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Paddle/python/paddle/optimizer/adamax.py

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# Copyright (c) 2020 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 .optimizer import Optimizer
from ..fluid import core
from ..fluid import framework
from ..fluid.framework import Variable, name_scope
__all__ = ["Adamax"]
class Adamax(Optimizer):
"""
The Adamax optimizer is implemented based on the Adamax Optimization
in Section 7 of `Adam paper <https://arxiv.org/abs/1412.6980>`_.
The Adamax algorithm is a variant of the Adam algorithm based on the infinite norm,
which makes the learning rate update algorithm more stable and simple.
The parameter ``param_out`` update rule with gradient ``grad``:
.. 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}
Related paper: `Adam: A Method for Stochastic Optimization <https://arxiv.org/abs/1412.6980>`_
The original paper does not have an ``epsilon`` attribute,
it is added here for numerical stability to prevent the division by 0 error.
Args:
learning_rate (float|_LRScheduler, optional): The learning rate used to update ``Parameter``.
It can be a float value or a _LRScheduler. The default value is 0.001.
beta1 (float, optional): The exponential decay rate for the 1st moment estimates.
The default value is 0.9.
beta2 (float, optional): The exponential decay rate for the 2nd moment estimates.
The default value is 0.999.
epsilon (float, optional): A small float value for numerical stability.
The default value is 1e-08.
parameters (list, optional): List of ``Tensor`` to update to minimize ``loss``. \
This parameter is required in dygraph mode. \
The default value is None in static mode, at this time all parameters will be updated.
weight_decay (float|WeightDecayRegularizer, optional): The strategy of regularization. \
It canbe a float value as coeff of L2 regularization or \
:ref:`api_fluid_regularizer_L1Decay`, :ref:`api_fluid_regularizer_L2Decay`.
If a parameter has set regularizer using :ref:`api_fluid_ParamAttr` already, \
the regularization setting here in optimizer will be ignored for this parameter. \
Otherwise, the regularization setting here in optimizer will take effect. \
Default None, meaning there is no regularization.
grad_clip (GradientClipBase, optional): Gradient cliping strategy, it's an instance of
some derived class of ``GradientClipBase`` . There are three cliping strategies
( :ref:`api_fluid_clip_GradientClipByGlobalNorm` , :ref:`api_fluid_clip_GradientClipByNorm` ,
:ref:`api_fluid_clip_GradientClipByValue` ). Default None, meaning there is no gradient clipping.
name (str, optional): Normally there is no need for user to set this property.
For more information, please refer to :ref:`api_guide_Name`.
The default value is None.
**Notes**:
**Currently, Adamax doesn't support sparse parameter optimization.**
Examples:
.. code-block:: python
import paddle
import numpy as np
paddle.disable_static()
inp = np.random.uniform(-0.1, 0.1, [10, 10]).astype("float32")
linear = paddle.nn.Linear(10, 10)
inp = paddle.to_tensor(inp)
out = linear(inp)
loss = paddle.mean(out)
beta1 = paddle.to_tensor([0.9], dtype="float32")
beta2 = paddle.to_tensor([0.99], dtype="float32")
adam = paddle.optimizer.Adamax(learning_rate=0.1,
parameters=linear.parameters(),
beta1=beta1,
beta2=beta2,
weight_decay=0.01)
out.backward()
adam.step()
adam.clear_grad()
"""
_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,
parameters=None,
weight_decay=None,
grad_clip=None,
name=None):
assert learning_rate is not None
assert beta1 is not None
assert beta2 is not None
assert epsilon is not None
if not 0 <= beta1 < 1:
raise ValueError("Invaild value of beta1, expect beta1 in [0,1).")
if not 0 <= beta2 < 1:
raise ValueError("Invaild value of beta2, expect beta2 in [0,1).")
if not 0 <= epsilon:
raise ValueError("Invaild value of epsilon, expect epsilon >= 0.")
super(Adamax, self).__init__(
learning_rate=learning_rate,
parameters=parameters,
weight_decay=weight_decay,
grad_clip=grad_clip,
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,
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)
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('adamax'):
beta1_pow_acc = self._get_accumulator(self._beta1_pow_acc_str,
param)
block.append_op(
type="scale",
inputs={"X": beta1_pow_acc},
outputs={"Out": beta1_pow_acc},
attrs={"scale": self._beta1},
stop_gradient=True)