wehub-resource-sync
441 lines
17 KiB
Python
441 lines
17 KiB
Python
# Copyright (c) 2022 PaddlePaddle 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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from __future__ import annotations
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from collections import defaultdict
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from functools import reduce
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from typing import TYPE_CHECKING, Any, Literal, TypeVar
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import paddle
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from paddle.optimizer import Optimizer
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from paddle.utils import deprecated
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from .line_search_dygraph import _strong_wolfe
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if TYPE_CHECKING:
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from collections.abc import Callable, Sequence
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from paddle import Tensor
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from paddle.nn.clip import GradientClipBase
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from paddle.optimizer.optimizer import _ParameterConfig
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from paddle.regularizer import WeightDecayRegularizer
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_T_co = TypeVar('_T_co', covariant=True)
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@deprecated(since="2.5.0", update_to="paddle.optimizer.LBFGS", level=1)
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class LBFGS(Optimizer):
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r"""
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The L-BFGS is a quasi-Newton method for solving an unconstrained optimization problem over a differentiable function.
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Closely related is the Newton method for minimization. Consider the iterate update formula:
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.. math::
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x_{k+1} = x_{k} + H_k \nabla{f_k}
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If :math:`H_k` is the inverse Hessian of :math:`f` at :math:`x_k`, then it's the Newton method.
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If :math:`H_k` is symmetric and positive definite, used as an approximation of the inverse Hessian, then
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it's a quasi-Newton. In practice, the approximated Hessians are obtained
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by only using the gradients, over either whole or part of the search
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history, the former is BFGS, the latter is L-BFGS.
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Reference:
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Jorge Nocedal, Stephen J. Wright, Numerical Optimization, Second Edition, 2006. pp179: Algorithm 7.5 (L-BFGS).
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Args:
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learning_rate (float, optional): learning rate .The default value is 1.
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max_iter (int, optional): maximal number of iterations per optimization step.
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The default value is 20.
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max_eval (int, optional): maximal number of function evaluations per optimization
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step. The default value is max_iter * 1.25.
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tolerance_grad (float, optional): termination tolerance on first order optimality
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The default value is 1e-5.
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tolerance_change (float, optional): termination tolerance on function
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value/parameter changes. The default value is 1e-9.
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history_size (int, optional): update history size. The default value is 100.
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line_search_fn (string, optional): either 'strong_wolfe' or None. The default value is strong_wolfe.
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parameters (list|tuple, optional): List/Tuple of ``Tensor`` names to update to minimize ``loss``. \
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This parameter is required in dygraph mode. The default value is None.
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weight_decay (float|WeightDecayRegularizer, optional): The strategy of regularization. \
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It canbe a float value as coeff of L2 regularization or \
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:ref:`api_paddle_regularizer_L1Decay`, :ref:`api_paddle_regularizer_L2Decay`.
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If a parameter has set regularizer using :ref:`api_paddle_ParamAttr` already, \
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the regularization setting here in optimizer will be ignored for this parameter. \
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Otherwise, the regularization setting here in optimizer will take effect. \
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Default None, meaning there is no regularization.
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grad_clip (GradientClipBase, optional): Gradient clipping strategy, it's an instance of \
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some derived class of ``GradientClipBase`` . There are three clipping strategies \
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( :ref:`api_paddle_nn_ClipGradByGlobalNorm` , :ref:`api_paddle_nn_ClipGradByNorm` , \
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:ref:`api_paddle_nn_ClipGradByValue` ). Default None, meaning there is no gradient clipping.
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name (str, optional): Normally there is no need for user to set this property.
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For more information, please refer to :ref:`api_guide_Name`.
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The default value is None.
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Return:
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loss (Tensor): the final loss of closure.
