# Copyright 2021 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. # ============================================================================== """Adagrad optimizer implementation.""" import tensorflow.compat.v2 as tf from keras import initializers 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.Adagrad", "keras.optimizers.Adagrad", v1=[] ) class Adagrad(optimizer.Optimizer): r"""Optimizer that implements the Adagrad algorithm. Adagrad is an optimizer with parameter-specific learning rates, which are adapted relative to how frequently a parameter gets updated during training. The more updates a parameter receives, the smaller the updates. Args: learning_rate: Initial value for the learning rate: either a floating point value, or a `tf.keras.optimizers.schedules.LearningRateSchedule` instance. Defaults to 0.001. Note that `Adagrad` tends to benefit from higher initial learning rate values compared to other optimizers. To match the exact form in the original paper, use 1.0. initial_accumulator_value: Floating point value. Starting value for the accumulators (per-parameter momentum values). Must be non-negative. epsilon: Small floating point value used to maintain numerical stability. {{base_optimizer_keyword_args}} Reference: - [Duchi et al., 2011]( http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf). """ def __init__( self, learning_rate=0.001, initial_accumulator_value=0.1, 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="Adagrad", **kwargs ): super().__init__( 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, name=name, **kwargs ) self._learning_rate = self._build_learning_rate(learning_rate) self.initial_accumulator_value = initial_accumulator_value self.epsilon = epsilon def build(self, var_list): super().build(var_list) if hasattr(self, "_built") and self._built: return self._built = True self._accumulators = [] initializer = initializers.Constant(self.initial_accumulator_value) for var in var_list: self._accumulators.append( self.add_variable_from_reference( var, "accumulator", initial_value=initializer(shape=var.shape, dtype=var.dtype), ) ) def update_step(self, grad, variable): """Update step given gradient and the associated model variable.""" lr = tf.cast(self.learning_rate, variable.dtype) var_key = self._var_key(variable) accumulator = self._accumulators[self._index_dict[var_key]] if isinstance(grad, tf.IndexedSlices): # Sparse gradients. accumulator.scatter_add( tf.IndexedSlices(grad.values * grad.values, grad.indices) ) sparse_accumulator = tf.gather(accumulator, indices=grad.indices) sparse_denominator = tf.sqrt(sparse_accumulator + self.epsilon) variable.scatter_add( tf.IndexedSlices( -lr * grad.values / sparse_denominator, grad.indices ) ) else: # Dense gradients. accumulator.assign_add(grad * grad) variable.assign_sub(lr * grad / tf.sqrt(accumulator + self.epsilon)) def get_config(self): config = super().get_config() config.update( { "learning_rate": self._serialize_hyperparameter( self._learning_rate ), "initial_accumulator_value": self.initial_accumulator_value, "epsilon": self.epsilon, } ) return config Adagrad.__doc__ = Adagrad.__doc__.replace( "{{base_optimizer_keyword_args}}", optimizer.base_optimizer_keyword_args )