# Copyright (c) 2018 PaddlePaddle Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from __future__ import print_function import re from collections import defaultdict from paddle.fluid.framework import Program, Variable, name_scope from . import framework from . import layers from .backward import append_backward from .framework import program_guard from . import unique_name from .initializer import Constant from .layer_helper import LayerHelper from .regularizer import append_regularization_ops from .clip import append_gradient_clip_ops, error_clip_callback from contextlib import contextmanager from .layers import ops __all__ = [ 'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Ftrl', 'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer', 'AdamaxOptimizer', 'DecayedAdagradOptimizer', 'RMSPropOptimizer', 'FtrlOptimizer', 'Adadelta', 'ModelAverage', 'RMSPropOptimizer' ] class Optimizer(object): """Optimizer Base class. Define the common interface of an optimizer. User should not use this class directly, but need to use one of it's implementation. """ def __init__(self, learning_rate, regularization=None, name=None): if not isinstance(learning_rate, float) and \ not isinstance(learning_rate, framework.Variable): raise TypeError("learning rate should be float or Variable") self._name = name self.regularization = regularization self._learning_rate = learning_rate # the learning rate type should be inferenced from loss self._dtype = None # each program should have a independent learning rate # program -> Variable(learning_rate) self._learning_rate_map = dict() if isinstance(self._learning_rate, framework.Variable): self._learning_rate_map[framework.default_main_program( )] = self._learning_rate # 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()) self.helper = None def _create_global_learning_rate(self): lr = self._global_learning_rate() if isinstance(lr, framework.Variable): return else: if not isinstance(self._learning_rate, float): raise TypeError( "learning rate variable is create outside optimizer," "can not create new learning rate variable for new program") # create learning rate in the current main program self._learning_rate_map[framework.default_main_program( )] = layers.create_global_var( name=unique_name.generate("learning_rate"), shape=[1], value=float(self._learning_rate), dtype='float32' if self._dtype == None else self._dtype, persistable=True) def _global_learning_rate(self, program=None): """ get global decayed learning rate :return: """ if program is None: program = framework.default_main_program() return self._learning_rate_map.get(program, None) def _append_optimize_op(self, block, param_and_grad): """ append optimize operator to block and return all the added optimize_op """ raise NotImplementedError() 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'] if type(param_lr) == Variable: print("returns updated param lr ", param_lr) return param_lr else: if param_lr == 1.0: return self._global_learning_rate() else: return self._global_learning_rate() * param_lr 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 """ pass def _finish_update(self, block, parameters_and_grads): """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: None """ pass def _add_accumulator(self, name, param, dtype=None, fill_value=0.0, shape=None): """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 """ if self._name is not None: name = self._name + "_" + name if (name in self._accumulators and 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=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 Args: name: name of the accumulator param: parameter variable for which accumulator is to be fetched Returns: accumulator variable for the parameter """ if self._name is not None: name = self._name + "_" + name 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] def _create_optimization_pass(self, parameters_and_grads, loss, startup_program=None): """Add optimization operators to update gradients to variables. Args: loss(Variable): the target that this optimization is for. parameters_and_grads(list(tuple(Variable, Variable))): a list of (variable, gradient) pair to update. Returns: return_op_list: a list of operators that will complete one step of optimization. This will include parameter update ops, global step update ops and any other custom ops required by subclasses to manage their internal state. """ # 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 # for parameters and extend _finish_update method to add custom ops. # Create any accumulators program = loss.block.program self._dtype = loss.dtype with program_guard(program, startup_program): global_block = framework.default_main_program().global_block() start = len(global_block.ops) self.helper = LayerHelper(self.__class__.__name__) self._create_accumulators(loss.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(loss.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(loss.block, parameters_and_grads) end = len(global_block.ops) return global_block._slice_ops(start, end) def minimize(self, loss, startup_program=None, parameter_list=None, no_grad_set=None): """Add operations to minimize `loss` by updating `parameter_list`. This method combines interface `append_backward()` and `create_optimization_pass()` into one. """ params_grads = append_backward(loss, parameter_list, no_grad_set, [error_clip_callback]) params_grads = sorted(params_grads, key=lambda x: x[0].name) 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, loss, startup_program) return optimize_ops, params_grads class SGDOptimizer(Optimizer): """ 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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.2) sgd_optimizer.minimize(cost) """ def __init__(self, learning_rate, regularization=None, name=None): assert learning_rate is not None super(SGDOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) self.type = "sgd" def _append_optimize_op(self, block, param_and_grad): assert isinstance(block, framework.Block) # create the optimize op sgd_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "LearningRate": self._create_param_lr(param_and_grad) }, outputs={"ParamOut": param_and_grad[0]}) return sgd_op class MomentumOptimizer(Optimizer): """ 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): &\quad param = param - (gradient + mu * velocity) * learning\_rate & else: &\quad param = param - learning\_rate * 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 use_nesterov (bool): enables Nesterov momentum regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1) optimizer.minimize(cost) """ _velocity_acc_str = "velocity" def __init__(self, learning_rate, momentum, use_nesterov=False, regularization=None, name=None): assert learning_rate is not None assert momentum is not None super(MomentumOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) self.type = "momentum" self._momentum = momentum self._use_nesterov = bool(use_nesterov) 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, "use_nesterov": self._use_nesterov}) return momentum_op class AdagradOptimizer(Optimizer): """ **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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.Adagrad(learning_rate=0.2) optimizer.minimize(cost) """ _moment_acc_str = "moment" def __init__(self, learning_rate, epsilon=1.0e-6, regularization=None, name=None): assert learning_rate is not None assert epsilon is not None super(AdagradOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) self.type = "adagrad" 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 adagrad optimizer op adagrad_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "Moment": moment_acc, "LearningRate": self._create_param_lr(param_and_grad) }, outputs={"ParamOut": param_and_grad[0], "MomentOut": moment_acc}, attrs={"epsilon": self._epsilon}) return adagrad_op class AdamOptimizer(Optimizer): """ 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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.Adam(learning_rate=0.2) optimizer.minimize(cost) """ _moment1_acc_str = "moment1" _moment2_acc_str = "moment2" _beta1_pow_acc_str = "beta1_pow_acc" _beta2_pow_acc_str = "beta2_pow_acc" def __init__(self, learning_rate=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8, regularization=None, name=None): assert learning_rate is not None assert beta1 is not None assert beta2 is not None assert epsilon is not None super(AdamOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) self.type = "adam" self._beta1 = beta1 self._beta2 = beta2 self._epsilon = epsilon def _create_accumulators(self, block, parameters): assert isinstance(block, framework.Block) # Create accumulator tensors for first and second moments for p in parameters: self._add_accumulator(self._moment1_acc_str, p) self._add_accumulator(self._moment2_acc_str, p) 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]) 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]) 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]) # create the adam optimize op adam_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "LearningRate": self._create_param_lr(param_and_grad), "Moment1": moment1, "Moment2": moment2, "Beta1Pow": beta1_pow_acc, "Beta2Pow": beta2_pow_acc }, outputs={ "ParamOut": param_and_grad[0], "Moment1Out": moment1, "Moment2Out": moment2 }, attrs={ "beta1": self._beta1, "beta2": self._beta2, "epsilon": self._epsilon }) return adam_op def _finish_update(self, block, param_and_grads): """Update Beta1 and Beta2 Power accumulators """ assert isinstance(block, framework.Block) main_block = block.program.global_block() for param, grad in param_and_grads: if grad is None: continue with param.block.program._optimized_guard([param, grad]): 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}, attrs={"scale": self._beta1}) main_block.append_op( type="scale", inputs={"X": beta2_pow_acc}, outputs={"Out": beta2_pow_acc}, attrs={"scale": self._beta2}) class AdamaxOptimizer(Optimizer): """ 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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.Adamax(learning_rate=0.2) optimizer.minimize(cost) Notes: Currently, AdamaxOptimizer doesn't support sparse parameter optimization. """ _moment_acc_str = "moment" _inf_norm_acc_str = "inf_norm" _beta1_pow_acc_str = "beta1_pow_acc" def __init__(self, learning_rate=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8, regularization=None, name=None): assert learning_rate is not None assert beta1 is not None assert beta2 is not None assert epsilon is not None super(AdamaxOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) 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: self._add_accumulator(self._moment_acc_str, p) self._add_accumulator(self._inf_norm_acc_str, p) self._add_accumulator( name=self._beta1_pow_acc_str, param=p, dtype='float32', fill_value=self._beta1, shape=[1]) 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]) beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str, param_and_grad[0]) # create the adamax optimize op adamax_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "LearningRate": self._create_param_lr(param_and_grad), "Moment": moment, "InfNorm": inf_norm, "Beta1Pow": beta1_pow_acc }, outputs={ "ParamOut": param_and_grad[0], "MomentOut": moment, "InfNormOut": inf_norm }, attrs={ "beta1": self._beta1, "beta2": self._beta2, "epsilon": self._epsilon }) return adamax_op def _finish_update(self, block, parameters_and_grads): """Update Beta1 Power accumulator """ assert isinstance(block, framework.Block) main_block = block.program.global_block() for param, grad in parameters_and_grads: if grad is None: continue with param.block.program._optimized_guard([param, grad]): 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}, attrs={"scale": self._beta1}) class DecayedAdagradOptimizer(Optimizer): """ **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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.DecayedAdagrad(learning_rate=0.2) optimizer.minimize(cost) Notes: Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization. """ _moment_acc_str = "moment" def __init__(self, learning_rate, decay=0.95, epsilon=1.0e-6, regularization=None, name=None): assert learning_rate is not None assert decay is not None assert epsilon is not None super(DecayedAdagradOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) 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}, attrs={"epsilon": self._epsilon}) return decayed_adagrad_op class AdadeltaOptimizer(Optimizer): """ **Adadelta Optimizer** Simple Adadelta optimizer with average squared grad state and average squared update state. The details of adadelta please refer to this `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD `_. .. 