't support PipelineOptimizer.")
4420 4421 4422
        valid_optimizers = (
            Optimizer,
            paddle.optimizer.Optimizer,
4423
            paddle.static.amp.decorator.OptimizerWithMixedPrecision,
4424
        )
4425
        if not isinstance(optimizer, valid_optimizers):
4426 4427 4428 4429 4430 4431 4432
            raise ValueError(
                "The 'optimizer' parameter for "
                "PipelineOptimizer must be an instance of "
                "{}, but the given type is {}.".format(
                    valid_optimizers, type(optimizer)
                )
            )
H
hutuxian 已提交
4433
        self._optimizer = optimizer
4434 4435 4436 4437 4438 4439

        # 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

4440 4441 4442
        assert (
            num_microbatches >= 1
        ), "num_microbatches must be a positive value."
4443
        self._num_microbatches = num_microbatches
4444 4445 4446
        assert (
            start_cpu_core_id >= 0
        ), "start_cpu_core_id must be a non-negative integer."
H
hutuxian 已提交
4447
        self._start_cpu_core_id = start_cpu_core_id
4448 4449 4450 4451 4452 4453
        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()
4454
        self._param_device_map = None
4455 4456
        self._pipeline_pair = []
        self._pp_ring_map = dict()
4457 4458
        self.output_var_to_op = None
        self.input_var_to_op = None
4459 4460 4461 4462 4463 4464 4465 4466 4467 4468 4469 4470 4471 4472 4473

    # 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")
4474 4475 4476 4477 4478 4479 4480 4481 4482 4483 4484 4485 4486 4487
            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,
                },
            )
4488 4489 4490 4491
            offset += 1
        block._insert_op(
            op_idx + 1 + offset,
            type='c_allreduce_max'
4492 4493
            if op.type == "reduce_any"
            else 'c_allreduce_sum',
4494 4495 4496
            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={
4497
                'ring_id': self.global_ring_id,
4498
                self._op_role_key: self._op_role.Optimize,
4499 4500 4501
                'use_calc_stream': True,
            },
        )
4502 4503
        offset += 1
        if op.type == "reduce_any":
4504 4505 4506 4507 4508 4509 4510 4511 4512 4513 4514
            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,
                },
            )
4515
            offset += 1
4516
        return offset
H
hutuxian 已提交
4517

4518
    def _create_vars(self, block, ori_block):
4519
        # Create vars for block, copied from ori_block
H
hutuxian 已提交
4520
        used_var_set = set()
4521 4522 4523 4524 4525 4526 4527 4528 4529
        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]
4530
            # For op process vars on all devices, remove its input
4531 4532 4533 4534 4535 4536 4537 4538 4539 4540 4541 4542 4543 4544 4545
            # 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)
4546 4547 4548 4549 4550 4551 4552 4553 4554 4555
            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
4556 4557 4558 4559 4560 4561 4562 4563
            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
4564
            for var in vars:
4565 4566
                # a var whose name contains "blocking_queue"
                # only exists in startup program
4567
                if var in used_var_set or "_blocking_queue" in var:
H
hutuxian 已提交
4568 4569
                    continue
                used_var_set.add(var)
4570 4571
                if block._find_var_recursive(str(var)):
                    continue
4572
                source_var = ori_block._var_recursive(str(var))
4573
                if source_var.type == core.VarDesc.VarType.READER:
4574
                    dest_var = block.create_var(
4575 4576
                        name=var,
                        type=core.VarDesc.VarType.READER,
4577 4578
                        persistable=source_var.persistable,
                    )
4579 4580 4581 4582 4583 4584 4585 4586 4587 4588 4589
                elif isinstance(source_var, Parameter):
                    dest_var = block.create_parameter(
                        name=source_var.name,
                        shape=source_var.shape,
                        dtype=source_var.dtype,
                        type=source_var.type,
                        lod_level=source_var.lod_level,
                        stop_gradient=source_var.stop_gradient,
                        trainable=source_var.trainable,
                        optimize_attr=source_var.optimize_attr,
                        regularizer=source_var.regularizer,
4590 4591
                        error_clip=source_var.error_clip,
                    )
4592
                else:
4593
                    dest_var = block._clone_variable(source_var, False)
4594
                self._clone_var_attr(dest_var, source_var)
4595 4596 4597
            # When use with sharding, allreduce_sum and allreduce_max
            # used for global gradient clip and amp will be added by sharding.
            op_idx += 1
4598 4599
            if self.use_sharding or not should_insert:
                continue
4600 4601 4602 4603
            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
4604

4605
    def _is_loss_grad_op(self, op):
4606 4607
        assert self._op_role_key in op.attr_names
        op_role = int(op.attr(self._op_role_key))
4608
        return op_role & int(self._op_role.Backward) and op_role & int(
4609 4610
            self._op_role.Loss
        )
4611

4612
    def _is_forward_op(self, op):
4613 4614 4615
        return self._op_role_key in op.attr_names and (
            int(op.attr(self._op_role_key)) == int(self._op_role.Forward)
        )
4616

4617
    def _is_backward_op(self, op):
4618
        return self._op_role_key in op.attr_names and (
4619 4620
            int(op.attr(self._op_role_key)) & int(self._op_role.Backward)
        )
4621 4622 4623 4624

    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)
4625 4626

    def _is_optimize_op(self, op):
4627
        return self._op_role_key in op.attr_names and (
4628 4629
            int(op.attr(self._op_role_key)) & int(self._op_role.Optimize)
        )
4630 4631

    def _is_update_op(self, op):
4632 4633 4634 4635 4636
        return (
            'Param' in op.input_names
            and 'Grad' in op.input_names
            and ("LearningRate" in op.input_names)
        )
4637

4638
    def _split_program(self, main_program, devices):
H
hutuxian 已提交
4639
        """
4640
        Split a program into sections according to devices that ops run on.
4641
        The op whose op_device attr is "gpu:all" is copied to all sections.
4642 4643 4644

        Args:
            main_program (Program): the main program
4645
            devices: all used devices
H
hutuxian 已提交
4646
        """
4647
        # Map from device to its corresponding section program info
4648
        device_program_map = defaultdict(Program)
4649

4650
        block = main_program.block(0)
4651 4652
        for op in block.ops:
            device = op.attr(self._op_device_key)
4653
            # Copy ops whose op_device set to "gpu:all" to all sections.
4654
            if device == f"{self._device}:all":
4655
                for device in devices:
4656 4657
                    program = device_program_map[device]
                    op_desc = op.desc
4658
                    ap_op = program.global_block().desc.append_op()
4659
                    ap_op.copy_from(op_desc)
4660
                    ap_op._set_attr(self._op_device_key, "")
4661 4662 4663
            else:
                program = device_program_map[device]
                op_desc = op.desc
4664
                ap_op = program.global_block().desc.append_op()
4665
                ap_op.copy_from(op_desc)
4666
                ap_op._set_attr(self._op_device_key, "")
4667

4668
        program_list = []
4669
        for key in devices:
4670
            program = device_program_map[key]
4671 4672
            program._sync_with_cpp()
            program_list.append(program)
H
hutuxian 已提交
4673

4674
        return program_list
H
hutuxian 已提交
4675

4676 4677 4678 4679 4680 4681 4682
    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.
        """
4683 4684
        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 '
4685
            'or beta2_pow_acc.'
4686 4687
        )
        param_name = var_name[0 : var_name.index('_beta')]
4688 4689 4690
        device = self._param_device_map[param_name]
        return device

4691 4692
    def _split_startup_program(self, startup_program, device_id):
        block = startup_program.global_block()
4693 4694 4695
        new_startup_program = Program()
        for op in block.ops:
            device = op.attr(self._op_device_key)
4696 4697
            if device == "cpu":
                assert op.type == "fill_constant", (
4698
                    "For ops in startup program with the op_device attribute "
4699 4700
                    "of cpu, they must be of type fill_constant."
                )
4701 4702 4703
                output_var = op.output_arg_names[0]
                device = self._get_op_device_for_startup_program(output_var)

4704
            if device:
4705
                device_index = int(device.split(':')[1])
4706
            else:
4707 4708
                # LR related ops
                device = None
4709 4710
            if device and device_index != device_id:
                continue
4711
            op_desc = op.desc
4712
            ap_op = new_startup_program.global_block().desc.append_op()
4713 4714 4715
            ap_op.copy_from(op_desc)
            ap_op._set_attr(self._op_device_key, "")
        new_startup_program._sync_with_cpp()
4716
        self._create_vars(new_startup_program.global_block(), block)
4717 4718
        return new_startup_program

4719
    def _find_post_op(self, index, var_name):
H
hutuxian 已提交
4720
        """
4721
        Find the post op that has variable named var_name as input.
H
hutuxian 已提交
4722
        """
4723 4724 4725 4726 4727 4728
        # 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', '')

4729
        post_ops = self.input_var_to_op[var_name]
4730
        if post_ops is None:
4731
            return None
4732 4733 4734 4735 4736 4737
        result_op = None
        for post_op, post_idx in reversed(post_ops):
            if post_idx > index:
                result_op = post_op
                break
        return result_op
4738

4739
    def _find_prev_op(self, index, var_name):
H
hutuxian 已提交
4740
        """
4741 4742
        Find the previous op of op with index that outputs
        variable named var_name.
H
hutuxian 已提交
4743
        """
4744
        prev_ops = self.output_var_to_op[var_name]
4745
        if prev_ops is None:
4746
            return None
4747 4748 4749 4750
        result_op = None
        for prev_op, prev_idx in reversed(prev_ops):
            if prev_idx < index:
                result_op = prev_op
4751
                break
4752
        return result_op
4753 4754

    def _rename_arg(self, op, old_name, new_name):
4755 4756
        op._rename_input(old_name, new_name)
        op._rename_output(old_name, new_name)
4757

4758
    def _create_var(self, block, ref_var, name, dtype=None):
4759 4760 4761 4762 4763 4764 4765 4766
        """
        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,
4767
            dtype=ref_var.dtype if dtype is None else dtype,
4768 4769
            type=ref_var.type,
            lod_level=ref_var.lod_level,
4770 4771
            persistable=ref_var.persistable,
            is_data=ref_var.is_data,
4772 4773
            need_check_feed=ref_var.desc.need_check_feed(),
        )
4774
        self._clone_var_attr(new_var, ref_var)
4775 4776
        return new_var

4777 4778 4779 4780 4781
    def _clone_var_attr(self, dest, src):
        dest.stop_gradient = src.stop_gradient
        if hasattr(src, 'is_distributed'):
            dest.is_distributed = src.is_distributed

4782 4783 4784 4785 4786 4787
    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
4788

4789 4790 4791 4792 4793 4794
    def _append_grad_suffix(self, name):
        """
        Append grad suffix to the given variable name
        """
        return name + core.grad_var_suffix()

