optimizer.py 177.4 KB
Newer Older
1
# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
D
dzhwinter 已提交
2
#
D
dzhwinter 已提交
3 4 5
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
D
dzhwinter 已提交
6
#
D
dzhwinter 已提交
7
#     http://www.apache.org/licenses/LICENSE-2.0
D
dzhwinter 已提交
8
#
D
dzhwinter 已提交
9 10 11 12 13
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
14 15

from __future__ import print_function
16

17
import numpy as np
18
import logging
19
from collections import defaultdict
20

Q
Qiao Longfei 已提交
21
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
22
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program, device_guard
23

24 25
from . import framework
from . import layers
26
from . import unique_name
27
from .backward import append_backward, _some_in_set_, _append_grad_suffix_, _get_no_grad_set_name
28
from .clip import GradientClipBase, GradientClipByNorm, error_clip_callback, append_gradient_clip_ops
29 30 31
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
32
from .layers import ops
33
from .regularizer import append_regularization_ops
34
from .dygraph import base as imperative_base
35
from .dygraph import no_grad
36 37 38 39
from .dygraph.learning_rate_scheduler import LearningRateDecay
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
40
from .wrapped_decorator import signature_safe_contextmanager
M
mapingshuo 已提交
41
from .. import compat as cpt
42

43
__all__ = [
44 45 46 47
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'Dpsgd', 'DecayedAdagrad',
    'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer',
    'AdamOptimizer', 'AdamaxOptimizer', 'DpsgdOptimizer',
    'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta',
Z
Zeng Jinle 已提交
48 49 50 51
    'AdadeltaOptimizer', 'ModelAverage', 'LarsMomentum',
    'LarsMomentumOptimizer', 'DGCMomentumOptimizer', 'LambOptimizer',
    'ExponentialMovingAverage', 'PipelineOptimizer', 'LookaheadOptimizer',
    'RecomputeOptimizer'
52
]
Q
Qiao Longfei 已提交
53 54 55 56 57 58


class Optimizer(object):
    """Optimizer Base class.

    Define the common interface of an optimizer.
59 60
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
61 62
    """

63
    @imperative_base.no_grad
64 65 66 67
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
68
                 grad_clip=None,
69
                 name=None):
70
        self._parameter_list = parameter_list
L
lujun 已提交
71
        if framework.in_dygraph_mode():
M
minqiyang 已提交
72 73 74 75 76
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, LearningRateDecay):
                raise TypeError(
                    "learning rate should be float or LearningRateDecay, got %s here"
                    % type(learning_rate))
77 78 79 80
            if name is not None:
                self._name = unique_name.generate(name)
            else:
                self._name = unique_name.generate(self.__class__.__name__)
81
            if self._parameter_list is None:
82 83 84
                raise AttributeError(
                    "parameter_list argument given to the Optimizer should not be None in dygraph mode."
                )
85 86 87 88 89 90 91 92
            if regularization is not None:
                for param in self._parameter_list:
                    if param.regularizer is not None:
                        logging.info(
                            "If regularizer of a Parameter has been set by 'fluid.ParamAttr' or 'fluid.WeightNormParamAttr' already. "
                            "The Regularization[%s] in Optimizer will not take effect, and it will only be applied to other Parameters!"
                            % regularization.__str__())
                        break
M
minqiyang 已提交
93 94 95 96 97 98
        else:
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, framework.Variable):
                raise TypeError(
                    "learning rate should be float or Variable, got %s here" %
                    type(learning_rate))
99
            self._name = name
M
minqiyang 已提交
100

101 102 103 104 105
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipBase):
                raise TypeError(
                    "'grad_clip' should be an instance of GradientClipBase's derived class"
                )
D
dzhwinter 已提交
106
        self.regularization = regularization
107
        self._grad_clip = grad_clip
108
        self._learning_rate = learning_rate
D
dzhwinter 已提交
109 110
        # the learning rate type should be inferenced from loss
        self._dtype = None
111
        # each program should have a independent learning rate
112
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
113
        self._learning_rate_map = dict()
114
        if isinstance(self._learning_rate, framework.Variable):
115 116
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
117 118 119 120 121
        # 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())
Q
Qiao Longfei 已提交
122
        self.helper = None
123
        self._opti_name_list = []
H
hong 已提交
124
        self._accumulators_holder = {}
125
        self._param_device_map = dict()
H
hong 已提交
126 127 128 129

    @framework.dygraph_only
    def state_dict(self):
        '''
T
tianshuo78520a 已提交
130 131
        Get state dict information from optimizer. It contain all the variable used by optimizer. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be include in state dict.
        If the optimizer never be called(minimize function), the state_dict is empty.
H
hong 已提交
132 133 134

        Args: None
        Return:
T
tianshuo78520a 已提交
135
            state_dict(dict) : dict contains all the variable used by optimizer
H
hong 已提交
136 137 138 139 140
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
141 142 143 144 145 146

                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding([10, 10])

                    adam = fluid.optimizer.Adam(0.001, parameter_list=emb.parameters())
                    state_dict = adam.state_dict()
H
hong 已提交
147 148 149 150 151 152 153 154

        '''
        state_dict = {}
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                state_dict[var_tmp.name] = var_tmp
        # global step if use lr decay
        if isinstance(self._learning_rate, LearningRateDecay):
155
            var_tmp = None
L
Leo Chen 已提交
156
            if framework.in_dygraph_mode():
157 158
                var_temp = framework._varbase_creator(
                    None, name='global_step', dtype='int32')
L
Leo Chen 已提交
159 160
            else:
                var_temp = Variable(None, name='global_step', dtype='int32')
161

H
hong 已提交
162 163 164 165 166 167 168 169 170
            tensor.fill_constant(
                [1], "int32", self._learning_rate.step_num, out=var_temp)

            state_dict['global_step'] = var_temp
        return state_dict

    @framework.dygraph_only
    def set_dict(self, state_dict):
        '''
T
tianshuo78520a 已提交
171
        Load optimizer state dict. For Adam optimizer, contains beta1, beta2, momentum etc. If LearningRateDecay have been used, global_step will be changed.
H
hong 已提交
172 173 174 175 176 177 178 179

        Args: 
            state_dict(dict) : Dict contains all the Variable needed by optimizer
        Return:
            None
        
        Examples:
            .. code-block:: python
180

H
hong 已提交
181
                with fluid.dygraph.guard():
182
                    emb = fluid.dygraph.Embedding([10, 10])
183

H
hong 已提交
184
                    state_dict = emb.state_dict()
185
                    fluid.save_dygraph(state_dict, "paddle_dy")
186

187 188
                    adam = fluid.optimizer.Adam(learning_rate=fluid.layers.noam_decay( 100, 10000), 
                                                parameter_list=emb.parameters())
H
hong 已提交
189
                    state_dict = adam.state_dict()
190
                    fluid.save_dygraph(state_dict, "paddle_dy")
191

H
hong 已提交
192
                    para_state_dict, opti_state_dict = fluid.load_dygraph( "paddle_dy")
193

194
                    adam.set_dict(opti_state_dict)
H
hong 已提交
195 196 197 198 199 200 201 202 203

        '''

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

            if isinstance(global_step, core.VarBase):
204
                step_np = global_step
H
hong 已提交
205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228
                step_np = np.array(step_np.value().get_tensor())
                assert step_np.shape == (1,),  \
                        "global step shape is (1,), the shape is {}".format( step_np.shape )

                self._learning_rate.step_num = int(step_np[0])
            elif isinstance(global_step, Variable):
                step_np = global_step.numpy()
                assert step_np.shape == (1,),  \
                        "global step shape is (1,), the shape is {}".format( step_np.shape )
                self._learning_rate.step_num = step_np[0]
            elif isinstance(global_step, np.ndarray):
                assert global_step.shape == (1,),  \
                        "global step shape is (1,), the shape is {}".format( global_step.shape )
                self._learning_rate.step_num = global_step[0]
            else:
                raise RuntimeError(
                    "Type not supprt, value in state dict must be [VarBase, Variable, numpy], the type is ",
                    type(global_step))

        self._accumulators_holder = state_dict
        for k, v in self._accumulators.items():
            for para_name, var_tmp in v.items():
                assert var_tmp.name in state_dict, \
                        "optimizer variable {} not found".format( var_tmp.name )
229
                var = var_tmp.value()
H
hong 已提交
230 231 232 233 234 235 236 237
                tensor = var.get_tensor()
                model_np = np.array(tensor)

                load_para = state_dict[var_tmp.name]

                if isinstance(load_para, Variable):
                    load_para_np = load_para.numpy()
                elif isinstance(load_para, core.VarBase):
238
                    load_para_np = load_para.numpy()
H
hong 已提交
239 240 241 242 243 244 245 246 247 248 249 250 251 252 253
                elif isinstance(load_para, np.ndarray):
                    load_para_np = load_para
                else:
                    raise RuntimeError("State dict type {} not supprt".format(
                        str(type(load_para))))

                assert model_np.shape == load_para_np.shape,  \
                                          "Parameter shape not match, Dygraph Parameter [ {} ] need tensor with shape {} but load tensor with shape {}".format(
                                                 item.name, model_np.shape, load_para_np.shape)

                assert model_np.dtype == load_para_np.dtype, \
                                          "Parameter dtype not match, Dygraph Parameter [ {} ] need tensor with dtype {}  but load tensor with dtype {}".format(
                                                item.name, model_np.dtype, load_para_np.dtype)

                tensor.set(load_para_np, framework._current_expected_place())
254

255 256
    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
257

Q
Qiao Longfei 已提交
258
    def _create_global_learning_rate(self):
259 260 261
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
262 263 264 265 266 267 268 269 270 271 272 273
                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
                    self._learning_rate_map[framework.default_main_program(
                    )] = layers.create_global_var(
                        name=unique_name.generate("learning_rate"),
                        shape=[1],
                        value=float(self._learning_rate),
                        dtype='float32' if self._dtype is None else self._dtype,
                        persistable=True)
274
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
275
            elif isinstance(self._learning_rate, LearningRateDecay):
276 277 278
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
279
                raise TypeError(
280 281
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
282
        else:
283 284 285 286
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
287 288 289 290 291 292
            else:
                if not isinstance(self._learning_rate, float):
                    raise TypeError(
                        "learning rate variable is create outside optimizer,"
                        "can not create new learning rate variable for new program"
                    )
Q
Qiao Longfei 已提交
293

294 295 296 297 298 299 300 301
            # create learning rate in the current main program
            self._learning_rate_map[framework.default_main_program(
            )] = layers.create_global_var(
                name=unique_name.generate("learning_rate"),
                shape=[1],
                value=float(self._learning_rate),
                dtype='float32' if self._dtype is None else self._dtype,
                persistable=True)
302

303 304 305 306
    @framework.dygraph_only
    def current_step_lr(self):
        """
        .. note::
T
tianshuo78520a 已提交
307
          **This API is ONLY available in Dygraph mode**
308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364
        
        Get current step learning rate. The return value is all the same When LearningRateDecay is not used,
        otherwise return the step learning rate.

        Returns:
            float: The learning rate of the current step.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

                # example1: LearningRateDecay is not used, return value is all the same
                with fluid.dygraph.guard():
                    emb = fluid.dygraph.Embedding([10, 10])
                    adam = fluid.optimizer.Adam(0.001, parameter_list = emb.parameters())
                    lr = adam.current_step_lr()
                    print(lr) # 0.001

                # example2: PiecewiseDecay is used, return the step learning rate
                with fluid.dygraph.guard():
                    inp = np.random.uniform(-0.1, 0.1, [10, 10]).astype("float32")
                    linear = fluid.dygraph.nn.Linear(10, 10)
                    inp = fluid.dygraph.to_variable(inp)
                    out = linear(inp)
                    loss = fluid.layers.reduce_mean(out)
                    
                    bd = [2, 4, 6, 8]
                    value = [0.2, 0.4, 0.6, 0.8, 1.0]
                    adam = fluid.optimizer.Adam(fluid.dygraph.PiecewiseDecay(bd, value, 0),
                                           parameter_list=linear.parameters())

                    # first step: learning rate is 0.2
                    np.allclose(adam.current_step_lr(), 0.2, rtol=1e-06, atol=0.0) # True

                    # learning rate for different steps
                    ret = [0.2, 0.2, 0.4, 0.4, 0.6, 0.6, 0.8, 0.8, 1.0, 1.0, 1.0, 1.0]
                    for i in range(12):
                        adam.minimize(loss)
                        lr = adam.current_step_lr()
                        np.allclose(lr, ret[i], rtol=1e-06, atol=0.0) # True

        """
        current_lr = self._global_learning_rate()
        if current_lr:
            return self._global_learning_rate().numpy()[0]

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

Y
yuyang18 已提交
365
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
366 367 368 369
        """
        get global decayed learning rate
        :return:
        """
370 371
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
372
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
373

Q
Qiao Longfei 已提交
374 375 376 377 378
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

379 380 381 382
    def _create_param_lr(self, param_and_grad):
        # create learning rate variable for every parameter
        param = param_and_grad[0]
        param_lr = param.optimize_attr['learning_rate']
W
Wu Yi 已提交
383 384
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
385
        else:
W
Wu Yi 已提交
386
            if param_lr == 1.0:
Y
yuyang18 已提交
387
                return self._global_learning_rate()
W
Wu Yi 已提交
388
            else:
X
Xin Pan 已提交
389 390 391
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
392
                    return self._global_learning_rate() * param_lr
393 394 395 396 397 398 399

    def _create_accumulators(self, block, parameters):
        """Create all accumulators needed by the parameters

        Args:
            block: the block in which the loss variable is present
            parameters: list of parameter variables for the optimizer
Q
Qiao Longfei 已提交
400
        """
401 402
        pass

403
    def _finish_update(self, block, parameters_and_grads):
404 405 406 407 408 409 410 411
        """Finish any custom updates needed
           before completing an optimization step

        Args:
            block: the block in which the loss variable is present
            parameters: list of parameter variables for the optimizer

        Returns:
Q
qiaolongfei 已提交
412
            None
413 414 415
        """
        pass

416 417 418 419 420
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
421
                         shape=None,
422
                         type=None,
423
                         device=None):
424 425 426 427 428 429 430 431 432
        """Utility function to add an accumulator for a parameter

        Args:
            block: the block in which the loss variable is present
            name: name of the accumulator
            param: parameter variable for which accumulator is to be added
            dtype: data type of the accumulator variable
            fill_value: value to initialize the accumulator variable
        """
W
whs 已提交
433 434
        if self._name is not None:
            name = self._name + "_" + name
435 436
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
437
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
438
                return self._accumulators[name][param.name]
439
            raise Exception("Accumulator {} already exists for parameter {}".
440
                            format(name, param.name))
441 442
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
443
        assert isinstance(self.helper, LayerHelper)
444 445 446 447 448

        var_name = param.name + "_" + name
        var_name = unique_name.generate(var_name)
        self._opti_name_list.append(var_name)

