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Paddle/python/paddle/fluid/optimizer.py

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118 KiB

# Copyright (c) 2019 PaddlePaddle Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from __future__ import print_function
import numpy as np
from collections import defaultdict
from paddle.fluid.distribute_lookup_table import find_distributed_lookup_table
from paddle.fluid.framework import Program, Variable, name_scope, default_main_program, default_startup_program
from . import framework
from . import layers
from . import unique_name
from .backward import append_backward, _some_in_set_, _append_grad_suffix_
from .clip import append_gradient_clip_ops, error_clip_callback
from .framework import program_guard
from .initializer import Constant
from .layer_helper import LayerHelper
6 years ago
from .layers import ops
from .regularizer import append_regularization_ops
from .dygraph import base as imperative_base
from .dygraph.learning_rate_scheduler import LearningRateDecay
from paddle.fluid import core
from paddle.fluid.layers import tensor
from functools import reduce
from .wrapped_decorator import signature_safe_contextmanager
__all__ = [
'SGD', 'Momentum', 'Adagrad', 'Adam', 'Adamax', 'DecayedAdagrad', 'Ftrl',
'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer',
7 years ago
'AdamaxOptimizer', 'DecayedAdagradOptimizer', 'RMSPropOptimizer',
'FtrlOptimizer', 'Adadelta', 'ModelAverage', 'LarsMomentum',
'LarsMomentumOptimizer', 'DGCMomentumOptimizer', 'LambOptimizer',
'ExponentialMovingAverage', 'PipelineOptimizer', 'LookaheadOptimizer'
]
class Optimizer(object):
"""Optimizer Base class.
Define the common interface of an optimizer.
User should not use this class directly,
but need to use one of it's implementation.
"""
@imperative_base.no_grad
def __init__(self, learning_rate, regularization=None, name=None):
if framework.in_dygraph_mode():
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))
if name is not None:
self._name = unique_name.generate(name)
else:
self._name = unique_name.generate(self.__class__.__name__)
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))
self._name = name
self.regularization = regularization
self._learning_rate = learning_rate
# the learning rate type should be inferenced from loss
self._dtype = None
# each program should have a independent learning rate
# program -> Variable(learning_rate)
7 years ago
self._learning_rate_map = dict()
if isinstance(self._learning_rate, framework.Variable):
self._learning_rate_map[framework.default_main_program(
)] = self._learning_rate
# Dictionary of accumulators. Some optimizer subclasses need to
# allocate and manage extra variables associated with the parameters
# to train. These variables are called accumulators.
# {accum_name : { paramter_name : accumulator_for_parameter, ...}, ...}
self._accumulators = defaultdict(lambda: dict())
self.helper = None
self._opti_name_list = []
def load(self, stat_dict):
"""
load optimizer with learning rate decay in dygraph mode
:return: None
Args:
stat_dict: the dict load by load_persistable method
Examples:
.. code-block:: python
from __future__ import print_function
import numpy as np
import paddle
import paddle.fluid as fluid
from paddle.fluid.optimizer import SGDOptimizer
from paddle.fluid.dygraph.nn import FC
from paddle.fluid.dygraph.base import to_variable
class MLP(fluid.Layer):
def __init__(self, name_scope):
super(MLP, self).__init__(name_scope)
self._fc1 = FC(self.full_name(), 10)
self._fc2 = FC(self.full_name(), 10)
def forward(self, inputs):
y = self._fc1(inputs)
y = self._fc2(y)
return y
with fluid.dygraph.guard():
mlp = MLP('mlp')
optimizer2 = SGDOptimizer(
learning_rate=fluid.layers.natural_exp_decay(
learning_rate=0.1,
decay_steps=10000,
decay_rate=0.5,
staircase=True))
train_reader = paddle.batch(
paddle.dataset.mnist.train(), batch_size=128, drop_last=True)
for batch_id, data in enumerate(train_reader()):
dy_x_data = np.array(
[x[0].reshape(1, 28, 28) for x in data]).astype('float32')
y_data = np.array([x[1] for x in data]).astype('int64').reshape(
128, 1)
img = to_variable(dy_x_data)
label = to_variable(y_data)
label._stop_gradient = True
cost = mlp(img)
avg_loss = fluid.layers.reduce_mean(cost)
avg_loss.backward()
optimizer.minimize(avg_loss)
mlp.clear_gradients()
fluid.dygraph.save_persistables(
mlp.state_dict(), [optimizer, optimizer2], "save_dir_2")
if batch_id == 2:
break
with fluid.dygraph.guard():
mlp_load = MLP('mlp')
optimizer_load2 = SGDOptimizer(
learning_rate=fluid.layers.natural_exp_decay(
learning_rate=0.1,
decay_steps=10000,
decay_rate=0.5,
staircase=True))
parameters, optimizers = fluid.dygraph.load_persistables(
"save_dir_2")
mlp_load.load_dict(parameters)
optimizer_load2.load(optimizers)
self.assertTrue(optimizer2._learning_rate.__dict__ == optimizer_load2._learning_rate.__dict__)
"""
if framework.in_dygraph_mode():
self._learning_rate = stat_dict[self._name]
else:
raise TypeError("load can only be used under DyGraph mode")
def get_opti_var_name_list(self):
return self._opti_name_list
def _create_global_learning_rate(self):
if imperative_base.enabled():
# create learning rate Variable
if isinstance(self._learning_rate, float):
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)
# get learning rate Variable from LearningRateDecay
elif isinstance(self._learning_rate, LearningRateDecay):
self._learning_rate_map[framework.default_main_program(
)] = self._learning_rate()
else:
7 years ago
raise TypeError(
"optimizer's learning rate must be float or LearningRateDecay"
)
else:
lr = self._global_learning_rate()
if isinstance(lr, framework.Variable):
return
else:
if not isinstance(self._learning_rate, float):
raise TypeError(
"learning rate variable is create outside optimizer,"
"can not create new learning rate variable for new program"
)
# create learning rate in the current main program
self._learning_rate_map[framework.default_main_program(
)] = layers.create_global_var(
name=unique_name.generate("learning_rate"),
shape=[1],
value=float(self._learning_rate),
dtype='float32' if self._dtype is None else self._dtype,
persistable=True)
def _global_learning_rate(self, program=None):
"""
get global decayed learning rate
:return:
"""
if program is None:
program = framework.default_main_program()
7 years ago
return self._learning_rate_map.get(program, None)
def _append_optimize_op(self, block, param_and_grad):
""" append optimize operator to block and return all the added optimize_op
"""
raise NotImplementedError()
def _create_param_lr(self, param_and_grad):
# create learning rate variable for every parameter
param = param_and_grad[0]
param_lr = param.optimize_attr['learning_rate']
if type(param_lr) == Variable:
return param_lr
else:
if param_lr == 1.0:
return self._global_learning_rate()
else:
with default_main_program()._lr_schedule_guard(
is_with_opt=True), framework.name_scope(
'scale_with_param_lr'):
return self._global_learning_rate() * param_lr
def _create_accumulators(self, block, parameters):
"""Create all accumulators needed by the parameters
Args:
block: the block in which the loss variable is present
parameters: list of parameter variables for the optimizer
"""
pass
def _finish_update(self, block, parameters_and_grads):
"""Finish any custom updates needed
before completing an optimization step
Args:
block: the block in which the loss variable is present
parameters: list of parameter variables for the optimizer
Returns:
None
"""
pass
def _add_accumulator(self,
name,
param,
dtype=None,
fill_value=0.0,
shape=None):
"""Utility function to add an accumulator for a parameter
Args:
block: the block in which the loss variable is present
name: name of the accumulator
param: parameter variable for which accumulator is to be added
dtype: data type of the accumulator variable
fill_value: value to initialize the accumulator variable
"""
if self._name is not None:
name = self._name + "_" + name
if (name in self._accumulators and
param.name in self._accumulators[name]):
if framework.in_dygraph_mode():
return self._accumulators[name][param.name]
raise Exception("Accumulator {} already exists for parameter {}".
format(name, param.name))
if shape == None:
shape = param.shape
assert isinstance(self.helper, LayerHelper)
var_name = param.name + "_" + name
var_name = unique_name.generate(var_name)
self._opti_name_list.append(var_name)
var = self.helper.create_global_variable(
name=var_name,
persistable=True,
dtype=dtype or param.dtype,
type=param.type,
shape=shape)
self.helper.set_variable_initializer(
var, initializer=Constant(value=float(fill_value)))
self._accumulators[name][param.name] = var
return var
def _get_accumulator(self, name, param):
"""Utility function to fetch an accumulator for a parameter
Args:
name: name of the accumulator
param: parameter variable for which accumulator is to be fetched
Returns:
accumulator variable for the parameter
"""
if self._name is not None:
name = self._name + "_" + name
if (name not in self._accumulators or
param.name not in self._accumulators[name]):
raise Exception("Accumulator {} does not exist for parameter {}".
format(name, param.name))
return self._accumulators[name][param.name]
def _create_optimization_pass(self, parameters_and_grads):
"""Add optimization operators to update gradients to variables.
