300 lines
13 KiB
Python
300 lines
13 KiB
Python
# Copyright 2020 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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"""RMSprop optimizer implementation."""
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# pylint: disable=g-classes-have-attributes
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import numpy as np
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from tensorflow.python.framework import ops
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from tensorflow.python.keras import backend_config
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from tensorflow.python.keras.optimizer_v2 import optimizer_v2
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from tensorflow.python.ops import array_ops
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from tensorflow.python.ops import control_flow_ops
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from tensorflow.python.ops import math_ops
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from tensorflow.python.ops import state_ops
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from tensorflow.python.training import gen_training_ops
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from tensorflow.python.util.tf_export import keras_export
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@keras_export("keras.optimizers.RMSprop")
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class RMSprop(optimizer_v2.OptimizerV2):
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r"""Optimizer that implements the RMSprop algorithm.
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The gist of RMSprop is to:
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- Maintain a moving (discounted) average of the square of gradients
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- Divide the gradient by the root of this average
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This implementation of RMSprop uses plain momentum, not Nesterov momentum.
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The centered version additionally maintains a moving average of the
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gradients, and uses that average to estimate the variance.
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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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rho: Discounting factor for the history/coming gradient. Defaults to 0.9.
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momentum: A scalar or a scalar `Tensor`. Defaults to 0.0.
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epsilon: A small constant for numerical stability. This epsilon is
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"epsilon hat" in the Kingma and Ba paper (in the formula just before
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Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
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1e-7.
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centered: Boolean. If `True`, gradients are normalized by the estimated
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variance of the gradient; if False, by the uncentered second moment.
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Setting this to `True` may help with training, but is slightly more
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expensive in terms of computation and memory. Defaults to `False`.
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name: Optional name prefix for the operations created when applying
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gradients. Defaults to `"RMSprop"`.
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**kwargs: Keyword arguments. Allowed to be one of
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`"clipnorm"` or `"clipvalue"`.
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`"clipnorm"` (float) clips gradients by norm; `"clipvalue"` (float) clips
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gradients by value.
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Note that in the dense implementation of this algorithm, variables and their
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corresponding accumulators (momentum, gradient moving average, square
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gradient moving average) will be updated even if the gradient is zero
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(i.e. accumulators will decay, momentum will be applied). The sparse
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implementation (used when the gradient is an `IndexedSlices` object,
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typically because of `tf.gather` or an embedding lookup in the forward pass)
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will not update variable slices or their accumulators unless those slices
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were used in the forward pass (nor is there an "eventual" correction to
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account for these omitted updates). This leads to more efficient updates for
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large embedding lookup tables (where most of the slices are not accessed in
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a particular graph execution), but differs from the published algorithm.
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Usage:
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>>> opt = tf.keras.optimizers.RMSprop(learning_rate=0.1)
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>>> var1 = tf.Variable(10.0)
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>>> loss = lambda: (var1 ** 2) / 2.0 # d(loss) / d(var1) = var1
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>>> step_count = opt.minimize(loss, [var1]).numpy()
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>>> var1.numpy()
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9.683772
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Reference:
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- [Hinton, 2012](
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http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf)
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"""
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_HAS_AGGREGATE_GRAD = True
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def __init__(self,
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learning_rate=0.001,
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rho=0.9,
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momentum=0.0,
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epsilon=1e-7,
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centered=False,
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name="RMSprop",
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**kwargs):
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"""Construct a new RMSprop optimizer.
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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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rho: Discounting factor for the history/coming gradient. Defaults to 0.9.
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momentum: A scalar or a scalar `Tensor`. Defaults to 0.0.
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epsilon: A small constant for numerical stability. This epsilon is
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"epsilon hat" in the Kingma and Ba paper (in the formula just before
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Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
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1e-7.
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centered: Boolean. If `True`, gradients are normalized by the estimated
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variance of the gradient; if False, by the uncentered second moment.
