optimizer.py 70.6 KB
Newer Older
1
# Copyright (c) 2018 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
from collections import defaultdict
S
rename  
sneaxiy 已提交
18
from .wrapped_decorator import signature_safe_contextmanager
19

20
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program
Q
Qiao Longfei 已提交
21
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
22

23 24
from . import framework
from . import layers
25
from . import unique_name
26
from .backward import append_backward
27
from .clip import append_gradient_clip_ops, error_clip_callback
28 29 30
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
31
from .layers import ops
32
from .regularizer import append_regularization_ops
M
minqiyang 已提交
33
from .imperative import base as imperative_base
34 35 36 37
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
import copy
38

39
__all__ = [
Q
qiaolongfei 已提交
40
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Ftrl',
41
    'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer',
W
weixing02 已提交
42
    'AdamaxOptimizer', 'DecayedAdagradOptimizer', 'RMSPropOptimizer',
43
    'FtrlOptimizer', 'Adadelta', 'ModelAverage', 'LarsMomentum',
44
    'LarsMomentumOptimizer', 'DGCMomentumOptimizer'
45
]
Q
Qiao Longfei 已提交
46 47 48 49 50 51


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

    Define the common interface of an optimizer.
52 53
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
54 55
    """

X
Xin Pan 已提交
56
    def __init__(self, learning_rate, regularization=None, name=None):
57
        if not isinstance(learning_rate, float) and \
58 59
                not isinstance(learning_rate, framework.Variable):
            raise TypeError("learning rate should be float or Variable")
W
whs 已提交
60
        self._name = name
D
dzhwinter 已提交
61
        self.regularization = regularization
62
        self._learning_rate = learning_rate
D
dzhwinter 已提交
63 64
        # the learning rate type should be inferenced from loss
        self._dtype = None
65
        # each program should have a independent learning rate
66
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
67
        self._learning_rate_map = dict()
68
        if isinstance(self._learning_rate, framework.Variable):
69 70
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
71 72 73 74 75
        # 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
76
        self.helper = None
77 78 79 80
        self._opti_name_list = []

    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
81

Q
Qiao Longfei 已提交
82
    def _create_global_learning_rate(self):
Y
yuyang18 已提交
83
        lr = self._global_learning_rate()
Q
Qiao Longfei 已提交
84

85 86 87 88
        if isinstance(lr, framework.Variable):
            return
        else:
            if not isinstance(self._learning_rate, float):
Q
qiaolongfei 已提交
89
                raise TypeError(
90 91
                    "learning rate variable is create outside optimizer,"
                    "can not create new learning rate variable for new program")
Q
Qiao Longfei 已提交
92

93 94 95 96 97 98
        # 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),
Q
Qiao Longfei 已提交
99
            dtype='float32' if self._dtype is None else self._dtype,
100 101
            persistable=True)

Y
yuyang18 已提交
102
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
103 104 105 106
        """
        get global decayed learning rate
        :return:
        """
107 108
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
109
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
110

Q
Qiao Longfei 已提交
111 112 113 114 115
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

116 117 118 119
    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
120 121
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
122
        else:
W
Wu Yi 已提交
123
            if param_lr == 1.0:
Y
yuyang18 已提交
124
                return self._global_learning_rate()
W
Wu Yi 已提交
125
            else:
X
Xin Pan 已提交
126 127 128
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
129
                    return self._global_learning_rate() * param_lr
130 131 132 133 134 135 136

    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
137
        """
138 139
        pass

140
    def _finish_update(self, block, parameters_and_grads):
141 142 143 144 145 146 147 148
        """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
149
            None
150 151 152
        """
        pass

153 154 155 156 157 158
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
                         shape=None):
159 160 161 162 163 164 165 166 167
        """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
168 169
        if self._name is not None:
            name = self._name + "_" + name
170 171
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
X
polish  
Xin Pan 已提交
172 173
            if framework._in_imperative_mode():
                return self._accumulators[name][param.name]
174
            raise Exception("Accumulator {} already exists for parameter {}".
175
                            format(name, param.name))
176 177
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
178
        assert isinstance(self.helper, LayerHelper)
179 180 181 182 183