Args:
parameters_and_grads(list(tuple(Variable, Variable))):
a list of (variable, gradient) pair to update.
Returns:
return_op_list: a list of operators that will complete one step of
optimization. This will include parameter update ops, global step
update ops and any other custom ops required by subclasses to manage
their internal state.
"""
# This is a default implementation of create_optimization_pass that
# can be shared by most optimizers. This implementation assumes that
# the subclass will implement the _append_optimize_op method and the
# _initialize_tensors method. The subclass can extend the
# _create_accumulators method if it needs to create accumulators
# for parameters and extend _finish_update method to add custom ops.
# 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 if p[0].trainable])
self._create_global_learning_rate()
optimize_ops = []
if framework.in_dygraph_mode():
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)
# 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):
"""
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
"""
program = framework.default_main_program()
global_block = framework.default_main_program().global_block()
6 years ago
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:
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]})
6 years ago
return new_param_grads, (table_param, table_grad), sgd_op
def _append_dgc_ops(self, param_and_grad):
pass
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.
Return:
list: list of (param, grad) pair, grad is the output of backward.
Examples:
See examples in `apply_gradients`.
"""
no_grad_set = self._get_no_grad_set(loss, no_grad_set)
self._dtype = loss.dtype
if framework.in_dygraph_mode():
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))
else:
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
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.
Returns:
list: A list of operators appended to the current program.
Examples:
.. code-block:: python
import paddle.fluid as fluid
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
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.
"""
if framework.in_dygraph_mode():
with program_guard(framework.default_main_program(),
framework.default_startup_program()):
params_grads = append_regularization_ops(params_grads,
self.regularization)
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
def _get_no_grad_set(self, loss, no_grad_set=None):
if no_grad_set is None:
no_grad_set = set()
elif isinstance(no_grad_set, set) or isinstance(
no_grad_set, list) or isinstance(no_grad_set, tuple):
no_grad_set = set(no_grad_set)
else:
assert "no_grad_set should be a set, but the passed type is {}".format(
type(no_grad_set))
parameters = loss.block.program.global_block().all_parameters()
param_no_trainable = set(
[param.name for param in parameters if param.trainable is False])
# If the parameter is no trainable, it should not have a gradient.
no_grad_set.update(param_no_trainable)
return no_grad_set
@imperative_base.no_grad
def minimize(self,
loss,
startup_program=None,
parameter_list=None,
no_grad_set=None,
grad_clip=None):
"""
Add operations to minimize `loss` by updating `parameter_list`.
This method combines interface `backward()` and
`apply_gradients()` into one.
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.
grad_clip (GradClipBase|None) : Gradient clip strategy
Returns:
tuple: (optimize_ops, params_grads) which are, list of operators appended;
and list of (param, grad) Variables pair for optimization.
"""
assert isinstance(loss, Variable), "The loss should be an Variable."
params_grads = self.backward(
loss,
startup_program=startup_program,
parameter_list=parameter_list,
no_grad_set=no_grad_set)
if grad_clip is not None and framework.in_dygraph_mode():
# TODO(hongyu): FIX later, this is only for dygraph, should be work for static mode
params_grads = grad_clip(params_grads)
optimize_ops = self.apply_optimize(
loss, startup_program=startup_program, params_grads=params_grads)
return optimize_ops, params_grads
class SGDOptimizer(Optimizer):
"""
Optimizer of the stochastic gradient descent algorithm.
.. math::
param\_out = param - learning\_rate * grad
Args:
learning_rate (float|Variable): the learning rate used to update parameters. \
Can be a float value or a Variable with one float value as data element.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Examples:
.. code-block:: python
import paddle
import paddle.fluid as fluid
import numpy as np
place = fluid.CPUPlace()
main = fluid.Program()
with fluid.program_guard(main):
x = fluid.layers.data(name='x', shape=[13], dtype='float32')
y = fluid.layers.data(name='y', shape=[1], dtype='float32')
y_predict = fluid.layers.fc(input=x, size=1, act=None)
cost = fluid.layers.square_error_cost(input=y_predict, label=y)
avg_cost = fluid.layers.mean(cost)
sgd_optimizer = fluid.optimizer.SGD(learning_rate=0.001)
sgd_optimizer.minimize(avg_cost)
fetch_list = [avg_cost]
train_reader = paddle.batch(
paddle.dataset.uci_housing.train(), batch_size=1)
feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
for data in train_reader():
exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
"""
def __init__(self, learning_rate, regularization=None, name=None):
assert learning_rate is not None
super(SGDOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "sgd"
def _append_optimize_op(self, block, param_and_grad):
assert isinstance(block, framework.Block)
# create the optimize op
sgd_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"LearningRate": self._create_param_lr(param_and_grad)
},
outputs={"ParamOut": param_and_grad[0]},
stop_gradient=True)
return sgd_op
class MomentumOptimizer(Optimizer):
"""
Simple Momentum optimizer with velocity state
This optimizer has a flag for Nestrov Momentum.
The update equations are as follows:
.. math::
& velocity = mu * velocity + gradient
& if (use\_nesterov):
&\quad param = param - (gradient + mu * velocity) * learning\_rate
& else:
&\quad param = param - learning\_rate * velocity
Args:
learning_rate (float|Variable): the learning rate used to update parameters. \
Can be a float value or a Variable with one float value as data element.
momentum (float): momentum factor
use_nesterov (bool): enables Nesterov momentum
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Examples:
.. code-block:: python
import paddle
import paddle.fluid as fluid
import numpy as np
place = fluid.CPUPlace()
main = fluid.Program()
with fluid.program_guard(main):
x = fluid.layers.data(name='x', shape=[13], dtype='float32')
y = fluid.layers.data(name='y', shape=[1], dtype='float32')
y_predict = fluid.layers.fc(input=x, size=1, act=None)
cost = fluid.layers.square_error_cost(input=y_predict, label=y)
avg_cost = fluid.layers.mean(cost)
moment_optimizer = fluid.optimizer.MomentumOptimizer(learning_rate=0.001, momentum=0.9)
moment_optimizer.minimize(avg_cost)
fetch_list = [avg_cost]
train_reader = paddle.batch(
paddle.dataset.uci_housing.train(), batch_size=1)
feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
for data in train_reader():
exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
"""
_velocity_acc_str = "velocity"
def __init__(self,
learning_rate,
momentum,
use_nesterov=False,
regularization=None,
name=None):
assert learning_rate is not None
assert momentum is not None
super(MomentumOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "momentum"
self._momentum = momentum
self._use_nesterov = bool(use_nesterov)
def _create_accumulators(self, block, parameters):
assert isinstance(block, framework.Block)
for p in parameters:
self._add_accumulator(self._velocity_acc_str, p)
def _append_optimize_op(self, block, param_and_grad):
assert isinstance(block, framework.Block)
velocity_acc = self._get_accumulator(self._velocity_acc_str,
param_and_grad[0])
# create the momentum optimize op
momentum_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"Velocity": velocity_acc,
"LearningRate": self._create_param_lr(param_and_grad)
},
outputs={
"ParamOut": param_and_grad[0],
"VelocityOut": velocity_acc
},
attrs={"mu": self._momentum,
"use_nesterov": self._use_nesterov},
stop_gradient=True)
return momentum_op
class DGCMomentumOptimizer(MomentumOptimizer):
"""
Original paper is https://arxiv.org/abs/1712.01887
DGC reduces the communication bandwidth by sending only the important gradients (sparse update):\
only gradients larger than a threshold are transmitted.
To avoid losing information, DGC accumulates the rest of the gradients locally.
Eventually, these gradients become large enough to be transmitted.
Thus, DGC sends the large gradients immediately but eventually send all of the gradients over time.
To ensure no loss of accuracy, DGC employs momentum correction and local gradient clipping on top of the gradient sparsification to maintain model performance.
DGC also uses momentum factor masking and warmup training to overcome the staleness problem caused by reduced communication.
This optimizer will do two things:
1. Compress the gradient by get TopK import value from tensor \
and use it for allreduce to reduce network bandwidth.
