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Posted to commits@mxnet.apache.org by GitBox <gi...@apache.org> on 2018/12/28 06:06:34 UTC
[GitHub] eric-haibin-lin closed pull request #13728: AdamW operator (Fixing
Weight Decay Regularization in Adam)
eric-haibin-lin closed pull request #13728: AdamW operator (Fixing Weight Decay Regularization in Adam)
URL: https://github.com/apache/incubator-mxnet/pull/13728
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diff --git a/src/operator/contrib/adamw-inl.h b/src/operator/contrib/adamw-inl.h
new file mode 100644
index 00000000000..3d76b33ae76
--- /dev/null
+++ b/src/operator/contrib/adamw-inl.h
@@ -0,0 +1,125 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you 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.
+ */
+
+/*!
+ * Copyright (c) 2016 by Contributors
+ * \file optimizer_op-inl.h
+ * \brief Optimizer operators
+ * \author Haibin Lin
+ */
+#ifndef MXNET_OPERATOR_CONTRIB_ADAMW_INL_H_
+#define MXNET_OPERATOR_CONTRIB_ADAMW_INL_H_
+#include <dmlc/parameter.h>
+#include <mxnet/operator.h>
+#include <mxnet/operator_util.h>
+#include <mxnet/op_attr_types.h>
+#include <mshadow/base.h>
+#include <nnvm/op.h>
+#include <nnvm/op_attr_types.h>
+#include <vector>
+#include "../operator_common.h"
+#include "../mshadow_op.h"
+#include "../elemwise_op_common.h"
+#include "../mxnet_op.h"
+
+namespace mxnet {
+namespace op {
+
+struct AdamWParam : public dmlc::Parameter<AdamWParam> {
+ float lr;
+ float beta1;
+ float beta2;
+ float epsilon;
+ float wd;
+ float eta;
+ float rescale_grad;
+ float clip_gradient;
+ DMLC_DECLARE_PARAMETER(AdamWParam) {
+ DMLC_DECLARE_FIELD(lr)
+ .describe("Learning rate");
+ DMLC_DECLARE_FIELD(beta1)
+ .set_default(0.9f)
+ .describe("The decay rate for the 1st moment estimates.");
+ DMLC_DECLARE_FIELD(beta2)
+ .set_default(0.999f)
+ .describe("The decay rate for the 2nd moment estimates.");
+ DMLC_DECLARE_FIELD(epsilon)
+ .set_default(1e-8f)
+ .describe("A small constant for numerical stability.");
+ DMLC_DECLARE_FIELD(wd)
+ .set_default(0.0f)
+ .describe("Weight decay augments the objective function with a "
+ "regularization term that penalizes large weights. "
+ "The penalty scales with the square of the magnitude of each weight.");
+ DMLC_DECLARE_FIELD(eta)
+ .describe("Learning rate schedule multiplier");
+ DMLC_DECLARE_FIELD(rescale_grad)
+ .set_default(1.0f)
+ .describe("Rescale gradient to grad = rescale_grad*grad.");
+ DMLC_DECLARE_FIELD(clip_gradient)
+ .set_default(-1.0f)
+ .describe("Clip gradient to the range of [-clip_gradient, clip_gradient] "
+ "If clip_gradient <= 0, gradient clipping is turned off. "
+ "grad = max(min(grad, clip_gradient), -clip_gradient).");
+ }
+};
+
+/*
+ * \brief adam_w update.