Q
Qiao Longfei 已提交
449
        var = self.helper.create_global_variable(
450
            name=var_name,
Q
Qiao Longfei 已提交
451
            persistable=True,
F
fengjiayi 已提交
452
            dtype=dtype or param.dtype,
453
            type=param.type if type is None else type,
H
hong 已提交
454 455
            shape=shape,
            belong_to_optimizer=True)
456 457 458 459 460
        if device is None:
            device = self._get_device_for_param(param.name)
        with device_guard(device):
            self.helper.set_variable_initializer(
                var, initializer=Constant(value=float(fill_value)))
H
hong 已提交
461 462 463 464 465 466 467

        if framework.in_dygraph_mode():
            if len(self._accumulators_holder) > 0:
                assert var_name in self._accumulators_holder, \
                        "Optimizer set error, {} should in state dict".format( var_name )
                var.set_value(self._accumulators_holder[var_name])

Q
Qiao Longfei 已提交
468
        self._accumulators[name][param.name] = var
469
        return var
470 471 472 473 474 475 476 477 478 479 480

    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
        """
W
whs 已提交
481 482
        if self._name is not None:
            name = self._name + "_" + name
483 484 485 486 487 488
        if (name not in self._accumulators or
                param.name not in self._accumulators[name]):
            raise Exception("Accumulator {} does not exist for parameter {}".
                            format(name, param.name))
        return self._accumulators[name][param.name]

489 490 491 492 493 494 495 496 497 498 499 500
    def _update_param_device_map(self, parameters_and_grads, target_block):
        for param_and_grad in parameters_and_grads:
            if param_and_grad[0].trainable is True:
                param_name = param_and_grad[0].name
                ops = target_block.ops
                device_attr_name = core.op_proto_and_checker_maker.kOpDeviceAttrName(
                )
                for op in ops:
                    input_arg_names = op.input_arg_names
                    if param_name in input_arg_names:
                        self._param_device_map[param_name] = op.attr(
                            device_attr_name)
501
                        break
502 503 504 505 506 507 508

    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

509
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
510 511 512
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
513
          parameters_and_grads(list(tuple(Variable, Variable))):
514
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
515 516

        Returns:
517
          return_op_list: a list of operators that will complete one step of
518 519 520
            optimization. This will include parameter update ops, global step
            update ops and any other custom ops required by subclasses to manage
            their internal state.
Q
Qiao Longfei 已提交
521
        """
522 523 524 525 526
        # 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
527
        # for parameters and extend _finish_update method to add custom ops.
528

529
        # Allways called under program_guard use global block as loss block
530 531 532
        # But if current block is in control flow, append optimize op in the
        # grad block of current block

533
        global_block = framework.default_main_program().global_block()
534 535 536 537 538 539 540 541 542
        target_block = global_block
        current_block = framework.default_main_program().current_block()
        if current_block.idx != global_block.idx:
            assert current_block.backward_block_idx != -1, \
                "current block is not global_block, but it doesn't have backward block."
            target_block = framework.default_main_program().blocks[
                current_block.backward_block_idx]

        start = len(target_block.ops)
543
        self.helper = LayerHelper(self.__class__.__name__)
544
        self._update_param_device_map(parameters_and_grads, target_block)
C
chengduo 已提交
545
        self._create_accumulators(
546
            target_block,
C
chengduo 已提交
547
            [p[0] for p in parameters_and_grads if p[0].trainable])
548 549
        self._create_global_learning_rate()

M
minqiyang 已提交
550
        if framework.in_dygraph_mode():
551 552 553
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
554 555
                if param_and_grad[0].trainable is True:
                    self._append_optimize_op(target_block, param_and_grad)
556 557 558 559 560 561 562
        else:
            for param_and_grad in parameters_and_grads:
                if param_and_grad[1] is None:
                    continue
                with param_and_grad[0].block.program._optimized_guard(
                        param_and_grad), name_scope("optimizer"):
                    if param_and_grad[0].trainable is True:
563 564 565 566 567
                        device = self._get_device_for_param(param_and_grad[0]
                                                            .name)
                        with device_guard(device):
                            optimize_op = self._append_optimize_op(
                                target_block, param_and_grad)
568 569 570

        # Get custom finish ops for subclasses
        # FIXME: Need to fix this once we figure out how to handle dependencies
571
        self._finish_update(target_block, parameters_and_grads)
572

573 574
        end = len(target_block.ops)
        return target_block._slice_ops(start, end)
575 576

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
577 578 579 580 581 582 583 584 585
        """
        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
        """
586 587
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
588 589 590 591 592 593 594 595 596 597 598 599 600 601 602
        table_name = find_distributed_lookup_table(program)
        table_param = None
        table_grad = None
        new_param_grads = []
        for p, g in param_grads:
            if p.name == table_name:
                if table_param is not None:
                    raise RuntimeError(
                        "multi dist table var found, only support one now!")
                table_param = p
                table_grad = g
            else:
                new_param_grads.append((p, g))
        sgd_op = None
        if table_param is not None:
603 604 605 606 607 608 609 610 611 612 613 614 615
            param_and_grad = [table_param, table_grad]
            with table_param.block.program._optimized_guard(param_and_grad), \
                    framework.name_scope("optimizer"):
                self._create_global_learning_rate()
                # create the optimize op
                sgd_op = global_block.append_op(
                    type='sgd',
                    inputs={
                        "Param": table_param,
                        "Grad": table_grad,
                        "LearningRate": self._create_param_lr(param_and_grad)
                    },
                    outputs={"ParamOut": param_and_grad[0]})
Q
Qiao Longfei 已提交
616 617
        return new_param_grads, (table_param, table_grad), sgd_op

618 619 620
    def _append_dgc_ops(self, param_and_grad):
        pass

621 622 623 624 625 626 627
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
628
        The first part of ``minimize``, do auto-diff to append backward operations for
629 630 631
        the current program.

        Args:
632 633 634 635
            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.
636
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
637 638
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
639
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
640 641 642
                to be updated. The default value is None.
            callbacks (list, optional): list of callable objects to run when appending backward
                operator for one parameter. The default value is None.
M
minqiyang 已提交
643

644
        Return:
645 646
            list: list of (param, grad) variable pairs, param is ``Parameter``,
                grad is the gradient value corresponding to the parameter.
M
minqiyang 已提交
647

648
        Examples:
649
            See examples in ``apply_gradients``.
650
        """
651
        act_no_grad_set = None
L
Leo Chen 已提交
652
        if framework.in_dygraph_mode():
653
            pass
L
Leo Chen 已提交
654 655
        else:
            act_no_grad_set = self._get_no_grad_set(loss, no_grad_set)
G
gongweibao 已提交
656

C
chengduo 已提交
657
        self._dtype = loss.dtype
L
lujun 已提交
658
        if framework.in_dygraph_mode():
C
chengduo 已提交
659
            params_grads = []
660
            for param in self._parameter_list:
C
chengduo 已提交
661 662
                if not param.trainable:
                    continue
663
                if param._grad_ivar() is not None:
C
chengduo 已提交
664
                    # create gradient variable
665
                    grad_var = param._grad_ivar()
C
chengduo 已提交
666
                    params_grads.append((param, grad_var))
667
        else:
C
chengduo 已提交
668 669 670 671 672
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
C
chengduo 已提交
673 674 675 676
            assert len(loss.shape) == 1 and loss.shape[0] == 1, \
                "The loss.shape should be (1L,), but the current loss.shape is {}. " \
                "Maybe that you should call fluid.layers.mean to process the current loss.".format(
                    loss.shape)
677 678
            parameter_list = parameter_list if parameter_list \
                else self._parameter_list
C
chengduo 已提交
679 680
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
681
                                               act_no_grad_set, callbacks)
C
chengduo 已提交
682 683 684 685
                # Note: since we can't use all_reduce_op now,
                #  dgc_op should be the last op of one grad.
                self._append_dgc_ops(params_grads)
        return params_grads
686 687 688 689 690 691 692 693

    def apply_gradients(self, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.

        Args:
            params_grads (list): list of (param, grad) pair to do optimization.
M
minqiyang 已提交
694

695 696
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
697

698 699 700
        Examples:
            .. code-block:: python

701
                import paddle.fluid as fluid
702 703 704 705 706 707 708
                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)
        """
709

710 711 712 713 714
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

        params_grads, table_param_and_grad, table_optimize_op = \
            self._process_distribute_lookuptable(params_grads)

715 716 717 718 719
        # 'minimize(grad_clip)' or 'set_gradient_clip'
        if self._grad_clip is not None:
            params_grads = self._grad_clip(params_grads)
        else:
            params_grads = append_gradient_clip_ops(params_grads)
720 721 722 723 724 725 726 727 728 729 730 731

        # Add regularization if any
        params_grads = append_regularization_ops(params_grads,
                                                 self.regularization)

        optimize_ops = self._create_optimization_pass(params_grads)
        if table_optimize_op is not None:
            optimize_ops.append(table_optimize_op)
            params_grads.append(table_param_and_grad)

        return optimize_ops

C
chengduo 已提交
732 733 734 735 736 737 738 739 740 741 742 743
    def apply_optimize(self, loss, startup_program, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Returns:
            list: A list of operators appended to the current program.
        """
L
lujun 已提交
744
        if framework.in_dygraph_mode():
C
chengduo 已提交
745 746
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
747 748
                if self._grad_clip is not None:
                    params_grads = self._grad_clip(params_grads)
749 750
                params_grads = append_regularization_ops(params_grads,
                                                         self.regularization)
C
chengduo 已提交
751 752 753 754 755 756 757
                optimize_ops = self._create_optimization_pass(params_grads)
        else:
            program = loss.block.program
            with program_guard(program, startup_program):
                optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

G
gongweibao 已提交
758
    def _get_no_grad_set(self, loss, no_grad_set=None):
759
        no_grad_set = _get_no_grad_set_name(no_grad_set)
G
gongweibao 已提交
760 761 762 763 764 765 766 767
        parameters = loss.block.program.global_block().all_parameters()
        param_no_trainable = set(
            [param.name for param in parameters if param.trainable is False])
        # If the parameter is no trainable, it should not have a gradient.
        no_grad_set.update(param_no_trainable)

        return no_grad_set

768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798
    @framework.dygraph_only
    def clear_gradients(self):
        """
        Clear the gradients of all optimized parameters for model.
        
        Returns:
            None
        
        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import numpy as np

                with fluid.dygraph.guard():
                    value = np.arange(26).reshape(2, 13).astype("float32")
                    a = fluid.dygraph.to_variable(value)
                    linear = fluid.Linear(13, 5, dtype="float32")
                    # This can be any optimizer supported by dygraph.
                    adam = fluid.optimizer.Adam(learning_rate = 0.01, 
                                                parameter_list = linear.parameters())
                    out = linear(a)
                    out.backward()
                    adam.minimize(out)
                    adam.clear_gradients()

        """
        for p in self._parameter_list:
            if p.trainable:
                p.clear_gradient()

799
    @imperative_base.no_grad
Q
Qiao Longfei 已提交
800 801
    def minimize(self,
                 loss,
802
                 startup_program=None,
Q
Qiao Longfei 已提交
803
                 parameter_list=None,
804
                 no_grad_set=None):
805
        """
806
        Add operations to minimize ``loss`` by updating ``parameter_list``.
M
minqiyang 已提交
807

808
        Args:
809 810 811 812
            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.
813
            parameter_list (list, optional): List of ``Variable`` or ``Variable.name`` to update
814 815
                to minimize ``loss``. The default value is None, at this time all parameters
                will be updated.
816
            no_grad_set (set, optional): Set of ``Variable``  or ``Variable.name`` that don't need
817
                to be updated. The default value is None.
Q
Qiao Longfei 已提交
818

819
        Returns:
820 821 822
            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.
823 824 825
            The returned tuple can be passed to ``fetch_list`` in ``Executor.run()`` to 
            indicate program pruning. If so, the program will be pruned by ``feed`` and 
            ``fetch_list`` before run, see details in ``Executor``.
826 827 828

        Examples:
            Please refer to the example of current Optimizer.
Q
Qiao Longfei 已提交
829
        """
C
chengduo 已提交
830
        assert isinstance(loss, Variable), "The loss should be an Variable."
831

832 833
        parameter_list = parameter_list if parameter_list \
            else self._parameter_list
C
chengduo 已提交
834 835 836 837 838
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
839

C
chengduo 已提交
840 841
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
842

Q
Qiao Longfei 已提交
843
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
844 845 846


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
847 848 849 850 851 852 853
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

854 855 856
    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.
857 858 859
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
860 861 862 863 864
        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.
865 866 867 868
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
869 870
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
871 872 873 874

    Examples:
        .. code-block:: python

875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.001)
                sgd_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
Qiao Longfei 已提交
900 901
    """

902 903 904 905
    def __init__(self,
                 learning_rate,
                 parameter_list=None,
                 regularization=None,
906
                 grad_clip=None,
907
                 name=None):
Q
Qiao Longfei 已提交
908
        assert learning_rate is not None
Q
Qiao Longfei 已提交
909
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
910
            learning_rate=learning_rate,
911
            parameter_list=parameter_list,
X
Xin Pan 已提交
912
            regularization=regularization,
913
            grad_clip=grad_clip,
X
Xin Pan 已提交
914
            name=name)
Q
Qiao Longfei 已提交
915 916
        self.type = "sgd"

917
    @no_grad
918
    def _append_optimize_op(self, block, param_and_grad):
919
        lr = self._create_param_lr(param_and_grad)
920
        if framework.in_dygraph_mode():
921 922 923
            core.ops.sgd(param_and_grad[0], lr, param_and_grad[1],
                         param_and_grad[0])
            return None
924

925
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
926 927 928 929 930 931
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
932
                "LearningRate": lr
Q
Qiao Longfei 已提交
933
            },
M
minqiyang 已提交
934 935
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
936 937

        return sgd_op
938 939 940


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
941 942 943 944 945 946 947 948 949 950 951 952 953 954
    """

    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):

955
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
956 957 958

        & else:

Q
qiaolongfei 已提交
959
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
960

961 962 963 964
    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
965 966 967
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
968
        use_nesterov (bool, optional): Enables Nesterov momentum, default is false.
969 970 971 972 973
        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.
974 975 976 977
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
978 979
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
980 981 982 983

    Examples:
        .. code-block:: python

984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                moment_optimizer = fluid.optimizer.MomentumOptimizer(learning_rate=0.001, momentum=0.9)
                moment_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

1009 1010 1011
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
1012 1013 1014
    def __init__(self,
                 learning_rate,
                 momentum,
1015
                 parameter_list=None,
X
Xin Pan 已提交
1016 1017
                 use_nesterov=False,
                 regularization=None,
1018
                 grad_clip=None,
X
Xin Pan 已提交
1019
                 name=None):
1020 1021
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
1022
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
1023
            learning_rate=learning_rate,
1024
            parameter_list=parameter_list,
X
Xin Pan 已提交
1025
            regularization=regularization,
1026
            grad_clip=grad_clip,
X
Xin Pan 已提交
1027
            name=name)
1028 1029
        self.type = "momentum"
        self._momentum = momentum
1030
        self._use_nesterov = bool(use_nesterov)
1031 1032 1033 1034 1035

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

        for p in parameters:
Q
Qiao Longfei 已提交
1036
            self._add_accumulator(self._velocity_acc_str, p)
1037 1038 1039 1040 1041 1042

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

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
1043 1044 1045 1046 1047 1048 1049 1050
        lr = self._create_param_lr(param_and_grad)

        if framework.in_dygraph_mode():
            _, _ = core.ops.momentum(param_and_grad[0], param_and_grad[1],
                                     velocity_acc, lr, param_and_grad[0],
                                     velocity_acc, 'mu', self._momentum,
                                     'use_nesterov', self._use_nesterov)
            return None
1051

1052
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1053 1054 1055 1056
        inputs = {
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
            "Velocity": [velocity_acc],
1057
            "LearningRate": [lr]
1058 1059 1060 1061 1062 1063
        }

        outputs = {
            "ParamOut": [param_and_grad[0]],
            "VelocityOut": [velocity_acc]
        }
1064 1065 1066
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
1067 1068 1069
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1070
            stop_gradient=True)
1071 1072

        return momentum_op
1073 1074


1075
class DGCMomentumOptimizer(Optimizer):
1076
    """
1077
    DGC (Deep Gradient Compression) Momentum Optimizer. Original paper is https://arxiv.org/abs/1712.01887
1078

G
gongweibao 已提交
1079
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
1080 1081
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
1082
    To avoid losing information, DGC accumulates the rest of the gradients locally.
1083 1084 1085

    Eventually, these gradients become large enough to be transmitted.

