optimizer.py 87.1 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
import numpy as np
18
from collections import defaultdict
19
from functools import reduce
20

21
from paddle.fluid import core
Q
Qiao Longfei 已提交
22
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
23 24
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program
from paddle.fluid.layers import tensor
25

26 27
from . import framework
from . import layers
28
from . import unique_name
29
from .backward import append_backward
30
from .clip import append_gradient_clip_ops, error_clip_callback
31 32
from .dygraph import base as imperative_base
from .dygraph.learning_rate_scheduler import LearningRateDecay
33 34 35
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
S
sneaxiy 已提交
36
from .layers import ops
37
from .regularizer import append_regularization_ops
38
from .wrapped_decorator import signature_safe_contextmanager
39

40
__all__ = [
Q
qiaolongfei 已提交
41
    'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Ftrl',
42
    'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer',
W
weixing02 已提交
43
    'AdamaxOptimizer', 'DecayedAdagradOptimizer', 'RMSPropOptimizer',
44
    'FtrlOptimizer', 'Adadelta', 'ModelAverage', 'LarsMomentum',
45 46
    'LarsMomentumOptimizer', 'DGCMomentumOptimizer', 'LambOptimizer',
    'ExponentialMovingAverage'
47
]
Q
Qiao Longfei 已提交
48 49 50 51 52 53


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

    Define the common interface of an optimizer.
54 55
    User should not use this class directly,
    but need to use one of it's implementation.
Q
Qiao Longfei 已提交
56 57
    """

X
Xin Pan 已提交
58
    def __init__(self, learning_rate, regularization=None, name=None):
L
lujun 已提交
59
        if framework.in_dygraph_mode():
M
minqiyang 已提交
60 61 62 63 64 65 66 67 68 69 70 71
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, LearningRateDecay):
                raise TypeError(
                    "learning rate should be float or LearningRateDecay, got %s here"
                    % type(learning_rate))
        else:
            if not isinstance(learning_rate, float) and \
                    not isinstance(learning_rate, framework.Variable):
                raise TypeError(
                    "learning rate should be float or Variable, got %s here" %
                    type(learning_rate))

W
whs 已提交
72
        self._name = name
D
dzhwinter 已提交
73
        self.regularization = regularization
74
        self._learning_rate = learning_rate
D
dzhwinter 已提交
75 76
        # the learning rate type should be inferenced from loss
        self._dtype = None
77
        # each program should have a independent learning rate
78
        # program -> Variable(learning_rate)
Q
qiaolongfei 已提交
79
        self._learning_rate_map = dict()
80
        if isinstance(self._learning_rate, framework.Variable):
81 82
            self._learning_rate_map[framework.default_main_program(
            )] = self._learning_rate
83 84 85 86 87
        # 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
88
        self.helper = None
89 90 91 92
        self._opti_name_list = []

    def get_opti_var_name_list(self):
        return self._opti_name_list
Q
Qiao Longfei 已提交
93

Q
Qiao Longfei 已提交
94
    def _create_global_learning_rate(self):
95 96 97
        if imperative_base.enabled():
            # create learning rate Variable
            if isinstance(self._learning_rate, float):
M
minqiyang 已提交
98 99 100 101 102 103 104 105 106 107 108 109
                lr = self._global_learning_rate()

                if isinstance(lr, framework.Variable):
                    return
                else:
                    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 is None else self._dtype,
                        persistable=True)
110
            # get learning rate Variable from LearningRateDecay
M
minqiyang 已提交
111
            elif isinstance(self._learning_rate, LearningRateDecay):
112 113 114
                self._learning_rate_map[framework.default_main_program(
                )] = self._learning_rate()
            else:
Q
qiaolongfei 已提交
115
                raise TypeError(
116 117
                    "optimizer's learning rate must be float or LearningRateDecay"
                )
118
        else:
119 120 121 122
            lr = self._global_learning_rate()

            if isinstance(lr, framework.Variable):
                return
M
minqiyang 已提交
123 124 125 126 127 128
            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"
                    )
Q
Qiao Longfei 已提交
129

130 131 132 133 134 135 136 137
            # 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 is None else self._dtype,
                persistable=True)
138

Y
yuyang18 已提交
139
    def _global_learning_rate(self, program=None):
Q
Qiao Longfei 已提交
140 141 142 143
        """
        get global decayed learning rate
        :return:
        """
144 145
        if program is None:
            program = framework.default_main_program()
Q
qiaolongfei 已提交
146
        return self._learning_rate_map.get(program, None)
Q
Qiao Longfei 已提交
147

Q
Qiao Longfei 已提交
148 149 150 151 152
    def _append_optimize_op(self, block, param_and_grad):
        """ append optimize operator to block and return all the added optimize_op
        """
        raise NotImplementedError()

153 154 155 156
    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
157 158
        if type(param_lr) == Variable:
            return param_lr
Q
qiaolongfei 已提交
159
        else:
W
Wu Yi 已提交
160
            if param_lr == 1.0:
Y
yuyang18 已提交
161
                return self._global_learning_rate()
W
Wu Yi 已提交
162
            else:
X
Xin Pan 已提交
163 164 165
                with default_main_program()._lr_schedule_guard(
                        is_with_opt=True), framework.name_scope(
                            'scale_with_param_lr'):
166
                    return self._global_learning_rate() * param_lr
167 168 169 170 171 172 173

    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
174
        """
175 176
        pass

177
    def _finish_update(self, block, parameters_and_grads):
178 179 180 181 182 183 184 185
        """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
186
            None
187 188 189
        """
        pass

190 191 192 193 194 195
    def _add_accumulator(self,
                         name,
                         param,
                         dtype=None,
                         fill_value=0.0,
                         shape=None):
196 197 198 199 200 201 202 203 204
        """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
205 206
        if self._name is not None:
            name = self._name + "_" + name
207 208
        if (name in self._accumulators and
                param.name in self._accumulators[name]):
L
lujun 已提交
209
            if framework.in_dygraph_mode():
X
polish  
Xin Pan 已提交
210
                return self._accumulators[name][param.name]
211
            raise Exception("Accumulator {} already exists for parameter {}".
212
                            format(name, param.name))
213 214
        if shape == None:
            shape = param.shape
Q
Qiao Longfei 已提交
215
        assert isinstance(self.helper, LayerHelper)
216 217 218 219 220

