Merge pull request #4558 from kexinzhao/adagrad_op

Implementing the Adagrad optimizer step operator

paddle/operators/adagrad_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/adagrad_op.h"
+
+namespace paddle {
+namespace operators {
+
+class AdagradOp : public framework::OperatorWithKernel {
+ public:
+  using framework::OperatorWithKernel::OperatorWithKernel;
+
+ protected:
+  void InferShape(framework::InferShapeContextBase *ctx) const override {
+    PADDLE_ENFORCE(ctx->HasInput("Param"),
+                   "Input(Param) of AdagradOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("Grad"),
+                   "Input(Grad) of AdagradOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("Moment"),
+                   "Input(Moment) of AdagradOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasInput("LearningRate"),
+                   "Input(LearningRate) of AdagradOp should not be null.");
+
+    PADDLE_ENFORCE(ctx->HasOutput("ParamOut"),
+                   "Output(ParamOut) of AdagradOp should not be null.");
+    PADDLE_ENFORCE(ctx->HasOutput("MomentOut"),
+                   "Output(MomentOut) of AdagradOp should not be null.");
+
+    auto lr_dims = ctx->GetInputDim("LearningRate");
+    PADDLE_ENFORCE_EQ(framework::product(lr_dims), 1,
+                      "LearningRate should have one element");
+    auto param_dims = ctx->GetInputDim("Param");
+    PADDLE_ENFORCE_EQ(
+        param_dims, ctx->GetInputDim("Grad"),
+        "Param and Grad input of AdagradOp should have the same dimension.");
+    PADDLE_ENFORCE_EQ(
+        param_dims, ctx->GetInputDim("Moment"),
+        "Param and Moment input of AdagradOp should have the same dimension.");
+
+    ctx->SetOutputDim("ParamOut", param_dims);
+    ctx->SetOutputDim("MomentOut", param_dims);
+  }
+};
+
+class AdagradOpMaker : public framework::OpProtoAndCheckerMaker {
+ public:
+  AdagradOpMaker(framework::OpProto *proto,
+                 framework::OpAttrChecker *op_checker)
+      : OpProtoAndCheckerMaker(proto, op_checker) {
+    AddInput("Param", "(Tensor) Input parameter");
+    AddInput("Grad", "(Tensor) Input gradient");
+    AddInput("Moment", "(Tensor) Second moment");
+    AddInput("LearningRate", "(Tensor) Learning rate");
+
+    AddOutput("ParamOut", "(Tensor) Output parameter");
+    AddOutput("MomentOut", "(Tensor) Output second moment");
+
+    AddAttr<float>("epsilon",
+                   "(float, default 1.0e-6) "
+                   "Constant for numerical stability")
+        .SetDefault(1.0e-6f);
+    AddComment(R"DOC(
+
+Adaptive Gradient Algorithm (Adagrad).
+
+moment_out = moment + grad * grad
+param_out = param - 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 for numerical stability 
+by avoiding division by zero.
+
+)DOC");
+  }
+};
+}  // namespace operators
+}  // namespace paddle
+
+namespace ops = paddle::operators;
+REGISTER_OP_WITHOUT_GRADIENT(adagrad, ops::AdagradOp, ops::AdagradOpMaker);
+REGISTER_OP_CPU_KERNEL(adagrad,
+                       ops::AdagradOpKernel<paddle::platform::CPUPlace, float>);

paddle/operators/adagrad_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/adagrad_op.h"
+
+namespace ops = paddle::operators;
+REGISTER_OP_GPU_KERNEL(adagrad,
+                       ops::AdagradOpKernel<paddle::platform::GPUPlace, float>);

paddle/operators/adagrad_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 {
+
+template <typename Place, typename T>
+class AdagradOpKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& ctx) const override {
+    auto param_out_tensor = ctx.Output<framework::Tensor>("ParamOut");
+    auto moment_out_tensor = ctx.Output<framework::Tensor>("MomentOut");
+
+    param_out_tensor->mutable_data<T>(ctx.GetPlace());
+    moment_out_tensor->mutable_data<T>(ctx.GetPlace());
+
+    float epsilon = ctx.Attr<float>("epsilon");
+
+    auto param = framework::EigenVector<T>::Flatten(
+        *ctx.Input<framework::Tensor>("Param"));
+    auto grad = framework::EigenVector<T>::Flatten(
+        *ctx.Input<framework::Tensor>("Grad"));
+    auto moment = framework::EigenVector<T>::Flatten(
+        *ctx.Input<framework::Tensor>("Moment"));
+    auto lr = framework::EigenVector<T>::Flatten(
+        *ctx.Input<framework::Tensor>("LearningRate"));
+
+    auto param_out = framework::EigenVector<T>::Flatten(*param_out_tensor);
+    auto moment_out = framework::EigenVector<T>::Flatten(*moment_out_tensor);
+    auto place = ctx.GetEigenDevice<Place>();
+
+    moment_out.device(place) = moment + grad * grad;
+    Eigen::DSizes<int, 1> m_dsize(moment_out_tensor->numel());
+    param_out.device(place) =
+        param - lr.broadcast(m_dsize) * grad / (moment_out.sqrt() + epsilon);
+  }
+};
+
+}  // namespace operators
+}  // namespace paddle

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

+import unittest
+import numpy as np
+from op_test import OpTest
+
+
+class TestAdagradOp1(OpTest):
+    ''' Test Adagrad operator with explicit attributes
+    '''
+
+    def setUp(self):
+        self.op_type = "adagrad"
+
+        param = np.random.random((123, 321)).astype("float32")
+        grad = np.random.random((123, 321)).astype("float32")
+        moment = np.zeros((123, 321)).astype("float32")
+        lr = 0.01
+        epsilon = 1e-8
+
+        self.inputs = {
+            'Param': param,
+            'Grad': grad,
+            'Moment': moment,
+            'LearningRate': np.array([lr]).astype("float32")
+        }
+
+        self.attrs = {'epsilon': epsilon}
+
+        moment_out = moment + grad * grad
+        param_out = param - lr * grad / (np.sqrt(moment_out) + epsilon)
+
+        self.outputs = {'ParamOut': param_out, 'MomentOut': moment_out}
+
+    def test_check_output(self):
+        self.check_output()
+
+
+class TestAdagradOp2(OpTest):
+    ''' Test Adagrad operator with default attributes
+    '''
+
+    def setUp(self):
+        self.op_type = "adagrad"
+
+        param = np.random.random((123, 321)).astype("float32")
+        grad = np.random.random((123, 321)).astype("float32")
+        moment = np.zeros((123, 321)).astype("float32")
+        lr = 0.01
+        epsilon = 1e-6
+
+        self.inputs = {
+            'Param': param,
+            'Grad': grad,
+            'Moment': moment,
+            'LearningRate': np.array([lr]).astype("float32")
+        }
+
+        self.attrs = {'epsilon': epsilon}
+
+        moment_out = moment + grad * grad
+        param_out = param - lr * grad / (np.sqrt(moment_out) + epsilon)
+
+        self.outputs = {'ParamOut': param_out, 'MomentOut': moment_out}
+
+    def test_check_output(self):
+        self.check_output()
+
+
+if __name__ == "__main__":
+    unittest.main()