1086
    Thus, DGC sends the large gradients immediately but eventually sends all of the gradients over time.
1087

G
gongweibao 已提交
1088
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
1089 1090 1091 1092

    DGC also uses momentum factor masking and warmup training to overcome the staleness problem caused by reduced communication.

    This optimizer will do two things:
1093

1094 1095
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
1096

1097
        2. Call momentum to optimize the cost.
1098 1099

    Args:
1100 1101
        learning_rate (float|Variable): The learning rate used to update parameters. \
            It can be a float value or a Variable with one float value as a data element.
1102
        momentum (float): Momentum factor.
G
gongweibao 已提交
1103
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
1104 1105 1106 1107 1108 1109 1110
        rampup_step (int): Time steps used in sparsity warm-up periods. Default is 1.
            For example, if the sparsity is [0.75, 0.9375, 0.984375, 0.996, 0.999], and the rampup_step is 100, \
                it will use 0.75 at 0~19 steps, and 0.9375 at 20~39 steps, and so on. \
                And when reach sparsity array ends, it will use 0.999 then and after.
        sparsity (list[float]): Get top important element from gradient tensor, the ratio is (1 - current sparsity). \
            Default is [0.999]. For example, if the sparsity is [0.99, 0.999], \
                the top [1%, 0.1%] important element will be transmitted.
1111 1112 1113
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1114
        use_nesterov (bool): Enables Nesterov momentum. True means use Nesterov. Default is False.
1115 1116 1117 1118 1119
        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.
1120 1121 1122
        grad_clip (GradientClipByNorm, optional): Gradient cliping strategy. ``DGCMomentumOptimizer`` only support 
            :ref:`api_fluid_clip_GradientClipByNorm` , and if not, it will raise TypeError. Default None, 
            meaning there is no gradient clipping.
1123 1124
        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.
1125 1126 1127 1128

    Examples:
        .. code-block:: python

1129
            import paddle.fluid as fluid
1130
            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
1131 1132 1133 1134 1135
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
1136 1137

    """
1138 1139
    _u_velocity_acc_str = "_dgc_u_"
    _v_velocity_acc_str = "_dgc_v_"
1140 1141 1142 1143 1144 1145 1146

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
1147
                 parameter_list=None,
1148 1149 1150
                 use_nesterov=False,
                 num_trainers=None,
                 regularization=None,
1151
                 grad_clip=None,
1152
                 name=None):
Z
zhongpu 已提交
1153 1154
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support DGCMomentumOptimizer.")
1155 1156 1157 1158

        assert core.is_compiled_with_cuda(), \
            "Paddle is not compiled with CUDA. DGC is only support GPU for now."

1159 1160 1161 1162
        assert learning_rate is not None
        assert momentum is not None
        super(DGCMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1163
            parameter_list=parameter_list,
1164
            regularization=regularization,
1165
            grad_clip=grad_clip,
1166 1167 1168 1169
            name=name)
        self.type = "dgc_momentum"
        self._momentum = momentum
        self._use_nesterov = bool(use_nesterov)
1170

1171
        assert rampup_begin_step >= 0, "rampup_begin_step must >= 0"
1172
        self._rampup_begin_step = rampup_begin_step
1173 1174
        self._rampup_step = rampup_step
        self._sparsity = sparsity
1175

1176
        self._rampup_begin_step_var = None
1177
        self._global_step_var = None
1178

1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189
        self._dgc_clip_norm = None
        if grad_clip is not None:
            if not isinstance(grad_clip, GradientClipByNorm):
                raise TypeError(
                    "The type of grad_clip should be 'GradientClipByNorm', because DGCMomentumOptimizer only support GradientClipByNorm"
                )
            assert isinstance(
                num_trainers, int
            ), "The type of num_trainers should be 'int', but received %s" % type(
                value)
            assert num_trainers > 0, "The value of num_trainers should be greater than 0!"
1190 1191

            self._num_trainers = num_trainers
1192
            self._dgc_clip_norm = grad_clip.clip_norm * (num_trainers**-0.5)
1193

1194 1195
        self.regular_type, self.regular_coeff = self._get_regularization_param(
            self.regularization)
1196

1197 1198 1199
    def _get_regularization_param(self, regularization):
        regular_type = 0
        regular_coeff = 0.0
1200

1201 1202
        if regularization is not None:
            regular_coeff = regularization._regularization_coeff
1203
            from .regularizer import L1Decay, L2Decay
1204 1205 1206 1207
            if isinstance(regularization, L1Decay):
                regular_type = 1
            elif isinstance(regularization, L2Decay):
                regular_type = 2
1208 1209
            else:
                assert False, 'regularization must be None|L1Decay|L2Deacy'
1210
        return regular_type, regular_coeff
1211

1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222
    def _is_use_dgc(self, param_var, grad_var):
        var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
        if var_numel < 16384 or \
           param_var.type == core.VarDesc.VarType.SELECTED_ROWS  or \
           grad_var.type == core.VarDesc.VarType.SELECTED_ROWS  or  \
               param_var.dtype != core.VarDesc.VarType.FP32 :
            return False
        return True

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237
        velocity_acc = self._get_accumulator(self._u_velocity_acc_str,
                                             param_and_grad[0])
        assert velocity_acc is not None

        inputs = {
            "Param": param_and_grad[0],
            "Grad": param_and_grad[1],
            "Velocity": velocity_acc,
            "LearningRate": self._create_param_lr(param_and_grad),
        }
        outputs = {
            "ParamOut": param_and_grad[0],
            "VelocityOut": velocity_acc,
        }
        attrs = {"mu": self._momentum, "use_nesterov": self._use_nesterov}
1238 1239

        if not self._is_use_dgc(param_and_grad[0], param_and_grad[1]):
1240 1241 1242
            type = "momentum"
        else:
            type = "dgc_momentum"
1243 1244 1245 1246 1247
            inputs.update({
                "current_step": self._global_step_var,
                "nranks": self._nranks_var
            })
            outputs.update({'Grad_out': param_and_grad[1]})
1248
            attrs.update({"rampup_begin_step": float(self._rampup_begin_step)})
1249 1250 1251

        # create the dgc momentum optimize op
        dgc_momentum_op = block.append_op(
1252 1253 1254 1255
            type=type,
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
1256 1257 1258
            stop_gradient=True)
        return dgc_momentum_op

1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277
    def _add_auto_increment_var(self, counter_name, begin, step=1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=counter_name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(begin - 1), force_cpu=True))
            helper.main_program.global_block()._prepend_op(
                type='increment',
                inputs={'X': [counter]},
                outputs={'Out': [counter]},
                attrs={'step': float(step)},
                stop_gradient=True)
            counter.stop_gradient = True

        return counter

1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290
    def _add_nranks_var(self, name, value=-1):
        helper = LayerHelper('global_step_counter')
        counter, is_new_var = helper.create_or_get_global_variable(
            name=name, dtype='float32', shape=[1], persistable=True)
        if is_new_var:
            helper.set_variable_initializer(
                counter,
                initializer=Constant(
                    value=float(value), force_cpu=True))
            counter.stop_gradient = True

        return counter

1291 1292 1293 1294 1295 1296
    def _append_dgc_ops(self, param_and_grads):
        main_program = default_main_program()
        main_program._enable_dgc = True

        # step counter
        self._global_step_var = self._add_auto_increment_var(
G
gongweibao 已提交
1297
            counter_name=core.dgc.kDGCCounterName(), begin=0)
1298

1299 1300 1301
        self._nranks_var = self._add_nranks_var(
            name=core.dgc.kDGCNRanksName(), value=-1)

1302 1303 1304 1305 1306
        # rampup begin step var for all_reduce_op_handle
        self._rampup_begin_step_var = tensor.create_global_var(
            shape=[1],
            dtype=core.VarDesc.VarType.FP32,
            persistable=True,
G
gongweibao 已提交
1307
            name=core.dgc.kDGCRampUpBeginStepName(),
1308 1309 1310
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

1311 1312
        self.helper = LayerHelper(self.__class__.__name__)

1313
        for param_var, grad_var in param_and_grads:
1314 1315 1316
            # reuse velocity in dgc_op and dgc_momentum_op
            u_var = self._add_accumulator(self._u_velocity_acc_str, param_var)

1317
            if not self._is_use_dgc(param_var, grad_var):
1318 1319
                continue

1320
            v_var = self._add_accumulator(self._v_velocity_acc_str, param_var)
1321 1322 1323 1324 1325

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1326
                name=param_var.name + core.dgc.kDGCKName(),
1327 1328 1329 1330 1331 1332 1333
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
1334
                name=param_var.name + core.dgc.kDGCEncodedName(),
1335 1336 1337
                value=0.0,
                force_cpu=False)

1338 1339 1340 1341 1342 1343 1344 1345
            gather_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + core.dgc.kDGCGatherName(),
                value=0.0,
                force_cpu=False)

1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364
            # del back oprolevarname
            op_maker = core.op_proto_and_checker_maker
            backward = core.op_proto_and_checker_maker.OpRole.Backward
            for op in main_program.global_block().ops:
                if not self._is_the_backward_op(op):
                    continue

                var_attr = op.all_attrs()[op_maker.kOpRoleVarAttrName()]
                if param_var.name not in var_attr:
                    continue

                var_attr.remove(param_var.name)
                var_attr.remove(grad_var.name)
                if len(var_attr) > 1:
                    op._set_attr(op_maker.kOpRoleVarAttrName(), var_attr)
                else:
                    op._remove_attr(op_maker.kOpRoleVarAttrName())

            clip_var = grad_var
1365 1366
            if self._dgc_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._dgc_clip_norm)
1367
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
1368
                         encoded_var, gather_var)
1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383

    def _is_the_backward_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        backward = core.op_proto_and_checker_maker.OpRole.Backward
        if op_maker.kOpRoleVarAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(backward):
            return True
        return False

    def _clip_by_norm(self, x, max_norm, name=None):
        args = {'x': x, 'max_norm': max_norm, 'name': name}

        helper = LayerHelper("dgc_clip_by_norm_op", **args)

        if name is None:
1384 1385
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
1386 1387 1388 1389 1390

        out = helper.create_variable(
            type=x.type, name=name, dtype=x.dtype, persistable=False)

        helper.append_op(
G
gongweibao 已提交
1391
            type="dgc_clip_by_norm",
1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403
            inputs={"X": x,
                    "current_step": self._global_step_var},
            attrs={
                "max_norm": max_norm,
                "rampup_begin_step": float(self._rampup_begin_step)
            },
            outputs={"Out": out})
        return out

    def _append_clip_norm(self, grad_var, clip_norm):
        with grad_var.block.program._backward_role_guard():
            return self._clip_by_norm(
G
gongweibao 已提交
1404
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
1405 1406

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
1407
                encoded_var, gather_var):
1408 1409
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
1410

1411 1412 1413 1414 1415 1416 1417
        regular_type = self.regular_type
        regular_coeff = self.regular_coeff
        # The regularizer of the Parameters have higher priority
        if param_var.regularizer is not None:
            regular_type, regular_coeff = self._get_regularization_param(
                param_var.regularizer)

1418 1419 1420 1421 1422 1423
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
1424
                "Param": param_var,
1425 1426
                "current_step": self._global_step_var,
                "nranks": self._nranks_var,
1427 1428 1429 1430 1431 1432
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
1433 1434
                "Grad_out": grad_var,
                "GatherBuff": gather_var,
1435 1436 1437 1438 1439 1440
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
1441
                "rampup_step": float(self._rampup_step),
1442 1443
                "regular_coeff": float(regular_coeff),
                "regular_type": int(regular_type),
1444 1445 1446 1447 1448 1449 1450 1451
            },
            stop_gradient=True)

        backward = op_maker.OpRole.Backward
        dgc_op._set_attr(op_maker.kOpRoleAttrName(), backward)
        dgc_op._set_attr(op_maker.kOpRoleVarAttrName(),
                         [param_var.name, grad_var.name])

1452
    @imperative_base.no_grad
1453 1454 1455 1456 1457 1458 1459
    def apply_gradients(self, params_grads):
        params_grads = sorted(params_grads, key=lambda x: x[0].name)
        params_grads, table_param_and_grad, table_optimize_op = \
            self._process_distribute_lookuptable(params_grads)

        not_dgc_params_grads = []
        dgc_params_grads = []
1460
        # DGC clip and regularization in optimizer.backward
1461 1462 1463 1464 1465 1466
        for param, grad in params_grads:
            if not self._is_use_dgc(param, grad):
                not_dgc_params_grads.append((param, grad))
            else:
                dgc_params_grads.append((param, grad))

1467 1468 1469 1470 1471 1472
        # 'minimize(grad_clip)' or 'set_gradient_clip'
        if self._grad_clip is not None:
            not_dgc_params_grads = self._grad_clip(not_dgc_params_grads)
        else:
            not_dgc_params_grads = append_gradient_clip_ops(
                not_dgc_params_grads)
1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486

        not_dgc_params_grads = append_regularization_ops(not_dgc_params_grads,
                                                         self.regularization)

        params_grads = not_dgc_params_grads + dgc_params_grads
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

        optimize_ops = self._create_optimization_pass(params_grads)
        if table_optimize_op is not None:
            optimize_ops.append(table_optimize_op)
            params_grads.append(table_param_and_grad)

        return optimize_ops

1487

1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502
class LarsMomentumOptimizer(Optimizer):
    """
    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||}

        & velocity = mu * velocity + local\_learning\_rate * (gradient + lars\_weight\_decay * param)

        & param = param - velocity

1503 1504 1505 1506 1507 1508
    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.
1509 1510 1511
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1512 1513 1514 1515 1516
        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.
1517 1518 1519 1520
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1521 1522
        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.
1523 1524 1525 1526

    Examples:
        .. code-block:: python

1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542
            import paddle.fluid as fluid
            import numpy as np

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
            inp = fluid.layers.data(
                name="inp", shape=[2, 2], append_batch_size=False)
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
            optimizer = fluid.optimizer.LarsMomentumOptimizer(learning_rate=0.001, momentum=0.9)
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1543 1544 1545 1546 1547 1548 1549 1550
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
1551
                 parameter_list=None,
1552
                 regularization=None,
1553
                 grad_clip=None,
1554 1555 1556 1557 1558
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
1559
            parameter_list=parameter_list,
1560
            regularization=regularization,
1561
            grad_clip=grad_clip,
1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595
            name=name)
        self.type = "lars_momentum"
        self._momentum = momentum
        self._lars_coeff = float(lars_coeff)
        self._lars_weight_decay = float(lars_weight_decay)

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

        for p in parameters:
            self._add_accumulator(self._velocity_acc_str, p)

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

        velocity_acc = self._get_accumulator(self._velocity_acc_str,
                                             param_and_grad[0])
        # create the momentum optimize op
        momentum_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Velocity": velocity_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
            attrs={
                "mu": self._momentum,
                "lars_coeff": self._lars_coeff,
                "lars_weight_decay": self._lars_weight_decay
M
minqiyang 已提交
1596 1597
            },
            stop_gradient=True)
1598 1599 1600 1601

        return momentum_op


1602
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
1603
    """
1604 1605
    The Adaptive Gradient optimizer (Adagrad for short) can adaptively assign
    different learning rates to individual parameters.
Q
qiaolongfei 已提交
1606

1607
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1608 1609 1610 1611 1612 1613 1614

    .. math::

        moment\_out &= moment + grad * grad

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

1615 1616 1617 1618 1619 1620
    Related paper: `Adaptive Subgradient Methods for Online Learning and
    Stochastic Optimization <http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf>`_.