        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
221
        var = self.helper.create_global_variable(
222
            name=var_name,
Q
Qiao Longfei 已提交
223
            persistable=True,
F
fengjiayi 已提交
224
            dtype=dtype or param.dtype,
Q
Qiao Longfei 已提交
225
            type=param.type,
226
            shape=shape)
Q
Qiao Longfei 已提交
227
        self.helper.set_variable_initializer(
228
            var, initializer=Constant(value=float(fill_value)))
Q
Qiao Longfei 已提交
229
        self._accumulators[name][param.name] = var
230
        return var
231 232 233 234 235 236 237 238 239 240 241

    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
242 243
        if self._name is not None:
            name = self._name + "_" + name
244 245 246 247 248 249
        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]

250
    def _create_optimization_pass(self, parameters_and_grads):
Q
Qiao Longfei 已提交
251 252 253
        """Add optimization operators to update gradients to variables.

        Args:
Q
qiaolongfei 已提交
254
          parameters_and_grads(list(tuple(Variable, Variable))):
255
            a list of (variable, gradient) pair to update.
Q
Qiao Longfei 已提交
256 257

        Returns:
258
          return_op_list: a list of operators that will complete one step of
259 260 261
            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
262
        """
263 264 265 266 267
        # 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
268
        # for parameters and extend _finish_update method to add custom ops.
269

270 271 272 273 274 275 276 277 278
        # 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 = []
M
minqiyang 已提交
279
        if framework.in_dygraph_mode():
280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298
            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):
                    if param_and_grad[0].trainable is True:
                        optimize_op = self._append_optimize_op(global_block,
                                                               param_and_grad)
                        optimize_ops.append(optimize_op)
        else:
            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)
299 300 301 302 303 304 305 306 307

        # 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
308 309 310 311 312 313 314 315 316
        """
        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
        """
317 318
        program = framework.default_main_program()
        global_block = framework.default_main_program().global_block()
Q
Qiao Longfei 已提交
319 320 321 322 323 324 325 326 327 328 329 330 331 332 333
        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:
334 335 336 337 338 339 340 341 342 343 344 345 346
            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
347 348
        return new_param_grads, (table_param, table_grad), sgd_op

349 350 351
    def _append_dgc_ops(self, param_and_grad):
        pass

352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369
    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
370

371 372
        Return:
            list: list of (param, grad) pair, grad is the output of backward.
M
minqiyang 已提交
373

374 375 376
        Examples:
            See examples in `apply_gradients`.
        """
C
chengduo 已提交
377
        self._dtype = loss.dtype
L
lujun 已提交
378
        if framework.in_dygraph_mode():
C
chengduo 已提交
379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395
            if parameter_list is not None:
                parameters = parameter_list
            else:
                parameters = framework._dygraph_tracer().all_parameters()

            params_grads = []
            for param in parameters:
                if not param.trainable:
                    continue
                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))
396
        else:
C
chengduo 已提交
397 398 399 400 401 402 403 404 405 406 407 408
            if callbacks is None:
                callbacks = [error_clip_callback]
            else:
                assert (isinstance(callbacks, list))
            program = loss.block.program
            with program_guard(program, startup_program):
                params_grads = append_backward(loss, parameter_list,
                                               no_grad_set, callbacks)
                # 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)
        return params_grads
409 410 411 412 413 414 415 416

    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
417

418 419
        Returns:
            list: A list of operators appended to the current program.
M
minqiyang 已提交
420

421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448
        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

C
chengduo 已提交
449 450 451 452 453 454 455 456 457 458 459 460 461 462
    def apply_optimize(self, loss, startup_program, params_grads):
        """
        Second part of `minimize`, appending optimization operators for
        given `params_grads` pairs.

        Args:
            loss (Variable): loss variable to run optimizations.
            startup_program (Program): startup_program for initializing parameters
                in `parameter_list`.
            params_grads (list): list of (param, grad) pair to do optimization.

        Returns:
            list: A list of operators appended to the current program.
        """
L
lujun 已提交
463
        if framework.in_dygraph_mode():
C
chengduo 已提交
464 465 466 467 468 469 470 471 472
            with program_guard(framework.default_main_program(),
                               framework.default_startup_program()):
                optimize_ops = self._create_optimization_pass(params_grads)
        else:
            program = loss.block.program
            with program_guard(program, startup_program):
                optimize_ops = self.apply_gradients(params_grads)
        return optimize_ops

Q
Qiao Longfei 已提交
473 474
    def minimize(self,
                 loss,
475
                 startup_program=None,
Q
Qiao Longfei 已提交
476 477
                 parameter_list=None,
                 no_grad_set=None):
478 479 480 481 482
        """
        Add operations to minimize `loss` by updating `parameter_list`.

        This method combines interface `backward()` and
        `apply_gradients()` into one.
M
minqiyang 已提交
483

484 485 486 487 488 489
        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
490

491 492 493
        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
494
        """
C
chengduo 已提交
495 496 497 498 499 500 501
        params_grads = self.backward(
            loss,
            startup_program=startup_program,
            parameter_list=parameter_list,
            no_grad_set=no_grad_set)
        optimize_ops = self.apply_optimize(
            loss, startup_program=startup_program, params_grads=params_grads)
M
minqiyang 已提交
502

503 504 505
        if framework.in_dygraph_mode():
            framework._dygraph_tracer()._clear_ops()

Q
Qiao Longfei 已提交
506
        return optimize_ops, params_grads
Q
Qiao Longfei 已提交
507 508 509


class SGDOptimizer(Optimizer):
Q
qiaolongfei 已提交
510 511 512 513 514 515 516 517 518 519
    """
    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
520 521 522
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
523 524 525 526

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
527
            sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.2)
Q
qiaolongfei 已提交
528
            sgd_optimizer.minimize(cost)
Q
Qiao Longfei 已提交
529 530
    """

