Add ModelAverage class to optimizer.py

python/paddle/fluid/optimizer.py

@@ -13,7 +13,7 @@
 # limitations under the License.
 
 from collections import defaultdict
-
+from paddle.fluid.framework import Program
 import framework
 import layers
 from backward import append_backward
@@ -24,7 +24,10 @@ from layer_helper import LayerHelper
 from regularizer import append_regularization_ops
 from clip import append_gradient_clip_ops, error_clip_callback
 
-__all__ = ['SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad']
+__all__ = [
+    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad',
+    'ModelAverage'
+]
 
 
 class Optimizer(object):
@@ -119,7 +122,12 @@ class Optimizer(object):
         """
         pass
 
-    def _add_accumulator(self, name, param, dtype=None, fill_value=0.0):
+    def _add_accumulator(self,
+                         name,
+                         param,
+                         dtype=None,
+                         fill_value=0.0,
+                         shape=None):
         """Utility function to add an accumulator for a parameter
 
         Args:
@@ -133,17 +141,19 @@ class Optimizer(object):
                 param.name in self._accumulators[name]):
             raise Exception("Accumulator {} already exists for parameter {}".
                             format(name, param.name))
-
+        if shape == None:
+            shape = param.shape
         assert isinstance(self.helper, LayerHelper)
         var = self.helper.create_global_variable(
             name=unique_name.generate(name),
             persistable=True,
             dtype=dtype or param.dtype,
             type=param.type,
-            shape=param.shape)
+            shape=shape)
         self.helper.set_variable_initializer(
             var, initializer=Constant(value=float(fill_value)))
         self._accumulators[name][param.name] = var
+        return var
 
     def _get_accumulator(self, name, param):
         """Utility function to fetch an accumulator for a parameter
@@ -592,3 +602,132 @@ Adagrad = AdagradOptimizer
 Adam = AdamOptimizer
 Adamax = AdamaxOptimizer
 DecayedAdagrad = DecayedAdagradOptimizer
+
+
+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:
+        params_grads: A list of parameter-grad variable pairs.
+        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.
+
+    Examples:
+        ...
+        optimizer = fluid.optimizer.Momentum()
+        _, params_grads = optimizer.minimize(cost)
+        model_average = fluid.optimizer.ModelAverage(params_grads, 0.15,
+                                                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()...)
+            model_average.apply()
+            for data in test_reader():
+                exe.run(inference_program...)
+            model_average.restore(exe)
+    """
+
+    def __init__(self,
+                 params_grads,
+                 average_window_rate,
+                 min_average_window=10000,
+                 max_average_window=10000,
+                 **kwargs):
+        super(ModelAverage, self).__init__(0.0, **kwargs)
+        self.average_window = average_window_rate
+        self.min_average_window = min_average_window
+        self.max_average_window = max_average_window
+        self.params_grads = params_grads
+        for param, _ in self.params_grads:
+            self._append_average_accumulate_op(param)
+
+    def _add_average_apply_op(self, block, param_grad):
+        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(
+            self._get_accumulator('num_accumulates', param))
+        old_num_accumulates = block.clone_variable(
+            self._get_accumulator('old_num_accumulates', param))
+        num_updates = block.clone_variable(
+            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])
+        tmp = layers.cast(x=tmp, dtype='float32')
+        sum = layers.cast(x=sum, dtype='float32')
+        layers.elementwise_div(x=sum, y=tmp, out=param)
+
+    def _add_average_restore_op(self, block, param_grad):
+        param = block.clone_variable(param_grad[0])
+        grad = block.clone_variable(param_grad[1])
+        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,
+            })
+
+    def apply(self, executor):
+        """Apply average values to parameters of current model.
+        """
+        apply_program = Program()
+        block = apply_program.global_block()
+        with program_guard(main_program=apply_program):
+            for param_grad in self.params_grads:
+                self._add_average_apply_op(block, param_grad)
+        executor.run(apply_program)
+
+    def restore(self, executor):
+        """Restore parameter values of current model.
+        """
+        restore_program = Program()
+        block = restore_program.global_block()
+        with program_guard(main_program=restore_program):
+            for param_grad in self.params_grads:
+                self._add_average_restore_op(block, param_grad)
+        executor.run(restore_program)