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.
rampup_begin_step (int): The beginning step from which gradient compression is implemented.
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.
num_trainers: The number of training nodes.
regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
name: An optional name prefix.
Examples:
.. code-block:: python
import paddle.fluid as fluid
optimizer = fluid.optimizer.DGCMomentumOptimizer(
learning_rate=0.0001,
momentum=0.9,
rampup_step=1000,
rampup_begin_step=1252,
sparsity=[0.999, 0.999])
"""
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(
counter_name=core.dgc.kDGCCounterName(), begin=0)
# 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,
name=core.dgc.kDGCRampUpBeginStepName(),
value=self._rampup_begin_step * 1.0,
force_cpu=True)
for param_var, grad_var in param_and_grads:
var_numel = abs(reduce(lambda x, y: x * y, param_var.shape))
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,
name=param_var.name + core.dgc.kDGCUName(),
value=0.0)
v_var = tensor.create_global_var(
shape=param_var.shape,
dtype=param_var.dtype,
persistable=True,
name=param_var.name + core.dgc.kDGCVName(),
value=0.0)
k_var = tensor.create_global_var(
shape=[1],
dtype=param_var.dtype,
persistable=True,
name=param_var.name + core.dgc.kDGCKName(),
value=0.0,
force_cpu=True)
encoded_var = tensor.create_global_var(
shape=[1],
dtype=param_var.dtype,
persistable=True,
name=param_var.name + core.dgc.kDGCEncodedName(),
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:
name = unique_name.generate_with_ignorable_key(".".join(
[helper.name, 'tmp']))
out = helper.create_variable(
type=x.type, name=name, dtype=x.dtype, persistable=False)
helper.append_op(
type="dgc_clip_by_norm",
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(
x=grad_var, max_norm=clip_norm, name=grad_var.name)
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])
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.
Examples:
.. code-block:: python
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)
optimizer = fluid.optimizer.LarsMomentumOptimizer(learning_rate=0.001, momentum=0.9)
optimizer.minimize(out)
exe = fluid.Executor(fluid.CPUPlace())
exe.run(fluid.default_startup_program())
exe.run(
feed={"inp": np_inp},
fetch_list=[out.name])
"""
_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
},
stop_gradient=True)
return momentum_op
class AdagradOptimizer(Optimizer):
"""
**Adaptive Gradient Algorithm (Adagrad)**
The update is done as follows:
.. math::
moment\_out &= moment + grad * grad
param\_out &= param - \\frac{learning\_rate * grad}{\sqrt{moment\_out} + \epsilon}
The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
does not have the epsilon attribute. It is added here in our implementation
as also proposed here: http://cs231n.github.io/neural-networks-3/#ada
for numerical stability to avoid the division by zero error.
Args:
learning_rate (float|Variable): the learning rate used to update parameters. \
Can be a float value or a Variable with one float value as data element.
epsilon (float): a small float value for numerical stability.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
initial_accumulator_value (float): Initial value for moment accumulator.
Examples:
.. code-block:: python
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)
optimizer = fluid.optimizer.Adagrad(learning_rate=0.2)
optimizer.minimize(out)
exe = fluid.Executor(fluid.CPUPlace())
exe.run(fluid.default_startup_program())
exe.run(
feed={"inp": np_inp},
fetch_list=[out.name])
"""
_moment_acc_str = "moment"
def __init__(self,
learning_rate,
epsilon=1.0e-6,
regularization=None,
name=None,
initial_accumulator_value=0.0):
assert learning_rate is not None
assert epsilon is not None
super(AdagradOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "adagrad"
self._epsilon = epsilon
self.initial_accumulator_value = initial_accumulator_value
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])
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,
})
# Create the adagrad optimizer op
adagrad_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"Moment": moment_acc,
"LearningRate": self._create_param_lr(param_and_grad)
},
outputs={"ParamOut": param_and_grad[0],
"MomentOut": moment_acc},
attrs={"epsilon": self._epsilon},
stop_gradient=True)
return adagrad_op
class AdamOptimizer(Optimizer):
"""
This implements the Adam optimizer from Section 2 of the Adam
paper : https://arxiv.org/abs/1412.6980.
Adam is a first-order gradient-based optimization method based on
adaptive estimates of lower-order moments.
Adam updates:
.. math::
t & = t + 1
moment\_1\_out & = {\\beta}_1 * moment\_1 + (1 - {\\beta}_1) * grad
moment\_2\_out & = {\\beta}_2 * moment\_2 + (1 - {\\beta}_2) * grad * grad
learning\_rate & = learning\_rate * \\
\\frac{\sqrt{1 - {\\beta}_2^t}}{1 - {\\beta}_1^t}
param\_out & = param - learning\_rate * \\frac{moment\_1}{\sqrt{moment\_2} + \epsilon}
Args:
learning_rate (float|Variable): the learning rate used to update parameters. \
Can be a float value or a Variable with one float value as data element.
beta1 (float): The exponential decay rate for the 1st moment estimates.
beta2 (float): The exponential decay rate for the 2nd moment estimates.
epsilon (float): a small float value for numerical stability.
regularization: A Regularizer, such as fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
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.
Examples:
.. code-block:: python
import paddle
import paddle.fluid as fluid
place = fluid.CPUPlace()
main = fluid.Program()
with fluid.program_guard(main):
x = fluid.layers.data(name='x', shape=[13], dtype='float32')
y = fluid.layers.data(name='y', shape=[1], dtype='float32')
y_predict = fluid.layers.fc(input=x, size=1, act=None)
cost = fluid.layers.square_error_cost(input=y_predict, label=y)
avg_cost = fluid.layers.mean(cost)
adam_optimizer = fluid.optimizer.AdamOptimizer(0.01)
adam_optimizer.minimize(avg_cost)
fetch_list = [avg_cost]
train_reader = paddle.batch(
paddle.dataset.uci_housing.train(), batch_size=1)
feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
for data in train_reader():
exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
"""
_moment1_acc_str = "moment1"
_moment2_acc_str = "moment2"
_beta1_pow_acc_str = "beta1_pow_acc"
_beta2_pow_acc_str = "beta2_pow_acc"
def __init__(self,
learning_rate=0.001,
beta1=0.9,
beta2=0.999,
epsilon=1e-8,
regularization=None,
name=None,
lazy_mode=False):
assert learning_rate is not None
assert beta1 is not None
assert beta2 is not None
assert epsilon is not None
super(AdamOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "adam"
self._beta1 = beta1
self._beta2 = beta2
self._epsilon = epsilon
self._lazy_mode = lazy_mode
def _create_accumulators(self, block, parameters):
assert isinstance(block, framework.Block)
# Create accumulator tensors for first and second moments
for p in parameters:
self._add_accumulator(self._moment1_acc_str, p)
self._add_accumulator(self._moment2_acc_str, p)
self._add_accumulator(
name=self._beta1_pow_acc_str,
param=p,
dtype='float32',
fill_value=self._beta1,
shape=[1])
self._add_accumulator(
name=self._beta2_pow_acc_str,
param=p,
dtype='float32',
fill_value=self._beta2,
shape=[1])
def _append_optimize_op(self, block, param_and_grad):
assert isinstance(block, framework.Block)
moment1 = self._get_accumulator(self._moment1_acc_str,
param_and_grad[0])
moment2 = self._get_accumulator(self._moment2_acc_str,
param_and_grad[0])
beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
param_and_grad[0])
beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
param_and_grad[0])
# create the adam optimize op
adam_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"LearningRate": self._create_param_lr(param_and_grad),
"Moment1": moment1,
"Moment2": moment2,
"Beta1Pow": beta1_pow_acc,
"Beta2Pow": beta2_pow_acc
},
outputs={
"ParamOut": param_and_grad[0],
"Moment1Out": moment1,
"Moment2Out": moment2
},
attrs={
"beta1": self._beta1,
"beta2": self._beta2,
"epsilon": self._epsilon,
"lazy_mode": self._lazy_mode,
"min_row_size_to_use_multithread": 1000
},
stop_gradient=True)
return adam_op
def _finish_update(self, block, param_and_grads):
"""Update Beta1 and Beta2 Power accumulators
"""
assert isinstance(block, framework.Block)
main_block = block.program.global_block()
for param, grad in param_and_grads:
if grad is None or param.trainable is False:
continue
with param.block.program._optimized_guard(
[param, grad]), name_scope("optimizer"):
beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
param)
beta2_pow_acc = self._get_accumulator(self._beta2_pow_acc_str,
param)
main_block.append_op(
type="scale",
inputs={"X": beta1_pow_acc},
outputs={"Out": beta1_pow_acc},
attrs={"scale": self._beta1},
stop_gradient=True)
main_block.append_op(
type="scale",
inputs={"X": beta2_pow_acc},
outputs={"Out": beta2_pow_acc},
attrs={"scale": self._beta2},
stop_gradient=True)
class AdamaxOptimizer(Optimizer):
"""
We implement the Adamax optimizer from Section 7 of the Adam
paper: https://arxiv.org/abs/1412.6980. Adamax is a variant of the
Adam algorithm based on the infinity norm.