X
Xin Pan 已提交
531
    def __init__(self, learning_rate, regularization=None, name=None):
Q
Qiao Longfei 已提交
532
        assert learning_rate is not None
Q
Qiao Longfei 已提交
533
        super(SGDOptimizer, self).__init__(
X
Xin Pan 已提交
534 535 536
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
Qiao Longfei 已提交
537 538
        self.type = "sgd"

539 540
    def _append_optimize_op(self, block, param_and_grad):
        assert isinstance(block, framework.Block)
541

Q
Qiao Longfei 已提交
542 543 544 545 546 547
        # create the optimize op
        sgd_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
548
                "LearningRate": self._create_param_lr(param_and_grad)
Q
Qiao Longfei 已提交
549
            },
M
minqiyang 已提交
550 551
            outputs={"ParamOut": param_and_grad[0]},
            stop_gradient=True)
Q
Qiao Longfei 已提交
552 553

        return sgd_op
554 555 556


class MomentumOptimizer(Optimizer):
Q
qiaolongfei 已提交
557 558 559 560 561 562 563 564 565 566 567 568 569 570
    """

    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):

571
        &\quad   param = param - (gradient + mu * velocity) * learning\_rate
Q
qiaolongfei 已提交
572 573 574

        & else:

Q
qiaolongfei 已提交
575
        &\quad   param = param - learning\_rate * velocity
Q
qiaolongfei 已提交
576 577 578 579 580 581

    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
582 583 584
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
585 586 587 588

    Examples:
        .. code-block:: python

Q
qiaolongfei 已提交
589
            optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
Q
qiaolongfei 已提交
590
            optimizer.minimize(cost)
591 592 593
    """
    _velocity_acc_str = "velocity"

X
Xin Pan 已提交
594 595 596 597 598 599
    def __init__(self,
                 learning_rate,
                 momentum,
                 use_nesterov=False,
                 regularization=None,
                 name=None):
600 601
        assert learning_rate is not None
        assert momentum is not None
Q
Qiao Longfei 已提交
602
        super(MomentumOptimizer, self).__init__(
X
Xin Pan 已提交
603 604 605
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
606 607
        self.type = "momentum"
        self._momentum = momentum
608
        self._use_nesterov = bool(use_nesterov)
609 610 611 612 613

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

        for p in parameters:
Q
Qiao Longfei 已提交
614
            self._add_accumulator(self._velocity_acc_str, p)
615 616 617 618 619 620 621 622 623 624 625 626 627

    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,
628
                "LearningRate": self._create_param_lr(param_and_grad)
629 630 631 632 633
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "VelocityOut": velocity_acc
            },
634
            attrs={"mu": self._momentum,
M
minqiyang 已提交
635 636
                   "use_nesterov": self._use_nesterov},
            stop_gradient=True)
637 638

        return momentum_op
639 640


641 642 643 644 645
class DGCMomentumOptimizer(MomentumOptimizer):
    """

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

G
gongweibao 已提交
646
    DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
647 648
        only gradients larger than a threshold are transmitted.

G
gongweibao 已提交
649
    To avoid losing information, DGC accumulates the rest of the gradients locally.
650 651 652

    Eventually, these gradients become large enough to be transmitted.

G
gongweibao 已提交
653
    Thus, DGC sends the large gradients immediately but eventually send all of the gradients over time.
654

G
gongweibao 已提交
655
    To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
656 657 658 659

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

    This optimizer will do two things:
660

661 662
        1. Compress the gradient by get TopK import value from tensor \
            and use it for allreduce to reduce network bandwidth.
663

664 665 666 667 668 669
        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.
G
gongweibao 已提交
670
        rampup_begin_step (int): The beginning step from which gradient compression is implemented.
671 672 673 674 675 676 677
        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.
G
gongweibao 已提交
678
        num_trainers: The number of training nodes.
679
        regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
G
gongweibao 已提交
680
        name: An optional name prefix.
681 682 683 684 685

    Examples:
        .. code-block:: python

            optimizer = fluid.optimizer.DGCMomentumOptimizer(
G
gongweibao 已提交
686 687 688 689 690
                        learning_rate=0.0001,
                        momentum=0.9,
                        rampup_step=1000,
                        rampup_begin_step=1252,
                        sparsity=[0.999, 0.999])
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

    """

    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(
G
gongweibao 已提交
757
            counter_name=core.dgc.kDGCCounterName(), begin=0)
758 759 760 761 762 763

        # 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,
G
gongweibao 已提交
764
            name=core.dgc.kDGCRampUpBeginStepName(),
765 766 767 768
            value=self._rampup_begin_step * 1.0,
            force_cpu=True)

        for param_var, grad_var in param_and_grads:
G
gongweibao 已提交
769
            var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
770 771 772 773 774 775 776 777 778 779
            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,
G
gongweibao 已提交
780
                name=param_var.name + core.dgc.kDGCUName(),
781 782 783 784 785
                value=0.0)
            v_var = tensor.create_global_var(
                shape=param_var.shape,
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
786
                name=param_var.name + core.dgc.kDGCVName(),
787 788 789 790 791 792
                value=0.0)

            k_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
793
                name=param_var.name + core.dgc.kDGCKName(),
794 795 796 797 798 799 800
                value=0.0,
                force_cpu=True)

            encoded_var = tensor.create_global_var(
                shape=[1],
                dtype=param_var.dtype,
                persistable=True,
G
gongweibao 已提交
801
                name=param_var.name + core.dgc.kDGCEncodedName(),
802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842
                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:
843 844
            name = unique_name.generate_with_ignorable_key(".".join(
                [helper.name, 'tmp']))
845 846 847 848 849

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

        helper.append_op(
G
gongweibao 已提交
850
            type="dgc_clip_by_norm",
851 852 853 854 855 856 857 858 859 860 861 862
            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(
G
gongweibao 已提交
863
                x=grad_var, max_norm=clip_norm, name=grad_var.name)
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

    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])


899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922
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
923

924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978

    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
979 980
            },
            stop_gradient=True)
981 982 983 984

        return momentum_op


985
class AdagradOptimizer(Optimizer):
Q
qiaolongfei 已提交
986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005
    """
    **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
1006 1007 1008
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
X
xuezhong 已提交
1009
        initial_accumulator_value (float): Initial value for moment accumulator.
Q
qiaolongfei 已提交
1010 1011 1012 1013