    The original paper does not have the ``epsilon`` attribute. It is added here
    in our implementation as also proposed `Per-parameter adaptive learning rate
    methods <http://cs231n.github.io/neural-networks-3/#ada>`_
Q
qiaolongfei 已提交
1621 1622 1623
    for numerical stability to avoid the division by zero error.

    Args:
1624 1625 1626 1627
        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.
1628 1629 1630
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1631 1632 1633 1634 1635
        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.
1636 1637 1638 1639
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1640 1641 1642 1643 1644
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.
        initial_accumulator_value (float, optional): Initial value for moment accumulator.
            The default value is 0.0.
Q
qiaolongfei 已提交
1645 1646 1647 1648

    Examples:
        .. code-block:: python

1649
            import numpy as np
1650
            import paddle.fluid as fluid
1651 1652

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
1653
            inp = fluid.data(name="inp", shape=[2, 2])
1654 1655
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
1656
            optimizer = fluid.optimizer.AdagradOptimizer(learning_rate=0.2)
1657 1658 1659 1660 1661 1662 1663
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1664 1665 1666
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1667 1668 1669
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
1670
                 parameter_list=None,
X
Xin Pan 已提交
1671
                 regularization=None,
1672
                 grad_clip=None,
1673
                 name=None,
X
xuezhong 已提交
1674
                 initial_accumulator_value=0.0):
1675 1676
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1677
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1678
            learning_rate=learning_rate,
1679
            parameter_list=parameter_list,
X
Xin Pan 已提交
1680
            regularization=regularization,
1681
            grad_clip=grad_clip,
X
Xin Pan 已提交
1682
            name=name)
1683 1684
        self.type = "adagrad"
        self._epsilon = epsilon
1685
        self.initial_accumulator_value = initial_accumulator_value
1686 1687 1688 1689 1690

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

        for p in parameters:
Z
zhongpu 已提交
1691 1692 1693 1694
            self._add_accumulator(
                self._moment_acc_str,
                p,
                fill_value=self.initial_accumulator_value)
1695 1696 1697 1698 1699 1700

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

        moment_acc = self._get_accumulator(self._moment_acc_str,
                                           param_and_grad[0])
1701
        # Create the adagrad optimizer op
1702 1703 1704 1705 1706 1707
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1708
                "LearningRate": self._create_param_lr(param_and_grad)
1709 1710 1711
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1712 1713
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1714 1715

        return adagrad_op
1716 1717 1718


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1719
    """
T
tianshuo78520a 已提交
1720
    The Adam optimizer uses an optimization described at the end
1721 1722 1723 1724 1725
    of section 2 of `Adam paper <https://arxiv.org/abs/1412.6980>`_ ,
    it can dynamically adjusts the learning rate of each parameter using
    the 1st moment estimates and the 2nd moment estimates of the gradient.
    
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739

    .. 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}

1740 1741
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_

Q
qiaolongfei 已提交
1742
    Args:
1743 1744
        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.
1745 1746
        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.
1747
            The default value is 0.9.
1748 1749
        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.
1750 1751 1752
            The default value is 0.999.
        epsilon (float, optional): A small float value for numerical stability.
            The default value is 1e-08.
1753 1754 1755
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
1756 1757 1758 1759 1760
        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.
1761 1762 1763 1764
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
1765 1766 1767 1768 1769 1770 1771 1772 1773 1774
        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.
Q
qiaolongfei 已提交
1775 1776 1777 1778

    Examples:
        .. code-block:: python

1779 1780 1781 1782 1783 1784
            import paddle
            import paddle.fluid as fluid

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
1785 1786
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                adam_optimizer = fluid.optimizer.AdamOptimizer(0.01)
                adam_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
Q
qiaolongfei 已提交
1802

1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819
        .. code-block:: python

            # Adam with beta1/beta2 as Variable
            import paddle
            import paddle.fluid as fluid
            import paddle.fluid.layers.learning_rate_scheduler as lr_scheduler

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.data(name='x', shape=[None, 13], dtype='float32')
                y = fluid.data(name='y', shape=[None, 1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                # define beta decay variable
1820
                def get_decayed_betas(beta1_init, beta2_init, decay_steps, decay_rate):
1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848
                    global_step = lr_scheduler._decay_step_counter()

                    beta1 = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(beta1_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta1")
                    beta2 = fluid.layers.create_global_var(
                        shape=[1],
                        value=float(beta2_init),
                        dtype='float32',
                        # set persistable for save checkpoints and resume
                        persistable=True,
                        name="beta2")

                    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)

                    return beta1, beta2

                beta1, beta2 = get_decayed_betas(0.9, 0.99, 1e5, 0.9)
                adam_optimizer = fluid.optimizer.AdamOptimizer(
                                                    learning_rate=0.01,
1849
                                                    beta1=beta1,
1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860
                                                    beta2=beta2)
                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)
1861 1862 1863
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1864 1865
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1866 1867 1868 1869 1870

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1871
                 epsilon=1e-8,
1872
                 parameter_list=None,
X
Xin Pan 已提交
1873
                 regularization=None,
1874
                 grad_clip=None,
Q
Qiao Longfei 已提交
1875
                 name=None,
Q
Qiao Longfei 已提交
1876
                 lazy_mode=False):
1877 1878 1879 1880
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1881
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1882
            learning_rate=learning_rate,
1883
            parameter_list=parameter_list,
X
Xin Pan 已提交
1884
            regularization=regularization,
1885
            grad_clip=grad_clip,
X
Xin Pan 已提交
1886
            name=name)
1887 1888 1889 1890
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1891
        self._lazy_mode = lazy_mode
1892 1893 1894 1895 1896 1897

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

        # Create accumulator tensors for first and second moments
        for p in parameters:
Q
Qiao Longfei 已提交
1898 1899
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1900 1901 1902
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
1903 1904
                fill_value=0.9 if isinstance(self._beta1, Variable) \
                        else self._beta1,
1905
                shape=[1],
1906
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
Q
qiaolongfei 已提交
1907 1908 1909
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
1910 1911
                fill_value=0.999 if isinstance(self._beta2, Variable) \
                        else self._beta2,
1912
                shape=[1],
1913
                type=core.VarDesc.VarType.LOD_TENSOR, device='cpu')
1914 1915 1916 1917 1918 1919 1920 1921

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

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
Q
qiaolongfei 已提交
1922 1923 1924 1925
        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])
1926
        lr = self._create_param_lr(param_and_grad)
1927
        # create the adam optimize op
1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942

        if framework.in_dygraph_mode():
            _beta1 = self._beta1 if not isinstance(
                self._beta1, Variable) else self._beta1.numpy().item(0)
            _beta2 = self._beta2 if not isinstance(
                self._beta2, Variable) else self._beta2.numpy().item(0)
            _, _, _, _, _ = core.ops.adam(
                param_and_grad[0], param_and_grad[1], lr, moment1, moment2,
                beta1_pow_acc, beta2_pow_acc, param_and_grad[0], moment1,
                moment2, beta1_pow_acc, beta2_pow_acc, 'epsilon', self._epsilon,
                'lazy_mode', self._lazy_mode, 'min_row_size_to_use_multithread',
                1000, 'beta1', _beta1, 'beta2', _beta2)

            return None

1943
        inputs = {
1944 1945
            "Param": [param_and_grad[0]],
            "Grad": [param_and_grad[1]],
1946
            "LearningRate": [lr],
1947 1948 1949 1950
            "Moment1": [moment1],
            "Moment2": [moment2],
            "Beta1Pow": [beta1_pow_acc],
            "Beta2Pow": [beta2_pow_acc]
1951 1952
        }
        outputs = {
1953 1954 1955 1956 1957
            "ParamOut": [param_and_grad[0]],
            "Moment1Out": [moment1],
            "Moment2Out": [moment2],
            "Beta1PowOut": [beta1_pow_acc],
            "Beta2PowOut": [beta2_pow_acc],
1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973
        }
        attrs = {
            "epsilon": self._epsilon,
            "lazy_mode": self._lazy_mode,
            "min_row_size_to_use_multithread": 1000
        }

        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

1974 1975
        adam_op = block.append_op(
            type=self.type,
1976 1977 1978
            inputs=inputs,
            outputs=outputs,
            attrs=attrs,
M
minqiyang 已提交
1979
            stop_gradient=True)
1980 1981 1982

        return adam_op

1983 1984

class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
1985
    """
1986 1987 1988 1989
    The Adamax optimizer is implemented based on the Adamax Optimization 
    in Section 7 of `Adam paper <https://arxiv.org/abs/1412.6980>`_.
    The Adamax algorithm is a variant of the Adam algorithm based on the infinite norm,
    which makes the learning rate update algorithm more stable and simple.
Q
qiaolongfei 已提交
1990

1991
    The parameter ``param_out`` update rule with gradient ``grad``:
Q
qiaolongfei 已提交
1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004

    .. 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}

2005
    Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
Q
qiaolongfei 已提交
2006

2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
    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.
2019 2020 2021
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2022 2023 2024 2025 2026
        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.
2027 2028 2029 2030
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2031 2032 2033 2034 2035 2036
        name (str, optional): Normally there is no need for user to set this property.
            For more information, please refer to :ref:`api_guide_Name`.
            The default value is None.

    **Notes**:
        **Currently, AdamaxOptimizer doesn't support sparse parameter optimization.**
Q
qiaolongfei 已提交
2037

2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050
    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

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

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
2051
              data = fluid.data(name='X', shape=[None, 1], dtype='float32')
2052 2053
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
2054
              adam = fluid.optimizer.AdamaxOptimizer(learning_rate=0.2)
2055 2056 2057 2058 2059 2060 2061 2062 2063
              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])
2064 2065 2066
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
2067
    _beta1_pow_acc_str = "beta1_pow_acc"
2068 2069 2070 2071 2072

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
2073
                 epsilon=1e-8,
2074
                 parameter_list=None,
X
Xin Pan 已提交
2075
                 regularization=None,
2076
                 grad_clip=None,
X
Xin Pan 已提交
2077
                 name=None):
2078 2079 2080 2081
        assert learning_rate is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
2082
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
2083
            learning_rate=learning_rate,
2084
            parameter_list=parameter_list,
X
Xin Pan 已提交
2085
            regularization=regularization,
2086
            grad_clip=grad_clip,
X
Xin Pan 已提交
2087
            name=name)
2088 2089 2090 2091 2092 2093 2094 2095
        self.type = "adamax"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon

    def _create_accumulators(self, block, parameters):
        # Create accumulator tensors for first moment and infinity norm
        for p in parameters:
Q
Qiao Longfei 已提交
2096 2097
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
2098 2099 2100 2101 2102
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                fill_value=self._beta1,
                shape=[1])
2103 2104 2105 2106 2107 2108 2109

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

        moment = self._get_accumulator(self._moment_acc_str, param_and_grad[0])
        inf_norm = self._get_accumulator(self._inf_norm_acc_str,
                                         param_and_grad[0])
Q
qiaolongfei 已提交
2110 2111
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
2112 2113 2114 2115 2116 2117
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
2118
                "LearningRate": self._create_param_lr(param_and_grad),
2119 2120
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
2121
                "Beta1Pow": beta1_pow_acc
2122 2123 2124 2125 2126 2127 2128 2129 2130 2131
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": moment,
                "InfNormOut": inf_norm
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon
M
minqiyang 已提交
2132 2133
            },
            stop_gradient=True)
2134 2135 2136

        return adamax_op

2137
    def _finish_update(self, block, parameters_and_grads):
2138 2139 2140
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
2141
        for param, grad in parameters_and_grads:
C
chengduo 已提交
2142
            if grad is None or param.trainable is False:
2143
                continue
X
Xin Pan 已提交
2144 2145
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
2146 2147
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
2148
                block.append_op(
2149 2150 2151
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
2152 2153
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
2154 2155


2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193
class DpsgdOptimizer(Optimizer):
    """
    We implement the Dpsgd optimizer according to CCS16 paper -
    Deep Learning with Differential Privacy.