4795
    def _get_op_device_attr(self, op):
H
hutuxian 已提交
4796
        """
4797
        Get the op_device attribute of a op.
H
hutuxian 已提交
4798
        """
4799 4800 4801 4802 4803
        device = (
            op.attr(self._op_device_key)
            if op.has_attr(self._op_device_key)
            else None
        )
4804
        if device:
4805 4806
            assert device[0:3] == 'gpu' or device[0:3] == 'npu', (
                "Now, only gpu and npu devices are "
4807
                "supported in pipeline parallemism."
4808
            )
4809 4810 4811 4812 4813 4814 4815 4816 4817 4818 4819 4820 4821
        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
4822
            op._set_attr(self._op_device_key, f"{self._device}:all")
4823 4824 4825 4826
        # 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():
4827 4828 4829
                assert (
                    '@RENAME@' in name
                ), "The op must be sum used to accumulate renamed vars."
4830 4831 4832 4833
            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(
4834 4835 4836 4837
                'op_device'
            ), "{} has no op_device attr for var {}".format(
                post_op.type, out_name
            )
4838 4839 4840
            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)
4841 4842 4843
        elif (op.type == "cast" or op.type == "scale") and self._is_backward_op(
            op
        ):
4844
            prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4845 4846
            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):
4847
            # for checkpoint offloading
4848 4849 4850
            assert (
                len(op.input_arg_names) == 1 and len(op.output_arg_names) == 1
            )
4851 4852 4853
            input_name = op.input_arg_names[0]
            output_name = op.output_arg_names[0]
            if '@Fetch' in output_name:
4854
                post_op = self._find_post_op(idx, output_name)
4855 4856 4857
                op._set_attr(
                    self._op_device_key, post_op.attr(self._op_device_key)
                )
4858
            else:
4859
                prev_op = self._find_prev_op(idx, op.desc.input("X")[0])
4860 4861 4862
                op._set_attr(
                    self._op_device_key, prev_op.attr(self._op_device_key)
                )
4863 4864 4865
        elif self._is_loss_op(op):
            # For loss * loss_scaling op added by AMP
            offset = 1
4866 4867 4868
            while not block.ops[idx + offset].has_attr(
                self._op_device_key
            ) or not block.ops[idx + offset].attr(self._op_device_key):
4869 4870 4871 4872 4873 4874 4875 4876 4877
                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
4878
            param_name = self._strip_grad_suffix(grad_name[0])
4879 4880 4881 4882 4883
            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.
4884 4885
            assert self._op_role_var_key in op.attr_names, (
                "gradient_clip "
4886
                "and regularization ops must have op_role_var attribute."
4887
            )
4888
            op_role_var = op.attr(self._op_role_var_key)
4889 4890
            assert len(op_role_var) == 2, (
                "op_role_var for gradient_clip "
4891
                "regularization ops must have two elements."
4892
            )
4893 4894
            param_name = op_role_var[0]
            device = self._param_device_map[param_name]
4895
            # For sum op added by global gradient clip, it must be
4896
            # put on all devices
4897 4898 4899 4900 4901 4902 4903
            if (
                op.type == 'sum'
                or op.type == 'sqrt'
                or op.type == 'fill_constant'
                or op.type == 'elementwise_max'
                or op.type == 'elementwise_div'
            ):
4904
                device = f"{self._device}:all"
4905
            op._set_attr(self._op_device_key, device)
R
Roc 已提交
4906
        elif op.type == "alloc_float_status" or op.type == "clear_float_status":
4907
            op._set_attr(self._op_device_key, f"{self._device}:all")
4908 4909 4910 4911 4912 4913 4914 4915 4916 4917
            # NOTE(wangxi): NPU should only clear the float status
            # once at each batch step
            op._set_attr(self._op_role_key, self._op_role.LRSched)

            float_status_name = op.output_arg_names[0]
            float_status_var = block.var(float_status_name)
            # FIXME(wangxi): pipeline lr schedule will exec on sub_scope(0)
            # while update will exec on sub_scope(last_micro_step), should
            # set persistable to use global scope
            float_status_var.persistable = True
4918 4919
        else:
            other_known_ops = [
4920 4921 4922 4923 4924 4925
                'update_loss_scaling',
                'reduce_any',
                'concat',
                'sum',
                'check_finite_and_unscale',
                'memcpy',
4926
            ]
4927 4928 4929
            assert op.type in other_known_ops, (
                "For other ops without "
                "op_device set, they must be one of {}, but it "
4930
                "is {}".format(other_known_ops, op.type)
4931
            )
4932
            assert self._is_optimize_op(op)
4933
            op._set_attr(self._op_device_key, f"{self._device}:all")
4934 4935

    def _add_op_device_attr(self, block):
4936
        """
4937
        Add op_device attrribute for ops in block that have
4938
        not that attribute set.
4939
        """
4940
        for idx, op in enumerate(list(block.ops)):
4941 4942 4943 4944 4945
            if (
                op.type == "create_py_reader"
                or op.type == "read"
                or op.type == "create_double_buffer_reader"
            ):
4946
                # Copy read related ops to all section to make them exit
4947 4948 4949 4950
                # 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.
4951
                op._set_attr(self._op_device_key, f"{self._device}:all")
4952 4953
                continue
            # op_device attribute has been set
4954 4955
            if self._get_op_device_attr(op):
                continue
4956
            self._add_op_device_attr_for_op(op, idx, block)
H
hutuxian 已提交
4957

4958 4959
    def _check_validation(self, block):
        """
4960
        Check whether ops in a block have both the op_device and the
4961 4962
        op_role attributes set.
        Then, return all devices in order.
4963
        """
4964 4965 4966 4967 4968 4969 4970 4971 4972 4973
        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),
        ]
4974
        for op in block.ops:
4975
            if not op._has_kernel(op.type):
4976 4977 4978 4979 4980 4981
                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."
                )
4982
            assert op.has_attr(
4983 4984
                self._op_role_key
            ), "op ({}) has no {} attribute.".format(op.type, self._op_role_key)
4985
            op_role = op.attr(self._op_role_key)
4986 4987 4988 4989 4990
            assert (
                int(op_role) in valid_op_role_value
            ), "op_role {} for op {} must be one of {}".format(
                op_role, op.type, valid_op_role_value
            )
4991

4992
            assert op.has_attr(
4993 4994 4995 4996
                self._op_device_key
            ), "op ({}) has no {} attribute.".format(
                op.type, self._op_device_key
            )
4997 4998

            device = op.attr(self._op_device_key)
4999 5000 5001 5002 5003 5004 5005
            assert (
                device
            ), "op_device attribute for op " "{} has not been set.".format(
                op.type
            )
            if device == f"{self._device}:all":
                continue
5006

5007
            dev_type = device.split(':')[0]
B
Baibaifan 已提交
5008 5009
            assert dev_type == "gpu" or dev_type == 'npu', (
                "Now only gpu and npu devices are supported "
5010 5011
                "for pipeline parallelism."
            )
5012 5013

            if device not in device_list:
5014
                device_list.append(device)
5015

5016
        return device_list
5017

5018
    def _insert_sendrecv_ops_for_boundaries(self, block):
5019
        """
5020
        Insert a pair of send and recv ops for every two
5021 5022
        consecutive ops on different devices.
        """
5023
        # A map from var to device where op takes it as input,
5024
        # avoiding multiple send and recv ops.
5025
        input_var_to_device = dict()
5026 5027 5028 5029 5030 5031 5032 5033
        # 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,
5034
            'first_optimize_index': first_optimize_index,
5035
        }
5036

5037
        for index, op in enumerate(list(block.ops)):
5038
            cur_device = op.attr(self._op_device_key)
5039 5040
            if cur_device == f"{self._device}:all":
                continue
5041 5042
            for var_name in op.input_arg_names:
                var = block.var(var_name)
5043
                # skip data var
5044 5045
                if var.is_data:
                    continue
5046
                prev_device = None
5047 5048 5049

                prev_op = self._find_prev_op(index, var_name)
                if prev_op is None:
5050 5051
                    if var_name not in self._param_device_map:
                        continue
5052
                    prev_device = self._param_device_map[var_name]
5053

5054
                if not prev_device:
5055 5056 5057
                    prev_device = (
                        prev_op.attr(self._op_device_key) if prev_op else None
                    )
5058

5059 5060
                if prev_device is None or prev_device == f"{self._device}:all":
                    continue
5061

5062 5063
                if prev_device == cur_device:
                    continue
5064

5065 5066 5067 5068 5069 5070 5071
                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] + ':'

5072 5073 5074 5075
                def _check_stage(cur_id, prev_id):
                    # check send/recv stage valid
                    is_forward = self._is_forward_op(op)
                    is_backward = self._is_backward_op(op)
5076 5077
                    assert is_forward or is_backward, (
                        'send/recv in pipeline should only be inserted in forward or backward,'
5078
                        'please check the op_role of op={}'.format(op)
5079
                    )
5080 5081

                    if is_forward:
5082 5083
                        assert prev_id < cur_id, (
                            "In forward, send/recv can only be passed forward, but now "
5084
                            "prev_stage={} great than cur_stage={}, please check op_device of op={}".format(
5085 5086 5087
                                prev_id, cur_id, op
                            )
                        )
5088
                    elif is_backward:
5089 5090
                        assert prev_id > cur_id, (
                            "In backward, send/recv can only be passed backward, but now "
5091
                            "prev_stage={} less than cur_stage={}, please check op_device of op={}".format(
5092 5093 5094
                                prev_id, cur_id, op
                            )
                        )
5095

5096 5097 5098 5099 5100 5101 5102 5103 5104 5105
                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(
5106 5107
                            (cur_dev, prev_dev)
                        )
5108 5109 5110 5111 5112
                        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(
5113 5114
                            (cur_dev, prev_dev)
                        )
5115 5116 5117 5118 5119 5120
                        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)
5121
                    var = block.vars[var_name]
5122 5123 5124
                    pair = (prev_id, cur_id)
                    # 1000 is just a magic number
                    pair_key = prev_id * 1000 + cur_id
5125 5126 5127 5128 5129 5130 5131
                    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]
5132

5133
                    if self.schedule_mode == 'F-then-B':  # F-then-B
F
fangshuixun007 已提交
5134
                        block._insert_op_without_sync(
5135
                            index=index + extra_index_info['index'],
5136 5137 5138
                            type='send_v2',
                            inputs={'X': var},
                            attrs={
5139
                                self._op_device_key: prev_dev,
5140 5141 5142
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 1,
5143 5144 5145
                                'ring_id': ring_id,
                            },
                        )
5146
                        extra_index_info['index'] += 1
5147
                        var_shape = list(var.shape)
5148 5149 5150 5151 5152
                        var_shape[0] = (
                            self.micro_batch_size
                            if var_shape[0] < 0
                            else var_shape[0]
                        )
F
fangshuixun007 已提交
5153
                        block._insert_op_without_sync(
5154
                            index=index + extra_index_info['index'],
5155 5156 5157
                            type='recv_v2',
                            outputs={'Out': [var]},
                            attrs={
5158
                                'out_shape': var_shape,
5159
                                'dtype': var.dtype,
5160
                                self._op_device_key: cur_dev,
5161 5162 5163
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
5164 5165 5166
                                'ring_id': ring_id,
                            },
                        )
5167
                        extra_index_info['index'] += 1
5168
                    elif self.schedule_mode == '1F1B':  # 1F1B
5169
                        var_shape = list(var.shape)
5170 5171 5172 5173 5174
                        var_shape[0] = (
                            self.micro_batch_size
                            if var_shape[0] < 0
                            else var_shape[0]
                        )
5175

5176
                        numel = np.prod(var_shape)
5177 5178 5179
                        use_mp = (self.mp_degree > 1) and (
                            numel % self.mp_degree == 0
                        )
5180 5181 5182 5183 5184 5185 5186 5187 5188 5189 5190 5191 5192 5193 5194 5195 5196 5197 5198 5199 5200 5201

                        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,
5202 5203
                                },
                            )
5204 5205 5206
                            extra_index_info['index'] += 1
                            return

5207 5208
                        _check_stage(cur_id, prev_id)