Adamax updates:
.. math::
t & = t + 1
moment\_out & = {\\beta}_1 * moment + (1 - {\\beta}_1) * grad
inf\_norm\_out & = max({\\beta}_2 * inf\_norm + \epsilon, |grad|)
learning\_rate & = \\frac{learning\_rate}{1 - {\\beta}_1^t}
param\_out & = param - learning\_rate * \\frac{moment\_out}{inf\_norm\_out}
The original paper does not have an epsilon attribute.
However, it is added here for numerical stability to prevent the
division by 0 error.
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])
Args:
learning_rate (float|Variable): the learning rate used to update parameters. \
Can be a float value or a Variable with one float value as data element.
beta1 (float): The exponential decay rate for the 1st moment estimates.
beta2 (float): The exponential decay rate for the 2nd moment estimates.
epsilon (float): a small float value for numerical stability.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Notes:
Currently, AdamaxOptimizer doesn't support sparse parameter optimization.
"""
_moment_acc_str = "moment"
_inf_norm_acc_str = "inf_norm"
_beta1_pow_acc_str = "beta1_pow_acc"
def __init__(self,
learning_rate=0.001,
beta1=0.9,
beta2=0.999,
epsilon=1e-8,
regularization=None,
name=None):
assert learning_rate is not None
assert beta1 is not None
assert beta2 is not None
assert epsilon is not None
super(AdamaxOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "adamax"
self._beta1 = beta1
self._beta2 = beta2
self._epsilon = epsilon
def _create_accumulators(self, block, parameters):
# Create accumulator tensors for first moment and infinity norm
for p in parameters:
self._add_accumulator(self._moment_acc_str, p)
self._add_accumulator(self._inf_norm_acc_str, p)
self._add_accumulator(
name=self._beta1_pow_acc_str,
param=p,
dtype='float32',
fill_value=self._beta1,
shape=[1])
def _append_optimize_op(self, block, param_and_grad):
assert isinstance(block, framework.Block)
moment = self._get_accumulator(self._moment_acc_str, param_and_grad[0])
inf_norm = self._get_accumulator(self._inf_norm_acc_str,
param_and_grad[0])
beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
param_and_grad[0])
# create the adamax optimize op
adamax_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"LearningRate": self._create_param_lr(param_and_grad),
"Moment": moment,
"InfNorm": inf_norm,
"Beta1Pow": beta1_pow_acc
},
outputs={
"ParamOut": param_and_grad[0],
"MomentOut": moment,
"InfNormOut": inf_norm
},
attrs={
"beta1": self._beta1,
"beta2": self._beta2,
"epsilon": self._epsilon
},
stop_gradient=True)
return adamax_op
def _finish_update(self, block, parameters_and_grads):
"""Update Beta1 Power accumulator
"""
assert isinstance(block, framework.Block)
main_block = block.program.global_block()
for param, grad in parameters_and_grads:
if grad is None or param.trainable is False:
continue
with param.block.program._optimized_guard(
[param, grad]), name_scope('adamx'):
beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
param)
main_block.append_op(
type="scale",
inputs={"X": beta1_pow_acc},
outputs={"Out": beta1_pow_acc},
attrs={"scale": self._beta1},
stop_gradient=True)
class DecayedAdagradOptimizer(Optimizer):
"""
**Decayed Adagrad Optimizer**
The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
The update is done as follows:
.. math::
moment\_out & = decay * moment + (1 - decay) * grad * grad
param\_out & = param - \\frac{learning\_rate * grad}{\sqrt{moment\_out} + \epsilon}
The original paper(http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
does not have an epsilon attribute. It is added here for numerical
stability to avoid the division by zero error.
Args:
learning_rate (float|Variable): the learning rate used to update parameters. \
Can be a float value or a Variable with one float value as data element.
decay (float): decay rate.
epsilon (float): a small float value for numerical stability.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Examples:
.. code-block:: python
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 )
optimizer = fluid.optimizer.DecayedAdagrad(learning_rate=0.2)
optimizer.minimize(cost)
Notes:
Currently, DecayedAdagradOptimizer doesn't support sparse parameter optimization.
"""
_moment_acc_str = "moment"
def __init__(self,
learning_rate,
decay=0.95,
epsilon=1.0e-6,
regularization=None,
name=None):
assert learning_rate is not None
assert decay is not None
assert epsilon is not None
super(DecayedAdagradOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "decayed_adagrad"
self._decay = decay
self._epsilon = epsilon
def _create_accumulators(self, block, parameters):
assert isinstance(block, framework.Block)
for p in parameters:
self._add_accumulator(self._moment_acc_str, p)
def _append_optimize_op(self, block, param_and_grad):
assert isinstance(block, framework.Block)
moment_acc = self._get_accumulator(self._moment_acc_str,
param_and_grad[0])
# Create the decayed adagrad optimizer op
decayed_adagrad_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"Moment": moment_acc,
"LearningRate": self._create_param_lr(param_and_grad)
},
outputs={"ParamOut": param_and_grad[0],
"MomentOut": moment_acc},
attrs={"epsilon": self._epsilon},
stop_gradient=True)
return decayed_adagrad_op
class AdadeltaOptimizer(Optimizer):
"""
**Adadelta Optimizer**
Simple Adadelta optimizer with average squared grad state and
average squared update state.
The details of adadelta please refer to this
`ADADELTA: AN ADAPTIVE LEARNING RATE METHOD
<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:
learning_rate(float): global learning rate
rho(float): rho in equation
epsilon(float): epsilon in equation
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Examples:
.. code-block:: python
import paddle.fluid as fluid
optimizer = fluid.optimizer.Adadelta(
learning_rate=0.0003, epsilon=1.0e-6, rho=0.95)
_, params_grads = optimizer.minimize(cost)
Notes:
Currently, AdadeltaOptimizer doesn't support sparse parameter optimization.
"""
_avg_squared_grad_acc_str = "_avg_squared_grad"
_avg_squared_update_acc_str = "_avg_squared_update"
def __init__(self,
learning_rate,
epsilon=1.0e-6,
rho=0.95,
regularization=None,
name=None):
if learning_rate is None:
raise ValueError("learning_rate is not set.")
if epsilon is None:
raise ValueError("epsilon is not set.")
if rho is None:
raise ValueError("rho is not set.")
super(AdadeltaOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
self.type = "adadelta"
self._epsilon = epsilon
self._rho = rho
def _create_accumulators(self, block, parameters):
if not isinstance(block, framework.Block):
raise TypeError("block is not instance of framework.Block.")
for p in parameters:
self._add_accumulator(self._avg_squared_grad_acc_str, p)
self._add_accumulator(self._avg_squared_update_acc_str, p)
def _append_optimize_op(self, block, param_and_grad):
if not isinstance(block, framework.Block):
raise TypeError("block is not instance of framework.Block.")
avg_squared_grad_acc = self._get_accumulator(
self._avg_squared_grad_acc_str, param_and_grad[0])
avg_squared_update_acc = self._get_accumulator(
self._avg_squared_update_acc_str, param_and_grad[0])
# Create the adadelta optimizer op
adadelta_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"AvgSquaredGrad": avg_squared_grad_acc,
"AvgSquaredUpdate": avg_squared_update_acc
},
outputs={
"ParamOut": param_and_grad[0],
"AvgSquaredGradOut": avg_squared_grad_acc,
"AvgSquaredUpdateOut": avg_squared_update_acc
},
attrs={"epsilon": self._epsilon,
"rho": self._rho},
stop_gradient=True)
return adadelta_op
class RMSPropOptimizer(Optimizer):
"""
Root Mean Squared Propagation (RMSProp) is an unpublished, adaptive learning
rate method. The original slides proposed RMSProp: Slide 29 of
http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf .
The original equation is as follows:
.. math::
r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
w & = w - \\frac{\\eta} {\\sqrt{r(w,t) + \\epsilon}} \\nabla Q_{i}(w)
The first equation calculates moving average of the squared gradient for
each weight. Then dividing the gradient by :math:`sqrt{v(w,t)}`.