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Setting this to `True` may help with training, but is slightly more
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expensive in terms of computation and memory. Defaults to `False`.
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name: Optional name prefix for the operations created when applying
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gradients. Defaults to "RMSprop".
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**kwargs: keyword arguments. Allowed to be {`clipnorm`, `clipvalue`, `lr`,
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`decay`}. `clipnorm` is clip gradients by norm; `clipvalue` is clip
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gradients by value, `decay` is included for backward compatibility to
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allow time inverse decay of learning rate. `lr` is included for backward
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compatibility, recommended to use `learning_rate` instead.
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@compatibility(eager)
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When eager execution is enabled, `learning_rate`, `decay`, `momentum`, and
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`epsilon` can each be a callable that takes no arguments and returns the
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actual value to use. This can be useful for changing these values across
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different invocations of optimizer functions.
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@end_compatibility
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"""
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super(RMSprop, self).__init__(name, **kwargs)
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self._set_hyper("learning_rate", kwargs.get("lr", learning_rate))
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self._set_hyper("decay", self._initial_decay)
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self._set_hyper("rho", rho)
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self._momentum = False
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if isinstance(momentum, ops.Tensor) or callable(momentum) or momentum > 0:
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self._momentum = True
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if isinstance(momentum, (int, float)) and (momentum < 0 or momentum > 1):
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raise ValueError("`momentum` must be between [0, 1].")
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self._set_hyper("momentum", momentum)
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self.epsilon = epsilon or backend_config.epsilon()
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self.centered = centered
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def _create_slots(self, var_list):
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for var in var_list:
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self.add_slot(var, "rms")
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if self._momentum:
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for var in var_list:
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self.add_slot(var, "momentum")
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if self.centered:
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for var in var_list:
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self.add_slot(var, "mg")
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def _prepare_local(self, var_device, var_dtype, apply_state):
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super(RMSprop, self)._prepare_local(var_device, var_dtype, apply_state)
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rho = array_ops.identity(self._get_hyper("rho", var_dtype))
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apply_state[(var_device, var_dtype)].update(
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dict(
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neg_lr_t=-apply_state[(var_device, var_dtype)]["lr_t"],
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epsilon=ops.convert_to_tensor_v2_with_dispatch(
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self.epsilon, var_dtype),
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rho=rho,
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momentum=array_ops.identity(self._get_hyper("momentum", var_dtype)),
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one_minus_rho=1. - rho))
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def _resource_apply_dense(self, grad, var, apply_state=None):
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var_device, var_dtype = var.device, var.dtype.base_dtype
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coefficients = ((apply_state or {}).get((var_device, var_dtype))
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or self._fallback_apply_state(var_device, var_dtype))
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rms = self.get_slot(var, "rms")
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if self._momentum:
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mom = self.get_slot(var, "momentum")
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if self.centered:
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mg = self.get_slot(var, "mg")
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return gen_training_ops.ResourceApplyCenteredRMSProp(
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var=var.handle,
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mg=mg.handle,
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ms=rms.handle,
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mom=mom.handle,
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lr=coefficients["lr_t"],
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rho=coefficients["rho"],
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momentum=coefficients["momentum"],
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epsilon=coefficients["epsilon"],
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grad=grad,
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use_locking=self._use_locking)
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else:
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return gen_training_ops.ResourceApplyRMSProp(
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var=var.handle,
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ms=rms.handle,
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mom=mom.handle,
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lr=coefficients["lr_t"],
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rho=coefficients["rho"],
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momentum=coefficients["momentum"],
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epsilon=coefficients["epsilon"],
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grad=grad,
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use_locking=self._use_locking)
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else:
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rms_t = (coefficients["rho"] * rms +
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coefficients["one_minus_rho"] * math_ops.square(grad))
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rms_t = state_ops.assign(rms, rms_t, use_locking=self._use_locking)