5209 5210 5211 5212 5213 5214 5215 5216 5217 5218
                        block._insert_op_without_sync(
                            index=index + extra_index_info['index'],
                            type='c_sync_calc_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
                                self._op_device_key: prev_dev,
                                self._op_role_key: op_role,
                            },
                        )
5219
                        extra_index_info['index'] += 1
5220 5221
                        prefix_name = var.name.split('@')[0]
                        prefix_var = block.var(prefix_name)
5222 5223 5224
                        is_param = (
                            True if isinstance(prefix_var, Parameter) else False
                        )
F
fangshuixun007 已提交
5225
                        block._insert_op_without_sync(
5226
                            index=index + extra_index_info['index'],
5227
                            type='send_v2'
5228 5229
                            if not use_mp or is_param
                            else 'partial_send',
5230 5231
                            inputs={'X': var},
                            attrs={
5232
                                self._op_device_key: prev_dev,
5233 5234 5235 5236
                                self._op_role_key: op_role,
                                'use_calc_stream': False,
                                'ring_id': ring_id,
                                'peer': 1,
5237 5238 5239
                                # if send_v2, num&id attr is not in op_attrs, will not insert
                                'num': self.mp_degree,
                                'id': self.mp_rank,
5240 5241
                            },
                        )
5242
                        extra_index_info['index'] += 1
5243 5244 5245
                        insert_index = None
                        if int(op_role) == int(self._op_role.Backward):
                            insert_index = extra_index_info[
5246 5247
                                'first_optimize_index'
                            ]
5248 5249 5250 5251
                            new_op_role = self._op_role.Optimize
                        else:
                            insert_index = index
                            new_op_role = self._op_role.Backward
5252
                        sync_comm_op = block._insert_op_without_sync(
5253
                            index=insert_index + extra_index_info['index'],
5254 5255 5256 5257
                            type='c_sync_comm_stream',
                            inputs={'X': [var]},
                            outputs={'Out': [var]},
                            attrs={
5258
                                self._op_device_key: prev_dev,
5259
                                self._op_role_key: new_op_role,
5260
                                'ring_id': ring_id,
5261 5262
                            },
                        )
5263
                        if int(op_role) == int(self._op_role.Forward):
5264
                            sync_comm_op._set_attr('pipeline_flag', '')
5265
                            extra_index_info['index'] += 1
F
fangshuixun007 已提交
5266
                        block._insert_op_without_sync(
5267
                            index=index + extra_index_info['index'],
5268
                            type='recv_v2'
5269 5270
                            if not use_mp or is_param
                            else 'partial_recv',
5271 5272 5273 5274
                            outputs={'Out': [var]},
                            attrs={
                                'out_shape': var_shape,
                                'dtype': var.dtype,
5275
                                self._op_device_key: cur_dev,
5276 5277 5278
                                self._op_role_key: op_role,
                                'use_calc_stream': True,
                                'peer': 0,
5279 5280 5281 5282
                                '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,
5283 5284
                            },
                        )
5285
                        extra_index_info['index'] += 1
5286
                        if use_mp and not is_param:
5287 5288 5289 5290 5291 5292 5293 5294 5295 5296 5297 5298 5299
                            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,
5300 5301
                                },
                            )
5302
                            extra_index_info['index'] += 1
5303 5304 5305
                    else:
                        raise ValueError(
                            "Now only 'F-then-B' and '1F1B' are supported."
5306 5307
                            "The given value is {}.".format(self.schedule_mode)
                        )
5308

5309 5310 5311 5312
                _insert_send_recv(
                    int(cur_device.split(':')[1]),
                    int(prev_device.split(':')[1]),
                )
5313 5314
        block._sync_with_cpp()

5315
    def _insert_loss_scale(self, block):
5316
        """
5317
        Scale the loss corresponding to number of micro-batches.
5318
        """
5319 5320
        if self._num_microbatches == 1:
            return
5321
        for index, op in reversed(tuple(enumerate(list(block.ops)))):
5322
            if self._is_loss_grad_op(op):
5323 5324
                assert op.type == 'fill_constant', (
                    "loss_grad_op must be fill_constant op, "
5325
                    "but this op is {}".format(op.type)
5326
                )
5327 5328 5329 5330
                assert op.has_attr('value')
                loss_scale = float(op.attr('value'))
                loss_scale = loss_scale / self._num_microbatches
                op._set_attr('value', loss_scale)
5331 5332
                break

5333 5334
    def _rename_gradient_var_name(self, block):
        for index, op in enumerate(block.ops):
5335 5336
            if not self._is_optimize_op(op):
                continue
5337 5338 5339
            input_names = op.input_arg_names
            output_names = op.output_arg_names
            in_out_names = input_names + output_names
5340 5341
            if op.type == 'cast' or op.type == "c_sync_comm_stream":
                continue
5342 5343 5344
            # 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:
5345 5346
                if not core.grad_var_suffix() in name:
                    continue
5347 5348 5349 5350
                param_name = name.strip(core.grad_var_suffix())
                new_grad_name = name + "@MERGED"
                self._rename_arg(op, name, new_grad_name)

5351 5352 5353
    def _accumulate_gradients(
        self, block, pp_allreduce_in_optimize=False, strategy=None, shard=None
    ):
5354 5355 5356 5357
        """
        Create a new merged gradient for each parameter and accumulate the
        corresponding gradient to it.
        """
5358 5359
        fp16_allreduce = strategy.fp16_allreduce if strategy else False
        if strategy and strategy.fuse_grad_merge:
5360
            fused_gradient_names = self._accumulate_gradients_with_fuse(
5361 5362
                block, fp16_allreduce, strategy.fuse_grad_size_in_MB, shard
            )
5363 5364
            return fused_gradient_names

5365 5366 5367
        merged_gradient_names = []
        first_opt_op_idx = None

5368 5369 5370
        merged_suffix = '@MERGED@FP16' if fp16_allreduce else '@MERGED'
        dtype = paddle.float16 if fp16_allreduce else None

5371 5372 5373 5374 5375 5376 5377 5378
        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)
5379
                    continue
5380

5381
            if self._is_backward_op(op) and first_opt_op_idx is None:
5382
                first_opt_op_idx = index + 1
5383 5384
                # maybe have no optimize
                # if first_opt_op_idx == len(block.ops): return
5385

5386 5387 5388
            if self._is_backward_op(op) and (
                self._op_role_var_key in op.attr_names
            ):
5389
                op_role_var = op.attr(self._op_role_var_key)
5390 5391
                if len(op_role_var) == 0:
                    continue
5392 5393
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
5394 5395
                    offset = 0
                    param_name = op_role_var[i]
5396 5397 5398 5399
                    if not block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
5400

5401
                    param_grad_name = param_name + core.grad_var_suffix()
5402
                    merged_param_grad_name = param_grad_name + merged_suffix
5403
                    if not block.has_var(merged_param_grad_name):
5404 5405 5406 5407 5408 5409
                        self._create_var(
                            block,
                            block.vars[param_name],
                            merged_param_grad_name,
                            dtype,
                        )
5410
                    assert block.has_var(merged_param_grad_name)
5411

5412 5413 5414
                    param_grad_var = block.var(param_grad_name)
                    merged_param_grad_var = block.var(merged_param_grad_name)
                    merged_param_grad_var.persistable = True
5415
                    block._insert_op(
5416 5417 5418 5419
                        index=first_opt_op_idx + offset,
                        type='fill_constant',
                        inputs={},
                        outputs={'Out': [merged_param_grad_var]},
5420
                        attrs={
5421 5422 5423
                            'shape': merged_param_grad_var.shape,
                            'dtype': merged_param_grad_var.dtype,
                            'value': float(0),
5424
                            # a trick to run this op once per mini-batch
5425 5426 5427
                            self._op_role_key: self._op_role.Optimize.LRSched,
                        },
                    )
5428
                    offset += 1
5429 5430
                    grad_name = op_role_var[i + 1]
                    grad_var = block.vars[grad_name]
5431 5432

                    is_fp16_grad = 'cast_fp16' in grad_name
5433
                    need_cast = is_fp16_grad is not fp16_allreduce
5434 5435 5436 5437 5438 5439

                    if need_cast:
                        # if fp16_allreduce:
                        #     cast grad to fp16 to accumulate to merged gradient
                        # else:
                        #     cast grad to fp32 to accumulate to merged gradient
5440
                        cast_grad_var_name = param_grad_name + '@TMP'
5441
                        cast_grad_var = self._create_var(
5442 5443
                            block, param_grad_var, cast_grad_var_name, dtype
                        )
5444
                        cast_grad_var.persistable = False
5445 5446 5447 5448 5449 5450 5451 5452 5453 5454 5455
                        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,
                            },
                        )
5456
                        offset += 1
5457 5458 5459 5460 5461 5462 5463
                        grad_var = cast_grad_var

                    block._insert_op(
                        index=first_opt_op_idx + offset,
                        type='sum',
                        inputs={'X': [merged_param_grad_var, grad_var]},
                        outputs={'Out': merged_param_grad_var},
5464 5465
                        attrs={
                            self._op_role_key: self._op_role.Backward,
5466 5467
                        },
                    )
5468 5469 5470
                    offset += 1
                    merged_gradient_names.append(merged_param_grad_name)

5471 5472
        if not fp16_allreduce:
            return merged_gradient_names
5473 5474 5475 5476 5477 5478 5479 5480 5481 5482 5483 5484 5485 5486 5487 5488 5489 5490 5491 5492 5493 5494 5495

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

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

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

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

5496 5497 5498 5499 5500 5501 5502 5503 5504 5505 5506
            block._insert_op(
                index=first_opt_op_idx,
                type='cast',
                inputs={'X': fp16_grad_var},
                outputs={'Out': grad_var},
                attrs={
                    'in_dtype': fp16_grad_var.dtype,
                    'out_dtype': grad_var.dtype,
                    self._op_role_key: self._op_role.Optimize,
                },
            )
5507

5508
        return merged_gradient_names
5509

5510 5511 5512
    def _insert_accumulate_gradients_with_fuse(
        self, main_block, fp16, fused_size, grad_param_pairs, first_opt_op_idx
    ):
5513
        grad_param_pairs = self._sort_grad_param_by_dtype(
5514 5515
            main_block, grad_param_pairs
        )
5516