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Examples:
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.. code-block:: pycon
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>>> import paddle
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>>> import numpy as np
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>>> from paddle.incubate.optimizer import LBFGS
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>>> paddle.disable_static()
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>>> np.random.seed(0)
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>>> np_w = np.random.rand(1).astype(np.float32)
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>>> np_x = np.random.rand(1).astype(np.float32)
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>>> inputs = [np.random.rand(1).astype(np.float32) for i in range(10)]
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>>> # y = 2x
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>>> targets = [2 * x for x in inputs]
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>>> class Net(paddle.nn.Layer):
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... def __init__(self):
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... super().__init__()
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... w = paddle.to_tensor(np_w)
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... self.w = paddle.create_parameter(shape=w.shape, dtype=w.dtype, default_initializer=paddle.nn.initializer.Assign(w))
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... def forward(self, x):
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... return self.w * x
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>>> net = Net()
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>>> opt = LBFGS(learning_rate=1, max_iter=1, max_eval=None, tolerance_grad=1e-07, tolerance_change=1e-09, history_size=100, line_search_fn='strong_wolfe', parameters=net.parameters())
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>>> def train_step(inputs, targets):
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... def closure():
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... outputs = net(inputs)
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... loss = paddle.nn.functional.mse_loss(outputs, targets)
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... print('loss: ', loss.item())
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... opt.clear_grad()
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... loss.backward()
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... return loss
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... opt.step(closure)
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>>> for input, target in zip(inputs, targets):
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... input_tensor = paddle.to_tensor(input)
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... target_tensor = paddle.to_tensor(target)
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... train_step(input_tensor, target_tensor)
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"""
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learning_rate: float
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max_iter: int
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max_eval: int
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tolerance_grad: float
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tolerance_change: float
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history_size: int
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line_search_fn: Literal['strong_wolfe'] | None
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state: dict[str, dict[str, Any]]
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def __init__(
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self,
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learning_rate: float = 1.0,
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max_iter: int = 20,
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max_eval: int | None = None,
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tolerance_grad: float = 1e-7,
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tolerance_change: float = 1e-9,
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history_size: int = 100,
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line_search_fn: Literal['strong_wolfe'] | None = None,
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parameters: Sequence[Tensor] | Sequence[_ParameterConfig] | None = None,
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weight_decay: float | WeightDecayRegularizer | None = None,
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grad_clip: GradientClipBase | None = None,
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name: str | None = None,
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) -> Tensor:
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if max_eval is None:
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max_eval = max_iter * 5 // 4
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self.learning_rate = learning_rate
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self.max_iter = max_iter
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self.max_eval = max_eval
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self.tolerance_grad = tolerance_grad
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self.tolerance_change = tolerance_change
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self.history_size = history_size
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self.line_search_fn = line_search_fn
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if isinstance(parameters, paddle.Tensor):
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raise TypeError(
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"parameters argument given to the optimizer should be "
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"an iterable of Tensors or dicts, but got " + type(parameters)
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)
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self.state = defaultdict(dict)
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super().__init__(
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learning_rate=1.0,
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parameters=parameters,
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weight_decay=weight_decay,
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grad_clip=grad_clip,
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name=name,
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)
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if not isinstance(self._parameter_list[0], dict):
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self._params = self._parameter_list
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else:
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for idx, param_group in enumerate(self._param_groups):
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self._params = param_group['params']
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self._numel_cache = None
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def state_dict(self) -> dict[str, dict[str, Any]]:
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r"""Returns the state of the optimizer as a :class:`dict`.
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Return:
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state, a dict holding current optimization state. Its content
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differs between optimizer classes.
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"""
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packed_state = {}
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for k, v in self.state.items():
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packed_state.update({k: v})
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return {'state': packed_state}
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def _numel(self):
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# compute the number of all parameters
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if self._numel_cache is None:
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self._numel_cache = reduce(
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lambda total, p: total + p.numel(), self._params, 0
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)
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return self._numel_cache
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# flatten grad of all parameters
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def _gather_flat_grad(self):
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views = []
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for p in self._params:
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if p.grad is None:
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view = paddle.zeros_like(p).reshape([-1])
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else:
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view = p.grad.reshape([-1])
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views.append(view)
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return paddle.concat(views, axis=0)
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# compute xk = xk + alpha * direction
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def _add_grad(self, alpha, direction):
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offset = 0
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for p in self._params:
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numel = reduce(lambda x, y: x * y, p.shape)
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p = paddle.assign(
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p.add(
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direction[offset : offset + numel].reshape(p.shape) * alpha
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),
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p,
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)
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offset += numel
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assert offset == self._numel()
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def _clone_param(self):
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return [p.clone() for p in self._params]
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def _set_param(self, params_data):
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for p, pdata in zip(self._params, params_data):
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paddle.assign(pdata, p)
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def _directional_evaluate(self, closure, x, alpha, d):
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self._add_grad(alpha, d)
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loss = float(closure())
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flat_grad = self._gather_flat_grad()
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self._set_param(x)
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return loss, flat_grad
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def step(self, closure: Callable[[], _T_co]) -> _T_co:
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"""
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Performs a single optimization step.
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Args:
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closure (callable): A closure that reevaluates the model
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and returns the loss.
