Merge pull request #4565 from kavyasrinet/rmsprop

Adding the implementation for rmsprop operator

paddle/operators/rmsprop_op.cc

+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+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. */
+
+#include "paddle/operators/rmsprop_op.h"
+
+namespace paddle {
+namespace operators {
+
+class RmspropOp : public framework::OperatorWithKernel {
+ public:
+  using framework::OperatorWithKernel::OperatorWithKernel;
+
+ protected:
+  void InferShape(framework::InferShapeContextBase *ctx) const override {
+    PADDLE_ENFORCE(ctx->HasInput("Param"),
+                   "Input(Param) of RmspropOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("MeanSquare"),
+                   "Input(MeanSquare) of RmspropOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("LearningRate"),
+                   "Input(LearningRate) of RmspropOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("Grad"),
+                   "Input(Grad) of RmspropOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("Moment"),
+                   "Input(Moment) of RmspropOp should not be null.");
+
+    PADDLE_ENFORCE(ctx->HasOutput("ParamOut"),
+                   "Output(param_out) of RmspropOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasOutput("MomentOut"),
+                   "Output(Momentum_out) of RmspropOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasOutput("MeanSquareOut"),
+                   "Output(MeanSquareOut) of RmspropOp should not be null.");
+
+    auto param_dim = ctx->GetInputDim("Param");
+    PADDLE_ENFORCE_EQ(
+        param_dim, ctx->GetInputDim("Grad"),
+        "Param and grad input of RmspropOp should have the same dimension.");
+    PADDLE_ENFORCE_EQ(param_dim, ctx->GetInputDim("Moment"),
+                      "Param and Momentum input of RmspropOp "
+                      "should have the same dimension.");
+    PADDLE_ENFORCE_EQ(param_dim, ctx->GetInputDim("MeanSquare"),
+                      "Param and Momentum input of RmspropOp "
+                      "should have the same dimension.");
+
+    auto lr_dim = ctx->GetInputDim("LearningRate");
+    PADDLE_ENFORCE_EQ(framework::product(lr_dim), 1,
+                      "Learning Rate should be a scalar.");
+
+    ctx->SetOutputDim("ParamOut", param_dim);
+    ctx->SetOutputDim("MomentOut", param_dim);
+    ctx->SetOutputDim("MeanSquareOut", param_dim);
+  }
+};
+
+class RmspropOpMaker : public framework::OpProtoAndCheckerMaker {
+ public:
+  RmspropOpMaker(framework::OpProto *proto,
+                 framework::OpAttrChecker *op_checker)
+      : OpProtoAndCheckerMaker(proto, op_checker) {
+    AddInput("Param",
+             "(Tensor, default Tensor<float>) "
+             "Input parameter value that has to be updated");
+    AddInput("MeanSquare",
+             "(Tensor, default Tensor<float>)"
+             " The mean square value that gets updated");
+    AddInput("LearningRate",
+             "(Tensor, default Tensor<float>) "
+             "The learning rate should be a tensor of size 1");
+    AddInput("Grad",
+             "(Tensor, default Tensor<float>) "
+             "Input gradient of the parameter");
+    AddInput("Moment",
+             "(Tensor, default Tensor<float>) The moment that gets updated");
+
+    AddOutput("ParamOut", "(Tensor) Output updated parameter value");
+    AddOutput("MomentOut", "(Tensor) Output updated moment");
+    AddOutput("MeanSquareOut", "(Tensor) Output Mean squared updated value");
+
+    AddAttr<float>("epsilon",
+                   "(float, default 1e-10) Constant "
+                   "for numerical stability.")
+        .SetDefault(1.0e-10f);
+    AddAttr<float>("decay",
+                   "(float, default 0.9) "
+                   "Discounting factor for coming gradient.")
+        .SetDefault(0.9f);
+    AddAttr<float>("momentum", "(float, default 0.0) Constant value")
+        .SetDefault(0.0f);
+    AddComment(R"DOC(
+
+RMSprop
+
+MeanSquareOut = decay * MeanSquare + (1 - decay) * Grad * Grad
+MomentOut = momentum * Moment +
+            LearningRate * Grad / sqrt(MeanSquareOut + epsilon)
+ParamOut = Param -  MomentOut
+
+The original slides that proposed RMSprop: Slide 29 of
+http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf)
+
+)DOC");
+  }
+};
+}  // namespace operators
+}  // namespace paddle
+
+namespace ops = paddle::operators;
+REGISTER_OP_WITHOUT_GRADIENT(rmsprop, ops::RmspropOp, ops::RmspropOpMaker);
+REGISTER_OP_CPU_KERNEL(rmsprop,
+                       ops::RmspropOpKernel<paddle::platform::CPUPlace, float>);

paddle/operators/rmsprop_op.cu

+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+   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. */
+
+#define EIGEN_USE_GPU
+#include "paddle/operators/rmsprop_op.h"
+
+namespace ops = paddle::operators;
+REGISTER_OP_GPU_KERNEL(rmsprop,
+                       ops::RmspropOpKernel<paddle::platform::GPUPlace, float>);