5517 5518 5519
        grad_param_segments = []
        merged_suffix = '@MERGED@FP16' if fp16 else '@MERGED'
        dtype = paddle.float16 if fp16 else paddle.float32
5520
        cur_size = 0.0
5521 5522 5523 5524 5525 5526 5527 5528 5529 5530
        last_dtype = None
        # split the grad based on dtype and fused size
        for grad, param in grad_param_pairs:
            real_grad = main_block.var(grad)
            # create the gradient merged var for each grad
            merged_grad_var = main_block.create_var(
                name=param + core.grad_var_suffix() + merged_suffix,
                dtype=dtype,
                shape=real_grad.shape,
                persistable=True,
5531 5532
                stop_gradient=False,
            )
5533
            real_param = main_block.var(param)
5534 5535
            if hasattr(real_param, 'is_distributed'):
                merged_grad_var.is_distributed = real_param.is_distributed
5536 5537 5538 5539
            tmp_size = self._get_var_size(real_grad)
            # two strategies for splitting the grad
            # 1. the current segment's size reach the user defined grad_size_in_MB
            # 2. the upcoming grad holds different dtype compared with grads in current segment
5540 5541 5542 5543 5544
            if (
                len(grad_param_segments) == 0
                or cur_size + tmp_size > fused_size
                or real_grad.dtype != last_dtype
            ):
5545
                grad_param_segments.append(
5546 5547
                    ([real_grad], [real_param], [merged_grad_var])
                )
5548
                last_dtype = real_grad.dtype
5549
                cur_size = 0.0
5550 5551 5552 5553 5554 5555 5556 5557 5558 5559 5560 5561
            else:
                grad_param_segments[-1][0].append(real_grad)
                grad_param_segments[-1][1].append(real_param)
                grad_param_segments[-1][2].append(merged_grad_var)
                cur_size += tmp_size

        fused_gradients = []
        fused_merged_gradients = []
        # create fused vars for grad and param
        for grad_param_segment in grad_param_segments:
            grad_segment = grad_param_segment[0]
            merged_grad_segment = grad_param_segment[2]
5562 5563 5564 5565 5566 5567
            fused_grad = main_block.create_var(
                name='FusedGrad_{}'.format(grad_segment[0].name),
                dtype=grad_segment[0].dtype,
                persistable=False,
                stop_gradient=False,
            )
5568
            # keep the '.cast_fp16' info in the fuse var name
5569 5570 5571 5572 5573 5574 5575 5576 5577
            fused_merged_grad_name_prefix = (
                'FusedMergedGrad.cast_fp16.'
                if merged_grad_segment[0].dtype == paddle.float16
                else 'FusedMergedGrad'
            )
            fused_merged_grad_name = (
                fused_merged_grad_name_prefix
                + '_{}'.format(merged_grad_segment[0].name)
            )
5578 5579 5580 5581
            fused_merged_grad = main_block.create_var(
                name=fused_merged_grad_name,
                dtype=merged_grad_segment[0].dtype,
                persistable=True,
5582 5583
                stop_gradient=False,
            )
5584 5585 5586 5587 5588 5589 5590 5591 5592 5593 5594 5595 5596 5597 5598 5599 5600 5601 5602 5603 5604 5605 5606 5607 5608
            fused_gradients.append(fused_grad)
            fused_merged_gradients.append(fused_merged_grad)

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

        # insert coalesce op at the start of the backward pass
        # use param as the coalesce input to make sure the two Fused vars are in same shape
        first_back_op_idx = None
        for index, op in enumerate(main_block.ops):
            if self._is_backward_op(op) and first_back_op_idx is None:
                first_back_op_idx = index
                break
        assert first_back_op_idx is not None
        offset = 0
        for i in range(len(grad_param_segments)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            grads = grad_param_segments[i][0]
            params = grad_param_segments[i][1]
            merged_grads = grad_param_segments[i][2]
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
5609
                outputs={"Output": grads, "FusedOutput": fused_grad},
5610 5611 5612 5613 5614 5615 5616 5617 5618 5619 5620 5621 5622 5623 5624 5625
                attrs={
                    # Explanation of user_defined_size_of_dtype:
                    # In coalesce op, the align size is 256 bytes
                    # the float takes 4 bytes while fp16 takes 2 bytes.
                    # To meet the requirement, 128 fp16 or 64 float will be aligned
                    # Think the total shape of the input tensors if [64],
                    # if the dtype is float, then the shape of the fuse var is [64]
                    # however if the dytpe if fp16, the shape of the fuse var is [128],
                    # which will cause the fused vars' shape vary between each other.
                    # To make sure the shape of the fused vars are identical,
                    # we set the dtype of float and fp16 both to 2.
                    # Under this way, the fused vars' shape for float and fp16 are all [128]
                    "user_defined_size_of_dtype": 2,
                    "copy_data": False,
                    "use_align": True,
                    "dtype": grads[0].dtype,
5626 5627 5628 5629 5630 5631 5632
                    self._op_role_key: self._op_role.Backward,
                    # On npu, the nan/inf check login is different with gpu.
                    # If there are some not initialized sections in the fused var,
                    # and the value in those sections are nan/inf, it will trigger the nan/inf check.
                    # To avoid these problematic triggers, set constant is needed for npu
                    "set_constant": core.is_compiled_with_npu(),
                    "constant": float(0.0),
5633 5634
                },
            )
5635 5636 5637 5638 5639 5640 5641 5642 5643 5644
            offset += 1
            # For the gradient_merged_fused_var, given a init value during the coalesce op
            # this will remove a problematic fill_constant op. This op role of this coalesce
            # is set to be LRSched to make this coalesce (with init) only run once
            main_block._insert_op_without_sync(
                first_back_op_idx + offset,
                type="coalesce_tensor",
                inputs={"Input": params},
                outputs={
                    "Output": merged_grads,
5645
                    "FusedOutput": fused_merged_grad,
5646 5647 5648 5649 5650 5651 5652 5653
                },
                attrs={
                    "user_defined_size_of_dtype": 2,
                    "set_constant": True,
                    "constant": float(0.0),
                    "copy_data": False,
                    "use_align": True,
                    "dtype": merged_grads[0].dtype,
5654 5655 5656
                    self._op_role_key: self._op_role.Optimize.LRSched,
                },
            )
5657 5658 5659 5660 5661 5662 5663 5664 5665
            offset += 1

        # insert gradient merge relating ops
        first_opt_op_idx += offset
        offset = 0
        for i in range(len(fused_gradients)):
            fused_grad = fused_gradients[i]
            fused_merged_grad = fused_merged_gradients[i]
            is_fp16_grad = 'cast_fp16' in fused_grad.name
5666
            need_cast = is_fp16_grad is not fp16
5667 5668 5669 5670
            if need_cast:
                # for fp16 allreduce, cast fp32 grad to fp16
                # for fp32 allreduce, cast fp16 grad to fp32
                cast_grad_var_name = fused_grad.name + '@TMP'
5671 5672 5673 5674 5675 5676 5677 5678 5679 5680 5681 5682 5683 5684 5685 5686 5687
                cast_grad_var = main_block.create_var(
                    name=cast_grad_var_name,
                    dtype=dtype,
                    persistable=False,
                    stop_gradient=False,
                )
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fused_grad},
                    outputs={'Out': cast_grad_var},
                    attrs={
                        'in_dtype': fused_grad.dtype,
                        'out_dtype': cast_grad_var.dtype,
                        self._op_role_key: self._op_role.Backward,
                    },
                )
5688 5689 5690 5691 5692 5693 5694
                offset += 1
                fused_grad = cast_grad_var
            main_block._insert_op(
                index=first_opt_op_idx + offset,
                type='sum',
                inputs={'X': [fused_merged_grad, fused_grad]},
                outputs={'Out': fused_merged_grad},
5695 5696
                attrs={self._op_role_key: self._op_role.Backward},
            )
5697 5698 5699 5700 5701 5702 5703 5704 5705 5706
            offset += 1

        if fp16:
            # if using fp16 allreduce, the optimizer needs fp32 grads, cast them back to fp32
            for grad, param in grad_param_pairs:
                real_grad = main_block.var(grad)
                fp16_grad_name = param + core.grad_var_suffix() + '@MERGED@FP16'
                assert main_block.has_var(fp16_grad_name)
                fp16_grad = main_block.var(fp16_grad_name)
                fp32_grad_name = param + core.grad_var_suffix() + '@MERGED'
5707 5708 5709 5710 5711 5712 5713 5714 5715 5716 5717 5718 5719 5720 5721 5722 5723 5724
                fp32_grad = main_block.create_var(
                    name=fp32_grad_name,
                    dtype=paddle.float32,
                    shape=real_grad.shape,
                    persistable=False,
                    stop_gradient=False,
                )
                main_block._insert_op(
                    index=first_opt_op_idx + offset,
                    type='cast',
                    inputs={'X': fp16_grad},
                    outputs={'Out': fp32_grad},
                    attrs={
                        'in_dtype': paddle.float16,
                        'out_dtype': paddle.float32,
                        self._op_role_key: self._op_role.Optimize,
                    },
                )
5725 5726 5727 5728 5729 5730
                offset += 1

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

5731
        return fused_merged_gradients, first_opt_op_idx
5732

5733 5734 5735
    def _accumulate_gradients_with_fuse(
        self, main_block, fp16, fused_size, shard=None
    ):
5736 5737 5738 5739 5740 5741 5742 5743 5744 5745 5746 5747 5748 5749 5750 5751 5752 5753 5754
        first_opt_op_idx = None
        grad_param_pairs = []
        # obtain all param/grad pairs that needed to be fused
        for index, op in reversed(tuple(enumerate(list(main_block.ops)))):
            # remove the cast op of fp16 grad to fp32 grad
            if self._is_optimize_op(op) and op.type == 'cast':
                in_name = op.input_arg_names[0]
                out_name = op.output_arg_names[0]
                if out_name.strip('@GRAD') in self._param_device_map:
                    assert in_name.replace('.cast_fp16', '') == out_name
                    main_block._remove_op(index)
                    continue

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

5755 5756 5757
            if self._is_backward_op(op) and (
                self._op_role_var_key in op.attr_names
            ):
5758 5759 5760 5761 5762 5763 5764 5765 5766 5767 5768
                op_role_var = op.attr(self._op_role_var_key)
                if len(op_role_var) == 0:
                    continue
                assert len(op_role_var) % 2 == 0
                for i in range(0, len(op_role_var), 2):
                    param_name = op_role_var[i]
                    if not main_block.has_var(param_name):
                        continue
                    if '@BroadCast' in param_name:
                        continue
                    grad_param_pairs.append(
5769 5770
                        (op_role_var[i + 1], op_role_var[i])
                    )
5771 5772 5773 5774 5775 5776 5777 5778 5779 5780 5781 5782 5783

        if len(grad_param_pairs) == 0:
            return

        nranks = shard.worker_num if shard else 1
        device_to_pairs = [[] for _ in range(nranks)]
        for pair in grad_param_pairs:
            root_id = shard.device(pair[1]) if shard else 0
            assert 0 <= root_id < nranks
            device_to_pairs[root_id].append(pair)

        all_fused_merged_gradients = []
        for pairs in device_to_pairs:
5784 5785 5786 5787 5788 5789
            (
                fused_merged_gradients,
                first_opt_op_idx,
            ) = self._insert_accumulate_gradients_with_fuse(
                main_block, fp16, fused_size, pairs, first_opt_op_idx
            )
5790 5791 5792 5793
            all_fused_merged_gradients += fused_merged_gradients

        main_block._sync_with_cpp()
        return all_fused_merged_gradients
5794

5795 5796 5797 5798 5799 5800 5801 5802 5803 5804 5805 5806 5807 5808 5809 5810 5811 5812
    def _sort_grad_param_by_dtype(self, main_block, grad_param_pairs):
        # sort the grad param paris by the dtype
        fp16_pairs = []
        fp32_pairs = []
        other_pairs = []
        for pairs in grad_param_pairs:
            dtype = main_block.var(pairs[0]).dtype
            if dtype == paddle.float32:
                fp32_pairs.append(pairs)
            elif dtype == paddle.float16:
                fp16_pairs.append(pairs)
            else:
                other_pairs.append(pairs)
        sorted_pairs = fp16_pairs
        sorted_pairs.extend(fp32_pairs)
        sorted_pairs.extend(other_pairs)
        return sorted_pairs