    Examples:
        .. code-block:: python

1014 1015 1016 1017 1018 1019 1020 1021
            import paddle.fluid as fluid
            import numpy as np

            np_inp = np.array([[1.0, 2.0], [3.0, 4.0]], dtype=np.float32)
            inp = fluid.layers.data(
                name="inp", shape=[2, 2], append_batch_size=False)
            out = fluid.layers.fc(inp, size=3)
            out = fluid.layers.reduce_sum(out)
Q
qiaolongfei 已提交
1022
            optimizer = fluid.optimizer.Adagrad(learning_rate=0.2)
1023 1024 1025 1026 1027 1028 1029
            optimizer.minimize(out)

            exe = fluid.Executor(fluid.CPUPlace())
            exe.run(fluid.default_startup_program())
            exe.run(
                feed={"inp": np_inp},
                fetch_list=[out.name])
1030 1031 1032
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1033 1034 1035 1036
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 regularization=None,
1037
                 name=None,
X
xuezhong 已提交
1038
                 initial_accumulator_value=0.0):
1039 1040
        assert learning_rate is not None
        assert epsilon is not None
Q
Qiao Longfei 已提交
1041
        super(AdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1042 1043 1044
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1045 1046
        self.type = "adagrad"
        self._epsilon = epsilon
1047
        self.initial_accumulator_value = initial_accumulator_value
1048 1049 1050 1051 1052

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

        for p in parameters:
Q
Qiao Longfei 已提交
1053
            self._add_accumulator(self._moment_acc_str, p)
1054 1055 1056 1057 1058 1059

    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])
1060 1061 1062 1063 1064 1065 1066 1067 1068 1069
        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,
            })
1070

1071
        # Create the adagrad optimizer op
1072 1073 1074 1075 1076 1077
        adagrad_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
                "Moment": moment_acc,
1078
                "LearningRate": self._create_param_lr(param_and_grad)
1079 1080 1081
            },
            outputs={"ParamOut": param_and_grad[0],
                     "MomentOut": moment_acc},
M
minqiyang 已提交
1082 1083
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1084 1085

        return adagrad_op
1086 1087 1088


class AdamOptimizer(Optimizer):
Q
qiaolongfei 已提交
1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115
    """
    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.
1116
        regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
X
Xin Pan 已提交
1117
        name: A optional name prefix.
1118 1119 1120 1121 1122 1123
        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
1124 1125 1126 1127 1128 1129 1130

    Examples:
        .. code-block:: python

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

1131 1132 1133
    """
    _moment1_acc_str = "moment1"
    _moment2_acc_str = "moment2"
Q
qiaolongfei 已提交
1134 1135
    _beta1_pow_acc_str = "beta1_pow_acc"
    _beta2_pow_acc_str = "beta2_pow_acc"
1136 1137 1138 1139 1140

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1141
                 epsilon=1e-8,
X
Xin Pan 已提交
1142
                 regularization=None,
Q
Qiao Longfei 已提交
1143
                 name=None,
Q
Qiao Longfei 已提交
1144
                 lazy_mode=False):
1145 1146 1147 1148
        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
1149
        super(AdamOptimizer, self).__init__(
X
Xin Pan 已提交
1150 1151 1152
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1153 1154 1155 1156
        self.type = "adam"
        self._beta1 = beta1
        self._beta2 = beta2
        self._epsilon = epsilon
Q
Qiao Longfei 已提交
1157
        self._lazy_mode = lazy_mode
1158 1159 1160 1161 1162 1163

    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
1164 1165
            self._add_accumulator(self._moment1_acc_str, p)
            self._add_accumulator(self._moment2_acc_str, p)
Q
qiaolongfei 已提交
1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177
            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])
1178 1179 1180 1181 1182 1183 1184 1185

    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
1186 1187 1188 1189 1190
        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])

1191
        # create the adam optimize op
1192 1193 1194 1195 1196
        adam_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1197
                "LearningRate": self._create_param_lr(param_and_grad),
1198 1199
                "Moment1": moment1,
                "Moment2": moment2,
Q
qiaolongfei 已提交
1200 1201
                "Beta1Pow": beta1_pow_acc,
                "Beta2Pow": beta2_pow_acc
1202 1203 1204 1205 1206 1207 1208 1209 1210
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "Moment1Out": moment1,
                "Moment2Out": moment2
            },
            attrs={
                "beta1": self._beta1,
                "beta2": self._beta2,
Q
Qiao Longfei 已提交
1211
                "epsilon": self._epsilon,
1212 1213
                "lazy_mode": self._lazy_mode,
                "min_row_size_to_use_multithread": 1000
M
minqiyang 已提交
1214 1215
            },
            stop_gradient=True)
1216 1217 1218

        return adam_op

1219
    def _finish_update(self, block, param_and_grads):
1220 1221 1222
        """Update Beta1 and Beta2 Power accumulators
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1223
        main_block = block.program.global_block()
1224 1225 1226
        for param, grad in param_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
1227 1228
            with param.block.program._optimized_guard(
                [param, grad]), name_scope("optimizer"):
1229 1230 1231 1232 1233 1234 1235 1236
                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
1237 1238
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1239 1240 1241 1242 1243

                main_block.append_op(
                    type="scale",
                    inputs={"X": beta2_pow_acc},
                    outputs={"Out": beta2_pow_acc},
M
minqiyang 已提交
1244 1245
                    attrs={"scale": self._beta2},
                    stop_gradient=True)
1246 1247 1248


class AdamaxOptimizer(Optimizer):
Q
qiaolongfei 已提交
1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272
    """
    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.