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"""
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with paddle.no_grad():
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# Make sure the closure is always called with grad enabled
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closure = paddle.enable_grad()(closure)
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learning_rate = self.learning_rate
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max_iter = self.max_iter
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max_eval = self.max_eval
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tolerance_grad = self.tolerance_grad
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tolerance_change = self.tolerance_change
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line_search_fn = self.line_search_fn
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history_size = self.history_size
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state = self.state
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state.setdefault('func_evals', 0)
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state.setdefault('n_iter', 0)
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# evaluate initial f(x) and df/dx
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orig_loss = closure()
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loss = float(orig_loss)
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current_evals = 1
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state['func_evals'] += 1
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flat_grad = self._gather_flat_grad()
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opt_cond = flat_grad.abs().max() <= tolerance_grad
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# optimal condition
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if opt_cond:
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return orig_loss
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# tensors cached in state (for tracing)
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d = state.get('d')
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alpha = state.get('alpha')
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old_yk = state.get('old_yk')
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old_sk = state.get('old_sk')
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ro = state.get('ro')
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H_diag = state.get('H_diag')
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prev_flat_grad = state.get('prev_flat_grad')
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prev_loss = state.get('prev_loss')
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n_iter = 0
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# optimize for a max of max_iter iterations
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while n_iter < max_iter:
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# keep track of nb of iterations
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n_iter += 1
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state['n_iter'] += 1
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############################################################
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# compute gradient descent direction
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############################################################
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if state['n_iter'] == 1:
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d = flat_grad.neg()
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old_yk = []
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old_sk = []
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ro = []
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H_diag = paddle.to_tensor(1.0, dtype=orig_loss.dtype)
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else:
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# do lbfgs update (update memory)
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y = flat_grad.subtract(prev_flat_grad)
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s = d.multiply(paddle.to_tensor(alpha, dtype=d.dtype))
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ys = y.dot(s)
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if ys > 1e-10:
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# updating memory
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if len(old_yk) == history_size:
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# shift history by one (limited-memory)
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old_yk.pop(0)
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old_sk.pop(0)
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ro.pop(0)
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# store new direction/step
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old_yk.append(y)
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old_sk.append(s)
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ro.append(1.0 / ys)
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# update scale of initial Hessian approximation
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H_diag = ys / y.dot(y) # (y*y)
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# compute the approximate (L-BFGS) inverse Hessian
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# multiplied by the gradient
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num_old = len(old_yk)
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if 'al' not in state:
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state['al'] = [None] * history_size
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al = state['al']
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# iteration in L-BFGS loop collapsed to use just one buffer
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q = flat_grad.neg()
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for i in range(num_old - 1, -1, -1):
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al[i] = old_sk[i].dot(q) * ro[i]
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paddle.assign(q.add(old_yk[i] * (-al[i])), q)
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# multiply by initial Hessian
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# r/d is the final direction
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d = r = paddle.multiply(q, H_diag)
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for i in range(num_old):
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be_i = old_yk[i].dot(r) * ro[i]
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paddle.assign(r.add(old_sk[i] * (al[i] - be_i)), r)
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if prev_flat_grad is None:
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prev_flat_grad = flat_grad.clone()
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else:
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paddle.assign(flat_grad, prev_flat_grad)
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prev_loss = loss
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############################################################
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# compute step length
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############################################################
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# reset initial guess for step size
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if state['n_iter'] == 1:
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alpha = (
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min(1.0, 1.0 / flat_grad.abs().sum()) * learning_rate
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)
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else:
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alpha = learning_rate
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# directional derivative
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gtd = flat_grad.dot(d)
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# directional derivative is below tolerance
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if gtd > -tolerance_change:
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break
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# optional line search: user function
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ls_func_evals = 0
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if line_search_fn is not None:
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# perform line search, using user function
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if line_search_fn != "strong_wolfe":
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raise RuntimeError("only 'strong_wolfe' is supported")
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else:
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x_init = self._clone_param()
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def obj_func(x, alpha, d):
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return self._directional_evaluate(
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closure, x, alpha, d
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)
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loss, flat_grad, alpha, ls_func_evals = _strong_wolfe(
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obj_func, x_init, alpha, d, loss, flat_grad, gtd
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)
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self._add_grad(alpha, d)
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opt_cond = flat_grad.abs().max() <= tolerance_grad
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else:
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# no line search, simply move with fixed-step
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self._add_grad(alpha, d)
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if n_iter != max_iter:
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with paddle.enable_grad():
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loss = float(closure())
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flat_grad = self._gather_flat_grad()
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opt_cond = flat_grad.abs().max() <= tolerance_grad
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ls_func_evals = 1
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# update func eval
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current_evals += ls_func_evals
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state['func_evals'] += ls_func_evals
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# optimal condition
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if opt_cond:
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break
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# lack of progress
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if (d * alpha).abs().max() <= tolerance_change:
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break
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if abs(loss - prev_loss) < tolerance_change:
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break
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# check conditions
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if current_evals >= max_eval:
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break
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if n_iter == max_iter:
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break
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state['d'] = d
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state['alpha'] = alpha
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state['old_yk'] = old_yk
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state['old_sk'] = old_sk
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state['ro'] = ro
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state['H_diag'] = H_diag
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state['prev_flat_grad'] = prev_flat_grad
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state['prev_loss'] = prev_loss
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return orig_loss
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