5813 5814 5815 5816 5817 5818 5819 5820 5821 5822 5823 5824
    def _get_var_size(self, var):
        dtype_to_size = {
            core.VarDesc.VarType.FP16: 2,
            core.VarDesc.VarType.FP32: 4,
            core.VarDesc.VarType.FP64: 8,
            core.VarDesc.VarType.INT16: 2,
            core.VarDesc.VarType.INT32: 4,
            core.VarDesc.VarType.INT64: 8,
            core.VarDesc.VarType.BOOL: 1,
            core.VarDesc.VarType.UINT8: 1,
        }
        assert -1 not in var.shape
5825 5826 5827 5828 5829 5830
        return (
            reduce(lambda x, y: x * y, var.shape)
            * dtype_to_size[var.dtype]
            / 1024.0
            / 1024.0
        )
5831

5832 5833
    def _add_sub_blocks(self, main_block, program_list):
        main_program = main_block.program
5834
        for prog in program_list:
5835 5836 5837 5838 5839 5840
            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)
5841 5842
                for sub_op in origin_sub_block.ops:
                    op_desc = sub_op.desc
5843 5844 5845
                    ap_op = new_sub_block.desc.append_op()
                    ap_op.copy_from(op_desc)
                new_sub_block._sync_with_cpp()
5846
                self._create_vars(new_sub_block, origin_sub_block)
5847
                op._set_attr('sub_block', new_sub_block)
5848 5849 5850

    def _get_device_info(self, block):
        for op in block.ops:
5851 5852
            if not op._has_kernel(op.type):
                continue
5853 5854 5855
            op_device = op.attr(self._op_device_key)
            return op_device

5856 5857 5858
    def _process_persistable_vars_in_multi_sections(
        self, main_program, startup_prog, program_list
    ):
5859 5860 5861 5862 5863 5864 5865
        """
        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()
5866
        for prog in program_list:
5867 5868
            block = prog.block(0)
            for var_name in block.vars:
5869 5870
                if var_name == "double_buffer_0":
                    continue
5871
                var = block.var(var_name)
5872 5873
                if not var.persistable:
                    continue
5874 5875 5876 5877 5878 5879 5880 5881 5882 5883 5884 5885 5886 5887 5888
                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:
5889 5890 5891 5892 5893 5894
                    if (
                        op.type == "recv_v2"
                        or op.type == "create_py_reader"
                        or op.type == "read"
                        or op.type == "update_loss_scaling"
                    ):
5895
                        continue
5896 5897
                    # We have processed lr related vars
                    if op.attr(self._op_role_key) == int(
5898 5899
                        self._op_role.Optimize.LRSched
                    ):
5900 5901 5902 5903
                        continue
                    if var_name in op.desc.output_arg_names():
                        assert var_name not in write_info, (
                            "two sections write the same var({}): second "
5904 5905
                            "op {}.".format(var_name, op)
                        )
5906 5907 5908 5909 5910
                        write_info[var_name] = prog
                        break

        for var_name in var_info.keys():
            # Case 1: read only variables, no special process
5911 5912
            if not var_name in write_info:
                continue
5913 5914 5915 5916 5917

            # 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)
5918
            write_dev_index = int(write_device.split(':')[1])
5919 5920
            all_progs = var_info[var_name]
            for prog in all_progs:
5921 5922
                if prog == write_prog:
                    continue
5923 5924 5925
                read_block = prog.block(0)
                read_device = self._get_device_info(read_block)
                read_dev_index = int(read_device.split(':')[1])
5926 5927 5928 5929 5930 5931 5932 5933 5934
                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]
5935 5936 5937

                write_block._insert_op(
                    index=0,
5938
                    type='send_v2',
5939 5940 5941
                    inputs={
                        'X': write_block.var(var_name),
                    },
5942
                    attrs={
5943 5944
                        self._op_device_key: write_device,
                        'use_calc_stream': False,
5945 5946
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
5947 5948 5949 5950 5951
                        self._op_role_key: self._op_role.LRSched,
                        'peer': read_dev_index,
                        'ring_id': ring_id,
                    },
                )
5952 5953
                read_block._insert_op(
                    index=0,
5954
                    type='recv_v2',
5955 5956
                    outputs={'Out': [read_block.var(var_name)]},
                    attrs={
5957 5958 5959 5960
                        'out_shape': read_block.var(var_name).shape,
                        'dtype': read_block.var(var_name).dtype,
                        self._op_device_key: read_device,
                        'use_calc_stream': False,
5961 5962
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
5963 5964 5965 5966 5967
                        self._op_role_key: self._op_role.LRSched,
                        'peer': write_dev_index,
                        'ring_id': ring_id,
                    },
                )
5968 5969 5970 5971 5972 5973
                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={
5974
                        self._op_device_key: read_device,
5975 5976
                        # A trick to make the role LRSched to avoid copy every
                        # microbatch
5977 5978 5979 5980
                        self._op_role_key: self._op_role.LRSched,
                        'ring_id': ring_id,
                    },
                )
5981 5982

    def _is_gradient_clip_op(self, op):
5983 5984 5985
        return op.desc.has_attr("op_namescope") and op.desc.attr(
            "op_namescope"
        ).startswith("/gradient_clip")
5986 5987

    def _is_regularization_op(self, op):
5988 5989 5990
        return op.desc.has_attr("op_namescope") and op.desc.attr(
            "op_namescope"
        ).startswith("/regularization")
H
hutuxian 已提交
5991

5992 5993
    def _is_weight_decay_op(self, op):
        # in AdamW namescope is /optimizer_*/weight decay/
5994 5995 5996
        return op.desc.has_attr(
            "op_namescope"
        ) and 'weight decay' in op.desc.attr("op_namescope")
5997

5998 5999 6000 6001 6002
    def _get_input_output_info(self, block):
        '''
        Get info of op input and output.
        '''
        # A map from output var to op which generate it.
6003
        output_var_to_op = defaultdict(list)
6004
        # A map from var to op which takes it as input.
6005
        input_var_to_op = defaultdict(list)
6006

6007
        for index, op in enumerate(block.ops):
6008
            for var_name in op.input_arg_names:
6009
                input_var_to_op[var_name].append([op, index])
6010
            for var_name in op.output_arg_names:
6011 6012 6013 6014 6015 6016 6017 6018
                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
        """
6019 6020
        if self.schedule_mode != '1F1B':
            return
6021 6022 6023

        block = program.block(0)

6024
        recv_type = 'recv_v2' if self.mp_degree == 1 else 'partial_recv'
6025 6026
        backward_recv_index = None
        for index, op in enumerate(block.ops):
6027
            if op.type == recv_type and self._is_backward_op(op):
6028 6029 6030
                backward_recv_index = index
                break

6031
        # last pipeline stage
6032 6033
        if backward_recv_index is None:
            return
6034 6035 6036

        offset = 0
        for index, op in enumerate(list(block.ops)):
6037 6038
            if index >= backward_recv_index:
                break
6039 6040 6041 6042 6043 6044 6045 6046 6047 6048 6049 6050 6051 6052 6053 6054
            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]},
6055 6056
                    attrs={self._op_role_key: self._op_role.Backward},
                )
6057
        block._sync_with_cpp()
6058

6059 6060 6061 6062 6063 6064 6065 6066 6067 6068 6069 6070 6071
    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))
6072 6073 6074 6075
            if (
                op_role == int(self._op_role.Backward)
                and backward_insert_index is None
            ):
6076
                backward_insert_index = i
6077 6078 6079 6080 6081 6082
            if (
                op.type != "partial_recv"
                and op.type != "partial_allgather"
                and op.type != "nop"
                and op.type != "recv_v2"
            ):
6083 6084 6085 6086 6087 6088 6089 6090 6091 6092 6093 6094 6095 6096 6097 6098 6099 6100 6101
                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)
6102 6103 6104 6105 6106 6107 6108
            block._insert_op_without_sync(
                index=insert_index,
                type=op.type,
                inputs=op_inputs,
                outputs=op_outputs,
                attrs=op.all_attrs(),
            )
6109 6110 6111 6112 6113 6114 6115
            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()

6116 6117 6118 6119 6120 6121 6122 6123 6124 6125 6126 6127 6128 6129 6130 6131 6132 6133 6134 6135 6136 6137 6138 6139 6140 6141 6142
    def _check_pipeline_persist_var(self, program):
        """
        Pipeline may need multiple forward before
        """
        block = program.global_block()

        persist_output = set()
        used_in_backward = set()
        for op in block.ops:
            if self._is_forward_op(op):
                for var_name in op.output_arg_names:
                    var = block.vars[var_name]
                    if var.persistable:
                        persist_output.add(var_name)
            elif self._is_backward_op(op):
                for var_name in op.input_arg_names:
                    if var_name in persist_output:
                        used_in_backward.add(var_name)
        if len(used_in_backward) == 0:
            return
        warnings.warn(
            "The pipeline requires multiple forward calculations before backward, "
            "so when the persistable var is changed in the forward, it may cause "
            "errors in the backward calculation who using this persistable var. "
            "However, some backward op don't need this var(NoNeedBufferVars), "
            "there will be no error at this time.\n"
            "So please check these persistable vars which changed in "
6143 6144
            "forward and used in backward:\n{}".format(used_in_backward)
        )
6145

6146 6147 6148
    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
6149
        main_block = loss.block
6150
        self.origin_main_block = main_block
6151
        main_program = main_block.program
6152 6153
        if startup_program is None:
            startup_program = default_startup_program()
6154

6155 6156
        pipeline_opt = main_program._pipeline_opt
        assert pipeline_opt, 'Please use pipeline with fleet.'
6157 6158 6159 6160 6161 6162 6163
        required_keys = [
            'local_rank',
            'schedule_mode',
            'micro_batch_size',
            'ring_id',
            'global_ring_id',
            'use_sharding',
6164 6165
            'mp_degree',
            'mp_rank',
6166 6167
        ]
        for key in required_keys:
6168 6169 6170
            assert (
                key in pipeline_opt
            ), 'Please use pipeline with fleet to use {}.'.format(key)
6171 6172 6173 6174 6175 6176 6177 6178
        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']
6179
        self.scale_gradient = pipeline_opt.get('scale_gradient', False)
6180 6181
        assert self.mp_degree >= 1
        assert 0 <= self.mp_rank < self.mp_degree
6182 6183

        optimize_ops, params_grads = self._optimizer.minimize(
6184 6185
            loss, startup_program, parameter_list, no_grad_set
        )
6186
        self._param_device_map = self._origin_optimizer._param_device_map
6187

6188 6189 6190 6191
        (
            self.output_var_to_op,
            self.input_var_to_op,
        ) = self._get_input_output_info(main_block)
6192 6193 6194
        # Step1: add default op_device attribute for ops.
        self._add_op_device_attr(main_block)
        device_list = self._check_validation(main_block)
6195 6196 6197 6198 6199 6200 6201 6202 6203 6204 6205

        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

6206 6207 6208
        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 "
6209 6210
            "another in the order of their ids."
        )
6211
        # Step2: add send and recv ops between section boundaries
6212
        self._insert_sendrecv_ops_for_boundaries(main_block)
6213

6214
        # Step3: split program into sections and add pairs of
6215 6216
        # send and recv ops for data var.
        main_program = main_block.program
6217
        program_list = self._split_program(main_program, device_list)
6218
        for p in program_list:
6219
            self._create_vars(p.global_block(), main_block)
6220

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        if os.getenv("PADDLE_MANUAL_PIPELINE_STAGE", None):
            self.local_rank = int(os.getenv("PADDLE_MANUAL_PIPELINE_STAGE"))
            assert self.local_rank < len(device_list), (
                "Manually specified "
                "pipeline stage must be less than total number of pipeline "
6226 6227
                "stages."
            )
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6228 6229
        else:
            self.local_rank %= len(device_list)
6230 6231 6232
        # Step3.5: optimize forward send sync_comm to overlap send and recv
        self._optimize_forward_send_sync(program_list[self.local_rank])