In some cases, adding a momentum term :math: `\\beta` is beneficial.
In our implementation, Nesterov momentum is used:
.. math::
r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) +
\\epsilon}} \\nabla Q_{i}(w)
w & = w - v(w, t)
if centered is True:
.. math::
r(w, t) & = \\rho r(w, t-1) + (1 - \\rho)(\\nabla Q_{i}(w))^2
g(w, t) & = \\rho g(w, t-1) + (1 - \\rho)\\nabla Q_{i}(w)
v(w, t) & = \\beta v(w, t-1) + \\frac{\\eta} {\\sqrt{r(w,t) - (g(w, t))^2 +
\\epsilon}} \\nabla Q_{i}(w)
w & = w - v(w, t)
where, :math:`\\rho` is a hyperparameter and typical values are 0.9, 0.95
and so on. :math: `beta` is the momentum term. :math: `\\epsilon` is a
smoothing term to avoid division by zero, usually set somewhere in range
from 1e-4 to 1e-8.
Args:
learning_rate(float): global learning rate.
rho(float): rho is :math: `\\rho` in equation, set 0.95 by default.
epsilon(float): :math: `\\epsilon` in equation is smoothing term to
avoid division by zero, set 1e-6 by default.
momentum(float): :math:`\\beta` in equation is the momentum term,
set 0.0 by default.
centered(bool): If True, gradients are normalized by the estimated variance of
the gradient; if False, by the uncentered second moment. Setting this to
True may help with training, but is slightly more expensive in terms of
computation and memory. Defaults to False.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Raises:
ValueError: If learning_rate, rho, epsilon, momentum are None.
Examples:
.. code-block:: python
import paddle
import paddle.fluid as fluid
import numpy as np
place = fluid.CPUPlace()
main = fluid.Program()
with fluid.program_guard(main):
x = fluid.layers.data(name='x', shape=[13], dtype='float32')
y = fluid.layers.data(name='y', shape=[1], dtype='float32')
y_predict = fluid.layers.fc(input=x, size=1, act=None)
cost = fluid.layers.square_error_cost(input=y_predict, label=y)
avg_cost = fluid.layers.mean(cost)
rms_optimizer = fluid.optimizer.RMSProp(learning_rate=0.1)
rms_optimizer.minimize(avg_cost)
fetch_list = [avg_cost]
train_reader = paddle.batch(
paddle.dataset.uci_housing.train(), batch_size=1)
feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
for data in train_reader():
exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
"""
_momentum_acc_str = "momentum"
_mean_square_acc_str = "mean_square"
_mean_grad_acc_str = "mean_grad"
def __init__(self,
learning_rate,
rho=0.95,
epsilon=1.0e-6,
momentum=0.0,
centered=False,
regularization=None,
name=None):
super(RMSPropOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
if learning_rate is None:
raise ValueError("learning_rate is not set.")
if rho is None:
raise ValueError("rho is not set.")
if epsilon is None:
raise ValueError("epsilon is not set.")
if momentum is None:
raise ValueError("momentum is not set.")
self.type = "rmsprop"
self._rho = rho
self._epsilon = epsilon
self._momentum = momentum
self._centered = centered
def _create_accumulators(self, block, parameters):
if not isinstance(block, framework.Block):
raise TypeError("block is not instance of framework.Block.")
for p in parameters:
self._add_accumulator(self._momentum_acc_str, p)
self._add_accumulator(self._mean_square_acc_str, p)
self._add_accumulator(self._mean_grad_acc_str, p)
def _append_optimize_op(self, block, param_and_grad):
if not isinstance(block, framework.Block):
raise TypeError("block is not instance of framework.Block.")
momentum_acc = self._get_accumulator(self._momentum_acc_str,
param_and_grad[0])
mean_square_acc = self._get_accumulator(self._mean_square_acc_str,
param_and_grad[0])
mean_grad_acc = self._get_accumulator(self._mean_grad_acc_str,
param_and_grad[0])
rmsprop_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"Moment": momentum_acc,
"MeanSquare": mean_square_acc,
"MeanGrad": mean_grad_acc,
"LearningRate": self._create_param_lr(param_and_grad),
},
outputs={
"ParamOut": param_and_grad[0],
"MomentOut": momentum_acc,
"MeanSquareOut": mean_square_acc,
"MeanGradOut": mean_grad_acc
},
attrs={
"epsilon": self._epsilon,
"decay": self._rho,
"momentum": self._momentum,
"centered": self._centered
},
stop_gradient=True)
return rmsprop_op
class FtrlOptimizer(Optimizer):
"""
FTRL (Follow The Regularized Leader) Optimizer.
The paper that proposed Follow The Regularized Leader (FTRL):
(https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf)
.. math::
&new\_accum = squared\_accum + grad^2
&if (lr\_power == -0.5):
&\quad linear\_accum += grad - \\frac{\\sqrt{new\_accum} - \\sqrt{squared\_accum}}{learning\_rate * param}
&else:
&\quad linear\_accum += grad - \\frac{new\_accum^{-lr\_power} - accum^{-lr\_power}}{learning\_rate * param}
&x = l1 * sign(linear\_accum) - linear\_accum
&if (lr\_power == -0.5):
&\quad y = \\frac{\\sqrt{new\_accum}}{learning\_rate} + (2 * l2)
&\quad pre\_shrink = \\frac{x}{y}
&\quad param = (abs(linear\_accum) > l1).select(pre\_shrink, 0.0)
&else:
&\quad y = \\frac{new\_accum^{-lr\_power}}{learning\_rate} + (2 * l2)
&\quad pre\_shrink = \\frac{x}{y}
&\quad param = (abs(linear\_accum) > l1).select(pre\_shrink, 0.0)
&squared\_accum += grad^2
Args:
learning_rate (float|Variable): global learning rate.
l1 (float): L1 regularization strength.
l2 (float): L2 regularization strength.
lr_power (float): Learning Rate Power.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Raises:
ValueError: If learning_rate, rho, epsilon, momentum are None.
Examples:
.. code-block:: python
import paddle
import paddle.fluid as fluid
import numpy as np
place = fluid.CPUPlace()
main = fluid.Program()
with fluid.program_guard(main):
x = fluid.layers.data(name='x', shape=[13], dtype='float32')
y = fluid.layers.data(name='y', shape=[1], dtype='float32')
y_predict = fluid.layers.fc(input=x, size=1, act=None)
cost = fluid.layers.square_error_cost(input=y_predict, label=y)
avg_cost = fluid.layers.mean(cost)
ftrl_optimizer = fluid.optimizer.Ftrl(learning_rate=0.1)
ftrl_optimizer.minimize(avg_cost)
fetch_list = [avg_cost]
train_reader = paddle.batch(
paddle.dataset.uci_housing.train(), batch_size=1)
feeder = fluid.DataFeeder(place=place, feed_list=[x, y])
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
for data in train_reader():
exe.run(main, feed=feeder.feed(data), fetch_list=fetch_list)
Notes:
Currently, FtrlOptimizer doesn't support sparse parameter optimization.
"""
_squared_acc_str = "squared"
_linear_acc_str = "linear"
def __init__(self,
learning_rate,
l1=0.0,
l2=0.0,
lr_power=-0.5,
regularization=None,
name=None):
super(FtrlOptimizer, self).__init__(
learning_rate=learning_rate,
regularization=regularization,
name=name)
if learning_rate is None:
raise ValueError("learning_rate is not set.")
self.type = "ftrl"
self._l1 = l1
self._l2 = l2
self._lr_power = lr_power
def _create_accumulators(self, block, parameters):
if not isinstance(block, framework.Block):
raise TypeError("block is not instance of framework.Block.")
for p in parameters:
self._add_accumulator(self._squared_acc_str, p)
self._add_accumulator(self._linear_acc_str, p)
def _append_optimize_op(self, block, param_and_grad):
if not isinstance(block, framework.Block):
raise TypeError("block is not instance of framework.Block.")
squared_acc = self._get_accumulator(self._squared_acc_str,
param_and_grad[0])
linear_acc = self._get_accumulator(self._linear_acc_str,
param_and_grad[0])
ftrl_op = block.append_op(
type=self.type,
inputs={
"Param": param_and_grad[0],
"Grad": param_and_grad[1],
"SquaredAccumulator": squared_acc,
"LinearAccumulator": linear_acc,
"LearningRate": self._create_param_lr(param_and_grad),
},
outputs={
"ParamOut": param_and_grad[0],
"SquaredAccumOut": squared_acc,
"LinearAccumOut": linear_acc
},
attrs={"l1": self._l1,
"l2": self._l1,
"lr_power": self._lr_power},
stop_gradient=True)
return ftrl_op
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 `Large Batch Optimization for
Deep Learning: Training BERT in 76 minutes <https://arxiv.org/abs/1904.00962>`_ .