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denom_t = rms_t
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if self.centered:
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mg = self.get_slot(var, "mg")
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mg_t = coefficients["rho"] * mg + coefficients["one_minus_rho"] * grad
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mg_t = state_ops.assign(mg, mg_t, use_locking=self._use_locking)
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denom_t = rms_t - math_ops.square(mg_t)
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var_t = var - coefficients["lr_t"] * grad / (
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math_ops.sqrt(denom_t) + coefficients["epsilon"])
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return state_ops.assign(var, var_t, use_locking=self._use_locking).op
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def _resource_apply_sparse(self, grad, var, indices, apply_state=None):
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var_device, var_dtype = var.device, var.dtype.base_dtype
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coefficients = ((apply_state or {}).get((var_device, var_dtype))
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or self._fallback_apply_state(var_device, var_dtype))
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rms = self.get_slot(var, "rms")
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if self._momentum:
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mom = self.get_slot(var, "momentum")
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if self.centered:
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mg = self.get_slot(var, "mg")
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return gen_training_ops.ResourceSparseApplyCenteredRMSProp(
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var=var.handle,
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mg=mg.handle,
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ms=rms.handle,
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mom=mom.handle,
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lr=coefficients["lr_t"],
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rho=coefficients["rho"],
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momentum=coefficients["momentum"],
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epsilon=coefficients["epsilon"],
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grad=grad,
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indices=indices,
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use_locking=self._use_locking)
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else:
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return gen_training_ops.ResourceSparseApplyRMSProp(
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var=var.handle,
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ms=rms.handle,
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mom=mom.handle,
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lr=coefficients["lr_t"],
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rho=coefficients["rho"],
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momentum=coefficients["momentum"],
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epsilon=coefficients["epsilon"],
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grad=grad,
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indices=indices,
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use_locking=self._use_locking)
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else:
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rms_scaled_g_values = (grad * grad) * coefficients["one_minus_rho"]
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rms_t = state_ops.assign(rms, rms * coefficients["rho"],
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use_locking=self._use_locking)
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with ops.control_dependencies([rms_t]):
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rms_t = self._resource_scatter_add(rms, indices, rms_scaled_g_values)
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rms_slice = array_ops.gather(rms_t, indices)
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denom_slice = rms_slice
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if self.centered:
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mg = self.get_slot(var, "mg")
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mg_scaled_g_values = grad * coefficients["one_minus_rho"]
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mg_t = state_ops.assign(mg, mg * coefficients["rho"],
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use_locking=self._use_locking)
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with ops.control_dependencies([mg_t]):
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mg_t = self._resource_scatter_add(mg, indices, mg_scaled_g_values)
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mg_slice = array_ops.gather(mg_t, indices)
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denom_slice = rms_slice - math_ops.square(mg_slice)
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var_update = self._resource_scatter_add(
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var, indices, coefficients["neg_lr_t"] * grad / (
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math_ops.sqrt(denom_slice) + coefficients["epsilon"]))
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if self.centered:
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return control_flow_ops.group(*[var_update, rms_t, mg_t])
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return control_flow_ops.group(*[var_update, rms_t])
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def set_weights(self, weights):
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params = self.weights
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# Override set_weights for backward compatibility of Keras V1 optimizer
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# since it does not include iteration at head of the weight list. Set
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# iteration to 0.
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if len(params) == len(weights) + 1:
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weights = [np.array(0)] + weights
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super(RMSprop, self).set_weights(weights)
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def get_config(self):
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config = super(RMSprop, self).get_config()
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config.update({
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"learning_rate": self._serialize_hyperparameter("learning_rate"),
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"decay": self._initial_decay,
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"rho": self._serialize_hyperparameter("rho"),
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"momentum": self._serialize_hyperparameter("momentum"),
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"epsilon": self.epsilon,
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"centered": self.centered,
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})
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return config
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RMSProp = RMSprop
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