        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
184
        var = self.helper.create_global_variable(
185
            name=var_name,
Q
Qiao Longfei 已提交
186
            persistable=True,
F
fengjiayi 已提交
187
            dtype=dtype or param.dtype,
Q
Qiao Longfei 已提交
188
            type=param.type,
189
            shape=shape)
Q
Qiao Longfei 已提交
190
        self.helper.set_variable_initializer(
191
            var, initializer=Constant(value=float(fill_value)))
Q
Qiao Longfei 已提交
192
        self._accumulators[name][param.name] = var
193
        return var
194 195 196 197 198 199 200 201 202 203 204

    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
205 206
        if self._name is not None:
            name = self._name + "_" + name
207 208 209 210 211 212
        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]

213
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
214 215 216
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
217
          parameters_and_grads(list(tuple(Variable, Variable))):
218
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
219 220

        Returns:
221
          return_op_list: a list of operators that will complete one step of
222 223 224
            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
225
        """
226 227 228 229 230
        # 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
231
        # for parameters and extend _finish_update method to add custom ops.
232

233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259
        # Allways called under program_guard use global block as loss block
        global_block = framework.default_main_program().global_block()
        start = len(global_block.ops)
        self.helper = LayerHelper(self.__class__.__name__)
        self._create_accumulators(global_block,
                                  [p[0] for p in parameters_and_grads])
        self._create_global_learning_rate()

        optimize_ops = []
        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:
                    optimize_op = self._append_optimize_op(global_block,
                                                           param_and_grad)
                    optimize_ops.append(optimize_op)

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

        end = len(global_block.ops)
        return global_block._slice_ops(start, end)

    def _process_distribute_lookuptable(self, param_grads):
Q
Qiao Longfei 已提交
260 261 262 263 264 265 266 267 268
        """
        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
        """
269 270
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
271 272 273 274 275 276 277 278 279 280 281 282 283 284 285
        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:
286 287 288 289 290 291 292 293 294 295 296 297 298
            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
299 300
        return new_param_grads, (table_param, table_grad), sgd_op

301 302 303
    def _append_dgc_ops(self, param_and_grad):
        pass

304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321
    def backward(self,
                 loss,
                 startup_program=None,
                 parameter_list=None,
                 no_grad_set=None,
                 callbacks=None):
        """
        First part of `minimize`, do auto-diff to append backward ops for
        the current program.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            parameter_list (list): list of Variables to update.
            no_grad_set (set|None): set of Variables should be ignored.
            callbacks (list|None): list of callables to run when appending backward
                operator for one parameter.
M
minqiyang 已提交
322

323 324
        Return:
            list: list of (param, grad) pair, grad is the output of backward.
M
minqiyang 已提交
325

326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342
        Examples:
            See examples in `apply_gradients`.
        """
        if callbacks is None:
            callbacks = [error_clip_callback]
        else:
            assert (isinstance(callbacks, list))
            callbacks.append(error_clip_callback)
        return append_backward(loss, parameter_list, no_grad_set, callbacks)

    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
343

344 345
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
346

347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374
        Examples:
            .. code-block:: python

                loss = network()
                optimizer = fluid.optimizer.SGD(learning_rate=0.1)
                params_grads = optimizer.backward(loss)
                # you may append operations for params_grads here
                # ...
                optimizer.apply_gradients(params_grads)
        """
        params_grads = sorted(params_grads, key=lambda x: x[0].name)

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

        params_grads = append_gradient_clip_ops(params_grads)

        # 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

Q
Qiao Longfei 已提交
375 376
    def minimize(self,
                 loss,
377
                 startup_program=None,
Q
Qiao Longfei 已提交
378 379
                 parameter_list=None,
                 no_grad_set=None):
380 381 382 383 384
        """
        Add operations to minimize `loss` by updating `parameter_list`.