The updating of parameters follows:
.. math::
m_t &= \\beta_1 m_{t - 1}+ (1 - \\beta_1)g_t \\
v_t &= \\beta_2 v_{t - 1} + (1 - \\beta_2)g_t^2 \\
r_t &= \\frac{m_t}{\\sqrt{v_t}+\\epsilon} \\
w_t &= w_{t-1} -\\eta_t \\frac{\\left \| w_{t-1}\\right \|}{\\left \| r_t + \\lambda w_{t-1}\\right \|} (r_t + \\lambda w_{t-1})
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 (Regularizer): A Regularizer, such as
fluid.regularizer.L1DecayRegularizer.
exclude_from_weight_decay_fn (function): Exclude a parameter from weight
decay when **exclude_from_weight_decay_fn(parameter)** returns true.
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)
def exclude_fn(param):
return param.name.endswith('.b_0')
optimizer = fluid.optimizer.Lamb(learning_rate=0.002,
exclude_from_weight_decay_fn=exclude_fn)
optimizer.minimize(cost)
"""
_moment1_acc_str = "moment1"
_moment2_acc_str = "moment2"
# these two not used in op temporarily
_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,
exclude_from_weight_decay_fn=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
self._exclude_from_weight_decay_fn = exclude_from_weight_decay_fn
def _append_optimize_op(self, block, param_and_grad):
assert isinstance(block, framework.Block)
block.program._use_lamb = True
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])
if self._exclude_from_weight_decay_fn is not None \
and self._exclude_from_weight_decay_fn(param_and_grad[0]):
weight_decay = 0.0
else:
weight_decay = self._weight_decay
# 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": weight_decay
},
stop_gradient=True)
return lamb_op
# We short the class name, since users will use the optimizer with the package
# name. The sample code:
#
# import paddle.fluid as fluid
#
# sgd = fluid.optimizer.SGD(...)
#
# It is no need to add an `Optimizer` as the class suffix
SGD = SGDOptimizer
Momentum = MomentumOptimizer
Adagrad = AdagradOptimizer
Adam = AdamOptimizer
Adamax = AdamaxOptimizer
DecayedAdagrad = DecayedAdagradOptimizer
Adadelta = AdadeltaOptimizer
RMSProp = RMSPropOptimizer
Ftrl = FtrlOptimizer
LarsMomentum = LarsMomentumOptimizer
Lamb = LambOptimizer
class ModelAverage(Optimizer):
"""Accumulate the average of parameters within sliding window. The average
result will be saved in temporary variables which can be applied to
parameter variables of current model by calling 'apply()' method. And the
'restore()' method is used to restore the parameter values of current model.
The size of average window is determined by average_window_rate,
min_average_window, max_average_window and current update times.
Args:
average_window_rate: The rate of average window.
min_average_window: The minimum size of average window.
max_average_window: The maximum size of average window.
regularization: A Regularizer, such as
fluid.regularizer.L2DecayRegularizer.
name: A optional name prefix.
Examples:
.. code-block:: python
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):
# build net
data = fluid.layers.data(name='X', shape=[1], dtype='float32')
hidden = fluid.layers.fc(input=data, size=10)
loss = fluid.layers.mean(hidden)
optimizer = fluid.optimizer.Momentum(learning_rate=0.2, momentum=0.1)
optimizer.minimize(loss)
# build ModelAverage optimizer
model_average = fluid.optimizer.ModelAverage(0.15,
min_average_window=10000,
max_average_window=20000)
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])
# apply ModelAverage
with model_average.apply(exe):
x = numpy.random.random(size=(10, 1)).astype('float32')
exe.run(program=train_program,
feed={'X': x},
fetch_list=[loss.name])
"""
def __init__(self,
7 years ago
average_window_rate,
min_average_window=10000,
max_average_window=10000,
regularization=None,
name=None):
super(ModelAverage, self).__init__(
0.0, regularization=regularization, name=name)
self.average_window = average_window_rate
self.min_average_window = min_average_window
self.max_average_window = max_average_window
self.params_grads = []
for param in framework.default_main_program().global_block(
).all_parameters():
if param.do_model_average != False:
grad = param.block.create_var(
name=unique_name.generate_with_ignorable_key(".".join(
[param.name, 'tmp'])),
dtype=param.dtype,
persistable=False,
stop_gradient=True)
self.params_grads.append((param, grad))
for param, grad in self.params_grads:
if grad is None:
continue
with param.block.program._optimized_guard(
[param, grad]), name_scope('move_average'):
self._append_average_accumulate_op(param)
self.apply_program = Program()
block = self.apply_program.global_block()
with program_guard(main_program=self.apply_program):
for param_grad in self.params_grads:
self._add_average_apply_op(block, param_grad)
self.restore_program = Program()
block = self.restore_program.global_block()
with program_guard(main_program=self.restore_program):
for param_grad in self.params_grads:
self._add_average_restore_op(block, param_grad)
def _add_average_apply_op(self, block, param_grad):
param = block._clone_variable(param_grad[0])
grad = block._clone_variable(param_grad[1])
sum_1 = block._clone_variable(self._get_accumulator('sum_1', param))
sum_2 = block._clone_variable(self._get_accumulator('sum_2', param))
sum_3 = block._clone_variable(self._get_accumulator('sum_3', param))
num_accumulates = block._clone_variable(
self._get_accumulator('num_accumulates', param))
old_num_accumulates = block._clone_variable(
self._get_accumulator('old_num_accumulates', param))
num_updates = block._clone_variable(
self._get_accumulator('num_updates', param))
# backup param value to grad
layers.assign(input=param, output=grad)
# param = (sum_1 + sum_2 + sum_3) / (num_accumulates + old_num_accumulates)
tmp = layers.sum(x=[num_accumulates, old_num_accumulates])
sum = layers.sum(x=[sum_1, sum_2, sum_3])
tmp = layers.cast(
x=tmp, dtype='float32' if self._dtype == None else self._dtype)
sum = layers.cast(
x=sum, dtype='float32' if self._dtype == None else self._dtype)
6 years ago
ops._elementwise_div(x=sum, y=tmp, out=param)
def _add_average_restore_op(self, block, param_grad):
param = block._clone_variable(param_grad[0])
grad = block._clone_variable(param_grad[1])
layers.assign(input=grad, output=param)
def _append_average_accumulate_op(self, param):
self.helper = LayerHelper("average_accumulate")
sum_1 = self._add_accumulator('sum_1', param)
sum_2 = self._add_accumulator('sum_2', param)
sum_3 = self._add_accumulator('sum_3', param)
num_accumulates = self._add_accumulator(
'num_accumulates', param, dtype='int64', shape=[1])
old_num_accumulates = self._add_accumulator(
'old_num_accumulates', param, dtype='int64', shape=[1])
num_updates = self._add_accumulator(
'num_updates', param, dtype='int64', shape=[1])
self.helper.append_op(
type='average_accumulates',
inputs={
"param": param,
"in_sum_1": sum_1,
"in_sum_2": sum_2,
"in_sum_3": sum_3,
"in_num_accumulates": num_accumulates,
"in_old_num_accumulates": old_num_accumulates,
"in_num_updates": num_updates
},
outputs={
"out_sum_1": sum_1,
"out_sum_2": sum_2,
"out_sum_3": sum_3,
"out_num_accumulates": num_accumulates,
"out_old_num_accumulates": old_num_accumulates,
"out_num_updates": num_updates,
},
attrs={
"average_window": self.average_window,
"min_average_window": self.min_average_window,
"max_average_window": self.max_average_window,
},
stop_gradient=True)
@signature_safe_contextmanager
def apply(self, executor, need_restore=True):
"""Apply average values to parameters of current model.
Args:
executor(fluid.Executor): current executor.
need_restore(bool): If you finally need to do restore, set it to True. Default is True.
"""
executor.run(self.apply_program)
try:
yield
finally:
if need_restore:
self.restore(executor)
def restore(self, executor):
"""Restore parameter values of current model.
Args:
executor(fluid.Executor): current executor.
"""
executor.run(self.restore_program)
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::
\\text{EMA}_0 & = 0
\\text{EMA}_t & = \\text{decay} * \\text{EMA}_{t-1} + (1 - \\text{decay}) * \\theta_t
The average results calculated by **update()** method 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.
Args:
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.
name (str|None): An optional name prefix.