6233
        # Step4: Special Case: process persistable vars that exist in
6234
        # multiple sections
6235
        # FIXME
6236 6237
        # self._process_persistable_vars_in_multi_sections(
        #     main_program, startup_program, program_list)
6238

6239
        # Step5: Add sub blocks for section programs
6240 6241
        self._add_sub_blocks(main_block, program_list)

6242
        place_list = []
6243 6244
        for dev in device_list:
            dev_index = int(dev.split(":")[1])
6245 6246 6247 6248
            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))
6249

6250
        # Step6: Split startup program
6251
        new_startup_program = self._split_startup_program(
6252 6253
            startup_program, self.local_rank
        )
6254 6255 6256 6257

        startup_program._pipeline_opt = {
            "startup_program": new_startup_program,
        }
6258
        real_block = program_list[self.local_rank].global_block()
6259 6260
        if not self.scale_gradient:
            self._insert_loss_scale(real_block)
6261
        if not self.use_sharding:
6262
            # Step7: clear gradients before each mini-batch and
6263 6264 6265 6266 6267
            # 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()
6268

6269 6270 6271 6272
        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"))
6273 6274 6275
        # A pass to move the recv op to the beginning of
        # the forward/backward phase
        self._mv_head_recv(program_list[self.local_rank])
6276 6277 6278 6279 6280

        # A pass to check pipeline persist var which changed in
        # forward and used in backward
        self._check_pipeline_persist_var(program_list[self.local_rank])

6281
        main_program._pipeline_opt = {
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hutuxian 已提交
6282 6283
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
6284
            "pipeline_stage": self.local_rank,
6285
            "num_pipeline_stages": len(device_list),
6286
            "schedule_mode": self.schedule_mode,
6287
            "inner_parallelism": len(device_list),
6288 6289
            "section_program": program_list[self.local_rank],
            "place": place_list[self.local_rank],
6290
            "place_id": place_id,
6291
            "sync_steps": -1,
L
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6292
            "num_microbatches": self._num_microbatches,
H
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6293 6294
            "start_cpu_core_id": self._start_cpu_core_id,
        }
6295 6296 6297 6298 6299 6300 6301
        return (
            optimize_ops,
            params_grads,
            program_list,
            self._pipeline_pair,
            self._pp_ring_map,
        )
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6302 6303


M
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6304 6305
class RecomputeOptimizer(Optimizer):
    """
6306
        :api_attr: Static Graph
S
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6307

M
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6308 6309 6310
    Recompute Optimizer Wrapper

    Normally, a training step contains three sub-steps: first, run forward
6311
    Operators to calculate the loss; second, run backward Operators to
M
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6312 6313 6314
    calculate gradient of the parameters; third, apply optimization method
    to update the value of the parameters.

6315
    In the forward computation process, all variables that are needed by
M
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6316 6317 6318
    backward computation process will be kept in memory, which occupy a great
    amount of memory when the network becomes very deep.

6319
    Recompute split the network to k segments. In each segment, It will
M
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6320 6321
    recompute the forward Operators, before running backward operators. It is
    very helpful for saving memory.
6322

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6323 6324 6325 6326 6327 6328 6329 6330 6331
    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

6332
            import paddle
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6333 6334
            import paddle.fluid as fluid
            import numpy as np
6335 6336 6337

            paddle.enable_static()

M
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6338 6339 6340 6341 6342
            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)
C
Charles-hit 已提交
6343 6344
                fc_1 = paddle.static.nn.fc(x=input_x, size=hid_dim)
                prediction = paddle.static.nn.fc(x=[fc_1], size=label_dim, activation='softmax')
6345 6346 6347 6348 6349
                cost = paddle.nn.functional.cross_entropy(
                    input=prediction, label=input_y,
                    reduction='none', use_softmax=False
                )
                sum_cost = paddle.mean(cost)
M
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6350
                return sum_cost, fc_1, prediction
G
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6351 6352
            input_x = paddle.static.data(name="x", shape=[-1,32], dtype='float32')
            input_y = paddle.static.data(name="y", shape=[-1,1], dtype='int64')
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6353 6354 6355 6356 6357 6358 6359 6360 6361 6362 6363 6364 6365 6366 6367 6368 6369 6370 6371 6372 6373 6374
            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):
姜永久 已提交
6375
        if in_dygraph_mode():
Z
zhongpu 已提交
6376
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
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6377 6378
        self._optimizer = optimizer
        self._checkpoints = None
M
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6379 6380
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
J
JZ-LIANG 已提交
6381
        self.enable_offload = False
M
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6382 6383

    def _set_checkpoints(self, checkpoints):
6384 6385
        """
        Args:
6386
            checkpoints (list): List of Variable or string
6387 6388 6389 6390 6391
        """
        assert isinstance(
            checkpoints, list
        ), "_checkpoints should be a list of Variable or a list of String"
        for ckpt in checkpoints:
6392 6393
            assert isinstance(ckpt, str) or isinstance(
                ckpt, Variable
6394
            ), "_checkpoints should be a list of Variable or a list of String"
M
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6395 6396
        self._checkpoints = checkpoints

6397
    # should enable offload before calling backward
J
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6398 6399 6400
    def _enable_offload(self):
        self.enable_offload = True

6401 6402
    @framework.deprecate_stat_dict
    def load(self, state_dict):
M
mapingshuo 已提交
6403
        """
6404
            :api_attr: Static Graph
S
swtkiwi 已提交
6405

M
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6406 6407 6408 6409
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
6410
            state_dict: the dict load by load_persistable method
M
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6411 6412 6413 6414

        Examples:
            .. code-block:: python

6415
                import paddle
M
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6416
                import paddle.fluid as fluid
6417

6418
                paddle.enable_static()
M
mapingshuo 已提交
6419
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
C
Charles-hit 已提交
6420 6421
                    fc_1 = paddle.static.nn.fc(x=input_x, size=hid_dim)
                    prediction = paddle.static.nn.fc(x=[fc_1], size=label_dim, activation='softmax')
6422 6423 6424 6425 6426
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
M
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6427
                    return sum_cost, fc_1, prediction
6428

G
GGBond8488 已提交
6429 6430
                input_x = paddle.static.data(name="x", shape=[-1,32], dtype='float32')
                input_y = paddle.static.data(name="y", shape=[-1,1], dtype='int64')
M
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6431 6432
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
6433

M
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6434 6435 6436 6437
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
6438 6439
                    state_dict = {}
                    sgd.load(state_dict)
M
mapingshuo 已提交
6440
                except NotImplementedError as e:
6441
                    print(e)
M
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6442 6443
        """
        raise NotImplementedError(
6444 6445
            "load function is not supported by Recompute Optimizer for now"
        )
M
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6446 6447 6448 6449 6450 6451 6452 6453 6454 6455 6456 6457 6458 6459

    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

6460
                import paddle
M
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6461 6462 6463
                import paddle.fluid as fluid
                import paddle.fluid.framework as framework

6464 6465
                paddle.enable_static()

M
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6466
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
C
Charles-hit 已提交
6467 6468
                    fc_1 = paddle.static.nn.fc(x=input_x, size=hid_dim)
                    prediction = paddle.static.nn.fc(x=[fc_1], size=label_dim, activation='softmax')
6469 6470 6471 6472 6473
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
M
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6474 6475 6476
                    return sum_cost, fc_1, prediction


G
GGBond8488 已提交
6477 6478
                input_x = paddle.static.data(name="x", shape=[-1,32], dtype='float32')
                input_y = paddle.static.data(name="y", shape=[-1,1], dtype='int64')
M
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6479 6480 6481 6482 6483
                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)
6484
                sgd._set_checkpoints([fc_1, pred])
M
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6485 6486 6487 6488
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6489
                    no_grad_set=None)
M
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6490 6491 6492 6493 6494 6495 6496 6497 6498 6499

                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
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6500 6501 6502 6503 6504 6505 6506 6507 6508
    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,
6509 6510
            stop_gradient=True,
        )
J
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6511 6512 6513 6514 6515 6516

        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,
6517 6518
            stop_gradient=False,
        )
J
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6519 6520 6521 6522 6523 6524 6525 6526

        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
6527 6528 6529
        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.
J
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6530 6531 6532 6533 6534 6535 6536 6537 6538 6539 6540 6541 6542
        """
        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,
6543 6544 6545 6546 6547 6548 6549 6550 6551 6552 6553 6554 6555
                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,
                },
            )
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6556 6557 6558

        return

6559 6560 6561
    def _insert_async_memcpy_op(
        self, insert_idx, src_varname, dst_varname, op_role, dst_place_type
    ):
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6562 6563 6564 6565 6566 6567 6568 6569
        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)]
            },
6570 6571
            attrs={"dst_place_type": int(dst_place_type), OP_ROLE_KEY: op_role},
        )
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6572 6573

    def _insert_fetch_op(self, idx, varname):
6574 6575 6576 6577 6578
        assert (
            varname in self.checkpoint_name2pinned_name
        ), "Try to fetch {} from Pinned Memory, but it is NOT a checkpoint".format(
            varname
        )
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6579 6580 6581

        pinned_varname = self.checkpoint_name2pinned_name[varname]
        fetch_varname = self.checkpoint_name2fetch_name[varname]
6582
        self._insert_async_memcpy_op(idx, pinned_varname, fetch_varname, 1, 1)
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6583 6584

    def _insert_offload_op(self, idx, varname):
6585 6586 6587 6588 6589
        assert (
            varname in self.checkpoint_name2pinned_name
        ), "Try to offload {} to Pinned Memory, but it is NOT a checkpoint".format(
            varname
        )
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6590
        pinned_varname = self.checkpoint_name2pinned_name[varname]
6591
        self._insert_async_memcpy_op(idx, varname, pinned_varname, 0, 2)
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6592 6593

    def _insert_sync_op(self, op_idx, checkpoint_name):
6594
        # single stream offload no need sync
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6595 6596 6597
        pass

    def _record_fetch_op(self, idx):
6598 6599 6600
        assert (
            len(self.un_fetch_checkpoint_names) > 0
        ), "Could NOT found checkpoint to fetch"
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6601 6602 6603 6604 6605 6606 6607 6608
        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)
6609 6610 6611 6612 6613
        assert (
            checkpoint_name == expected_checkpoint_name
        ), "expected to offload [{}] but got [{}]".format(
            expected_checkpoint_name, checkpoint_name
        )
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6614 6615 6616 6617
        logging.debug("Record offload [{}]".format(checkpoint_name))
        self.idx2insertions[idx] = ("offload", checkpoint_name)

    def _record_sync_op(self, idx, checkpoint_name):
6618 6619 6620
        assert (
            checkpoint_name not in self.synced_checkpoints
        ), "Try to sync the checkpoint [{}] twice".format(checkpoint_name)
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6621 6622 6623 6624 6625 6626 6627
        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 = {}
6628
        # don't offload the last checkpoints, to favor throughput
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6629 6630 6631 6632 6633 6634 6635 6636 6637 6638 6639 6640 6641 6642
        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(
6643 6644
            self.block.ops
        ), "Could NOT found backword op in prog"
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6645 6646 6647

        # fetch second to last checkpoint at the beginning of BW
        fetched_checkpoint_varname = self._record_fetch_op(
6648 6649
            self.bw_strart_op_idx
        )
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6650 6651
        last_last_fetch_checkpoint = None