        This method combines interface `backward()` and
        `apply_gradients()` into one.
M
minqiyang 已提交
385

386 387 388 389 390 391
        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            parameter_list (list): list of Variables to update.
            no_grad_set (set|None): set of Variables should be ignored.
Q
Qiao Longfei 已提交
392

393 394 395
        Returns:
            tuple: (optimize_ops, params_grads) which are, list of operators appended;
            and list of (param, grad) Variables pair for optimization.
Q
Qiao Longfei 已提交
396
        """
397 398
        self._dtype = loss.dtype
        optimize_ops = []
399
        if framework._in_imperative_mode():
M
minqiyang 已提交
400
            if parameter_list is not None:
M
minqiyang 已提交
401
                parameters = parameter_list
M
minqiyang 已提交
402
            else:
403
                parameters = framework._imperative_tracer().all_parameters()
M
minqiyang 已提交
404 405 406

            params_grads = []
            for param in parameters:
407
                if not param.trainable:
408
                    continue
409 410 411 412 413 414 415 416
                if param._ivar._grad_ivar() is not None:
                    # create gradient variable
                    grad_var = Variable(
                        block=loss.block,
                        name=param._ivar._grad_name(),
                        stop_gradient=True,
                        ivar=param._ivar._grad_ivar())
                    params_grads.append((param, grad_var))
417 418
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
419
                optimize_ops = self._create_optimization_pass(params_grads)
M
minqiyang 已提交
420
        else:
421
            program = loss.block.program
422 423 424
            with program_guard(program, startup_program):
                params_grads = self.backward(loss, startup_program,
                                             parameter_list, no_grad_set)
425 426 427
                # 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)
428
                optimize_ops = self.apply_gradients(params_grads)
M
minqiyang 已提交
429

Q
Qiao Longfei 已提交
430
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
431 432 433


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
434 435 436 437 438 439 440 441 442 443
    """
    Optimizer of the stochastic gradient descent algorithm.

    .. math::

        param\_out = param - learning\_rate * grad

    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.
X
Xin Pan 已提交
444 445 446
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
447 448 449 450

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
451
            sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.2)
Q
qiaolongfei 已提交
452
            sgd_optimizer.minimize(cost)
Q
Qiao Longfei 已提交
453 454
    """

X
Xin Pan 已提交
455
    def __init__(self, learning_rate, regularization=None, name=None):
Q
Qiao Longfei 已提交
456
        assert learning_rate is not None
Q
Qiao Longfei 已提交
457
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
458 459 460
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
461 462
        self.type = "sgd"

463 464
    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
465

Q
Qiao Longfei 已提交
466 467 468 469 470 471
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
472
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
473
            },
M
minqiyang 已提交
474 475
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
476 477

        return sgd_op
478 479 480


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
481 482 483 484 485 486 487 488 489 490 491 492 493 494
    """

    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):

495
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
496 497 498

        & else:

Q
qiaolongfei 已提交
499
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
500 501 502 503 504 505

    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.
        momentum (float): momentum factor
        use_nesterov (bool): enables Nesterov momentum
X
Xin Pan 已提交
506 507 508
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
509 510 511 512

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
513
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
Q
qiaolongfei 已提交
514
            optimizer.minimize(cost)
515 516 517
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
518 519 520 521 522 523
    def __init__(self,
                 learning_rate,
                 momentum,
                 use_nesterov=False,
                 regularization=None,
                 name=None):
524 525
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
526
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
527 528 529
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
530 531
        self.type = "momentum"
        self._momentum = momentum
532
        self._use_nesterov = bool(use_nesterov)
533 534 535 536 537

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

        for p in parameters:
Q
Qiao Longfei 已提交
538
            self._add_accumulator(self._velocity_acc_str, p)
539 540 541 542 543 544 545 546 547 548 549 550 551

    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,
552
                "LearningRate": self._create_param_lr(param_and_grad)
553 554 555 556 557
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
558
            attrs={"mu": self._momentum,
M
minqiyang 已提交
559 560
                   "use_nesterov": self._use_nesterov},
            stop_gradient=True)
561 562

        return momentum_op
563 564


565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822
class DGCMomentumOptimizer(MomentumOptimizer):
    """

    Original paper is https://arxiv.org/abs/1712.01887

    DGC reduce the communication bandwidth by sending only the important gradients (sparse update):\
        only gradients larger than a threshold are transmitted.

    To avoid losing information, DGC accumulate the rest of the gradients locally.