1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299
    Examples:
        .. code-block:: python

          import paddle.fluid as fluid
          import numpy

          # First create the Executor.
          place = fluid.CPUPlace() # fluid.CUDAPlace(0)
          exe = fluid.Executor(place)

          train_program = fluid.Program()
          startup_program = fluid.Program()
          with fluid.program_guard(train_program, startup_program):
              data = fluid.layers.data(name='X', shape=[1], dtype='float32')
              hidden = fluid.layers.fc(input=data, size=10)
              loss = fluid.layers.mean(hidden)
              adam = fluid.optimizer.Adamax(learning_rate=0.2)
              adam.minimize(loss)

          # Run the startup program once and only once.
          exe.run(startup_program)

          x = numpy.random.random(size=(10, 1)).astype('float32')
          outs = exe.run(program=train_program,
                        feed={'X': x},
                         fetch_list=[loss.name])

Q
qiaolongfei 已提交
1300 1301 1302 1303 1304 1305
    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
1306 1307 1308
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
1309

C
chengduo 已提交
1310 1311
    Notes:
       Currently, AdamaxOptimizer doesn't support sparse parameter optimization.
1312 1313 1314
    """
    _moment_acc_str = "moment"
    _inf_norm_acc_str = "inf_norm"
Q
qiaolongfei 已提交
1315
    _beta1_pow_acc_str = "beta1_pow_acc"
1316 1317 1318 1319 1320

    def __init__(self,
                 learning_rate=0.001,
                 beta1=0.9,
                 beta2=0.999,
1321
                 epsilon=1e-8,
X
Xin Pan 已提交
1322 1323
                 regularization=None,
                 name=None):
1324 1325 1326 1327
        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
1328
        super(AdamaxOptimizer, self).__init__(
X
Xin Pan 已提交
1329 1330 1331
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1332 1333 1334 1335 1336 1337 1338 1339
        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
1340 1341
            self._add_accumulator(self._moment_acc_str, p)
            self._add_accumulator(self._inf_norm_acc_str, p)
Q
qiaolongfei 已提交
1342 1343 1344 1345 1346 1347
            self._add_accumulator(
                name=self._beta1_pow_acc_str,
                param=p,
                dtype='float32',
                fill_value=self._beta1,
                shape=[1])
1348 1349 1350 1351 1352 1353 1354

    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
1355 1356
        beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
                                              param_and_grad[0])
1357 1358 1359 1360 1361 1362
        # create the adamax optimize op
        adamax_op = block.append_op(
            type=self.type,
            inputs={
                "Param": param_and_grad[0],
                "Grad": param_and_grad[1],
1363
                "LearningRate": self._create_param_lr(param_and_grad),
1364 1365
                "Moment": moment,
                "InfNorm": inf_norm,
Q
qiaolongfei 已提交
1366
                "Beta1Pow": beta1_pow_acc
1367 1368 1369 1370 1371 1372 1373 1374 1375 1376
            },
            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
1377 1378
            },
            stop_gradient=True)
1379 1380 1381

        return adamax_op

1382
    def _finish_update(self, block, parameters_and_grads):
1383 1384 1385
        """Update Beta1 Power accumulator
        """
        assert isinstance(block, framework.Block)
Q
Qiao Longfei 已提交
1386
        main_block = block.program.global_block()
1387 1388 1389
        for param, grad in parameters_and_grads:
            if grad is None:
                continue
X
Xin Pan 已提交
1390 1391
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('adamx'):
1392 1393 1394 1395 1396 1397
                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
1398 1399
                    attrs={"scale": self._beta1},
                    stop_gradient=True)
1400 1401 1402


class DecayedAdagradOptimizer(Optimizer):
1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424
    """
    **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
1425 1426 1427
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1428 1429 1430 1431

    Examples:
        .. code-block:: python

1432 1433 1434 1435 1436 1437 1438
            import paddle.fluid as fluid
            import paddle.fluid.layers as layers
            from paddle.fluid.optimizer import DecayedAdagrad

            x = layers.data( name='x', shape=[-1, 10], dtype='float32' )
            trans = layers.fc( x, 100 )
            cost = layers.reduce_mean( trans )
1439 1440
            optimizer = fluid.optimizer.DecayedAdagrad(learning_rate=0.2)
            optimizer.minimize(cost)
C
chengduo 已提交
1441 1442 1443

    Notes:
       Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.
1444 1445 1446
    """
    _moment_acc_str = "moment"

X
Xin Pan 已提交
1447 1448 1449 1450 1451 1452
    def __init__(self,
                 learning_rate,
                 decay=0.95,
                 epsilon=1.0e-6,
                 regularization=None,
                 name=None):
1453 1454 1455 1456
        assert learning_rate is not None
        assert decay is not None
        assert epsilon is not None

Q
Qiao Longfei 已提交
1457
        super(DecayedAdagradOptimizer, self).__init__(
X
Xin Pan 已提交
1458 1459 1460
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487
        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
1488 1489
            attrs={"epsilon": self._epsilon},
            stop_gradient=True)
1490 1491

        return decayed_adagrad_op
1492 1493


1494
class AdadeltaOptimizer(Optimizer):
1495 1496
    """
    **Adadelta Optimizer**
Q
qiaolongfei 已提交
1497

1498
    Simple Adadelta optimizer with average squared grad state and
1499
    average squared update state.
1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511
    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
1512
        learning_rate(float): global learning rate
1513 1514
        rho(float): rho in equation
        epsilon(float): epsilon in equation
X
Xin Pan 已提交
1515 1516 1517
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
1518 1519 1520 1521 1522 1523 1524

    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
1525 1526 1527

    Notes:
       Currently, AdadeltaOptimizer doesn't support sparse parameter optimization.
1528
    """
1529

1530 1531 1532
    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

X
Xin Pan 已提交
1533 1534 1535 1536 1537 1538
    def __init__(self,
                 learning_rate,
                 epsilon=1.0e-6,
                 rho=0.95,
                 regularization=None,
                 name=None):
1539 1540 1541 1542 1543 1544
        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.")
1545
        super(AdadeltaOptimizer, self).__init__(
X
Xin Pan 已提交
1546 1547 1548
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
1549 1550 1551 1552 1553
        self.type = "adadelta"
        self._epsilon = epsilon
        self._rho = rho

    def _create_accumulators(self, block, parameters):
1554 1555
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1556 1557 1558 1559 1560 1561

        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):
1562 1563
        if not isinstance(block, framework.Block):
            raise TypeError("block is not instance of framework.Block.")
1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584

