# Copyright 2015 The TensorFlow 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. # ============================================================================== """ProximalGradientDescent for TensorFlow.""" from tensorflow.python.framework import ops from tensorflow.python.ops import gen_training_ops # pylint: disable=unused-import from tensorflow.python.ops import math_ops # pylint: enable=unused-import from tensorflow.python.training import optimizer from tensorflow.python.util.tf_export import tf_export @tf_export(v1=["train.ProximalGradientDescentOptimizer"]) class ProximalGradientDescentOptimizer(optimizer.Optimizer): # pylint: disable=line-too-long """Optimizer that implements the proximal gradient descent algorithm. References: Efficient Learning using Forward-Backward Splitting: [Duchi et al., 2009](http://papers.nips.cc/paper/3793-efficient-learning-using-forward-backward-splitting) ([pdf](http://papers.nips.cc/paper/3793-efficient-learning-using-forward-backward-splitting.pdf)) """ def __init__(self, learning_rate, l1_regularization_strength=0.0, l2_regularization_strength=0.0, use_locking=False, name="ProximalGradientDescent"): """Construct a new proximal gradient descent optimizer. Args: learning_rate: A Tensor or a floating point value. The learning rate to use. l1_regularization_strength: A float value, must be greater than or equal to zero. l2_regularization_strength: A float value, must be greater than or equal to zero. use_locking: If True use locks for update operations. name: Optional name prefix for the operations created when applying gradients. Defaults to "GradientDescent". """ super(ProximalGradientDescentOptimizer, self).__init__(use_locking, name) self._learning_rate = learning_rate self._l1_regularization_strength = l1_regularization_strength self._l2_regularization_strength = l2_regularization_strength self._l1_regularization_strength_tensor = None self._l2_regularization_strength_tensor = None def _apply_dense(self, grad, var): return gen_training_ops.apply_proximal_gradient_descent( var, self._learning_rate_tensor, self._l1_regularization_strength_tensor, self._l2_regularization_strength_tensor, grad, use_locking=self._use_locking).op def _resource_apply_dense(self, grad, var): return gen_training_ops.resource_apply_proximal_gradient_descent( var.handle, self._learning_rate_tensor, self._l1_regularization_strength_tensor, self._l2_regularization_strength_tensor, grad, use_locking=self._use_locking) def _apply_sparse(self, grad, var): return gen_training_ops.sparse_apply_proximal_gradient_descent( var, self._learning_rate_tensor, self._l1_regularization_strength_tensor, self._l2_regularization_strength_tensor, grad.values, grad.indices, use_locking=self._use_locking).op def _resource_apply_sparse(self, grad, var, indices): return gen_training_ops.resource_sparse_apply_proximal_gradient_descent( var.handle, math_ops.cast(self._learning_rate_tensor, grad.dtype), math_ops.cast(self._l1_regularization_strength_tensor, grad.dtype), math_ops.cast(self._l2_regularization_strength_tensor, grad.dtype), grad, indices, use_locking=self._use_locking) def _prepare(self): self._learning_rate_tensor = ops.convert_to_tensor(self._learning_rate, name="learning_rate") self._l1_regularization_strength_tensor = ops.convert_to_tensor( self._l1_regularization_strength, name="l1_regularization_strength") self._l2_regularization_strength_tensor = ops.convert_to_tensor( self._l2_regularization_strength, name="l2_regularization_strength")