Paddle/python/paddle/optimizer/adadelta.py

# 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__ = ["Adadelta"]


class Adadelta(Optimizer):
    """
    **Notes: This API does not support sparse parameter optimization.**

    Adadelta Optimizer. Please refer to this for details:
    `ADADELTA: AN ADAPTIVE LEARNING RATE METHOD <https://arxiv.org/abs/1212.5701>`_.

    The update is done as follows:

    .. 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|Tensor|LearningRateDecay, optional): The learning rate used to update ``Parameter``.
            It can be a float value, a ``Tensor`` with a float type or a LearningRateDecay. The default value is 0.001.
        epsilon (float): a small float number for numeric stability. Default 1.0e-6.
        rho (float): a floating point value indicating the decay rate. Default 0.95.
        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): The default value is None. Normally there is no need for user
                to set this property. For more information, please refer to
                :ref:`api_guide_Name` .

    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")
            adadelta = paddle.optimizer.Adadelta(learning_rate=0.1, parameters=linear.parameters(), weight_decay=0.01)
            back = out.backward()
            adadelta.step()
            adadelta.clear_grad()

    """

    _avg_squared_grad_acc_str = "_avg_squared_grad"
    _avg_squared_update_acc_str = "_avg_squared_update"

    def __init__(self,
                 learning_rate=0.001,
                 epsilon=1.0e-6,
                 rho=0.95,
                 parameters=None,
                 weight_decay=None,
                 grad_clip=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(Adadelta, self).__init__(
            learning_rate=learning_rate,
            parameters=parameters,
            weight_decay=weight_decay,
            grad_clip=grad_clip,
            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