        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
1585 1586
                   "rho": self._rho},
            stop_gradient=True)
1587 1588 1589 1590

        return adadelta_op


Q
qingqing01 已提交
1591 1592 1593 1594 1595 1596 1597 1598 1599 1600
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
1601
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1602 1603 1604 1605

        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
1606
    each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
Q
qingqing01 已提交
1607 1608 1609 1610 1611 1612

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

    ..  math::

Q
qiaolongfei 已提交
1613
        r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
Q
qingqing01 已提交
1614

1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628
        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
1629 1630 1631 1632
            \\epsilon}} \\nabla Q_{i}(w)

        w & = w - v(w, t)

Q
qiaolongfei 已提交
1633
    where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
Q
qingqing01 已提交
1634 1635 1636 1637 1638 1639
    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
1640
        learning_rate(float): global learning rate.
Q
qingqing01 已提交
1641 1642 1643
        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
1644
        momentum(float): :math:`\\beta` in equation is the momentum term,
Q
qingqing01 已提交
1645
            set 0.0 by default.
1646 1647 1648 1649
        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
1650 1651 1652
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qingqing01 已提交
1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665

    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"
1666
    _mean_grad_acc_str = "mean_grad"
Q
qingqing01 已提交
1667 1668 1669 1670 1671 1672

    def __init__(self,
                 learning_rate,
                 rho=0.95,
                 epsilon=1.0e-6,
                 momentum=0.0,
1673
                 centered=False,
X
Xin Pan 已提交
1674 1675
                 regularization=None,
                 name=None):
Q
qingqing01 已提交
1676
        super(RMSPropOptimizer, self).__init__(
X
Xin Pan 已提交
1677 1678 1679
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qingqing01 已提交
1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692
        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
1693
        self._centered = centered
Q
qingqing01 已提交
1694 1695 1696 1697 1698 1699 1700 1701

    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)
1702
            self._add_accumulator(self._mean_grad_acc_str, p)
Q
qingqing01 已提交
1703 1704 1705 1706 1707 1708 1709 1710 1711

    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])
1712 1713
        mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
                                              param_and_grad[0])
Q
qingqing01 已提交
1714 1715 1716 1717 1718 1719 1720
        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,
1721
                "MeanGrad": mean_grad_acc,
Q
qingqing01 已提交
1722 1723 1724 1725 1726
                "LearningRate": self._create_param_lr(param_and_grad),
            },
            outputs={
                "ParamOut": param_and_grad[0],
                "MomentOut": momentum_acc,
1727 1728
                "MeanSquareOut": mean_square_acc,
                "MeanGradOut": mean_grad_acc
Q
qingqing01 已提交
1729 1730 1731 1732
            },
            attrs={
                "epsilon": self._epsilon,
                "decay": self._rho,
1733 1734
                "momentum": self._momentum,
                "centered": self._centered
M
minqiyang 已提交
1735 1736
            },
            stop_gradient=True)
Q
qingqing01 已提交
1737 1738 1739 1740

        return rmsprop_op


Q
qiaolongfei 已提交
1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782
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
1783 1784 1785
        l1 (float): L1 regularization strength.
        l2 (float): L2 regularization strength.
        lr_power (float): Learning Rate Power.
X
Xin Pan 已提交
1786 1787 1788
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
Q
qiaolongfei 已提交
1789 1790 1791 1792 1793 1794 1795 1796 1797

    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
1798 1799 1800

    Notes:
       Currently, FtrlOptimizer doesn't support sparse parameter optimization.
Q
qiaolongfei 已提交
1801 1802 1803 1804 1805
    """

    _squared_acc_str = "squared"
    _linear_acc_str = "linear"

X
Xin Pan 已提交
1806 1807 1808 1809 1810 1811 1812
    def __init__(self,
                 learning_rate,
                 l1=0.0,
                 l2=0.0,
                 lr_power=-0.5,
                 regularization=None,
                 name=None):
Q
qiaolongfei 已提交
1813
        super(FtrlOptimizer, self).__init__(
X
Xin Pan 已提交
1814 1815 1816
            learning_rate=learning_rate,
            regularization=regularization,
            name=name)
Q
qiaolongfei 已提交
1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856
        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
1857 1858
                   "lr_power": self._lr_power},
            stop_gradient=True)
Q
qiaolongfei 已提交
1859 1860 1861 1862

        return ftrl_op


Y
Yibing Liu 已提交
1863 1864 1865 1866 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 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989
class LambOptimizer(AdamOptimizer):
    """
    LAMB (Layer-wise Adaptive Moments optimizer for Batching training) Optimizer.

    LAMB Optimizer is designed to scale up the batch size of training without losing 
    accuracy, which supports adaptive element-wise updating and accurate layer-wise 
    correction. For more information, please refer to `Reducing BERT Pre-Training 
    Time from 3 Days to 76 Minutes <https://arxiv.org/abs/1904.00962>`_ .

    The updating of parameters follows:

    ..  math::

	m_t^l & = \\beta_1 m_{t - 1}^l + (1 - \\beta_1)g_t^l

	v_t^l & = \\beta_2 v_{t - 1}^l + (1 - \\beta_2)g_t^l \odot g_t^l

	\\widehat{m}_t^l & = m_t^l/(1 - \\beta_1^t)

	\\widehat{v}_t^l & = v_t^l/(1 - \\beta_2^t)
	
        r_1 & = \\left \| w_{t-1}^l \\right \|_2
	
        r_2 & = \\left \|  \\frac{\\widehat{m}_t^l}{\\sqrt{\\widehat{v}_t^l+\\epsilon}} + \\lambda w_{t-1}^l \\right \|_2

	r & = r_1 / r_2

	\\eta^l & = r \\times \\eta

	w_t^l & = w_{t-1}^l -\\eta ^l \\times (\\frac{\\widehat{m}_t^l}{\\sqrt{\\widehat{v}_t^l+\\epsilon}} + \\lambda w_{t-1}^l)


    where :math:`m` is the 1st moment, and :math:`v` the 2nd moment, :math:`\\eta` the 
    learning rate, :math:`\\lambda` the LAMB weight decay rate.