    Eventually, these gradients become large enough to be transmitted.

    Thus, DGC send the large gradients immediately but eventually send all of the gradients over time.

    To ensure no loss of accuracy, DGC employs momentum correc-tionandlocal gradient clipping on top of the gradient sparsification to maintain model performance.

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

    This optimizer will do two things:
        
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
    
        2. Call momentum to optimize on the cost.

    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.
        momentum (float): Momentum factor.
        rampup_begin_step (int): The begining step from which gradient compression is implemented.
        rampup_step (int): How long it use the sparsity 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 5, \
                it will use 0.75 at 0 step, and 0.9375 at 1 step, 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).
        use_nesterov (bool): Enables Nesterov momentum. True means use nesterov.
        local_grad_clip_norm (float): Clip norm value if needed.
        num_trainers: The number of training node.
        regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.DGCMomentumOptimizer(
                learning_rate=fluid.layers.piecewise_decay(
                    boundaries=bd, values=lr),
                momentum=0.9,
                rampup_begin_step=1252,
                regularization=fluid.regularizer.L2Decay(1e-4))
            optimizer.minimize(cost)

    """

    def __init__(self,
                 learning_rate,
                 momentum,
                 rampup_begin_step,
                 rampup_step=1,
                 sparsity=[0.999],
                 use_nesterov=False,
                 local_grad_clip_norm=None,
                 num_trainers=None,
                 regularization=None,
                 name=None):
        self._sparsity = sparsity
        self._rampup_step = rampup_step
        self._rampup_step_var = None

        self._rampup_begin_step = rampup_begin_step
        self._rampup_begin_step_var = None

        self._global_step_var = None
        self._local_grad_clip_norm = None
        self._clip_norm = None

        if local_grad_clip_norm is not None:
            assert isinstance(num_trainers, int)
            assert isinstance(local_grad_clip_norm, float)
            assert num_trainers > 0

            self._local_grad_clip_norm = local_grad_clip_norm
            self._num_trainers = num_trainers
            self._clip_norm = local_grad_clip_norm / (num_trainers *
                                                      num_trainers)

        super(DGCMomentumOptimizer, self).__init__(
            learning_rate, momentum, use_nesterov, regularization, name)

        core.init_dgc()

    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

    def _append_dgc_ops(self, param_and_grads):
        start_program = default_startup_program()
        main_program = default_main_program()
        main_program._enable_dgc = True

        # step counter
        self._global_step_var = self._add_auto_increment_var(
            counter_name='__g_dgc_counter__', begin=0)

        # 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,
            name='__g_rampup_begin_step__',
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

        for param_var, grad_var in param_and_grads:
            var_numel = 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 :
                continue

            u_var = tensor.create_global_var(
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + "__dgc_u__",
                value=0.0)
            v_var = tensor.create_global_var(
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + "__dgc_v__",
                value=0.0)

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + "__dgc_k__",
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
                name=param_var.name + "__dgc_encoded__",
                value=0.0,
                force_cpu=False)

            # 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
            if self._local_grad_clip_norm is not None:
                clip_var = self._append_clip_norm(grad_var, self._clip_norm)
            self._dgc_op(param_var, clip_var, grad_var, u_var, v_var, k_var,
                         encoded_var)

    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:
            name = unique_name.generate(".".join([helper.name, 'tmp']))

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

        helper.append_op(
            type="clip_by_norm",
            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(
                x=grad_var, max_norm=clip_norm, name=grad_var.name + "@DGC")

    def _dgc_op(self, param_var, clip_var, grad_var, u_var, v_var, k_var,
                encoded_var):
        block = framework.default_main_program().global_block()
        op_maker = core.op_proto_and_checker_maker
        dgc_op = block.append_op(
            type="dgc",
            inputs={
                "U": u_var,
                "V": v_var,
                "Grad": clip_var,
                "current_step": self._global_step_var
            },
            outputs={
                "U_out": u_var,
                "V_out": v_var,
                "EncodeGrad": encoded_var,
                "k": k_var,
                "Grad_out": grad_var
            },
            attrs={
                "m": self._momentum,
                "sparsity": self._sparsity,
                "use_nesterov": self._use_nesterov,
                "rampup_begin_step": float(self._rampup_begin_step),
                "rampup_step": float(self._rampup_step)
            },
            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])