    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

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

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
              data = fluid.layers.data(name='X', shape=[1], dtype='float32')
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
              optimizer = fluid.optimizer.Dpsgd(learning_rate=0.01, clip=10.0, batch_size=16.0, sigma=1.0)
              optimizer.minimize(loss)

          # Run the startup program once and only once.
          exe.run(startup_program)

          x = numpy.random.random(size=(10, 1)).astype('float32')
          outs = exe.run(program=train_program,
                        feed={'X': x},
                         fetch_list=[loss.name])

    Args:
        learning_rate (float|Variable): the learning rate used to update parameters. \
        Can be a float value or a Variable with one float value as data element.
        clip (float): clipping threshold
        batch_size (float): batch size.
        sigma (float): for gaussian noise.
2194 2195 2196
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2197 2198 2199 2200 2201 2202 2203 2204
    Notes:
       Currently, DpsgdOptimizer doesn't support sparse parameter optimization.
    """

    def __init__(self,
                 learning_rate=0.001,
                 clip=0.9,
                 batch_size=0.999,
2205 2206
                 sigma=1e-8,
                 parameter_list=None):
2207 2208 2209 2210
        assert learning_rate is not None
        assert clip is not None
        assert batch_size is not None
        assert sigma is not None
2211 2212
        super(DpsgdOptimizer, self).__init__(
            learning_rate=learning_rate, parameter_list=parameter_list)
2213 2214 2215 2216
        self.type = "dpsgd"
        self._clip = clip
        self._batch_size = batch_size
        self._sigma = sigma
Z
zhongpu 已提交
2217 2218 2219 2220 2221 2222 2223
        '''
        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
2224 2225 2226 2227 2228

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

        # create the dpsgd optimize op
Z
zhongpu 已提交
2229 2230 2231
        if self._seed == None:
            self._seed = 0

2232 2233 2234 2235 2236 2237 2238 2239 2240 2241 2242
        dpsgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0]},
            attrs={
                "clip": self._clip,
                "batch_size": self._batch_size,
Z
zhongpu 已提交
2243 2244
                "sigma": self._sigma,
                "seed": self._seed
2245 2246 2247 2248 2249 2250
            },
            stop_gradient=True)

        return dpsgd_op


2251
class DecayedAdagradOptimizer(Optimizer):
2252
    """
2253 2254 2255
    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.
2256

2257
    The parameter ``param_out`` update rule with gradient ``grad``:
2258 2259 2260 2261 2262 2263 2264

    .. math::

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

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

2265 2266 2267 2268
    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
2269 2270 2271
    stability to avoid the division by zero error.

    Args:
2272 2273 2274 2275 2276
        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.
2277 2278 2279
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2280 2281 2282 2283 2284
        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.
2285 2286 2287 2288
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2289 2290 2291 2292 2293 2294
        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.**
2295 2296 2297 2298

    Examples:
        .. code-block:: python

2299 2300
            import paddle.fluid as fluid

2301 2302 2303 2304
            x = fluid.data( name='x', shape=[None, 10], dtype='float32' )
            trans = fluid.layers.fc( x, 100 )
            cost = fluid.layers.reduce_mean( trans )
            optimizer = fluid.optimizer.DecayedAdagradOptimizer(learning_rate=0.2)
2305
            optimizer.minimize(cost)
2306 2307 2308
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
2309 2310 2311 2312
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
2313
                 parameter_list=None,
X
Xin Pan 已提交
2314
                 regularization=None,
2315
                 grad_clip=None,
X
Xin Pan 已提交
2316
                 name=None):
2317 2318 2319 2320
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
2321
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
2322
            learning_rate=learning_rate,
2323
            parameter_list=parameter_list,
X
Xin Pan 已提交
2324
            regularization=regularization,
2325
            grad_clip=grad_clip,
X
Xin Pan 已提交
2326
            name=name)
2327 2328 2329 2330 2331 2332 2333 2334 2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353
        self.type = "decayed_adagrad"
        self._decay = decay
        self._epsilon = epsilon

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

        for p in parameters:
            self._add_accumulator(self._moment_acc_str, p)

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

        moment_acc = self._get_accumulator(self._moment_acc_str,
                                           param_and_grad[0])

        # Create the decayed adagrad optimizer op
        decayed_adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
                "LearningRate": self._create_param_lr(param_and_grad)
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
2354 2355
            attrs={"epsilon": self._epsilon,
                   "decay": self._decay},
M
minqiyang 已提交
2356
            stop_gradient=True)
2357 2358

        return decayed_adagrad_op
2359 2360


2361
class AdadeltaOptimizer(Optimizer):
2362
    """
Z
Zeng Jinle 已提交
2363
    **Notes: This API does not support sparse parameter optimization.**
Q
qiaolongfei 已提交
2364

Z
Zeng Jinle 已提交
2365
    Adadelta Optimizer. Please refer to this for details:
Z
Zeng Jinle 已提交
2366 2367 2368
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:
2369

Z
Zeng Jinle 已提交
2370 2371
    .. math::

Z
Zeng Jinle 已提交
2372
        E(g_t^2) &= \\rho * E(g_{t-1}^2) + (1-\\rho) * g^2
2373

Z
Zeng Jinle 已提交
2374
        learning\_rate &= \sqrt{ ( E(dx_{t-1}^2) + \\epsilon ) / ( E(g_t^2) + \\epsilon ) }
Z
Zeng Jinle 已提交
2375

Z
Zeng Jinle 已提交
2376
        E(dx_t^2) &= \\rho * E(dx_{t-1}^2) + (1-\\rho) * (-g*learning\_rate)^2
2377 2378

    Args:
Z
Zeng Jinle 已提交
2379 2380 2381
        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.
2382 2383 2384
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2385 2386 2387 2388 2389
        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.
2390 2391 2392 2393
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2394 2395 2396
        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` .
2397 2398 2399 2400

    Examples:
        .. code-block:: python

2401
            import paddle.fluid as fluid
Z
Zeng Jinle 已提交
2402

2403
            image = fluid.data(name='image', shape=[None, 28], dtype='float32')
Z
Zeng Jinle 已提交
2404 2405
            fc = fluid.layers.fc(image, size=10)
            cost = fluid.layers.reduce_mean(fc)
2406 2407
            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
C
chengduo 已提交
2408

Z
Zeng Jinle 已提交
2409 2410 2411 2412
            # 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)
2413
    """
2414

2415 2416 2417
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
2418 2419 2420 2421
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
2422
                 parameter_list=None,
X
Xin Pan 已提交
2423
                 regularization=None,
2424
                 grad_clip=None,
X
Xin Pan 已提交
2425
                 name=None):
2426 2427 2428 2429 2430 2431
        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.")
2432
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
2433
            learning_rate=learning_rate,
2434
            parameter_list=parameter_list,
X
Xin Pan 已提交
2435
            regularization=regularization,
2436
            grad_clip=grad_clip,
X
Xin Pan 已提交
2437
            name=name)
2438 2439 2440 2441 2442
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
2443 2444
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2445 2446 2447 2448 2449 2450

        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):
2451 2452
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473

        avg_squared_grad_acc = self._get_accumulator(
            self._avg_squared_grad_acc_str, param_and_grad[0])
        avg_squared_update_acc = self._get_accumulator(
            self._avg_squared_update_acc_str, param_and_grad[0])

        # Create the adadelta optimizer op
        adadelta_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "AvgSquaredGrad": avg_squared_grad_acc,
                "AvgSquaredUpdate": avg_squared_update_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "AvgSquaredGradOut": avg_squared_grad_acc,
                "AvgSquaredUpdateOut": avg_squared_update_acc
            },
            attrs={"epsilon": self._epsilon,
M
minqiyang 已提交
2474 2475
                   "rho": self._rho},
            stop_gradient=True)
2476 2477 2478 2479

        return adadelta_op


Q
qingqing01 已提交
2480 2481 2482 2483 2484 2485 2486 2487 2488 2489
class RMSPropOptimizer(Optimizer):
    """
    Root Mean Squared Propagation (RMSProp) is an unpublished, adaptive learning
    rate method. The original slides proposed RMSProp: Slide 29 of
    http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf .

    The original equation is as follows:

    ..  math::

Q
qiaolongfei 已提交
2490
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2491 2492 2493 2494

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

    The first equation calculates moving average of the squared gradient for
Q
qiaolongfei 已提交
2495
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
2496 2497 2498 2499 2500 2501

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

    ..  math::

Q
qiaolongfei 已提交
2502
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
2503

2504 2505 2506 2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517
        v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) +
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

    if centered is True:

    ..  math::

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

        g(w, t) & = \\rho g(w, t-1) + (1 - \\rho)\\nabla Q_{i}(w)

        v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) - (g(w, t))^2 +
Q
qingqing01 已提交
2518 2519 2520 2521
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
2522
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
2523 2524 2525 2526 2527
    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.


2528 2529 2530
    Parameters:
        learning_rate(float): Global learning rate.
        rho(float): rho is :math: `\\rho` in equation, default is 0.95.
Q
qingqing01 已提交
2531
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
2532
            avoid division by zero, default is 1e-6.
Q
qiaolongfei 已提交
2533
        momentum(float): :math:`\\beta` in equation is the momentum term,
2534
            default is 0.0.
2535 2536 2537 2538
        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.
2539 2540 2541
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2542 2543 2544 2545 2546
        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.
2547 2548 2549 2550
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2551 2552
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qingqing01 已提交
2553 2554 2555 2556 2557 2558 2559

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

    Examples:
          .. code-block:: python

2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                rms_optimizer = fluid.optimizer.RMSProp(learning_rate=0.1)
                rms_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)

Q
qingqing01 已提交
2585 2586 2587 2588
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
2589
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
2590 2591 2592 2593 2594 2595

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
2596
                 centered=False,
2597
                 parameter_list=None,
X
Xin Pan 已提交
2598
                 regularization=None,
2599
                 grad_clip=None,
X
Xin Pan 已提交
2600
                 name=None):
Q
qingqing01 已提交
2601
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
2602
            learning_rate=learning_rate,
2603
            parameter_list=parameter_list,
X
Xin Pan 已提交
2604
            regularization=regularization,
2605
            grad_clip=grad_clip,
X
Xin Pan 已提交
2606
            name=name)
Q
qingqing01 已提交
2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619
        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
2620
        self._centered = centered
Q
qingqing01 已提交
2621 2622 2623 2624 2625 2626 2627 2628

    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)
2629
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
2630 2631 2632 2633 2634 2635 2636 2637 2638

    def _append_optimize_op(self, block, param_and_grad):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        momentum_acc = self._get_accumulator(self._momentum_acc_str,
                                             param_and_grad[0])
        mean_square_acc = self._get_accumulator(self._mean_square_acc_str,
                                                param_and_grad[0])
2639 2640
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
2641 2642 2643 2644 2645 2646 2647
        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,
2648
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
2649 2650 2651 2652 2653
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
2654 2655
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
2656 2657 2658 2659
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
2660 2661
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
2662 2663
            },
            stop_gradient=True)
Q
qingqing01 已提交
2664 2665 2666 2667

        return rmsprop_op


Q
qiaolongfei 已提交
2668 2669 2670 2671 2672 2673 2674 2675 2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687 2688 2689 2690 2691 2692 2693 2694 2695 2696 2697 2698 2699 2700 2701 2702 2703 2704 2705 2706 2707
class FtrlOptimizer(Optimizer):
    """
    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

2708 2709 2710 2711 2712
    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.
2713 2714 2715
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2716 2717 2718 2719 2720
        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.
2721 2722 2723 2724
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
2725 2726
        name (str, optional): This parameter is used by developers to print debugging information. \
            For details, please refer to :ref:`api_guide_Name`. Default is None.
Q
qiaolongfei 已提交
2727 2728 2729 2730 2731 2732 2733

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

    Examples:
          .. code-block:: python

2734 2735 2736 2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752 2753 2754 2755 2756 2757
            import paddle
            import paddle.fluid as fluid
            import numpy as np

            place = fluid.CPUPlace()
            main = fluid.Program()
            with fluid.program_guard(main):
                x = fluid.layers.data(name='x', shape=[13], dtype='float32')
                y = fluid.layers.data(name='y', shape=[1], dtype='float32')
                y_predict = fluid.layers.fc(input=x, size=1, act=None)
                cost = fluid.layers.square_error_cost(input=y_predict, label=y)
                avg_cost = fluid.layers.mean(cost)

                ftrl_optimizer = fluid.optimizer.Ftrl(learning_rate=0.1)
                ftrl_optimizer.minimize(avg_cost)

                fetch_list = [avg_cost]
                train_reader = paddle.batch(
                    paddle.dataset.uci_housing.train(), batch_size=1)
                feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
                exe = fluid.Executor(place)
                exe.run(fluid.default_startup_program())
                for data in train_reader():
                    exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
C
chengduo 已提交
2758

2759
    NOTE:
C
chengduo 已提交
2760
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
2761 2762 2763 2764 2765
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
2766 2767 2768 2769 2770
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
2771
                 parameter_list=None,
X
Xin Pan 已提交
2772
                 regularization=None,
2773
                 grad_clip=None,
X
Xin Pan 已提交
2774
                 name=None):
Q
qiaolongfei 已提交
2775
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
2776
            learning_rate=learning_rate,
2777
            parameter_list=parameter_list,
X
Xin Pan 已提交
2778
            regularization=regularization,
2779
            grad_clip=grad_clip,
X
Xin Pan 已提交
2780
            name=name)
Q
qiaolongfei 已提交
2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800 2801 2802 2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820
        if learning_rate is None:
            raise ValueError("learning_rate is not set.")

        self.type = "ftrl"
        self._l1 = l1
        self._l2 = l2
        self._lr_power = lr_power

    def _create_accumulators(self, block, parameters):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        for p in parameters:
            self._add_accumulator(self._squared_acc_str, p)
            self._add_accumulator(self._linear_acc_str, p)

    def _append_optimize_op(self, block, param_and_grad):
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")

        squared_acc = self._get_accumulator(self._squared_acc_str,
                                            param_and_grad[0])
        linear_acc = self._get_accumulator(self._linear_acc_str,
                                           param_and_grad[0])
        ftrl_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "SquaredAccumulator": squared_acc,
                "LinearAccumulator": linear_acc,
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "SquaredAccumOut": squared_acc,
                "LinearAccumOut": linear_acc
            },
            attrs={"l1": self._l1,
                   "l2": self._l1,
M
minqiyang 已提交
2821 2822
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
2823 2824 2825 2826

        return ftrl_op


Y
Yibing Liu 已提交
2827 2828 2829 2830 2831 2832
class LambOptimizer(AdamOptimizer):
    """
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

    LAMB Optimizer is designed to scale up the batch size of training without losing 
    accuracy, which supports adaptive element-wise updating and accurate layer-wise 
Y
Yibing Liu 已提交
2833 2834
    correction. For more information, please refer to `Large Batch Optimization for 
    Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
Y
Yibing Liu 已提交
2835 2836 2837 2838 2839

    The updating of parameters follows:

    ..  math::

Y
Yibing Liu 已提交
2840
        m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t 
Y
Yibing Liu 已提交
2841

Y
Yibing Liu 已提交
2842
        v_t &= \\beta_2 v_{t - 1}  + (1 - \\beta_2)g_t^2
Y
Yibing Liu 已提交
2843

Y
Yibing Liu 已提交
2844
        r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon}
Y
Yibing Liu 已提交
2845

Y
Yibing Liu 已提交
2846
        w_t &= w_{t-1} -\\eta_t \\frac{\\left \| w_{t-1}\\right \|}{\\left \| r_t + \\lambda w_{t-1}\\right \|} (r_t + \\lambda w_{t-1})
Y
Yibing Liu 已提交
2847 2848 2849 2850 2851 2852


    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the 
    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    Args:
Y
Yibing Liu 已提交
2853 2854 2855 2856 2857 2858 2859 2860
        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.
2861 2862 2863
        parameter_list (list, optional):  List of ``Variable`` names to update to minimize ``loss``. \
            This parameter is required in dygraph mode. \
            The default value is None in static mode, at this time all parameters will be updated.
2864 2865 2866 2867 2868
        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.
2869 2870 2871 2872
        grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of 
            some derived class of ``GradientClipBase`` . There are three cliping strategies 
            ( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` , 
            :ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
Y
Yibing Liu 已提交
2873 2874 2875 2876 2877
        exclude_from_weight_decay_fn (function|None): Exclude a parameter from weight 
            decay when **exclude_from_weight_decay_fn(parameter)** returns true. 
            Default None.
        name(str|None): For detailed information, please refer to 
            :ref:`api_guide_Name` . Usually name is no need to set and None by default.
Y
Yibing Liu 已提交
2878 2879 2880 2881 2882 2883

