# Copyright 2022 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. # ============================================================================== """Adamax optimizer implementation.""" import tensorflow.compat.v2 as tf from keras.optimizers import optimizer from keras.saving.object_registration import register_keras_serializable # isort: off from tensorflow.python.util.tf_export import keras_export @register_keras_serializable() @keras_export( "keras.optimizers.experimental.Adamax", "keras.optimizers.Adamax", v1=[] ) class Adamax(optimizer.Optimizer): """Optimizer that implements the Adamax algorithm. Adamax, a variant of Adam based on the infinity norm, is a first-order gradient-based optimization method. Due to its capability of adjusting the learning rate based on data characteristics, it is suited to learn time-variant process, e.g., speech data with dynamically changed noise conditions. Default parameters follow those provided in the paper (see references below). Initialization: ```python m = 0 # Initialize initial 1st moment vector u = 0 # Initialize the exponentially weighted infinity norm t = 0 # Initialize timestep ``` The update rule for parameter `w` with gradient `g` is described at the end of section 7.1 of the paper (see the referenece section): ```python t += 1 m = beta1 * m + (1 - beta) * g u = max(beta2 * u, abs(g)) current_lr = learning_rate / (1 - beta1 ** t) w = w - current_lr * m / (u + epsilon) ``` Args: learning_rate: A `tf.Tensor`, floating point value, a schedule that is a `tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable that takes no arguments and returns the actual value to use. The learning rate. Defaults to 0.001. beta_1: A float value or a constant float tensor. The exponential decay rate for the 1st moment estimates. beta_2: A float value or a constant float tensor. The exponential decay rate for the exponentially weighted infinity norm. epsilon: A small constant for numerical stability. {{base_optimizer_keyword_args}} Reference: - [Kingma et al., 2014](http://arxiv.org/abs/1412.6980) """ def __init__( self, learning_rate=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-7, weight_decay=None, clipnorm=None, clipvalue=None, global_clipnorm=None, use_ema=False, ema_momentum=0.99, ema_overwrite_frequency=None, jit_compile=True, name="Adamax", **kwargs ): super().__init__( name=name, weight_decay=weight_decay, clipnorm=clipnorm, clipvalue=clipvalue, global_clipnorm=global_clipnorm, use_ema=use_ema, ema_momentum=ema_momentum, ema_overwrite_frequency=ema_overwrite_frequency, jit_compile=jit_compile, **kwargs ) self._learning_rate = self._build_learning_rate(learning_rate) self.beta_1 = beta_1 self.beta_2 = beta_2 self.epsilon = epsilon def build(self, var_list): """Initialize optimizer variables. Adamax optimizer has 2 types of variables: momentums (denoted as m), exponentially weighted infinity norm (denoted as u). Args: var_list: list of model variables to build Adamax variables on. """ super().build(var_list) if hasattr(self, "_built") and self._built: return self._built = True self._m = [] self._u = [] for var in var_list: self._m.append( self.add_variable_from_reference( model_variable=var, variable_name="m" ) ) self._u.append( self.add_variable_from_reference( model_variable=var, variable_name="u" ) ) def update_step(self, gradient, variable): """Update step given gradient and the associated model variable.""" lr = tf.cast(self.learning_rate, variable.dtype) local_step = tf.cast(self.iterations + 1, variable.dtype) beta_1_power = tf.pow(tf.cast(self.beta_1, variable.dtype), local_step) var_key = self._var_key(variable) m = self._m[self._index_dict[var_key]] u = self._u[self._index_dict[var_key]] if isinstance(gradient, tf.IndexedSlices): # Sparse gradients. indices = gradient.indices m.assign_add(-m * (1 - self.beta_1)) m.scatter_add( tf.IndexedSlices(gradient.values * (1 - self.beta_1), indices) ) u.assign(u * self.beta_2) u_slice = tf.gather(u, indices) u_slice_incremental = ( tf.maximum(u_slice, tf.abs(gradient.values)) - u_slice ) u.scatter_add(tf.IndexedSlices(u_slice_incremental, indices)) variable.assign_sub( (lr * m) / ((1 - beta_1_power) * (u + self.epsilon)) ) else: # Dense gradients. m.assign_add((gradient - m) * (1 - self.beta_1)) u.assign(tf.maximum(self.beta_2 * u, tf.abs(gradient))) variable.assign_sub( (lr * m) / ((1 - beta_1_power) * (u + self.epsilon)) ) def get_config(self): config = super().get_config() config.update( { "learning_rate": self._serialize_hyperparameter( self._learning_rate ), "beta_1": self.beta_1, "beta_2": self.beta_2, "epsilon": self.epsilon, } ) return config Adamax.__doc__ = Adamax.__doc__.replace( "{{base_optimizer_keyword_args}}", optimizer.base_optimizer_keyword_args )