823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846
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

    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.
        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.
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
M
minqiyang 已提交
847

848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.LarsMomentum(learning_rate=0.2, momentum=0.1, lars_weight_decay=0.001)
            optimizer.minimize(cost)
    """
    _velocity_acc_str = "velocity"

    def __init__(self,
                 learning_rate,
                 momentum,
                 lars_coeff=0.001,
                 lars_weight_decay=0.0005,
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert momentum is not None
        super(LarsMomentumOptimizer, self).__init__(
            learning_rate=learning_rate,
            regularization=regularization,
            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
903 904
            },
            stop_gradient=True)
905 906 907 908

        return momentum_op


909
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929
    """
    **Adaptive Gradient Algorithm (Adagrad)**

    The update is done as follows:

    .. math::

        moment\_out &= moment + grad * grad

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

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
    does not have the epsilon attribute. It is added here in our implementation
    as also proposed here: http://cs231n.github.io/neural-networks-3/#ada
    for numerical stability to avoid the division by zero error.

    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.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
930 931 932
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
X
xuezhong 已提交
933
        initial_accumulator_value (float): Initial value for moment accumulator.
Q
qiaolongfei 已提交
934 935 936 937 938 939

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adagrad(learning_rate=0.2)
            optimizer.minimize(cost)
940 941 942
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
943 944 945 946
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 regularization=None,
947
                 name=None,
X
xuezhong 已提交
948
                 initial_accumulator_value=0.0):
949 950
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
951
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
952 953 954
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
955 956
        self.type = "adagrad"
        self._epsilon = epsilon
957
        self.initial_accumulator_value = initial_accumulator_value
958 959 960 961 962

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

        for p in parameters:
Q
Qiao Longfei 已提交
963
            self._add_accumulator(self._moment_acc_str, p)
964 965 966 967 968 969

    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])
970 971 972 973 974 975 976 977 978 979
        startup_block = framework.default_startup_program().global_block()
        startup_block.append_op(
            type='fill_constant',
            inputs={},
            outputs={'Out': [moment_acc]},
            attrs={
                'dtype': moment_acc.dtype,
                'value': self.initial_accumulator_value,
                'shape': moment_acc.shape,
            })
980

981
        # Create the adagrad optimizer op
982 983 984 985 986 987
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
988
                "LearningRate": self._create_param_lr(param_and_grad)
989 990 991
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
992 993
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
994 995

        return adagrad_op
996 997 998


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025
    """
    This implements the Adam optimizer from Section 2 of the Adam
    paper : https://arxiv.org/abs/1412.6980.
    Adam is a first-order gradient-based optimization method based on
    adaptive estimates of lower-order moments.

    Adam updates:

    .. 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}

    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.
        beta1 (float): The exponential decay rate for the 1st moment estimates.
        beta2 (float): The exponential decay rate for the 2nd moment estimates.
        epsilon (float): a small float value for numerical stability.
1026
        regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
X
Xin Pan 已提交
1027
        name: A optional name prefix.
1028 1029 1030 1031 1032 1033
        lazy_mode(bool: false): 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 is the 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.
Q
qiaolongfei 已提交
1034 1035 1036 1037 1038 1039 1040

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adam(learning_rate=0.2)
            optimizer.minimize(cost)

1041 1042 1043
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1044 1045
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1046 1047 1048 1049 1050

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1051
                 epsilon=1e-8,
X
Xin Pan 已提交
1052
                 regularization=None,
Q
Qiao Longfei 已提交
1053
                 name=None,
Q
Qiao Longfei 已提交
1054
                 lazy_mode=False):
1055 1056 1057 1058
        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
1059
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1060 1061 1062
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1063 1064 1065 1066
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1067
        self._lazy_mode = lazy_mode
1068 1069 1070 1071 1072 1073

    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
1074 1075
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
            self._add_accumulator(
                name=self._beta2_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta2,
                shape=[1])
1088 1089 1090 1091 1092 1093 1094 1095