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

Y
Yibing Liu 已提交
2884
            data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
Y
Yibing Liu 已提交
2885 2886 2887
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

Y
Yibing Liu 已提交
2888 2889 2890 2891 2892
            def exclude_fn(param):
                return param.name.endswith('.b_0')

            optimizer = fluid.optimizer.Lamb(learning_rate=0.002,
                                             exclude_from_weight_decay_fn=exclude_fn)
Y
Yibing Liu 已提交
2893 2894 2895 2896
            optimizer.minimize(cost)
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Y
Yibing Liu 已提交
2897
    # these two not used in op temporarily
Y
Yibing Liu 已提交
2898 2899 2900 2901 2902 2903 2904 2905 2906
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"

    def __init__(self,
                 learning_rate=0.001,
                 lamb_weight_decay=0.01,
                 beta1=0.9,
                 beta2=0.999,
                 epsilon=1e-6,
2907
                 parameter_list=None,
Y
Yibing Liu 已提交
2908
                 regularization=None,
2909
                 grad_clip=None,
Y
Yibing Liu 已提交
2910
                 exclude_from_weight_decay_fn=None,
Y
Yibing Liu 已提交
2911 2912 2913 2914 2915 2916 2917 2918
                 name=None):
        assert learning_rate is not None
        assert lamb_weight_decay is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
        super(LambOptimizer, self).__init__(
            learning_rate=learning_rate,
2919
            parameter_list=parameter_list,
Y
Yibing Liu 已提交
2920
            regularization=regularization,
2921
            grad_clip=grad_clip,
Y
Yibing Liu 已提交
2922 2923 2924 2925 2926 2927
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay
Y
Yibing Liu 已提交
2928
        self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
Y
Yibing Liu 已提交
2929 2930 2931

    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
2932
        block.program._use_lamb = True
Y
Yibing Liu 已提交
2933 2934 2935 2936 2937 2938 2939 2940 2941 2942

        moment1 = self._get_accumulator(self._moment1_acc_str,
                                        param_and_grad[0])
        moment2 = self._get_accumulator(self._moment2_acc_str,
                                        param_and_grad[0])
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
        beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
                                              param_and_grad[0])

Y
Yibing Liu 已提交
2943 2944 2945 2946 2947 2948
        if self._exclude_from_weight_decay_fn is not None \
            and self._exclude_from_weight_decay_fn(param_and_grad[0]):
            weight_decay = 0.0
        else:
            weight_decay = self._weight_decay

Y
Yibing Liu 已提交
2949 2950 2951 2952 2953 2954 2955 2956 2957 2958 2959 2960 2961 2962 2963 2964 2965 2966 2967 2968 2969
        # create the lamb optimize op
        lamb_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "LearningRate": self._create_param_lr(param_and_grad),
                "Moment1": moment1,
                "Moment2": moment2,
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
                "epsilon": self._epsilon,
Y
Yibing Liu 已提交
2970
                "weight_decay": weight_decay
Y
Yibing Liu 已提交
2971 2972 2973 2974 2975 2976
            },
            stop_gradient=True)

        return lamb_op


2977 2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989
# 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
2990
Dpsgd = DpsgdOptimizer
2991
DecayedAdagrad = DecayedAdagradOptimizer
2992
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
2993
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
2994
Ftrl = FtrlOptimizer
2995
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
2996
Lamb = LambOptimizer
2997 2998 2999


class ModelAverage(Optimizer):
3000 3001 3002 3003 3004 3005 3006 3007 3008 3009 3010 3011 3012 3013 3014 3015 3016 3017 3018
    """
    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:

    ::
3019

3020 3021 3022 3023 3024 3025 3026 3027 3028
        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.
3029 3030

    Args:
3031 3032 3033
        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.
3034 3035 3036 3037 3038
        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.
3039 3040 3041
        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.
3042

3043
    Examples:
Q
qiaolongfei 已提交
3044 3045 3046

      .. code-block:: python

3047 3048 3049 3050 3051 3052
        import paddle.fluid as fluid
        import numpy

        # First create the Executor.
        place = fluid.CPUPlace()  # fluid.CUDAPlace(0)
        exe = fluid.Executor(place)
3053

3054 3055 3056 3057
        train_program = fluid.Program()
        startup_program = fluid.Program()
        with fluid.program_guard(train_program, startup_program):
            # build net
3058
            data = fluid.data(name='X', shape=[None, 1], dtype='float32')
3059 3060 3061 3062 3063 3064 3065 3066
            hidden = fluid.layers.fc(input=data, size=10)
            loss = fluid.layers.mean(hidden)
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
            optimizer.minimize(loss)

            # build ModelAverage optimizer
            model_average = fluid.optimizer.ModelAverage(0.15,
                                                         min_average_window=10000,
3067
                                                         max_average_window=12500)
3068 3069

            exe.run(startup_program)
3070 3071 3072 3073 3074
            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])
3075 3076

            # apply ModelAverage
3077
            with model_average.apply(exe):
3078 3079 3080 3081
                x = numpy.random.random(size=(10, 1)).astype('float32')
                exe.run(program=train_program,
                        feed={'X': x},
                        fetch_list=[loss.name])
3082 3083 3084
    """

    def __init__(self,
W
wanghaoshuang 已提交
3085
                 average_window_rate,
3086 3087
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
3088 3089
                 regularization=None,
                 name=None):
Z
zhongpu 已提交
3090 3091
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support ModelAverage.")
X
Xin Pan 已提交
3092 3093
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
3094 3095 3096
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
3097

3098
        self.params_grads = []
3099 3100
        for param in framework.default_main_program().global_block(
        ).all_parameters():
3101
            if param.do_model_average != False:
3102
                grad = param.block.create_var(
3103 3104
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
3105 3106
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
3107
                    stop_gradient=True)
3108
                self.params_grads.append((param, grad))
3109

3110
        for param, grad in self.params_grads:
3111 3112
            if grad is None:
                continue
X
Xin Pan 已提交
3113 3114
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
3115
                self._append_average_accumulate_op(param)
3116

3117 3118 3119 3120
        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:
3121
                self._add_average_apply_op(block, param_grad)
3122 3123 3124 3125 3126

        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:
3127
                self._add_average_restore_op(block, param_grad)
3128

3129
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
3130 3131 3132 3133 3134 3135
        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(
3136
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
3137
        old_num_accumulates = block._clone_variable(
3138
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
3139
        num_updates = block._clone_variable(
3140 3141 3142 3143 3144 3145
            self._get_accumulator('num_updates', param))
        # backup param value to grad
        layers.assign(input=param, output=grad)
        # param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
        tmp = layers.sum(x=[num_accumulates, old_num_accumulates])
        sum = layers.sum(x=[sum_1, sum_2, sum_3])
D
dzhwinter 已提交
3146 3147 3148 3149
        tmp = layers.cast(
            x=tmp, dtype='float32' if self._dtype == None else self._dtype)
        sum = layers.cast(
            x=sum, dtype='float32' if self._dtype == None else self._dtype)
S
sneaxiy 已提交
3150
        ops._elementwise_div(x=sum, y=tmp, out=param)
3151 3152

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
3153 3154
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
3155 3156 3157 3158 3159 3160 3161 3162 3163 3164 3165 3166 3167 3168 3169 3170 3171 3172 3173 3174 3175 3176 3177 3178 3179 3180 3181 3182 3183 3184 3185 3186 3187 3188 3189 3190 3191
        layers.assign(input=grad, output=param)

    def _append_average_accumulate_op(self, param):
        self.helper = LayerHelper("average_accumulate")
        sum_1 = self._add_accumulator('sum_1', param)
        sum_2 = self._add_accumulator('sum_2', param)
        sum_3 = self._add_accumulator('sum_3', param)
        num_accumulates = self._add_accumulator(
            'num_accumulates', param, dtype='int64', shape=[1])
        old_num_accumulates = self._add_accumulator(
            'old_num_accumulates', param, dtype='int64', shape=[1])
        num_updates = self._add_accumulator(
            'num_updates', param, dtype='int64', shape=[1])

        self.helper.append_op(
            type='average_accumulates',
            inputs={
                "param": param,
                "in_sum_1": sum_1,
                "in_sum_2": sum_2,
                "in_sum_3": sum_3,
                "in_num_accumulates": num_accumulates,
                "in_old_num_accumulates": old_num_accumulates,
                "in_num_updates": num_updates
            },
            outputs={
                "out_sum_1": sum_1,
                "out_sum_2": sum_2,
                "out_sum_3": sum_3,
                "out_num_accumulates": num_accumulates,
                "out_old_num_accumulates": old_num_accumulates,
                "out_num_updates": num_updates,
            },
            attrs={
                "average_window": self.average_window,
                "min_average_window": self.min_average_window,
                "max_average_window": self.max_average_window,
M
minqiyang 已提交
3192 3193
            },
            stop_gradient=True)
3194

S
rename  
sneaxiy 已提交
3195
    @signature_safe_contextmanager
3196
    def apply(self, executor, need_restore=True):
3197 3198
        """
        Apply the average of the cumulative ``Parameter`` to the parameters of the current model.
3199 3200

        Args:
3201 3202 3203 3204 3205 3206 3207 3208 3209 3210 3211 3212 3213 3214 3215 3216 3217 3218 3219 3220 3221 3222 3223 3224 3225 3226 3227 3228 3229 3230 3231 3232 3233 3234 3235 3236 3237 3238 3239 3240 3241 3242 3243 3244
            executor(fluid.Executor): The current network executor.
            need_restore(bool): Restore flag variable, if set to True, the network will restore
                the parameters of the network to the default value, if set to False,
                it will not be restored. The default value is True.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

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

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])
3245
        """
3246 3247 3248 3249 3250 3251
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
3252 3253

    def restore(self, executor):
3254 3255
        """
        Restore ``Parameter`` values of current model.
3256 3257
        
        Args:
3258 3259 3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301
            executor(fluid.Executor): The current network executor.

        Examples:

          .. code-block:: python

            import paddle.fluid as fluid
            import numpy

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

            train_program = fluid.Program()
            startup_program = fluid.Program()
            with fluid.program_guard(train_program, startup_program):
                # build net
                data = fluid.data(name='X', shape=[None, 1], dtype='float32')
                hidden = fluid.layers.fc(input=data, size=10)
                loss = fluid.layers.mean(hidden)
                optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
                optimizer.minimize(loss)

                # build ModelAverage optimizer
                model_average = fluid.optimizer.ModelAverage(0.15,
                                                            min_average_window=10000,
                                                            max_average_window=12500)

                exe.run(startup_program)
                for i in range(12500):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    outs = exe.run(program=train_program,
                                feed={'X': x},
                                fetch_list=[loss.name])

                # apply ModelAverage
                with model_average.apply(exe, False):
                    x = numpy.random.random(size=(10, 1)).astype('float32')
                    exe.run(program=train_program,
                            feed={'X': x},
                            fetch_list=[loss.name])

                # restore Parameters
                model_average.restore(exe)
3302
        """
3303
        executor.run(self.restore_program)
3304 3305 3306 3307 3308 3309 3310 3311 3312 3313


class ExponentialMovingAverage(object):
    """
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

3314
        \\text{EMA}_0 & = 0
3315

3316 3317
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

Y
Yibing Liu 已提交
3318 3319 3320 3321
    The average results calculated by **update()** method will be saved in 
    temporary variables which are created and maintained by the object, and can 
    be applied to parameters of current model by calling **apply()** method. And 
    the **restore()** method is used to restore the parameters.
3322 3323 3324 3325 3326 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342

    **Bias correction**. All EMAs are initialized to :math:`0` and hence they will be 
    zero biased, which can be corrected by divided by a factor 
    :math:`(1 - \\text{decay}^t)` , i.e., the actual EMAs applied to parameters 
    when calling **apply()** method would be 

    ..  math::
    
        \\widehat{\\text{EMA}}_t = \\frac{\\text{EMA}_t}{1 - \\text{decay}^t}

    **Decay rate scheduling**. A large decay rate very close to 1 would result 
    in that the averages move very slowly. And a better strategy is to set a 
    relative smaller decay rate in the very beginning. The argument **thres_steps**
    allows users to pass a Variable to schedule the decay rate, in this case, 
    the actual decay rate becomes
     
    ..  math::
    
        \\min(\\text{decay}, \\frac{1 + \\text{thres_steps}}{10 + \\text{thres_steps}})

    Usually **thres_steps** can be the global training steps.
3343 3344 3345


    Args:
Y
Yibing Liu 已提交
3346 3347 3348 3349 3350 3351 3352
	decay (float, optional): The exponential decay rate, usually close to 1, such as 
            0.999, 0.9999, ... . Default 0.999.
        thres_steps (Variable|None): If not `None`, schedule the decay rate. 
            Default None.
        name (str|None): For detailed information, please refer to 
            :ref:`api_guide_Name`. Usually name is no need to set and None by 
            default.
3353 3354 3355 3356 3357


    Examples:

	.. code-block:: python
3358 3359 3360 3361 3362

	    import numpy
	    import paddle
	    import paddle.fluid as fluid

Y
Yibing Liu 已提交
3363
	    data = fluid.data(name='x', shape=[-1, 5], dtype='float32')
3364 3365 3366 3367 3368 3369 3370 3371
	    hidden = fluid.layers.fc(input=data, size=10)
	    cost = fluid.layers.mean(hidden)

	    test_program = fluid.default_main_program().clone(for_test=True)

	    optimizer = fluid.optimizer.Adam(learning_rate=0.001)
	    optimizer.minimize(cost)

3372
	    global_steps = fluid.layers.autoincreased_step_counter()
3373 3374 3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 3401
	    ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
	    ema.update()

	    place = fluid.CPUPlace()
	    exe = fluid.Executor(place)
	    exe.run(fluid.default_startup_program())

	    for pass_id in range(3):
		for batch_id in range(6):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=fluid.default_main_program(),
			feed={'x': data}, 
			fetch_list=[cost.name])

		# usage 1
		with ema.apply(exe):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
			    

		 # usage 2
		with ema.apply(exe, need_restore=False):
		    data = numpy.random.random(size=(10, 5)).astype('float32')
		    exe.run(program=test_program,
			    feed={'x': data}, 
			    fetch_list=[hidden.name])
		ema.restore(exe)
3402 3403
    """

3404
    def __init__(self, decay=0.999, thres_steps=None, name=None):
Z
zhongpu 已提交
3405 3406 3407
        if framework.in_dygraph_mode():
            raise Exception(
                "In dygraph, don't support ExponentialMovingAverage.")
3408
        self._decay = decay
3409
        self._thres_steps = thres_steps
3410
        self._name = name if name is not None else ''
3411 3412
        self._decay_var = self._get_ema_decay()