    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.
        lamb_weight_decay (float): The LAMB weight decay rate.
        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.L1DecayRegularizer.
        name (str|None): An optional name prefix.

    Examples:
        .. code-block:: python
            
            import paddle.fluid as fluid 

            data = fluid.layers.data(name='x', shape=[5], dtype='float32')
            hidden = fluid.layers.fc(input=data, size=10)
            cost = fluid.layers.mean(hidden)

            optimizer = fluid.optimizer.Lamb(learning_rate=0.002)
            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,
                 lamb_weight_decay=0.01,
                 beta1=0.9,
                 beta2=0.999,
                 epsilon=1e-6,
                 regularization=None,
                 name=None):
        assert learning_rate is not None
        assert lamb_weight_decay is not None
        assert beta1 is not None
        assert beta2 is not None
        assert epsilon is not None
        super(LambOptimizer, self).__init__(
            learning_rate=learning_rate,
            regularization=regularization,
            beta1=beta1,
            beta2=beta2,
            epsilon=epsilon,
            name=name)
        self.type = "lamb"
        self._weight_decay = lamb_weight_decay

    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 lamb optimize op
        lamb_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,
                "weight_decay": self._weight_decay
            },
            stop_gradient=True)

        return lamb_op


1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003
# 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
2004
Adadelta = AdadeltaOptimizer
Q
qingqing01 已提交
2005
RMSProp = RMSPropOptimizer
Q
qiaolongfei 已提交
2006
Ftrl = FtrlOptimizer
2007
LarsMomentum = LarsMomentumOptimizer
Y
Yibing Liu 已提交
2008
Lamb = LambOptimizer
2009 2010 2011


class ModelAverage(Optimizer):
2012
    """Accumulate the average of parameters within sliding window. The average
2013 2014
    result will be saved in temporary variables which can be applied to
    parameter variables of current model by calling 'apply()' method. And the
2015
    'restore()' method is used to restore the parameter values of current model.
2016 2017 2018 2019 2020 2021 2022 2023

    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
2024 2025 2026
        regularization: A Regularizer, such as
                        fluid.regularizer.L2DecayRegularizer.
        name: A optional name prefix.
2027
    Examples:
Q
qiaolongfei 已提交
2028 2029 2030

      .. code-block:: python

2031
        optimizer = fluid.optimizer.Momentum()
2032 2033
        optimizer.minimize(cost)
        model_average = fluid.optimizer.ModelAverage(0.15,
2034 2035 2036 2037 2038
                                                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()...)
2039 2040 2041 2042

            with model_average.apply(exe):
                for data in test_reader():
                    exe.run(inference_program...)
2043 2044 2045
    """

    def __init__(self,
W
wanghaoshuang 已提交
2046
                 average_window_rate,
2047 2048
                 min_average_window=10000,
                 max_average_window=10000,
X
Xin Pan 已提交
2049 2050 2051 2052
                 regularization=None,
                 name=None):
        super(ModelAverage, self).__init__(
            0.0, regularization=regularization, name=name)
2053 2054 2055
        self.average_window = average_window_rate
        self.min_average_window = min_average_window
        self.max_average_window = max_average_window
2056

2057
        self.params_grads = []
2058 2059
        for param in framework.default_main_program().global_block(
        ).all_parameters():
2060
            if param.do_model_average != False:
2061
                grad = param.block.create_var(
2062 2063
                    name=unique_name.generate_with_ignorable_key(".".join(
                        [param.name, 'tmp'])),
2064 2065
                    dtype=param.dtype,
                    persistable=False,
W
wanghaoshuang 已提交
2066
                    stop_gradient=True)
2067
                self.params_grads.append((param, grad))
2068

2069
        for param, grad in self.params_grads:
2070 2071
            if grad is None:
                continue
X
Xin Pan 已提交
2072 2073
            with param.block.program._optimized_guard(
                [param, grad]), name_scope('move_average'):
2074
                self._append_average_accumulate_op(param)
2075

2076 2077 2078 2079
        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:
2080
                self._add_average_apply_op(block, param_grad)
2081 2082 2083 2084 2085

        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:
2086
                self._add_average_restore_op(block, param_grad)
2087

2088
    def _add_average_apply_op(self, block, param_grad):
L
Luo Tao 已提交
2089 2090 2091 2092 2093 2094
        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(
2095
            self._get_accumulator('num_accumulates', param))
L
Luo Tao 已提交
2096
        old_num_accumulates = block._clone_variable(
2097
            self._get_accumulator('old_num_accumulates', param))
L
Luo Tao 已提交
2098
        num_updates = block._clone_variable(
2099 2100 2101 2102 2103 2104
            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
2105 2106 2107 2108
        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
2109
        ops._elementwise_div(x=sum, y=tmp, out=param)
2110 2111

    def _add_average_restore_op(self, block, param_grad):
L
Luo Tao 已提交
2112 2113
        param = block._clone_variable(param_grad[0])
        grad = block._clone_variable(param_grad[1])
2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150
        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
2151 2152
            },
            stop_gradient=True)
2153

S
rename  
sneaxiy 已提交
2154
    @signature_safe_contextmanager
2155
    def apply(self, executor, need_restore=True):
2156 2157
        """Apply average values to parameters of current model.
        """
2158 2159 2160 2161 2162 2163
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)
2164 2165 2166 2167

    def restore(self, executor):
        """Restore parameter values of current model.
        """
2168
        executor.run(self.restore_program)
2169 2170 2171 2172 2173 2174 2175 2176 2177 2178


class ExponentialMovingAverage(object):
    """
    Compute the moving average of parameters with exponential decay.
    Given a parameter :math:`\\theta`, its exponential moving average (EMA)
    will be

    ..  math::

2179
        \\text{EMA}_0 & = 0
2180

2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207
	\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t

    The average results will be saved in temporary variables which are created 
    and maintained by the object, and can be applied to parameters of current 
    model by calling **apply()** method. And the **restore()** method is used to 
    restore the parameters.