    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
1096 1097 1098 1099 1100
        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])

1101
        # create the adam optimize op
1102 1103 1104 1105 1106
        adam_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1107
                "LearningRate": self._create_param_lr(param_and_grad),
1108 1109
                "Moment1": moment1,
                "Moment2": moment2,
Q
qiaolongfei 已提交
1110 1111
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
1112 1113 1114 1115 1116 1117 1118 1119 1120
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
Q
Qiao Longfei 已提交
1121
                "epsilon": self._epsilon,
1122 1123
                "lazy_mode": self._lazy_mode,
                "min_row_size_to_use_multithread": 1000
M
minqiyang 已提交
1124 1125
            },
            stop_gradient=True)
1126 1127 1128

        return adam_op

1129
    def _finish_update(self, block, param_and_grads):
1130 1131 1132
        """Update Beta1 and Beta2 Power accumulators
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1133
        main_block = block.program.global_block()
1134 1135 1136
        for param, grad in param_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
1137 1138
            with param.block.program._optimized_guard(
                [param, grad]), name_scope("optimizer"):
1139 1140 1141 1142 1143 1144 1145 1146
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
                beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
                                                      param)
                main_block.append_op(
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
1147 1148
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1149 1150 1151 1152 1153

                main_block.append_op(
                    type="scale",
                    inputs={"X": beta2_pow_acc},
                    outputs={"Out": beta2_pow_acc},
M
minqiyang 已提交
1154 1155
                    attrs={"scale": self._beta2},
                    stop_gradient=True)
1156 1157 1158


class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188
    """
    We implement the Adamax optimizer from Section 7 of the Adam
    paper: https://arxiv.org/abs/1412.6980. Adamax is a variant of the
    Adam algorithm based on the infinity norm.

    Adamax updates:

    .. 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}


    The original paper does not have an epsilon attribute.
    However, it is added here for numerical stability to prevent the
    division by 0 error.

    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.
        beta1 (float): The exponential decay rate for the 1st moment estimates.
        beta2 (float): The exponential decay rate for the 2nd moment estimates.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
1189 1190 1191
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
1192 1193 1194 1195 1196 1197

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adamax(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
1198 1199 1200

    Notes:
       Currently, AdamaxOptimizer doesn't support sparse parameter optimization.
1201 1202 1203
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
1204
    _beta1_pow_acc_str = "beta1_pow_acc"
1205 1206 1207 1208 1209

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1210
                 epsilon=1e-8,
X
Xin Pan 已提交
1211 1212
                 regularization=None,
                 name=None):
1213 1214 1215 1216
        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
1217
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
1218 1219 1220
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1221 1222 1223 1224 1225 1226 1227 1228
        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
1229 1230
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
1231 1232 1233 1234 1235 1236
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
1237 1238 1239 1240 1241 1242 1243

    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
1244 1245
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
1246 1247 1248 1249 1250 1251
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1252
                "LearningRate": self._create_param_lr(param_and_grad),
1253 1254
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
1255
                "Beta1Pow": beta1_pow_acc
1256 1257 1258 1259 1260 1261 1262 1263 1264 1265
            },
            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
1266 1267
            },
            stop_gradient=True)
1268 1269 1270

        return adamax_op

1271
    def _finish_update(self, block, parameters_and_grads):
1272 1273 1274
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1275
        main_block = block.program.global_block()
1276 1277 1278
        for param, grad in parameters_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
1279 1280
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
1281 1282 1283 1284 1285 1286
                beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                                      param)
                main_block.append_op(
                    type="scale",
                    inputs={"X": beta1_pow_acc},
                    outputs={"Out": beta1_pow_acc},
M
minqiyang 已提交
1287 1288
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1289 1290 1291


class DecayedAdagradOptimizer(Optimizer):
1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313
    """
    **Decayed Adagrad Optimizer**

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)

    The update is done as follows:

    .. math::

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

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

    The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
    does not have an epsilon attribute. It is added here for numerical
    stability to avoid the division by zero error.