3413
        self._step_counter_name = "@EMA_STEP_COUNTER@"
Y
Yibing Liu 已提交
3414
        self._params_tmps = []
3415
        for param in default_main_program().global_block().all_parameters():
3416 3417 3418 3419 3420 3421 3422
            if param.do_model_average != False:
                tmp = param.block.create_var(
                    name=unique_name.generate(".".join(
                        [self._name + param.name, 'ema_tmp'])),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True)
Y
Yibing Liu 已提交
3423
                self._params_tmps.append((param, tmp))
3424

Y
Yibing Liu 已提交
3425 3426
        self._ema_vars = {}
        for param, tmp in self._params_tmps:
3427 3428
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
Y
Yibing Liu 已提交
3429
                self._ema_vars[param.name] = self._create_ema_vars(param)
3430 3431 3432 3433

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
3434
            decay_pow, global_step = self._get_decay_pow(block)
Y
Yibing Liu 已提交
3435
            for param, tmp in self._params_tmps:
3436 3437
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
Y
Yibing Liu 已提交
3438
                ema = block._clone_variable(self._ema_vars[param.name])
3439
                layers.assign(input=param, output=tmp)
3440
                # bias correction
3441 3442 3443
                with layers.control_flow.Switch() as switch:
                    with switch.case(global_step > 0):
                        layers.assign(output=ema, input=ema / (1.0 - decay_pow))
3444 3445 3446 3447 3448
                layers.assign(input=ema, output=param)

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
Y
Yibing Liu 已提交
3449
            for param, tmp in self._params_tmps:
3450 3451 3452 3453
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

3454 3455 3456 3457 3458 3459 3460 3461 3462 3463 3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474 3475
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
            decay_var = layers.tensor.create_global_var(
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
                name="scheduled_ema_decay_rate")

            if self._thres_steps is not None:
                decay_t = (self._thres_steps + 1.0) / (self._thres_steps + 10.0)
                with layers.control_flow.Switch() as switch:
                    with switch.case(decay_t < self._decay):
                        layers.tensor.assign(decay_t, decay_var)
                    with switch.default():
                        layers.tensor.assign(
                            np.array(
                                [self._decay], dtype=np.float32),
                            decay_var)
        return decay_var

    def _get_decay_pow(self, block):
3476 3477 3478 3479 3480 3481 3482
        global_step = layers.create_global_var(
            name=self._step_counter_name,
            shape=[1],
            value=0,
            dtype='int64',
            persistable=True)
        global_step = layers.cast(global_step, "float32")
3483
        decay_var = block._clone_variable(self._decay_var)
3484 3485
        decay_pow_acc = layers.elementwise_pow(decay_var, global_step)
        return decay_pow_acc, global_step
3486

Y
Yibing Liu 已提交
3487
    def _create_ema_vars(self, param):
3488 3489 3490 3491 3492 3493 3494 3495 3496
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
            persistable=True)

        return param_ema

Y
Yibing Liu 已提交
3497 3498 3499 3500 3501
    def update(self):
        """ 
        Update Exponential Moving Average. Should only call this method in 
        train program.
        """
3502 3503
        global_step = layers.autoincreased_step_counter(
            counter_name=self._step_counter_name)
3504
        param_master_emas = []
Y
Yibing Liu 已提交
3505 3506 3507 3508
        for param, tmp in self._params_tmps:
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
                param_ema = self._ema_vars[param.name]
3509
                if param.name + '.master' in self._ema_vars:
3510 3511 3512 3513 3514 3515 3516 3517 3518 3519 3520 3521 3522 3523 3524 3525 3526
                    master_ema = self._ema_vars[param.name + '.master']
                    param_master_emas.append([param_ema, master_ema])
                else:
                    ema_t = param_ema * self._decay_var + param * (
                        1 - self._decay_var)
                    layers.assign(input=ema_t, output=param_ema)

        # for fp16 params
        for param_ema, master_ema in param_master_emas:
            default_main_program().global_block().append_op(
                type="cast",
                inputs={"X": master_ema},
                outputs={"Out": param_ema},
                attrs={
                    "in_dtype": master_ema.dtype,
                    "out_dtype": param_ema.dtype
                })
Y
Yibing Liu 已提交
3527

3528 3529 3530 3531 3532 3533 3534
    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
        
        Args:
            executor (Executor): The Executor to execute applying.
Y
Yibing Liu 已提交
3535 3536
            need_restore (bool, optional): Whether to restore parameters after 
                applying. Default True.
3537 3538 3539 3540 3541 3542 3543 3544 3545 3546 3547 3548 3549 3550 3551
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
        
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)
H
hutuxian 已提交
3552 3553 3554


class PipelineOptimizer(object):
3555 3556
    """
    Pipeline Optimizer
H
hutuxian 已提交
3557

T
tianshuo78520a 已提交
3558
    Train with pipeline mode. The program will be split by cut_list. 
H
hutuxian 已提交
3559 3560

    If the len of cut_list is k, then the whole program (including \
T
tianshuo78520a 已提交
3561
    backward part) will be split to 2*k-1 sections. 
H
hutuxian 已提交
3562 3563 3564 3565
    
    So the length of place_list and concurrency_list must be also 2*k-1.

    Note: Though the asynchronous mode is applied in pipeline training to speed up, \
3566
    the final performance depends on the training progress of each pipeline heavily.
H
hutuxian 已提交
3567 3568 3569

    And we will try the synchronous mode in the future.

3570
    Args:
H
hutuxian 已提交
3571 3572 3573 3574
        optimizer (Optimizer): The based optimizer, such as SGD.
        cut_list (list of Variable list): The cut variable of the main_program.
        place_list (list of Place): The place where the section will run on.
        concurrency_list (list of int): The concurrency degree.
3575 3576
        queue_size (int): Each section will consume scopes from its in-scope queue 
                        and produce scopes to out-scope queue. And this parameter 
H
hutuxian 已提交
3577 3578 3579 3580
                        specify the scope queue size. [Optional. Default: 30].
        sync_steps (int): The synchronization steps between different cards. [Optional. Default: 1].
        start_cpu_core_id (int): specify the first cpu core id. [Optional. Default:0].

3581 3582
    Examples:
        .. code-block:: python
H
hutuxian 已提交
3583

3584
            import paddle.fluid as fluid
H
hutuxian 已提交
3585 3586 3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600 3601 3602 3603 3604 3605 3606 3607 3608 3609 3610 3611 3612 3613 3614 3615 3616 3617 3618
            import paddle.fluid.layers as layers

            x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
            y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
            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)
            concat = layers.concat([emb_x, emb_y], axis=1)
            fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
            loss = layers.reduce_mean(fc)
            optimizer = fluid.optimizer.SGD(learning_rate=0.5)
            optimizer = fluid.optimizer.PipelineOptimizer(optimizer,
                    cut_list=[[emb_x, emb_y], [loss]],
                    place_list=[fluid.CPUPlace(), fluid.CUDAPlace(0), fluid.CPUPlace()],
                    concurrency_list=[1, 1, 4],
                    queue_size=2,
                    sync_steps=1,
                    )
            optimizer.minimize(loss)
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            filelist = [] # you should set your own filelist, e.g. filelist = ["dataA.txt"]
            dataset = fluid.DatasetFactory().create_dataset("FileInstantDataset")
            dataset.set_use_var([x,y])
            dataset.set_batch_size(batch_size)
            dataset.set_filelist(filelist)
            exe.train_from_dataset(
                        fluid.default_main_program(),
                        dataset,
                        thread=2,
                        debug=False,
                        fetch_list=[],
                        fetch_info=[],
                        print_period=1)
3619 3620
    """

H
hutuxian 已提交
3621 3622 3623 3624 3625 3626 3627 3628
    def __init__(self,
                 optimizer,
                 cut_list=None,
                 place_list=None,
                 concurrency_list=None,
                 queue_size=30,
                 sync_steps=1,
                 start_cpu_core_id=0):
Z
zhongpu 已提交
3629 3630
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support PipelineOptimizer.")
H
hutuxian 已提交
3631 3632 3633 3634 3635 3636 3637 3638 3639
        # TODO: check properties
        self._optimizer = optimizer
        self._cut_list = cut_list
        self._place_list = place_list
        self._concurrency_list = concurrency_list
        self._queue_size = queue_size
        self._sync_steps = sync_steps
        self._start_cpu_core_id = start_cpu_core_id

H
hutuxian 已提交
3640
    def _create_vars(self, block, main_program):
H
hutuxian 已提交
3641 3642 3643 3644 3645 3646 3647 3648 3649 3650 3651
        used_var_set = set()
        for op_idx in range(block.desc.op_size()):
            op_desc = block.desc.op(op_idx)
            vars = op_desc.input_arg_names() + op_desc.output_arg_names()
            for var in vars:
                if var in used_var_set:
                    continue
                used_var_set.add(var)
                source_var = main_program.block(0).var(str(var))
                block._clone_variable(source_var, False)

H
hutuxian 已提交
3652
    def _extract_section_opt_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3653 3654 3655 3656 3657 3658 3659 3660 3661 3662 3663 3664 3665 3666 3667
        """
        Extract opt ops in the given section
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if _some_in_set_(op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            else:
                relevant_op_flags[i] = False

        op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
        return op_path

H
hutuxian 已提交
3668
    def _find_input_output(self, ops, name, is_forward=True):
H
hutuxian 已提交
3669 3670 3671 3672 3673 3674 3675 3676 3677 3678 3679 3680 3681 3682
        """
        Find the inputs or outputs of a section
        """
        all_set = set()
        part_set = set()
        for op in ops:
            if is_forward:
                part_set.update(op.desc.output_arg_names())
            else:
                part_set.update(op.desc.input_arg_names())
            all_set.update(op.desc.output_arg_names())
            all_set.update(op.desc.input_arg_names())
        return all_set - part_set

H
hutuxian 已提交
3683
    def _find_persistable_vars(self, ops, whole_parameters):
H
hutuxian 已提交
3684 3685 3686 3687 3688 3689 3690 3691 3692 3693 3694 3695 3696 3697 3698 3699 3700 3701 3702 3703 3704 3705 3706 3707 3708 3709 3710
        """
        find the persistable input vars in current section
        """
        res = set()
        for op in ops:
            vars = op.desc.input_arg_names()
            for var in vars:
                if var in whole_parameters:
                    res.add(var)
        return res

    def _is_opt_role_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        optimize_role = core.op_proto_and_checker_maker.OpRole.Optimize
        if op_maker.kOpRoleAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) & int(optimize_role) != 0:
            return True
        return False

    def _is_lr_role_op(self, op):
        op_maker = core.op_proto_and_checker_maker
        optimize_role = core.op_proto_and_checker_maker.OpRole.LRSched
        if op_maker.kOpRoleAttrName() in op.attr_names and \
                int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(optimize_role):
            return True
        return False

H
hutuxian 已提交
3711
    def _extract_section_ops(self, ops, cut_point_name):
H
hutuxian 已提交
3712 3713 3714 3715 3716 3717 3718 3719 3720 3721 3722 3723 3724 3725 3726 3727 3728 3729 3730
        """
        Extract ops in the given section 
        """
        output_names = set(cut_point_name)
        relevant_op_flags = [True] * len(ops)
        for i, op in reversed(list(enumerate(ops))):
            if not self._is_opt_role_op(op) and _some_in_set_(
                    op.desc.output_arg_names(), output_names):
                for name in op.desc.input_arg_names():
                    output_names.add(name)
            elif op.desc.type() == "print" and op.desc.input_arg_names()[
                    0] in output_names:
                continue
            else:
                relevant_op_flags[i] = False

        op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
        return op_path

H
hutuxian 已提交
3731 3732
    def _find_section_opt(self, ops, params):
        res = self._extract_section_opt_ops(ops, params)
H
hutuxian 已提交
3733 3734
        return res

H
hutuxian 已提交
3735
    def _split_program(self, main_program, cut_list):
H
hutuxian 已提交
3736 3737 3738 3739 3740 3741 3742 3743 3744 3745 3746 3747 3748 3749 3750 3751 3752 3753 3754 3755
        programs = []
        block = main_program.block(0)
        whole_parameters = [e.name for e in block.all_parameters()]
        cut_var_names = []
        cut_len = len(cut_list)
        sec_params = []
        for i, cut_vars in enumerate(cut_list[:-1]):
            cut_var_names.append([cut_var.name for cut_var in cut_vars])
        for i, cut_vars in reversed(list(enumerate(cut_list[:-1]))):
            cut_var_names.append(
                [_append_grad_suffix_(cut_var.name) for cut_var in cut_vars])
            if i == 0:
                cut_var_names[-1] += [var.name for var in cut_list[-1]]
        ops = block.ops[:]
        for i, cut_vars in enumerate(cut_var_names):
            program = {
                "program": Program(),
                "input_set": set(),
                "output_set": set()
            }
H
hutuxian 已提交
3756
            cur_ops = self._extract_section_ops(ops, cut_vars)
H
hutuxian 已提交
3757 3758 3759 3760 3761 3762
            if i == 0:
                for op in ops:
                    if self._is_lr_role_op(op):
                        cur_ops.append(op)
            #prevent inplace in/out
            program["input_set"].update(
H
hutuxian 已提交
3763
                self._find_input_output(
H
hutuxian 已提交
3764 3765 3766 3767 3768 3769
                    cur_ops, [], is_forward=True))
            for e in cur_ops:
                ops.remove(e)

            if i < cut_len:
                sec_params.append(
H
hutuxian 已提交
3770
                    self._find_persistable_vars(cur_ops, whole_parameters))
H
hutuxian 已提交
3771
            if i >= cut_len - 1:
H
hutuxian 已提交
3772 3773
                opt_ops = self._find_section_opt(
                    ops, sec_params[2 * cut_len - 2 - i])
H
hutuxian 已提交
3774 3775 3776 3777 3778 3779 3780 3781 3782 3783

                for e in opt_ops:
                    ops.remove(e)
                cur_ops += opt_ops

            op_descs = [op.desc for op in cur_ops]
            for op_desc in op_descs:
                ap_op = program["program"].block(0).desc.append_op()
                ap_op.copy_from(op_desc)
            program["input_set"].update(
H
hutuxian 已提交
3784
                self._find_input_output(
H
hutuxian 已提交
3785 3786 3787
                    cur_ops, cut_vars, is_forward=True))
            program["input_set"].update(sec_params[min(i, 2 * cut_len - 2 - i)])
            program["output_set"].update(
H
hutuxian 已提交
3788
                self._find_input_output(
H
hutuxian 已提交
3789 3790 3791 3792 3793 3794 3795 3796 3797 3798 3799 3800 3801 3802
                    cur_ops, cut_vars, is_forward=False))
            programs.append(program)
        program = {
            "program": Program(),
            "input_set": set(),
            "output_set": set()
        }
        op_descs = [op.desc for op in ops]
        for op_desc in op_descs:
            ap_op = program["program"].block(0).desc.append_op()
            ap_op.copy_from(op_desc)
        program["input_set"].update(
            [cut_var.name + "@GRAD" for cut_var in cut_list[0]])
        program["input_set"].update(
H
hutuxian 已提交
3803
            self._find_input_output(
H
hutuxian 已提交
3804 3805 3806 3807 3808 3809 3810 3811 3812 3813 3814 3815 3816 3817 3818 3819 3820 3821 3822 3823
                ops, [], is_forward=True))
        program["input_set"].update(sec_params[0])
        programs.append(program)
        inputs = set()
        for program in reversed(list(programs)):
            output_list = list(program["output_set"])
            for output in output_list:
                if output not in inputs:
                    program["output_set"].remove(output)
            inputs.update(program["input_set"])
        return programs