Examples:
.. code-block:: python
import numpy
import paddle
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)
test_program = fluid.default_main_program().clone(for_test=True)
optimizer = fluid.optimizer.Adam(learning_rate=0.001)
optimizer.minimize(cost)
global_steps = fluid.layers.learning_rate_scheduler._decay_step_counter()
ema = fluid.optimizer.ExponentialMovingAverage(0.999, thres_steps=global_steps)
ema.update()
place = fluid.CPUPlace()
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
for pass_id in range(3):
for batch_id in range(6):
data = numpy.random.random(size=(10, 5)).astype('float32')
exe.run(program=fluid.default_main_program(),
feed={'x': data},
fetch_list=[cost.name])
# usage 1
with ema.apply(exe):
data = numpy.random.random(size=(10, 5)).astype('float32')
exe.run(program=test_program,
feed={'x': data},
fetch_list=[hidden.name])
# usage 2
with ema.apply(exe, need_restore=False):
data = numpy.random.random(size=(10, 5)).astype('float32')
exe.run(program=test_program,
feed={'x': data},
fetch_list=[hidden.name])
ema.restore(exe)
"""
def __init__(self, decay=0.999, thres_steps=None, name=None):
self._decay = decay
self._thres_steps = thres_steps
self._name = name if name is not None else ''
self._decay_var = self._get_ema_decay()
self._params_tmps = []
for param in default_main_program().global_block().all_parameters():
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))
self._ema_vars = {}
for param, tmp in self._params_tmps:
with param.block.program._optimized_guard(
[param, tmp]), name_scope('moving_average'):
self._ema_vars[param.name] = self._create_ema_vars(param)
self.apply_program = Program()
block = self.apply_program.global_block()
with program_guard(main_program=self.apply_program):
decay_pow = self._get_decay_pow(block)
for param, tmp in self._params_tmps:
param = block._clone_variable(param)
tmp = block._clone_variable(tmp)
ema = block._clone_variable(self._ema_vars[param.name])
layers.assign(input=param, output=tmp)
# bias correction
ema = ema / (1.0 - decay_pow)
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)
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 _create_ema_vars(self, param):
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)
return param_ema
def update(self):
"""
Update Exponential Moving Average. Should only call this method in
train program.
"""
param_master_emas = []
for param, tmp in self._params_tmps:
with param.block.program._optimized_guard(
[param, tmp]), name_scope('moving_average'):
param_ema = self._ema_vars[param.name]
if param.name + '.master' in self._ema_vars:
master_ema = self._ema_vars[param.name + '.master']
param_master_emas.append([param_ema, master_ema])
else:
ema_t = param_ema * self._decay_var + param * (
1 - self._decay_var)
layers.assign(input=ema_t, output=param_ema)
# for fp16 params
for param_ema, master_ema in param_master_emas:
default_main_program().global_block().append_op(
type="cast",
inputs={"X": master_ema},
outputs={"Out": param_ema},
attrs={
"in_dtype": master_ema.dtype,
"out_dtype": param_ema.dtype
})
@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)
class PipelineOptimizer(object):
"""
Pipeline Optimizer
Train with pipeline mode. The program will be splited by cut_list.
If the len of cut_list is k, then the whole program (including \
backward part) will be splited to 2*k-1 sections.
So the length of place_list and concurrency_list must be also 2*k-1.
Note: Though the asynchronous mode is applied in pipeline training to speed up, \
the final performance depends on the training progress of each pipeline heavily.
And we will try the synchronous mode in the future.
Args:
optimizer (Optimizer): The based optimizer, such as SGD.
cut_list (list of Variable list): The cut variable of the main_program.
place_list (list of Place): The place where the section will run on.
concurrency_list (list of int): The concurrency degree.
queue_size (int): Each section will consume scopes from its in-scope queue
and produce scopes to out-scope queue. And this parameter
specify the scope queue size. [Optional. Default: 30].
sync_steps (int): The synchronization steps between different cards. [Optional. Default: 1].
start_cpu_core_id (int): specify the first cpu core id. [Optional. Default:0].
Examples:
.. code-block:: python
import paddle.fluid as fluid
import paddle.fluid.layers as layers
x = fluid.layers.data(name='x', shape=[1], dtype='int64', lod_level=0)
y = fluid.layers.data(name='y', shape=[1], dtype='int64', lod_level=0)
emb_x = layers.embedding(input=x, param_attr=fluid.ParamAttr(name="embx"), size=[10,2], is_sparse=False)
emb_y = layers.embedding(input=y, param_attr=fluid.ParamAttr(name="emby",learning_rate=0.9), size=[10,2], is_sparse=False)
concat = layers.concat([emb_x, emb_y], axis=1)
fc = layers.fc(input=concat, name="fc", size=1, num_flatten_dims=1, bias_attr=False)
loss = layers.reduce_mean(fc)
optimizer = fluid.optimizer.SGD(learning_rate=0.5)
optimizer = fluid.optimizer.PipelineOptimizer(optimizer,
cut_list=[[emb_x, emb_y], [loss]],
place_list=[fluid.CPUPlace(), fluid.CUDAPlace(0), fluid.CPUPlace()],
concurrency_list=[1, 1, 4],
queue_size=2,
sync_steps=1,
)
optimizer.minimize(loss)
place = fluid.CPUPlace()
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
filelist = [] # you should set your own filelist, e.g. filelist = ["dataA.txt"]
dataset = fluid.DatasetFactory().create_dataset("FileInstantDataset")
dataset.set_use_var([x,y])
dataset.set_batch_size(batch_size)
dataset.set_filelist(filelist)
exe.train_from_dataset(
fluid.default_main_program(),
dataset,
thread=2,
debug=False,
fetch_list=[],
fetch_info=[],
print_period=1)
"""
def __init__(self,
optimizer,
cut_list=None,
place_list=None,
concurrency_list=None,
queue_size=30,
sync_steps=1,
start_cpu_core_id=0):
# TODO: check properties
self._optimizer = optimizer
self._cut_list = cut_list
self._place_list = place_list
self._concurrency_list = concurrency_list
self._queue_size = queue_size
self._sync_steps = sync_steps
self._start_cpu_core_id = start_cpu_core_id
def _create_vars(self, block, main_program):
used_var_set = set()
for op_idx in range(block.desc.op_size()):
op_desc = block.desc.op(op_idx)
vars = op_desc.input_arg_names() + op_desc.output_arg_names()
for var in vars:
if var in used_var_set:
continue
used_var_set.add(var)
source_var = main_program.block(0).var(str(var))
block._clone_variable(source_var, False)
def _extract_section_opt_ops(self, ops, cut_point_name):
"""
Extract opt ops in the given section
"""
output_names = set(cut_point_name)
relevant_op_flags = [True] * len(ops)
for i, op in reversed(list(enumerate(ops))):
if _some_in_set_(op.desc.output_arg_names(), output_names):
for name in op.desc.input_arg_names():
output_names.add(name)
else:
relevant_op_flags[i] = False
op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
return op_path
def _find_input_output(self, ops, name, is_forward=True):
"""
Find the inputs or outputs of a section
"""
all_set = set()
part_set = set()
for op in ops:
if is_forward:
part_set.update(op.desc.output_arg_names())
else:
part_set.update(op.desc.input_arg_names())
all_set.update(op.desc.output_arg_names())
all_set.update(op.desc.input_arg_names())
return all_set - part_set
def _find_persistable_vars(self, ops, whole_parameters):
"""
find the persistable input vars in current section
"""
res = set()
for op in ops:
vars = op.desc.input_arg_names()
for var in vars:
if var in whole_parameters:
res.add(var)
return res
def _is_opt_role_op(self, op):
op_maker = core.op_proto_and_checker_maker
optimize_role = core.op_proto_and_checker_maker.OpRole.Optimize
if op_maker.kOpRoleAttrName() in op.attr_names and \
int(op.all_attrs()[op_maker.kOpRoleAttrName()]) & int(optimize_role) != 0:
return True
return False
def _is_lr_role_op(self, op):
op_maker = core.op_proto_and_checker_maker
optimize_role = core.op_proto_and_checker_maker.OpRole.LRSched
if op_maker.kOpRoleAttrName() in op.attr_names and \
int(op.all_attrs()[op_maker.kOpRoleAttrName()]) == int(optimize_role):
return True