6652
        for i, op in enumerate(self.block.ops[self.bw_strart_op_idx :]):
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6653 6654 6655 6656 6657 6658 6659 6660 6661
            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
6662 6663 6664
                            second_to_last_fetch_checkpoint = (
                                fetched_checkpoint_varname
                            )
6665
                            # there is NO fetch ahead the first checkpoint
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6666
                            if input_var != self.sorted_checkpoint_names[0]:
6667 6668 6669
                                fetched_checkpoint_varname = (
                                    self._record_fetch_op(idx)
                                )
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6670

6671
                        # should check the current used checkpoint is ths last fetch one
6672 6673 6674 6675 6676
                        assert (
                            second_to_last_fetch_checkpoint == input_var
                        ), "Current recompute segment should use [{}] BUT got [{}]".format(
                            second_to_last_fetch_checkpoint, input_var
                        )
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6677 6678 6679
                        # rename
                        self.block.ops[idx]._rename_input(
                            input_var,
6680 6681
                            self.checkpoint_name2fetch_name[input_var],
                        )
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6682 6683 6684 6685
                        self.checkpoint_usage_count[input_var] += 1
                    else:
                        raise ValueError(
                            "use checkpoint [{}] before fetch in BW".format(
6686 6687 6688
                                input_var
                            )
                        )
J
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6689

6690 6691 6692 6693 6694
        assert (
            len(self.un_fetch_checkpoint_names) == 0
        ), "{} checkpoints have NOT been Recorded".format(
            self.un_fetch_checkpoint_names
        )
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6695 6696 6697 6698 6699 6700 6701 6702 6703 6704

    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)
6705
                    logging.debug(
6706 6707
                        "Insert [{}] fetch op.".format(checkpoint_name)
                    )
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JZ-LIANG 已提交
6708 6709 6710 6711 6712
                    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()
6713 6714 6715 6716 6717
        assert (
            len(self.idx2insertions) == 0
        ), "{} checkpoints left un-Fecthed".format(
            [ele[1] for ele in self.idx2insertions.values()]
        )
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6718 6719 6720 6721

    def _parse_forward(self):

        self.idx2insertions = {}
6722
        # don't offload the last checkpoints, faster, less memory saving
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6723 6724 6725 6726 6727 6728 6729
        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,
6730
                'idx': -1,
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6731 6732 6733 6734 6735 6736 6737 6738 6739
            }
        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(
6740 6741
            self.block.ops
        ), "Could NOT found Forward op in prog"
J
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6742 6743
        last_offload_checkpoint = None

6744
        for i, op in enumerate(
6745 6746
            self.block.ops[self.fw_strart_op_idx : self.bw_strart_op_idx]
        ):
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6747 6748 6749 6750 6751 6752 6753

            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:
6754 6755 6756 6757 6758
                    assert (
                        len(output_vars) == 1
                    ), "chekpoint should be the only Output of a certain op, but [{}] is from [{}]".format(
                        output_var, op
                    )
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6759 6760 6761

                    if output_var in self.un_offload_checkpoint_names:
                        # insert sync op if last checkpoint has not been sync
6762
                        if last_offload_checkpoint is not None:
6763 6764 6765 6766 6767 6768 6769 6770 6771
                            if (
                                self.checkpoint_usage_count_and_idx[
                                    last_offload_checkpoint
                                ]['count']
                                == 0
                            ):
                                self._record_sync_op(
                                    idx, last_offload_checkpoint
                                )
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6772
                            else:
6773 6774 6775 6776 6777 6778 6779 6780 6781 6782 6783 6784 6785
                                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
                                )
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6786 6787 6788 6789 6790
                        # 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(
6791 6792 6793 6794
                            "There should be just ONE op that output checkpoint [{}]".format(
                                output_var
                            )
                        )
J
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6795 6796
                # need to sync the last need to offload checkpoint before the last checkpoint as output op
                if output_var == last_checkpoint:
6797 6798 6799 6800 6801 6802 6803 6804 6805 6806 6807 6808 6809
                    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,
                    )
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6810
                    # sync if last checkpoint has not been sync
6811 6812 6813 6814 6815 6816
                    if (
                        self.checkpoint_usage_count_and_idx[
                            last_offload_checkpoint
                        ]['idx']
                        == 0
                    ):
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6817 6818 6819
                        self._record_sync_op(idx, last_offload_checkpoint)
                    else:
                        last_usage_idx = self.checkpoint_usage_count_and_idx[
6820 6821 6822 6823 6824 6825 6826 6827 6828 6829
                            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
                        )
6830
            # record checkpoint usage
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6831 6832
            for input_var in input_vars:
                if input_var in need_offload_checkpoint_names:
6833 6834 6835
                    assert (
                        input_var not in self.synced_checkpoints
                    ), "checkpoint [{}] used after sync".format(input_var)
J
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6836 6837 6838
                    self.checkpoint_usage_count_and_idx[input_var]['count'] += 1
                    self.checkpoint_usage_count_and_idx[input_var]['idx'] = idx

6839 6840 6841 6842 6843
        assert (
            len(self.un_offload_checkpoint_names) == 0
        ), "{} checkpoints have NOT been Recorded".format(
            self.un_fetch_checkpoint_names
        )
J
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6844 6845 6846
        assert len(self.synced_checkpoints) == len(
            need_offload_checkpoint_names
        ), "{} checkpoints have NOT been Recorded".format(
6847 6848
            set(need_offload_checkpoint_names) - set(self.synced_checkpoints)
        )
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6849 6850 6851 6852 6853

    def _update_forward(self):
        if len(self.idx2insertions) == 0:
            return
        for op_idx in reversed(
6854 6855
            range(self.fw_strart_op_idx, self.bw_strart_op_idx)
        ):
J
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6856 6857 6858 6859
            if op_idx in self.idx2insertions:
                operation, checkpoint_name = self.idx2insertions[op_idx]
                if operation == "offload":
                    self._insert_offload_op(op_idx, checkpoint_name)
6860
                    logging.debug(
6861 6862
                        "Insert [{}] offload op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6863 6864 6865
                    del self.idx2insertions[op_idx]
                elif operation == "sync":
                    self._insert_sync_op(op_idx, checkpoint_name)
6866
                    logging.debug(
6867 6868
                        "Insert [{}] offload_sync op.".format(checkpoint_name)
                    )
J
JZ-LIANG 已提交
6869 6870 6871
                    del self.idx2insertions[op_idx]

        self.block._sync_with_cpp()
6872 6873 6874 6875 6876
        assert (
            len(self.idx2insertions) == 0
        ), "{} checkpoints left un-Offloaded".format(
            [ele[1] for ele in self.idx2insertions.values()]
        )
J
JZ-LIANG 已提交
6877 6878 6879 6880 6881 6882 6883 6884

    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
6885
        1. create pinned vars and temp vars
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6886 6887 6888 6889 6890 6891
        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
6892
        if startup_program is None:
J
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6893
            startup_program = paddle.static.default_startup_program()
J
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6894 6895

        with program_guard(self._main_program, startup_program):
6896 6897 6898 6899 6900 6901 6902 6903 6904 6905
            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
            )
J
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6906 6907 6908 6909
            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(
6910 6911
                    checkpoint_varname
                )
J
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6912
                self.checkpoint_name2pinned_name[
6913 6914
                    checkpoint_varname
                ] = pinned_var_name
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6915
                self.checkpoint_name2fetch_name[
6916 6917
                    checkpoint_varname
                ] = fetch_var_name
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6918 6919 6920 6921 6922 6923 6924 6925 6926 6927 6928 6929 6930
            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

6931 6932 6933 6934 6935 6936 6937 6938
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
M
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6939 6940 6941 6942 6943 6944 6945
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
6946 6947
            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.
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            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

6955
                import paddle
M
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6956
                import paddle.fluid as fluid
6957

6958 6959
                paddle.enable_static()

M
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6960
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
C
Charles-hit 已提交
6961 6962
                    fc_1 = paddle.static.nn.fc(x=input_x, size=hid_dim)
                    prediction = paddle.static.nn.fc(x=[fc_1], size=label_dim, activation='softmax')
6963 6964 6965 6966 6967
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
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6968
                    return sum_cost, fc_1, prediction
6969 6970


G
GGBond8488 已提交
6971 6972
                input_x = paddle.static.data(name="x", shape=[-1,32], dtype='float32')
                input_y = paddle.static.data(name="y", shape=[-1,1], dtype='int64')
M
mapingshuo 已提交
6973 6974
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
6975

M
mapingshuo 已提交
6976 6977
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
6978
                sgd._set_checkpoints([fc_1, pred])
M
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6979 6980 6981 6982
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
6983
                    no_grad_set=None)
M
mapingshuo 已提交
6984 6985
                print("Finished backward")
        """
6986 6987 6988
        assert (
            self._checkpoints is not None
        ), "You should call _set_checkpoints first"
M
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6989

姜永久 已提交
6990
        if in_dygraph_mode():
M
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6991
            raise NotImplementedError(
6992 6993
                "DyGraph current does not support recompute"
            )
M
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6994 6995 6996 6997

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
6998 6999 7000 7001 7002 7003 7004
            checkpoint_vars = []
            for ckpt in self._checkpoints:
                if isinstance(ckpt, Variable):
                    checkpoint_vars.append(ckpt)
                else:
                    checkpoint_vars.append(loss.block.var(ckpt))

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            # 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,
7011 7012
                    checkpoints=checkpoint_vars,
                )
J
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7013
            else:
7014 7015 7016 7017 7018 7019
                params_grads = append_backward(
                    loss,
                    parameter_list,
                    no_grad_set,
                    checkpoints=checkpoint_vars,
                )
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7020 7021 7022 7023 7024

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

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        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
7037
                import paddle
M
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7038
                import paddle.fluid as fluid
7039

7040 7041
                paddle.enable_static()

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                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
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                    fc_1 = paddle.static.nn.fc(x=input_x, size=hid_dim)
                    prediction = paddle.static.nn.fc(x=[fc_1], size=label_dim, activation='softmax')
7045 7046 7047 7048 7049
                    cost = paddle.nn.functional.cross_entropy(
                        input=prediction, label=input_y,
                        reduction='none', use_softmax=False
                    )
                    sum_cost = paddle.mean(cost)
7050 7051
                    return sum_cost, fc_1, prediction

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                input_x = paddle.static.data(name="x", shape=[-1,32], dtype='float32')
                input_y = paddle.static.data(name="y", shape=[-1,1], dtype='int64')
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                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
7056

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                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
7059
                sgd._set_checkpoints([fc_1, pred])
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                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
7064
                    no_grad_set=None)
7065

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                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
7068

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                print("Finished apply_optimize")
        """

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        func = (
            self._optimizer.apply_optimize
            if hasattr(self._optimizer, 'apply_optimize')
            else self._optimizer._apply_optimize
        )
        return func(
            loss, startup_program=startup_program, params_grads=params_grads
        )

    def minimize(
        self, loss, startup_program=None, parameter_list=None, no_grad_set=None
    ):
7084
        assert isinstance(loss, Variable), "The loss should be an Variable."
7085 7086 7087
        assert (
            self._checkpoints is not None
        ), "You should call _set_checkpoints first"
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        if in_dygraph_mode():
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            raise NotImplementedError(
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                "DyGraph current does not support recompute"
            )
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
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7099 7100 7101
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads
        )
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        return optimize_ops, params_grads


7106
class LookaheadOptimizer:
7107
    r"""
7108
        :api_attr: Static Graph
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    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