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None):
        self._optimizer.minimize(loss, startup_program, parameter_list,
                                 no_grad_set)
        program = loss.block.program
H
hutuxian 已提交
3824 3825 3826 3827 3828 3829 3830 3831
        if len(self._cut_list) == 0:
            program_list = []
            ptmp = {"program": program, "input_set": set(), "output_set": set()}
            program_list.append(ptmp)
        else:
            program_list = self._split_program(program, self._cut_list)
            for p in program_list:
                self._create_vars(p["program"].block(0), program)
H
hutuxian 已提交
3832 3833 3834 3835 3836 3837 3838 3839 3840 3841 3842 3843 3844 3845 3846 3847 3848 3849 3850 3851
        whole_parameters = [e.name for e in program.block(0).all_parameters()]
        param_need_sync = []
        for i, section_p in enumerate(program_list):
            if not isinstance(self._place_list[i], core.CUDAPlace):
                continue
            section_var = [e for e in section_p["program"].block(0).vars]
            for p in section_var:
                if p in whole_parameters:
                    param_need_sync.append(p)
        program._pipeline_opt = {
            "trainer": "PipelineTrainer",
            "device_worker": "Section",
            "section_program_list": program_list,
            "place_list": self._place_list,
            "concurrency_list": self._concurrency_list,
            "queue_size": self._queue_size,
            "start_cpu_core_id": self._start_cpu_core_id,
            "sync_steps": self._sync_steps,
            "param_need_sync": param_need_sync
        }
M
mapingshuo 已提交
3852 3853


M
mapingshuo 已提交
3854 3855 3856 3857 3858 3859 3860 3861 3862 3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 3881 3882 3883 3884 3885 3886 3887 3888 3889 3890 3891 3892 3893 3894 3895 3896 3897 3898 3899 3900 3901 3902 3903 3904 3905 3906 3907 3908 3909 3910 3911 3912 3913 3914 3915
class RecomputeOptimizer(Optimizer):
    """
    Recompute Optimizer Wrapper

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

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

    Recompute split the network to k segments. In each segment, It will 
    recompute the forward Operators, before running backward operators. It is
    very helpful for saving memory.
 
    The Variables that separate a network to segments are called as checkpoints,
    and users should set it manually. The usage is very simple:

    Args:
        optimizer (Optimizer): The optimizer that is applied to parameters.

    Examples:
        .. code-block:: python

            import paddle.fluid as fluid
            import numpy as np
            def gen_data():
                return {"x": np.random.random(size=(32, 32)).astype('float32'),
                "y": np.random.randint(2, size=(32, 1)).astype('int64')}
            def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                print(input_x)
                fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                sum_cost = fluid.layers.reduce_mean(cost)
                return sum_cost, fc_1, prediction
            input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
            input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
            cost, fc_1, pred = mlp(input_x, input_y)

            sgd = fluid.optimizer.Adam(learning_rate=0.01)
            sgd = fluid.optimizer.RecomputeOptimizer(sgd)
            sgd._set_checkpoints([fc_1, pred])
            sgd.minimize(cost)

            print("Finished optimize")
            place = fluid.CPUPlace()
            exe = fluid.Executor(place)
            exe.run(fluid.default_startup_program())
            step = 10

            for i in range(step):
                cost_val = exe.run(feed=gen_data(),
                       program=fluid.default_main_program(),
                       fetch_list=[cost.name])
                print("step=%d cost=%f" % (i, cost_val[0]))

    """

    def __init__(self, optimizer):
Z
zhongpu 已提交
3916 3917
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support RecomputeOptimizer.")
M
mapingshuo 已提交
3918 3919
        self._optimizer = optimizer
        self._checkpoints = None
M
mapingshuo 已提交
3920 3921
        self._learning_rate = self._optimizer._learning_rate
        self._learning_rate_map = self._optimizer._learning_rate_map
M
mapingshuo 已提交
3922 3923 3924 3925 3926 3927 3928 3929 3930 3931 3932 3933 3934 3935 3936 3937 3938 3939 3940 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 3977 3978 3979 3980 3981 3982 3983 3984 3985 3986 3987 3988 3989 3990 3991 3992 3993 3994

    def _set_checkpoints(self, checkpoints):
        self._checkpoints = checkpoints

    def load(self, stat_dict):
        """
        load function is not supported by Recompute Optimizer for now.
        :return: None

        Args:
            stat_dict: the dict load by load_persistable method

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.compat as cpt
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
                sgd._set_checkpoints([fc_1, pred])
                try:
                    stat_dict = {}
                    sgd.load(stat_dict)
                except NotImplementedError as e:
                    print(cpt.get_exception_message(e))
        """
        raise NotImplementedError(
            "load function is not supported by Recompute Optimizer for now")

    def apply_gradients(self, params_grads):
        """
        call apply_gradients function of self._optimizer.

        Args:
            params_grads (list): list of (param, grad) pair to do optimization.

        Returns:
            list: A list of operators appended to the current program.

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
                import paddle.fluid.framework as framework

                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction


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

                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
3995
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
3996 3997 3998 3999
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4000
                    no_grad_set=None)
M
mapingshuo 已提交
4001 4002 4003 4004 4005 4006 4007 4008 4009 4010 4011 4012 4013 4014 4015

                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)

    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
4016
                 callbacks=None):
M
mapingshuo 已提交
4017 4018 4019 4020 4021 4022 4023
        """
        call append_backward with checkpoints.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
4024 4025
            parameter_list (list): list of Variables or Variable.names to update.
            no_grad_set (set|None): set of Variables or Variables.names should be ignored.
M
mapingshuo 已提交
4026 4027 4028 4029 4030 4031 4032 4033 4034 4035 4036 4037 4038 4039 4040 4041 4042 4043 4044 4045 4046 4047 4048 4049
            callbacks (list|None): list of callables to run when appending backward
                operator for one parameter.
            checkpoints (list): list of Variables as checkpoints

        Examples:
            .. code-block:: python

                import paddle.fluid as fluid
    
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
                    return sum_cost, fc_1, prediction
    
    
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
    
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4050
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4051 4052 4053 4054
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4055
                    no_grad_set=None)
M
mapingshuo 已提交
4056 4057 4058 4059 4060 4061 4062 4063 4064 4065 4066 4067 4068 4069 4070
                print("Finished backward")
        """

        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")

        self._dtype = loss.dtype
        program = loss.block.program
        with program_guard(program, startup_program):
            params_grads = append_backward(
                loss,
                parameter_list,
                no_grad_set,
                checkpoints=self._checkpoints)
4071 4072
            # Note: since we can't use all_reduce_op now,
            #  dgc_op should be the last op of one grad.
M
mapingshuo 已提交
4073 4074
            if hasattr(self._optimizer, "_append_dgc_ops"):
                self._optimizer._append_dgc_ops(params_grads)
M
mapingshuo 已提交
4075 4076 4077 4078 4079 4080 4081 4082 4083 4084 4085 4086 4087 4088 4089 4090 4091 4092 4093
        return params_grads

    def apply_optimize(self, loss, startup_program, params_grads):
        """
        call the apply_optimize function of self._optimizer
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.
        Examples:
            .. code-block:: python
                import paddle.fluid as fluid
                
                def mlp(input_x, input_y, hid_dim=128, label_dim=2):
                    fc_1 = fluid.layers.fc(input=input_x, size=hid_dim)
                    prediction = fluid.layers.fc(input=[fc_1], size=label_dim, act='softmax')
                    cost = fluid.layers.cross_entropy(input=prediction, label=input_y)
                    sum_cost = fluid.layers.reduce_mean(cost)
M
mapingshuo 已提交
4094
                    return sum_cost, fc_1, prediction                
M
mapingshuo 已提交
4095 4096 4097 4098 4099 4100 4101 4102
                
                input_x = fluid.layers.data(name="x", shape=[32], dtype='float32')
                input_y = fluid.layers.data(name="y", shape=[1], dtype='int64')
                cost, fc_1, pred = mlp(input_x, input_y)
                print("Finished FF")
                
                sgd = fluid.optimizer.Adam(learning_rate=0.01)
                sgd = fluid.optimizer.RecomputeOptimizer(sgd)
4103
                sgd._set_checkpoints([fc_1, pred])
M
mapingshuo 已提交
4104 4105 4106 4107
                params_grads = sgd.backward(
                    cost,
                    startup_program=None,
                    parameter_list=None,
4108
                    no_grad_set=None)
M
mapingshuo 已提交
4109 4110 4111 4112 4113 4114 4115 4116 4117 4118 4119 4120 4121 4122
                
                optimize_ops = sgd.apply_optimize(
                    cost, startup_program=None, params_grads=params_grads)
                
                print("Finished apply_optimize")
        """

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

    def minimize(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
4123
                 no_grad_set=None):
4124
        assert isinstance(loss, Variable), "The loss should be an Variable."
M
mapingshuo 已提交
4125 4126 4127 4128 4129 4130 4131 4132 4133
        assert (self._checkpoints is not None
                ), "You should call _set_checkpoints first"
        if framework.in_dygraph_mode():
            raise NotImplementedError(
                "DyGraph current does not support recompute")
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
4134
            no_grad_set=no_grad_set)
M
mapingshuo 已提交
4135 4136 4137 4138 4139 4140 4141

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

        return optimize_ops, params_grads


M
mapingshuo 已提交
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 4169 4170 4171 4172 4173 4174 4175 4176 4177 4178 4179 4180 4181 4182 4183 4184 4185 4186 4187 4188 4189 4190 4191 4192 4193 4194 4195 4196
class LookaheadOptimizer(object):
    """
    This implements the Lookahead optimizer of the
    paper : https://arxiv.org/abs/1907.08610.

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

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

    Args:
        inner_optimizer (Optimizer): The optimizer that update fast params step by step. 
        alpha (float): The learning rate of Lookahead.
        k (int): The slow params is updated every k steps.

    Examples:
        .. code-block:: python

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

	    x = fluid.layers.data(name='x', shape=[2], dtype='float32')
	    label = fluid.layers.data(name="label", shape=[1], dtype="int64")
	    y = fluid.layers.fc(input=[x], size=2, act="softmax")
	    loss = fluid.layers.cross_entropy(input=y, label=label)
	    loss = fluid.layers.mean(x=loss)
	    sgd = fluid.optimizer.SGD(learning_rate=0.01)
	    optimizer = fluid.optimizer.LookaheadOptimizer(sgd,
                                            alpha=0.5,
                                            k=5)
	    optimizer.minimize(loss)
	    main_program = fluid.default_main_program()
	    place = fluid.CPUPlace()
	    exe = fluid.Executor(place)
	    exe.run(fluid.default_startup_program())

	    feeder = fluid.DataFeeder(feed_list=[x, label], place=place)

	    step = 0
            while(step < 10):
                step += 1
		exe.run(fluid.default_main_program(),
            	feed=feeder.feed(batch_data))

    """

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

Z
zhongpu 已提交
4197 4198
        if framework.in_dygraph_mode():
            raise Exception("In dygraph, don't support LookaheadOptimizer.")
M
mapingshuo 已提交
4199 4200 4201 4202 4203 4204 4205 4206 4207 4208 4209 4210 4211 4212 4213 4214 4215 4216 4217 4218 4219 4220 4221 4222 4223 4224 4225 4226 4227 4228 4229 4230 4231 4232 4233 4234 4235 4236 4237 4238 4239 4240 4241 4242 4243 4244 4245 4246 4247 4248 4249 4250 4251 4252 4253 4254 4255 4256 4257 4258 4259 4260 4261 4262 4263 4264 4265 4266 4267 4268 4269 4270 4271 4272 4273 4274 4275 4276 4277 4278 4279 4280 4281 4282 4283 4284 4285 4286 4287 4288 4289 4290 4291 4292 4293 4294
        assert (inner_optimizer is not None), "inner optimizer can not be None"
        assert (
            0.0 <= alpha <= 1.0
        ), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
        assert (isinstance(k, int) and k > 0), "k should be a positive integer"

        self.inner_optimizer = inner_optimizer
        self.alpha = alpha
        self.k = k
        self.type = "lookahead"

    def minimize(self, loss, startup_program=None):

        # Apply inner optimizer to the main_program
        mini_out = self.inner_optimizer.minimize(
            loss, startup_program=startup_program)

        # Get startup_program and main_program
        if startup_program is None:
            startup_program = default_startup_program()
        main_block = loss.block

        # add some vars to the main_program
        params = [param.name for param in main_block.all_parameters()]
        param_to_slow = {}
        for param in params:
            fast_var = main_block.var(param)
            assert (fast_var is not None)
            slow_var = main_block.create_var(
                name=param + "@SLOW",
                shape=fast_var.shape,
                dtype=fast_var.dtype,
                persistable=True)
            param_to_slow[param] = slow_var

        # add some vars to the startup_program
        startup_block = startup_program.global_block()
        for param in params:
            fast_var = startup_block.var(param)
            assert (fast_var is not None)
            slow_var = startup_block.create_var(
                name=param + "@SLOW",
                shape=fast_var.shape,
                dtype=fast_var.dtype,
                persistable=True)

            startup_block.append_op(
                type="assign",
                inputs={"X": fast_var},
                outputs={"Out": slow_var})

        # Add Var k to main prog and startup prog
        k = layers.create_global_var(
            name="lookahead_k",
            shape=[1],
            value=int(self.k),
            dtype='int32',
            persistable=True)

        # Add Var alpha to main prog and startup prog
        alpha = layers.create_global_var(
            name="lookahead_alpha",
            shape=[1],
            value=float(self.alpha),
            dtype='float32',
            persistable=True)

        # Add Var step
        step = layers.create_global_var(
            name="lookahead_step",
            shape=[1],
            value=int(0),
            dtype='int32',
            persistable=True)
        layers.increment(x=step, value=1.0, in_place=True)

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

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

        mod = layers.elementwise_mod(step, k)
        with layers.control_flow.Switch() as switch:
            with switch.case(mod == zero_var):
                for param_name in params:
                    fast_var = main_block.var(param_name)
                    slow_var = param_to_slow[param_name]
                    tmp_var = layers.elementwise_add(
                        layers.elementwise_mul(fast_var, alpha),
                        layers.elementwise_mul(
                            slow_var, layers.elementwise_sub(one_var, alpha)))
                    layers.assign(input=tmp_var, output=slow_var)
                    layers.assign(input=tmp_var, output=fast_var)
            with switch.default():
                pass
        return mini_out