return False
def _extract_section_ops(self, ops, cut_point_name):
"""
Extract ops in the given section
"""
output_names = set(cut_point_name)
relevant_op_flags = [True] * len(ops)
for i, op in reversed(list(enumerate(ops))):
if not self._is_opt_role_op(op) and _some_in_set_(
op.desc.output_arg_names(), output_names):
for name in op.desc.input_arg_names():
output_names.add(name)
elif op.desc.type() == "print" and op.desc.input_arg_names()[
0] in output_names:
continue
else:
relevant_op_flags[i] = False
op_path = [ops[i] for i in range(len(ops)) if relevant_op_flags[i]]
return op_path
def _find_section_opt(self, ops, params):
res = self._extract_section_opt_ops(ops, params)
return res
def _split_program(self, main_program, cut_list):
programs = []
block = main_program.block(0)
whole_parameters = [e.name for e in block.all_parameters()]
cut_var_names = []
cut_len = len(cut_list)
sec_params = []
for i, cut_vars in enumerate(cut_list[:-1]):
cut_var_names.append([cut_var.name for cut_var in cut_vars])
for i, cut_vars in reversed(list(enumerate(cut_list[:-1]))):
cut_var_names.append(
[_append_grad_suffix_(cut_var.name) for cut_var in cut_vars])
if i == 0:
cut_var_names[-1] += [var.name for var in cut_list[-1]]
ops = block.ops[:]
for i, cut_vars in enumerate(cut_var_names):
program = {
"program": Program(),
"input_set": set(),
"output_set": set()
}
cur_ops = self._extract_section_ops(ops, cut_vars)
if i == 0:
for op in ops:
if self._is_lr_role_op(op):
cur_ops.append(op)
#prevent inplace in/out
program["input_set"].update(
self._find_input_output(
cur_ops, [], is_forward=True))
for e in cur_ops:
ops.remove(e)
if i < cut_len:
sec_params.append(
self._find_persistable_vars(cur_ops, whole_parameters))
if i >= cut_len - 1:
opt_ops = self._find_section_opt(
ops, sec_params[2 * cut_len - 2 - i])
for e in opt_ops:
ops.remove(e)
cur_ops += opt_ops
op_descs = [op.desc for op in cur_ops]
for op_desc in op_descs:
ap_op = program["program"].block(0).desc.append_op()
ap_op.copy_from(op_desc)
program["input_set"].update(
self._find_input_output(
cur_ops, cut_vars, is_forward=True))
program["input_set"].update(sec_params[min(i, 2 * cut_len - 2 - i)])
program["output_set"].update(
self._find_input_output(
cur_ops, cut_vars, is_forward=False))
programs.append(program)
program = {
"program": Program(),
"input_set": set(),
"output_set": set()
}
op_descs = [op.desc for op in ops]
for op_desc in op_descs:
ap_op = program["program"].block(0).desc.append_op()
ap_op.copy_from(op_desc)
program["input_set"].update(
[cut_var.name + "@GRAD" for cut_var in cut_list[0]])
program["input_set"].update(
self._find_input_output(
ops, [], is_forward=True))
program["input_set"].update(sec_params[0])
programs.append(program)
inputs = set()
for program in reversed(list(programs)):
output_list = list(program["output_set"])
for output in output_list:
if output not in inputs:
program["output_set"].remove(output)
inputs.update(program["input_set"])
return programs
def minimize(self,
loss,
startup_program=None,
parameter_list=None,
no_grad_set=None):
self._optimizer.minimize(loss, startup_program, parameter_list,
no_grad_set)
program = loss.block.program
program_list = self._split_program(program, self._cut_list)
for p in program_list:
self._create_vars(p["program"].block(0), program)
whole_parameters = [e.name for e in program.block(0).all_parameters()]
param_need_sync = []
for i, section_p in enumerate(program_list):
if not isinstance(self._place_list[i], core.CUDAPlace):
continue
section_var = [e for e in section_p["program"].block(0).vars]
for p in section_var:
if p in whole_parameters:
param_need_sync.append(p)
program._pipeline_opt = {
"trainer": "PipelineTrainer",
"device_worker": "Section",
"section_program_list": program_list,
"place_list": self._place_list,
"concurrency_list": self._concurrency_list,
"queue_size": self._queue_size,
"start_cpu_core_id": self._start_cpu_core_id,
"sync_steps": self._sync_steps,
"param_need_sync": param_need_sync
}
class LookaheadOptimizer(object):
"""
This implements the Lookahead optimizer of the
paper : https://arxiv.org/abs/1907.08610.
Lookahead keeps two sets of params: the fast_params and
the slow_params. inner_optimizer update fast_params every
training step. Lookahead updates the slow_params and fast_params
every k training steps as follows:
.. math::
slow\_param_t &= slow\_param_{t-1} + \\alpha * (fast\_param_{t-1} - slow\_param_{t-1})
fast\_param_t &= slow\_param_t
Args:
inner_optimizer (Optimizer): The optimizer that update fast params step by step.
alpha (float): The learning rate of Lookahead.
k (int): The slow params is updated every k steps.
Examples:
.. code-block:: python
import paddle
import paddle.fluid as fluid
import numpy as np
x = fluid.layers.data(name='x', shape=[2], dtype='float32')
label = fluid.layers.data(name="label", shape=[1], dtype="int64")
y = fluid.layers.fc(input=[x], size=2, act="softmax")
loss = fluid.layers.cross_entropy(input=y, label=label)
loss = fluid.layers.mean(x=loss)
sgd = fluid.optimizer.SGD(learning_rate=0.01)
optimizer = fluid.optimizer.LookaheadOptimizer(sgd,
alpha=0.5,
k=5)
optimizer.minimize(loss)
main_program = fluid.default_main_program()
place = fluid.CPUPlace()
exe = fluid.Executor(place)
exe.run(fluid.default_startup_program())
feeder = fluid.DataFeeder(feed_list=[x, label], place=place)
step = 0
while(step < 10):
step += 1
exe.run(fluid.default_main_program(),
feed=feeder.feed(batch_data))
"""
def __init__(self, inner_optimizer, alpha=0.5, k=5):
assert (inner_optimizer is not None), "inner optimizer can not be None"
assert (
0.0 <= alpha <= 1.0
), "alpha should be larger or equal to 0.0, and less or equal than 1.0"
assert (isinstance(k, int) and k > 0), "k should be a positive integer"
self.inner_optimizer = inner_optimizer
self.alpha = alpha
self.k = k
self.type = "lookahead"
def minimize(self, loss, startup_program=None):
# Apply inner optimizer to the main_program
mini_out = self.inner_optimizer.minimize(
loss, startup_program=startup_program)
# Get startup_program and main_program
if startup_program is None:
startup_program = default_startup_program()
main_block = loss.block
# add some vars to the main_program
params = [param.name for param in main_block.all_parameters()]
param_to_slow = {}
for param in params:
fast_var = main_block.var(param)
assert (fast_var is not None)
slow_var = main_block.create_var(
name=param + "@SLOW",
shape=fast_var.shape,
dtype=fast_var.dtype,
persistable=True)
param_to_slow[param] = slow_var
# add some vars to the startup_program
startup_block = startup_program.global_block()
for param in params:
fast_var = startup_block.var(param)
assert (fast_var is not None)
slow_var = startup_block.create_var(
name=param + "@SLOW",
shape=fast_var.shape,
dtype=fast_var.dtype,
persistable=True)
startup_block.append_op(
type="assign",
inputs={"X": fast_var},
outputs={"Out": slow_var})
# Add Var k to main prog and startup prog
k = layers.create_global_var(
name="lookahead_k",
shape=[1],
value=int(self.k),
dtype='int32',
persistable=True)
# Add Var alpha to main prog and startup prog
alpha = layers.create_global_var(
name="lookahead_alpha",
shape=[1],
value=float(self.alpha),
dtype='float32',
persistable=True)
# Add Var step
step = layers.create_global_var(
name="lookahead_step",
shape=[1],
value=int(0),
dtype='int32',
persistable=True)
layers.increment(x=step, value=1.0, in_place=True)
# lookahead
zero_var = layers.fill_constant(shape=[1], dtype='float32', value=0.0)
one_var = layers.fill_constant(shape=[1], dtype='float32', value=1.0)
mod = layers.elementwise_mod(step, k)
with layers.control_flow.Switch() as switch:
with switch.case(mod == zero_var):
for param_name in params:
fast_var = main_block.var(param_name)
slow_var = param_to_slow[param_name]
tmp_var = layers.elementwise_add(
layers.elementwise_mul(fast_var, alpha),
layers.elementwise_mul(
slow_var, layers.elementwise_sub(one_var, alpha)))
layers.assign(input=tmp_var, output=slow_var)
layers.assign(input=tmp_var, output=fast_var)
with switch.default():
pass
return mini_out