    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.
        decay (float): decay rate.
        epsilon (float): a small float value for numerical stability.
X
Xin Pan 已提交
1314 1315 1316
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1317 1318 1319 1320 1321 1322

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.DecayedAdagrad(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
1323 1324 1325

    Notes:
       Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.
1326 1327 1328
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1329 1330 1331 1332 1333 1334
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
                 regularization=None,
                 name=None):
1335 1336 1337 1338
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
1339
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1340 1341 1342
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369
        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},
M
minqiyang 已提交
1370 1371
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1372 1373

        return decayed_adagrad_op
1374 1375


1376
class AdadeltaOptimizer(Optimizer):
1377 1378
    """
    **Adadelta Optimizer**
Q
qiaolongfei 已提交
1379

1380
    Simple Adadelta optimizer with average squared grad state and
1381
    average squared update state.
1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393
    The details of adadelta please refer to this
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD
    <http://www.matthewzeiler.com/pubs/googleTR2012/googleTR2012.pdf>`_.

    ..  math::

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

    Args:
Q
qiaolongfei 已提交
1394
        learning_rate(float): global learning rate
1395 1396
        rho(float): rho in equation
        epsilon(float): epsilon in equation
X
Xin Pan 已提交
1397 1398 1399
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1400 1401 1402 1403 1404 1405 1406

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.Adadelta(
                learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
            _, params_grads = optimizer.minimize(cost)
C
chengduo 已提交
1407 1408 1409

    Notes:
       Currently, AdadeltaOptimizer doesn't support sparse parameter optimization.
1410
    """
1411

1412 1413 1414
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
1415 1416 1417 1418 1419 1420
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
                 regularization=None,
                 name=None):
1421 1422 1423 1424 1425 1426
        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.")
1427
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
1428 1429 1430
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1431 1432 1433 1434 1435
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
1436 1437
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1438 1439 1440 1441 1442 1443

        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):
1444 1445
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466

        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
1467 1468
                   "rho": self._rho},
            stop_gradient=True)
1469 1470 1471 1472

        return adadelta_op


Q
qingqing01 已提交
1473 1474 1475 1476 1477 1478 1479 1480 1481 1482
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
1483
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1484 1485 1486 1487

        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
1488
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
1489 1490 1491 1492 1493 1494

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

    ..  math::

Q
qiaolongfei 已提交
1495
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1496

1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510
        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
1511 1512 1513 1514
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
1515
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
1516 1517 1518 1519 1520 1521
    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.


    Args:
Q
qiaolongfei 已提交
1522
        learning_rate(float): global learning rate.
Q
qingqing01 已提交
1523 1524 1525
        rho(float): rho is :math: `\\rho` in equation, set 0.95 by default.
        epsilon(float): :math: `\\epsilon` in equation is smoothing term to
            avoid division by zero, set 1e-6 by default.
Q
qiaolongfei 已提交
1526
        momentum(float): :math:`\\beta` in equation is the momentum term,
Q
qingqing01 已提交
1527
            set 0.0 by default.
1528 1529 1530 1531
        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.
X
Xin Pan 已提交
1532 1533 1534
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qingqing01 已提交
1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547

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

    Examples:
          .. code-block:: python

              optimizer = fluid.optimizer.RMSProp(0.0001)
              _, params_grads = optimizer.minimize(cost)
    """

    _momentum_acc_str = "momentum"
    _mean_square_acc_str = "mean_square"
1548
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
1549 1550 1551 1552 1553 1554

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
1555
                 centered=False,
X
Xin Pan 已提交
1556 1557
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
1558
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
1559 1560 1561
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574
        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
1575
        self._centered = centered
Q
qingqing01 已提交
1576 1577 1578 1579 1580 1581 1582 1583

    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)
1584
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
1585 1586 1587 1588 1589 1590 1591 1592 1593

    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])
1594 1595
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
1596 1597 1598 1599 1600 1601 1602
        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,
1603
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
1604 1605 1606 1607 1608
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
1609 1610
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
1611 1612 1613 1614
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
1615 1616
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
1617 1618
            },
            stop_gradient=True)
Q
qingqing01 已提交
1619 1620 1621 1622

        return rmsprop_op


Q
qiaolongfei 已提交
1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664
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