paddle/operators/rmsprop_op.h

+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+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. */
+
+#pragma once
+#include "paddle/framework/eigen.h"
+#include "paddle/framework/op_registry.h"
+
+namespace paddle {
+namespace operators {
+
+using Tensor = framework::Tensor;
+template <typename T, int MajorType = Eigen::RowMajor,
+          typename IndexType = Eigen::DenseIndex>
+using EigenVector = framework::EigenVector<T, MajorType, IndexType>;
+
+template <typename Place, typename T>
+class RmspropOpKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& ctx) const override {
+    auto* param_out = ctx.Output<Tensor>("ParamOut");
+    auto* moment_out = ctx.Output<Tensor>("MomentOut");
+    auto* mean_square_out = ctx.Output<Tensor>("MeanSquareOut");
+
+    auto grad = ctx.Input<Tensor>("Grad");
+
+    param_out->mutable_data<T>(ctx.GetPlace());
+    moment_out->mutable_data<T>(ctx.GetPlace());
+    mean_square_out->mutable_data<T>(ctx.GetPlace());
+
+    float epsilon = ctx.Attr<float>("epsilon");
+    float rho = ctx.Attr<float>("decay");
+    float momentum = ctx.Attr<float>("momentum");
+
+    auto p = EigenVector<T>::Flatten(*ctx.Input<Tensor>("Param"));
+    auto ms = EigenVector<T>::Flatten(*ctx.Input<Tensor>("MeanSquare"));
+    auto lr = EigenVector<T>::Flatten(*ctx.Input<Tensor>("LearningRate"));
+    auto g = EigenVector<T>::Flatten(*grad);
+    auto mom = EigenVector<T>::Flatten(*ctx.Input<Tensor>("Moment"));
+
+    auto p_out = EigenVector<T>::Flatten(*param_out);
+    auto mom_out = EigenVector<T>::Flatten(*moment_out);
+    auto ms_out = EigenVector<T>::Flatten(*mean_square_out);
+    auto place = ctx.GetEigenDevice<Place>();
+
+    Eigen::DSizes<int, 1> grad_dsize(grad->numel());
+
+    ms_out.device(place) = rho * ms + (1 - rho) * g * g;
+    mom_out.device(place) =
+        momentum * mom +
+        lr.broadcast(grad_dsize) * g / (ms_out + epsilon).sqrt();
+    p_out.device(place) = p - mom_out;
+  }
+};
+
+}  // namespace operators
+}  // namespace paddle

python/paddle/v2/framework/tests/test_rmsprop_op.py

+import unittest
+import numpy as np
+from op_test import OpTest
+
+
+class TestRmspropOp1(OpTest):
+    ''' Test RMSProp with explicit inputs
+    '''
+
+    def setUp(self):
+        self.op_type = "rmsprop"
+
+        param = np.random.random((123, 321)).astype("float32")
+        mean_square = np.random.random((123, 321)).astype("float32")
+        learning_rate = np.array([0.01]).astype("float32")
+        grad = np.random.random((123, 321)).astype("float32")
+        moment = np.zeros((123, 321)).astype("float32")
+
+        epsilon = 1e-6
+        decay = 0.9
+        momentum = 0.0
+
+        self.inputs = {
+            'Param': param,
+            'MeanSquare': mean_square,
+            'LearningRate': learning_rate,
+            'Grad': grad,
+            'Moment': moment,
+        }
+
+        self.attrs = {'epsilon': epsilon, 'decay': decay, 'momentum': momentum}
+
+        ms_out = decay * mean_square + (1 - decay) * grad * grad
+        moment_out = momentum * moment + \
+            learning_rate * grad / np.sqrt(ms_out + epsilon)
+        param_out = param - moment_out
+
+        self.outputs = {
+            'ParamOut': param_out,
+            'MomentOut': moment_out,
+            'MeanSquareOut': ms_out
+        }
+
+    def test_check_output(self):
+        self.check_output()
+
+
+class TestRmspropOp2(OpTest):
+    '''Test RMSProp with defaukt values for attributes
+    '''
+
+    def setUp(self):
+        self.op_type = "rmsprop"
+
+        param = np.random.random((123, 321)).astype("float32")
+        mean_square = np.random.random((123, 321)).astype("float32")
+        learning_rate = np.array([0.01]).astype("float32")
+        grad = np.random.random((123, 321)).astype("float32")
+        moment = np.zeros((123, 321)).astype("float32")
+
+        epsilon = 1.0e-10
+        decay = 0.9
+        momentum = 0.0
+
+        self.inputs = {
+            'Param': param,
+            'MeanSquare': mean_square,
+            'LearningRate': learning_rate,
+            'Grad': grad,
+            'Moment': moment,
+        }
+
+        ms_out = decay * mean_square + (1 - decay) * grad * grad
+        moment_out = momentum * moment + \
+            learning_rate * grad / np.sqrt(ms_out + epsilon)
+        param_out = param - moment_out
+
+        self.outputs = {
+            'ParamOut': param_out,
+            'MomentOut': moment_out,
+            'MeanSquareOut': ms_out
+        }
+
+    def test_check_output(self):
+        self.check_output()
+
+
+if __name__ == "__main__":
+    unittest.main()