python/mxnet/optimizer/contrib.py - master - githubmirror/incubator-mxnet

python/mxnet/optimizer/contrib.py
152 строки6 KB
Shuai Zheng
[MXNET-#16167] Refactor Optimizer (#17400)
29 фев 2020, 20:25
29 фев 2020, 20:25f70c7b7
# coding: utf-8
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#   http://www.apache.org/licenses/LICENSE-2.0
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"""Contrib optimizers."""
from ..ndarray import (clip, contrib, mean, sqrt, square, zeros)
from .optimizer import Optimizer, register

__all__ = ['GroupAdaGrad']


@register
class GroupAdaGrad(Optimizer):
    """Adagrad optimizer with row-wise learning rates.

    This class implements the AdaGrad optimizer described in *Adaptive
    Subgradient Methods for Online Learning and Stochastic Optimization*, and
    available at http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf but
    uses only a single learning rate for every row of the parameter array.

    This optimizer updates each weight by::

        grad = clip(grad * rescale_grad, clip_gradient)
        history += mean(square(grad), axis=1, keepdims=True)
        weight -= lr * grad / (sqrt(history) + epsilon)

    Weights are updated lazily if the gradient is sparse.

    For details of the update algorithm see
    :class:`~mxnet.ndarray.contrib.group_adagrad_update`.

    This optimizer accepts the following parameters in addition to those
    accepted by :class:`.Optimizer`. Weight decay is not supported.

    Parameters
    ----------
    learning_rate : float, default 0.01
        The initial learning rate. If None, the optimization will use the
        learning rate from ``lr_scheduler``. If not None, it will overwrite
        the learning rate in ``lr_scheduler``. If None and ``lr_scheduler``
        is also None, then it will be set to 0.01 by default.
    epsilon : float, default 1e-6
        Small value to avoid division by 0.
    use_fused_step : bool, default True
        Whether or not to use fused kernels for optimizer.
        When use_fused_step=False or grad is not sparse, step is called,
        otherwise, fused_step is called.
    """

    def __init__(self, learning_rate=0.01, epsilon=1e-6, use_fused_step=True, **kwargs):
        super(GroupAdaGrad, self).__init__(learning_rate=learning_rate,
                                           use_fused_step=use_fused_step,
                                           **kwargs)
        self.epsilon = epsilon

    def create_state(self, index, weight):
        assert len(weight.shape) == 2
        history = zeros(
            (weight.shape[0], 1), weight.context, stype=weight.stype)
        return history

    def step(self, indices, weights, grads, states):
        """Perform an optimization step using gradients and states.

         Parameters
         ----------
         indices : list of int
             List of unique indices of the parameters into the individual learning rates
             and weight decays. Learning rates and weight decay may be set via `set_lr_mult()`
             and `set_wd_mult()`, respectively.
         weights : list of NDArray
             List of parameters to be updated.
         grads : list of NDArray
             List of gradients of the objective with respect to this parameter.
         states : List of any obj
             List of state returned by `create_state()`.
         """
        for index, weight, grad, state in zip(indices, weights, grads, states):
            self._update_count(index)
            lr = self._get_lr(index)
            wd = self._get_wd(index)
            assert wd == 0, 'Weight decay is not supported for GroupAdaGrad'

            # preprocess grad
            grad = grad * self.rescale_grad
            if self.clip_gradient is not None:
                grad = clip(grad, -self.clip_gradient, self.clip_gradient)

            # update history
            history = state
            history[:] += mean(square(grad), axis=1, keepdims=True)

            # update weight
            d = grad / (sqrt(history) + self.epsilon)
            weight[:] -= lr * d

    def fused_step(self, indices, weights, grads, states):
        """Perform a fused optimization step using gradients and states.
        Fused kernel is used for update.

        Parameters
        ----------
        indices : list of int
            List of unique indices of the parameters into the individual learning rates
            and weight decays. Learning rates and weight decay may be set via `set_lr_mult()`
            and `set_wd_mult()`, respectively.
        weights : list of NDArray
            List of parameters to be updated.
        grads : list of NDArray
            List of gradients of the objective with respect to this parameter.
        states : List of any obj
            List of state returned by `create_state()`.
        """
        for index, weight, grad, state in zip(indices, weights, grads, states):
            is_sparse = grad.stype == 'row_sparse'

            if is_sparse:
                self._update_count(index)
                lr = self._get_lr(index)
                wd = self._get_wd(index)
                assert wd == 0, 'Weight decay is not supported for GroupAdaGrad'

                kwargs = {'epsilon': self.epsilon, 'rescale_grad': self.rescale_grad}
                if self.clip_gradient:
                    kwargs['clip_gradient'] = self.clip_gradient

                history = state

                # When grad is sparse, update weight with fused kernel
                contrib.group_adagrad_update(
                    weight,
                    grad,
                    history,
                    out=weight,
                    lr=lr,
                    **kwargs)
            else:
                # When the grad is not sparse, the func step is called to update weight and state
                self.step([index], [weight], [grad], [state])