    Args:
        learning_rate (float|Variable): global learning rate.
M
minqiyang 已提交
1665 1666 1667
        l1 (float): L1 regularization strength.
        l2 (float): L2 regularization strength.
        lr_power (float): Learning Rate Power.
X
Xin Pan 已提交
1668 1669 1670
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
1671 1672 1673 1674 1675 1676 1677 1678 1679

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

    Examples:
          .. code-block:: python

              optimizer = fluid.optimizer.Ftrl(0.0001)
              _, params_grads = optimizer.minimize(cost)
C
chengduo 已提交
1680 1681 1682

    Notes:
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
1683 1684 1685 1686 1687
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
1688 1689 1690 1691 1692 1693 1694
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
1695
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
1696 1697 1698
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738
        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
1739 1740
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
1741 1742 1743 1744

        return ftrl_op


1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758
# 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
DecayedAdagrad = DecayedAdagradOptimizer
1759
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
1760
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
1761
Ftrl = FtrlOptimizer
1762
LarsMomentum = LarsMomentumOptimizer
1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777


class ModelAverage(Optimizer):
    """Accumulate the average of parameters whtin sliding window. The average
    result will be saved in temporary variables which can be applied to
    parameter variables of current model by calling 'apply()' method. And the
    'restore()' method is used to restored the parameter values of current model.

    The size of average window is determined by average_window_rate,
    min_average_window, max_average_window and current update times.

    Args:
        average_window_rate: The rate of average window.
        min_average_window: The minimum size of average window.
        max_average_window: The maximum size of average window.
X
Xin Pan 已提交
1778 1779 1780
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1781
    Examples:
Q
qiaolongfei 已提交
1782 1783 1784

      .. code-block:: python

1785
        optimizer = fluid.optimizer.Momentum()
1786 1787
        optimizer.minimize(cost)
        model_average = fluid.optimizer.ModelAverage(0.15,
1788 1789 1790 1791 1792
                                                min_average_window=10000,
                                                max_average_window=20000)
        for pass_id in range(args.pass_num):
            for data in train_reader():
                exe.run(fluid.default_main_program()...)
1793 1794 1795 1796

            with model_average.apply(exe):
                for data in test_reader():
                    exe.run(inference_program...)
1797 1798 1799
    """

    def __init__(self,
W
wanghaoshuang 已提交
1800
                 average_window_rate,
1801 1802
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
1803 1804 1805 1806
                 regularization=None,
                 name=None):
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
1807 1808 1809
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
1810

1811
        self.params_grads = []
1812 1813
        for param in framework.default_main_program().global_block(
        ).all_parameters():
1814
            if param.do_model_average != False:
1815 1816 1817 1818
                grad = param.block.create_var(
                    name=unique_name.generate(".".join([param.name, 'tmp'])),
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
1819
                    stop_gradient=True)
1820
                self.params_grads.append((param, grad))
1821

1822
        for param, grad in self.params_grads:
1823 1824
            if grad is None:
                continue
X
Xin Pan 已提交
1825 1826
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
1827
                self._append_average_accumulate_op(param)
1828

1829 1830 1831 1832
        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:
1833
                self._add_average_apply_op(block, param_grad)
1834 1835 1836 1837 1838

        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:
1839
                self._add_average_restore_op(block, param_grad)
1840

1841
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
1842 1843 1844 1845 1846 1847
        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(
1848
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
1849
        old_num_accumulates = block._clone_variable(
1850
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
1851
        num_updates = block._clone_variable(
1852 1853 1854 1855 1856 1857
            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
1858 1859 1860 1861
        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
1862
        ops._elementwise_div(x=sum, y=tmp, out=param)
1863 1864

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
1865 1866
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903
        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
1904 1905
            },
            stop_gradient=True)
1906

S
rename  
sneaxiy 已提交
1907
    @signature_safe_contextmanager
1908
    def apply(self, executor, need_restore=True):
1909 1910
        """Apply average values to parameters of current model.
        """
1911 1912 1913 1914 1915 1916
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
1917 1918 1919 1920

    def restore(self, executor):
        """Restore parameter values of current model.
        """
1921
        executor.run(self.restore_program)