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: learning_rate(float): global learning rate rho(float): rho in equation epsilon(float): epsilon in equation regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.Adadelta( learning_rate=0.0003, epsilon=1.0e-6, rho=0.95) _, params_grads = optimizer.minimize(cost) Notes: Currently, AdadeltaOptimizer doesn't support sparse parameter optimization. """ _avg_squared_grad_acc_str = "_avg_squared_grad" _avg_squared_update_acc_str = "_avg_squared_update" def __init__(self, learning_rate, epsilon=1.0e-6, rho=0.95, regularization=None, name=None): 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.") super(AdadeltaOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) self.type = "adadelta" self._epsilon = epsilon self._rho = rho 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._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): if not isinstance(block, framework.Block): raise TypeError("block is not instance of framework.Block.") 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, "rho": self._rho}) return adadelta_op 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:: r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2 w & = w - \\frac{\\eta} {\\sqrt{r(w,t) + \\epsilon}} \\nabla Q_{i}(w) The first equation calculates moving average of the squared gradient for each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`. In some cases, adding a momentum term :math: `\\beta` is beneficial. In our implementation, Nesterov momentum is used: .. math:: r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2 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 + \\epsilon}} \\nabla Q_{i}(w) w & = w - v(w, t) where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95 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: learning_rate(float): global learning rate. 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. momentum(float): :math:`\\beta` in equation is the momentum term, set 0.0 by default. 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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. 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" _mean_grad_acc_str = "mean_grad" def __init__(self, learning_rate, rho=0.95, epsilon=1.0e-6, momentum=0.0, centered=False, regularization=None, name=None): super(RMSPropOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) 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 self._centered = centered 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) self._add_accumulator(self._mean_grad_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.") momentum_acc = self._get_accumulator(self._momentum_acc_str, param_and_grad[0]) mean_square_acc = self._get_accumulator(self._mean_square_acc_str, param_and_grad[0]) mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str, param_and_grad[0]) rmsprop_op = block.append_op( type=self.type, inputs={ "Param": param_and_grad[0], "Grad": param_and_grad[1], "Moment": momentum_acc, "MeanSquare": mean_square_acc, "MeanGrad": mean_grad_acc, "LearningRate": self._create_param_lr(param_and_grad), }, outputs={ "ParamOut": param_and_grad[0], "MomentOut": momentum_acc, "MeanSquareOut": mean_square_acc, "MeanGradOut": mean_grad_acc }, attrs={ "epsilon": self._epsilon, "decay": self._rho, "momentum": self._momentum, "centered": self._centered }) return rmsprop_op 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. l1 (float): l2 (float): lr_power (float): regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. 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) Notes: Currently, FtrlOptimizer doesn't support sparse parameter optimization. """ _squared_acc_str = "squared" _linear_acc_str = "linear" def __init__(self, learning_rate, l1=0.0, l2=0.0, lr_power=-0.5, regularization=None, name=None): super(FtrlOptimizer, self).__init__( learning_rate=learning_rate, regularization=regularization, name=name) 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, "lr_power": self._lr_power}) return ftrl_op # 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 Adadelta = AdadeltaOptimizer RMSProp = RMSPropOptimizer Ftrl = FtrlOptimizer 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. regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer. name: A optional name prefix. Examples: .. code-block:: python optimizer = fluid.optimizer.Momentum() optimizer.minimize(cost) model_average = fluid.optimizer.ModelAverage(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()...) with model_average.apply(exe): for data in test_reader(): exe.run(inference_program...) """ def __init__(self, average_window_rate, min_average_window=10000, max_average_window=10000, regularization=None, name=None): super(ModelAverage, self).__init__( 0.0, regularization=regularization, name=name) self.average_window = average_window_rate self.min_average_window = min_average_window self.max_average_window = max_average_window self.params_grads = [] for param in framework.default_main_program().global_block( ).all_parameters(): if param.do_model_average != False: grad = param.block.create_var( name=unique_name.generate(".".join([param.name, 'tmp'])), dtype=param.dtype, persistable=False, stop_gradient=True) self.params_grads.append((param, grad)) for param, grad in self.params_grads: if grad is None: continue with param.block.program._optimized_guard([param, grad]): self._append_average_accumulate_op(param) 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: self._add_average_apply_op(block, param_grad) 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: self._add_average_restore_op(block, param_grad) 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' if self._dtype == None else self._dtype) sum = layers.cast( x=sum, dtype='float32' if self._dtype == None else self._dtype) ops._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, }) @contextmanager def apply(self, executor, need_restore=True): """Apply average values to parameters of current model. """ executor.run(self.apply_program) try: yield finally: if need_restore: self.restore(executor) def restore(self, executor): """Restore parameter values of current model. """ executor.run(self.restore_program)