205 lines
6.5 KiB
Python
205 lines
6.5 KiB
Python
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# Copyright 2021 The TensorFlow Authors. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# ==============================================================================
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"""SGD optimizer implementation."""
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import tensorflow.compat.v2 as tf
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from keras.optimizers import optimizer
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from keras.saving.object_registration import register_keras_serializable
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# isort: off
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from tensorflow.python.util.tf_export import keras_export
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@register_keras_serializable()
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@keras_export(
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"keras.optimizers.experimental.SGD", "keras.optimizers.SGD", v1=[]
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)
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class SGD(optimizer.Optimizer):
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r"""Gradient descent (with momentum) optimizer.
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Update rule for parameter `w` with gradient `g` when `momentum` is 0:
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```python
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w = w - learning_rate * g
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```
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Update rule when `momentum` is larger than 0:
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```python
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velocity = momentum * velocity - learning_rate * g
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w = w + velocity
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```
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When `nesterov=True`, this rule becomes:
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```python
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velocity = momentum * velocity - learning_rate * g
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w = w + momentum * velocity - learning_rate * g
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```
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Args:
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learning_rate: A `Tensor`, floating point value, or a schedule that is a
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`tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable
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that takes no arguments and returns the actual value to use. The
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learning rate. Defaults to 0.001.
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momentum: float hyperparameter >= 0 that accelerates gradient descent in
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the relevant direction and dampens oscillations. Defaults to 0, i.e.,
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vanilla gradient descent.
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nesterov: boolean. Whether to apply Nesterov momentum.
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Defaults to `False`.
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{{base_optimizer_keyword_args}}
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Usage:
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>>> opt = tf.keras.optimizers.experimental.SGD(learning_rate=0.1)
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>>> var = tf.Variable(1.0)
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>>> loss = lambda: (var ** 2)/2.0 # d(loss)/d(var1) = var1
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>>> opt.minimize(loss, [var])
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>>> # Step is `- learning_rate * grad`
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>>> var.numpy()
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0.9
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>>> opt = tf.keras.optimizers.experimental.SGD(0.1, momentum=0.9)
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>>> var = tf.Variable(1.0)
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>>> val0 = var.value()
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>>> loss = lambda: (var ** 2)/2.0 # d(loss)/d(var1) = var1
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>>> # First step is `- learning_rate * grad`
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>>> opt.minimize(loss, [var])
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>>> val1 = var.value()
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>>> (val0 - val1).numpy()
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0.1
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>>> # On later steps, step-size increases because of momentum
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>>> opt.minimize(loss, [var])
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>>> val2 = var.value()
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>>> (val1 - val2).numpy()
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0.18
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Reference:
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- For `nesterov=True`, See [Sutskever et al., 2013](
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http://proceedings.mlr.press/v28/sutskever13.pdf).
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"""
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def __init__(
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self,
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learning_rate=0.01,
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momentum=0.0,
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nesterov=False,
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weight_decay=None,
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clipnorm=None,
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clipvalue=None,
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global_clipnorm=None,
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use_ema=False,
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ema_momentum=0.99,
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ema_overwrite_frequency=None,
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jit_compile=True,
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name="SGD",
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**kwargs
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):
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super().__init__(
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name=name,
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weight_decay=weight_decay,
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clipnorm=clipnorm,
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clipvalue=clipvalue,
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global_clipnorm=global_clipnorm,
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use_ema=use_ema,
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ema_momentum=ema_momentum,
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ema_overwrite_frequency=ema_overwrite_frequency,
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jit_compile=jit_compile,
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**kwargs
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)
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self._learning_rate = self._build_learning_rate(learning_rate)
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self.momentum = momentum
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self.nesterov = nesterov
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if isinstance(momentum, (int, float)) and (
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momentum < 0 or momentum > 1
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):
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raise ValueError("`momentum` must be between [0, 1].")
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def build(self, var_list):
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"""Initialize optimizer variables.
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SGD optimizer has one variable `momentums`, only set if `self.momentum`
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is not 0.
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Args:
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var_list: list of model variables to build SGD variables on.
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"""
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super().build(var_list)
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if hasattr(self, "_built") and self._built:
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return
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self.momentums = []
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for var in var_list:
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self.momentums.append(
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self.add_variable_from_reference(
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model_variable=var, variable_name="m"
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)
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)
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self._built = True
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def update_step(self, gradient, variable):
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"""Update step given gradient and the associated model variable."""
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lr = tf.cast(self.learning_rate, variable.dtype)
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m = None
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var_key = self._var_key(variable)
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momentum = tf.cast(self.momentum, variable.dtype)
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m = self.momentums[self._index_dict[var_key]]
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# TODO(b/204321487): Add nesterov acceleration.
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if isinstance(gradient, tf.IndexedSlices):
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# Sparse gradients.
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add_value = tf.IndexedSlices(
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-gradient.values * lr, gradient.indices
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)
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if m is not None:
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m.assign(m * momentum)
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m.scatter_add(add_value)
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if self.nesterov:
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variable.scatter_add(add_value)
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variable.assign_add(m * momentum)
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else:
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variable.assign_add(m)
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else:
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variable.scatter_add(add_value)
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else:
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# Dense gradients
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if m is not None:
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m.assign(-gradient * lr + m * momentum)
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if self.nesterov:
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variable.assign_add(-gradient * lr + m * momentum)
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else:
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variable.assign_add(m)
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else:
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variable.assign_add(-gradient * lr)
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def get_config(self):
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config = super().get_config()
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config.update(
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{
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"learning_rate": self._serialize_hyperparameter(
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self._learning_rate
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),
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"momentum": self.momentum,
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"nesterov": self.nesterov,
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}
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)
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return config
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SGD.__doc__ = SGD.__doc__.replace(
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"{{base_optimizer_keyword_args}}", optimizer.base_optimizer_keyword_args
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)
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