    **Bias correction**. All EMAs are initialized to :math:`0` and hence they will be 
    zero biased, which can be corrected by divided by a factor 
    :math:`(1 - \\text{decay}^t)` , i.e., the actual EMAs applied to parameters 
    when calling **apply()** method would be 

    ..  math::
    
        \\widehat{\\text{EMA}}_t = \\frac{\\text{EMA}_t}{1 - \\text{decay}^t}

    **Decay rate scheduling**. A large decay rate very close to 1 would result 
    in that the averages move very slowly. And a better strategy is to set a 
    relative smaller decay rate in the very beginning. The argument **thres_steps**
    allows users to pass a Variable to schedule the decay rate, in this case, 
    the actual decay rate becomes
     
    ..  math::
    
        \\min(\\text{decay}, \\frac{1 + \\text{thres_steps}}{10 + \\text{thres_steps}})

    Usually **thres_steps** can be the global training steps.
2208 2209 2210


    Args:
2211 2212 2213
	decay (float): The exponential decay rate, usually close to 1, such as 
                       0.999, 0.9999, ... .
        thres_steps (Variable|None): If not `None`, schedule the decay rate.
2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229
	name (str|None): An optional name prefix.


    Examples:

	.. code-block:: python
	     
	     import paddle.fluid as fluid 

	     data = fluid.layers.data(name='x', shape=[5], dtype='float32')
	     hidden = fluid.layers.fc(input=data, size=10)
	     cost = fluid.layers.mean(hidden)

	     optimizer = fluid.optimizer.Adam(learning_rate=0.001)
	     optimizer.minimize(cost)

2230 2231
             global_steps = fluid.layers.learning_rate_scheduler._decay_step_counter()
             ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
2232 2233 2234 2235 2236

	     # pseudo code
	     for pass_id in range(args.pass_num):
		 for data in train_reader():
		     exe.run(fluid.default_main_program()...)
2237 2238
                 
                 # usage 1
2239 2240 2241
		 with ema.apply(exe):
		     for data in test_reader():
			 exe.run(inference_program...)
2242 2243 2244 2245 2246 2247 2248

                 # usage 2
		 with ema.apply(exe, need_restore=False):
		     for data in test_reader():
			 exe.run(inference_program...)
                 ...
                 ema.restore(exe)
2249 2250
    """

2251
    def __init__(self, decay=0.999, thres_steps=None, name=None):
2252
        self._decay = decay
2253
        self._thres_steps = thres_steps
2254
        self._name = name if name is not None else ''
2255 2256
        self._decay_var = self._get_ema_decay()

2257
        self.params_tmps = []
2258
        for param in default_main_program().global_block().all_parameters():
2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271
            if param.do_model_average != False:
                tmp = param.block.create_var(
                    name=unique_name.generate(".".join(
                        [self._name + param.name, 'ema_tmp'])),
                    dtype=param.dtype,
                    persistable=False,
                    stop_gradient=True)
                self.params_tmps.append((param, tmp))

        ema_vars = {}
        for param, tmp in self.params_tmps:
            with param.block.program._optimized_guard(
                [param, tmp]), name_scope('moving_average'):
2272
                ema_vars[param.name] = self._append_ema_ops(param)
2273 2274 2275 2276

        self.apply_program = Program()
        block = self.apply_program.global_block()
        with program_guard(main_program=self.apply_program):
2277
            decay_pow = self._get_decay_pow(block)
2278 2279 2280 2281 2282
            for param, tmp in self.params_tmps:
                param = block._clone_variable(param)
                tmp = block._clone_variable(tmp)
                ema = block._clone_variable(ema_vars[param.name])
                layers.assign(input=param, output=tmp)
2283 2284
                # bias correction
                ema = ema / (1.0 - decay_pow)
2285 2286 2287 2288 2289 2290 2291 2292 2293 2294
                layers.assign(input=ema, output=param)

        self.restore_program = Program()
        block = self.restore_program.global_block()
        with program_guard(main_program=self.restore_program):
            for param, tmp in self.params_tmps:
                tmp = block._clone_variable(tmp)
                param = block._clone_variable(param)
                layers.assign(input=tmp, output=param)

2295 2296 2297 2298 2299 2300 2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322
    def _get_ema_decay(self):
        with default_main_program()._lr_schedule_guard():
            decay_var = layers.tensor.create_global_var(
                shape=[1],
                value=self._decay,
                dtype='float32',
                persistable=True,
                name="scheduled_ema_decay_rate")

            if self._thres_steps is not None:
                decay_t = (self._thres_steps + 1.0) / (self._thres_steps + 10.0)
                with layers.control_flow.Switch() as switch:
                    with switch.case(decay_t < self._decay):
                        layers.tensor.assign(decay_t, decay_var)
                    with switch.default():
                        layers.tensor.assign(
                            np.array(
                                [self._decay], dtype=np.float32),
                            decay_var)
        return decay_var

    def _get_decay_pow(self, block):
        global_steps = layers.learning_rate_scheduler._decay_step_counter()
        decay_var = block._clone_variable(self._decay_var)
        decay_pow_acc = layers.elementwise_pow(decay_var, global_steps + 1)
        return decay_pow_acc

    def _append_ema_ops(self, param):
2323 2324 2325 2326 2327 2328 2329
        param_ema = layers.create_global_var(
            name=unique_name.generate(self._name + param.name + '_ema'),
            shape=param.shape,
            value=0.0,
            dtype=param.dtype,
            persistable=True)

2330 2331
        ema_t = param_ema * self._decay_var + param * (1 - self._decay_var)
        layers.assign(input=ema_t, output=param_ema)
2332 2333 2334 2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353 2354 2355 2356
        return param_ema

    @signature_safe_contextmanager
    def apply(self, executor, need_restore=True):
        """
        Apply moving average to parameters for evaluation.
        
        Args:
            executor (Executor): The Executor to execute applying.
            need_restore (bool): Whether to restore parameters after applying.
        """
        executor.run(self.apply_program)
        try:
            yield
        finally:
            if need_restore:
                self.restore(executor)

    def restore(self, executor):
        """Restore parameters.
        
        Args:
            executor (Executor): The Executor to execute restoring.
        """
        executor.run(self.restore_program)