    Lookahead keeps two sets of params: the fast_params and
7114 7115
    the slow_params. inner_optimizer update fast_params every
    training step. Lookahead updates the slow_params and fast_params
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    every k training steps as follows:

    .. math::
7119

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        slow\_param_t &= slow\_param_{t-1} + \\alpha * (fast\_param_{t-1} - slow\_param_{t-1})
7121

7122
        fast\_param_t &=  slow\_param_t
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    Args:
7125
        inner_optimizer (Optimizer): The optimizer that update fast params step by step.
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        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
7135
            import numpy.random as random
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7137
            paddle.enable_static()
7138

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            x = paddle.static.data(name='x', shape=[-1,2], dtype='float32')
            label = paddle.static.data(name="label", shape=[-1,1], dtype="int64")
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            y = paddle.static.nn.fc(x=[x], size=2, activation="softmax")
7142 7143 7144 7145
            loss = paddle.nn.functional.cross_entropy(
                input=y, label=label,
                reduction='none', use_softmax=False
            )
7146
            loss = paddle.mean(x=loss)
7147 7148 7149 7150 7151 7152 7153 7154 7155
            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())
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7157 7158 7159
            def train_reader(limit=5):
                for i in range(limit):
                    yield random.random([2]).astype('float32'), random.random([1]).astype('int64')
7160

7161 7162
            feeder = fluid.DataFeeder(feed_list=[x, label], place=place)
            reader = paddle.batch(paddle.reader.shuffle(train_reader, buf_size=50000),batch_size=1)
7163

7164 7165 7166
            for batch_data in reader():
                exe.run(fluid.default_main_program(),
                feed=feeder.feed(batch_data))
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    """

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

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        if in_dygraph_mode():
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            raise Exception("In dygraph, don't support LookaheadOptimizer.")
7174
        assert inner_optimizer is not None, "inner optimizer can not be None"
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        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
7178
        assert isinstance(k, int) and k > 0, "k should be a positive integer"
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        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(
7189 7190
            loss, startup_program=startup_program
        )
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        # 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)
7202 7203 7204 7205 7206 7207 7208
            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,
            )
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            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)
7215 7216 7217 7218 7219 7220 7221
            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,
            )
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7223 7224 7225
            startup_block.append_op(
                type="assign", inputs={"X": fast_var}, outputs={"Out": slow_var}
            )
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7227 7228
        with framework.program_guard(main_block.program, startup_program):
            # Add Var k to main prog and startup prog
7229
            k = paddle.static.create_global_var(
7230 7231 7232 7233 7234 7235
                name="lookahead_k",
                shape=[1],
                value=int(self.k),
                dtype='int32',
                persistable=True,
            )
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7237
            # Add Var alpha to main prog and startup prog
7238
            alpha = paddle.static.create_global_var(
7239 7240 7241 7242 7243 7244
                name="lookahead_alpha",
                shape=[1],
                value=float(self.alpha),
                dtype='float32',
                persistable=True,
            )
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7246
            # Add Var step
7247
            step = paddle.static.create_global_var(
7248 7249 7250 7251 7252 7253
                name="lookahead_step",
                shape=[1],
                value=int(0),
                dtype='int32',
                persistable=True,
            )
7254
            paddle.increment(x=step, value=1.0)
7255 7256

            # lookahead
7257 7258 7259
            zero_var = layers.fill_constant(
                shape=[1], dtype='float32', value=0.0
            )
7260

7261 7262 7263
            one_var = layers.fill_constant(
                shape=[1], dtype='float32', value=1.0
            )
7264

7265
            mod = paddle.remainder(step, k)
7266
            with layers.control_flow.Switch() as switch:
7267 7268 7269 7270 7271
                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)
7272 7273 7274 7275
                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]
7276 7277 7278 7279
                        tmp_var = paddle.add(
                            paddle.multiply(fast_var, alpha),
                            paddle.multiply(
                                slow_var, paddle.subtract(one_var, alpha)
7280 7281
                            ),
                        )
7282 7283 7284 7285
                        layers.assign(input=tmp_var, output=slow_var)
                        layers.assign(input=tmp_var, output=fast_var)
                with switch.default():
                    pass
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        return mini_out
7287 7288


7289
class GradientMergeOptimizer:
7290 7291 7292 7293 7294 7295 7296 7297 7298 7299 7300 7301 7302 7303 7304 7305 7306 7307 7308 7309 7310 7311
    """
    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

7312
        import paddle
7313 7314 7315 7316 7317 7318 7319 7320
        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):
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            fc_1 = paddle.static.nn.fc(x=input_x, size=hid_dim)
            prediction = paddle.static.nn.fc(x=[fc_1], size=label_dim, activation='softmax')
7323 7324 7325 7326 7327
            cost = paddle.nn.functional.cross_entropy(
                input=prediction, label=input_y,
                reduction='none', use_softmax=False
            )
            sum_cost = paddle.mean(cost)
7328 7329
            return sum_cost, fc_1, prediction

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7330 7331
        input_x = paddle.static.data(name="x", shape=[-1,32], dtype='float32')
        input_y = paddle.static.data(name="y", shape=[-1,1], dtype='int64')
7332 7333 7334 7335 7336 7337 7338 7339 7340 7341 7342 7343 7344 7345 7346 7347
        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]))
    """

7348 7349
    GRAD_MERGE_COND_NAME = "grad_merge_cond_name"

7350
    def __init__(self, inner_optimizer, k_steps=1, avg=True):
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7351
        if in_dygraph_mode():
7352 7353 7354
            raise Exception(
                "In dygraph, we don't support GradientMergeOptimizer."
                "You can do Gradient merge by yourself with k-times forward + backward, "
7355 7356
                "and one-time optimizer.minimize()"
            )
7357

7358 7359 7360 7361
        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"
7362 7363 7364 7365 7366

        self.inner_optimizer = inner_optimizer
        self.k_steps = k_steps
        self.type = "gradient_merge"
        self.avg = avg
7367
        self._optimize_ops = None
7368

7369 7370 7371 7372 7373 7374
    def _set_k_steps(self, k_steps):
        self.k_steps = k_steps

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

7375 7376 7377 7378 7379 7380 7381 7382
    def backward(
        self,
        loss,
        startup_program=None,
        parameter_list=None,
        no_grad_set=None,
        callbacks=None,
    ):
7383 7384 7385 7386 7387 7388 7389 7390 7391
        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(
7392 7393
            loss, startup_program=startup_program
        )
7394 7395 7396 7397 7398 7399 7400 7401 7402 7403 7404
        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
7405 7406 7407
        if op_maker.kOpRoleVarAttrName() in op.attr_names and int(
            op.all_attrs()[op_maker.kOpRoleAttrName()]
        ) == int(backward):
7408 7409 7410 7411 7412 7413
            return True
        return False

    def _remove_op_role_var(self, param, grad):
        op_maker = core.op_proto_and_checker_maker
        op = grad.op
7414 7415 7416 7417 7418
        assert self._is_the_backward_op(
            op
        ), 'grad.op={} is not the backward op which produces the grad={}'.format(
            op, grad.name
        )
7419 7420 7421

        block = grad.block
        var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
7422 7423 7424 7425 7426 7427 7428 7429 7430 7431
        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
        )
7432 7433 7434 7435 7436 7437 7438 7439 7440 7441 7442 7443 7444 7445 7446 7447 7448 7449 7450 7451 7452 7453 7454 7455 7456 7457

        # 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
7458
        k_step_var = paddle.static.create_global_var(
7459 7460 7461 7462 7463 7464 7465 7466
            name="gradient_merge_k",
            shape=[1],
            value=int(self.k_steps),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )

7467
        zero_var = paddle.static.create_global_var(
7468 7469 7470 7471 7472 7473 7474
            name="gradient_merge_zero",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )
7475 7476

        # Add step var & cond var
7477
        step_var = paddle.static.create_global_var(
7478 7479 7480 7481 7482 7483 7484
            name="gradient_merge_step",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True,
            force_cpu=True,
        )
7485

7486 7487 7488
        cond_var = main_block.create_var(
            name="gradient_merge_cond", shape=[1], dtype='bool'
        )
7489 7490 7491

        with device_guard("cpu"):
            # step_var = (step_var + 1) % k_step
7492
            paddle.increment(x=step_var, value=1.0)
7493 7494 7495 7496 7497 7498
            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},
            )
7499 7500

            # cond_var = (step_var == 0)
7501 7502 7503 7504 7505
            main_block.append_op(
                type='equal',
                inputs={'X': step_var, 'Y': zero_var},
                outputs={'Out': cond_var},
            )
7506 7507 7508 7509 7510 7511 7512 7513 7514 7515

        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)
7516

7517
        # TODO(mapingshuo) support sparse embedding
7518 7519
        # step1: remove grad.op's op_role_var
        for param, grad in params_grads:
7520
            assert (
7521
                param.type != core.VarDesc.VarType.SELECTED_ROWS
7522 7523
            ), "SELECTED_ROWS is not supported in GradientMergeOptimizer for now"

7524
            self._remove_op_role_var(param, grad)
7525

7526
        param_to_grad = {k.name: v for (k, v) in params_grads}
7527 7528 7529
        param_names = param_to_grad.keys()
        param_to_gradient_merge = {}

7530 7531 7532 7533 7534
        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
7535
            param_var = main_block.var(param_name)
7536 7537 7538 7539 7540 7541 7542
            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,
            )
7543
            param_to_gradient_merge[param_name] = gradient_merge_var
7544

7545 7546 7547 7548
            startup_gradient_merge_var = startup_block.create_var(
                name=param_name + "@GRAD@GradientMerge",
                shape=param_var.shape,
                dtype=param_var.dtype,
7549 7550 7551 7552 7553 7554 7555 7556 7557 7558 7559
                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),
                },
            )
7560

7561 7562 7563
            # grad_merge += grad
            new_grad_op = main_block.append_op(
                type="elementwise_add",
7564
                inputs={'X': grad, 'Y': gradient_merge_var},
7565
                outputs={'Out': gradient_merge_var},
7566 7567 7568 7569 7570
                attrs={'axis': -1, 'use_mkldnn': False},
            )
            self._add_gm_op_role_var(
                new_grad_op, param, gradient_merge_var, cond
            )
7571 7572 7573 7574 7575 7576 7577 7578
            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)
7579
            op_maker = core.op_proto_and_checker_maker
7580 7581 7582 7583

            if self.avg:
                for param, new_grad in new_params_grads:
                    # grad /= k_steps
7584 7585 7586 7587 7588 7589 7590 7591 7592 7593 7594 7595 7596
                    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,
                        },
                    )
                    new_grad.op._set_attr(
                        op_maker.kOpRoleAttrName(), op_maker.OpRole.Backward
                    )
7597

7598 7599 7600 7601 7602 7603
            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
7604

7605
            self._optimize_ops = self.inner_optimizer.apply_gradients(
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                new_params_grads
            )
7608

7609 7610
            # clear gradient_merge_vars
            for param, new_grad in new_params_grads:
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                layers.fill_constant(
                    shape=new_grad.shape,
                    dtype=new_grad.dtype,
                    value=0.0,
                    out=new_grad,
                )
                new_grad.op._set_attr(
                    op_maker.kOpRoleAttrName(), op_maker.OpRole.Optimize
                )
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        # step3. apply gradient
7622
        paddle.static.nn.cond(cond, true_fn=true_apply_gradient, false_fn=None)
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        return self._optimize_ops

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

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        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set,
        )
7637

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