+ */
+template<typename xpu>
+inline void AdamWUpdate(const nnvm::NodeAttrs& attrs,
+ const OpContext &ctx,
+ const std::vector<TBlob> &inputs,
+ const std::vector<OpReqType> &req,
+ const std::vector<TBlob> &outputs) {
+ using namespace mshadow;
+ using namespace mshadow::expr;
+ using namespace mshadow_op;
+ const AdamWParam& param = nnvm::get<AdamWParam>(attrs.parsed);
+ Stream<xpu>* s = ctx.get_stream<xpu>();
+ MSHADOW_REAL_TYPE_SWITCH(inputs[0].type_flag_, DType, {
+ Tensor<xpu, 2, DType> weight = inputs[0].FlatTo2D<xpu, DType>(s);
+ Tensor<xpu, 2, DType> grad = inputs[1].FlatTo2D<xpu, DType>(s);
+ Tensor<xpu, 2, DType> mean = inputs[2].FlatTo2D<xpu, DType>(s);
+ Tensor<xpu, 2, DType> var = inputs[3].FlatTo2D<xpu, DType>(s);
+ Tensor<xpu, 2, DType> out = outputs[0].FlatTo2D<xpu, DType>(s);
+
+ grad = scalar<DType>(param.rescale_grad) * grad;
+ if (param.clip_gradient >= 0.0f) {
+ mean = scalar<DType>(param.beta1)*mean + scalar<DType>(1.f-param.beta1) *
+ F<clip>(grad, DType(param.clip_gradient));
+ var = scalar<DType>(param.beta2)*var + scalar<DType>(1.f-param.beta2)*F<square>(
+ F<clip>(grad, DType(param.clip_gradient)));
+ } else {
+ mean = scalar<DType>(param.beta1)*mean + scalar<DType>(1.f-param.beta1) * grad;
+ var = scalar<DType>(param.beta2)*var + scalar<DType>(1.f-param.beta2) * F<square>(grad);
+ }
+ Assign(out, req[0],
+ weight -
+ scalar<DType>(param.eta) * (scalar<DType>(param.lr) *
+ mean / (F<square_root>(var) + scalar<DType>(param.epsilon)) +
+ (scalar<DType>(param.wd) * weight)));
+ });
+}
+
+} // namespace op
+} // namespace mxnet
+
+#endif // MXNET_OPERATOR_CONTRIB_ADAMW_INL_H_
diff --git a/src/operator/contrib/adamw.cc b/src/operator/contrib/adamw.cc
new file mode 100644
index 00000000000..94623fe08a9
--- /dev/null
+++ b/src/operator/contrib/adamw.cc
@@ -0,0 +1,71 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you 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.
+ */
+
+/*!
+ * Copyright (c) 2016 by Contributors
+ * \file optimizer_op.cc
+ * \brief Optimizer operators
+ * \author Haibin Lin
+ */
+#include "./adamw-inl.h"
+
+namespace mxnet {
+namespace op {
+
+DMLC_REGISTER_PARAMETER(AdamWParam);
+
+NNVM_REGISTER_OP(_contrib_adamw_update)
+.describe(R"code(Update function for AdamW optimizer. AdamW is seen as a modification of
+Adam by decoupling the weight decay from the optimization steps taken w.r.t. the loss function.
+
+Adam update consists of the following steps, where g represents gradient and m, v
+are 1st and 2nd order moment estimates (mean and variance).
+
+.. math::
+
+ g_t = \nabla J(W_{t-1})\\
+ m_t = \beta_1 m_{t-1} + (1 - \beta_1) g_t\\
+ v_t = \beta_2 v_{t-1} + (1 - \beta_2) g_t^2\\
+ W_t = W_{t-1} - \eta_t (\alpha \frac{ m_t }{ \sqrt{ v_t } + \epsilon } + wd W_{t-1})
+
+It updates the weights using::
+
+ m = beta1*m + (1-beta1)*grad
+ v = beta2*v + (1-beta2)*(grad**2)
+ w -= eta * (learning_rate * m / (sqrt(v) + epsilon) + w * wd)
+
+)code" ADD_FILELINE)
+.set_num_inputs(4)
+.set_num_outputs(1)
+.set_attr_parser(ParamParser<AdamWParam>)
+.set_attr<nnvm::FInferShape>("FInferShape", ElemwiseShape<4, 1>)
+.set_attr<nnvm::FInferType>("FInferType", ElemwiseType<4, 1>)
+.set_attr<nnvm::FMutateInputs>("FMutateInputs",
+ [](const nnvm::NodeAttrs& attrs) {
+ return std::vector<uint32_t>{2, 3};
+ })
+.set_attr<FCompute>("FCompute<cpu>", AdamWUpdate<cpu>)
+.add_argument("weight", "NDArray-or-Symbol", "Weight")
+.add_argument("grad", "NDArray-or-Symbol", "Gradient")
+.add_argument("mean", "NDArray-or-Symbol", "Moving mean")
+.add_argument("var", "NDArray-or-Symbol", "Moving variance")
+.add_arguments(AdamWParam::__FIELDS__());
+
+} // namespace op
+} // namespace mxnet
diff --git a/src/operator/contrib/adamw.cu b/src/operator/contrib/adamw.cu
new file mode 100644
index 00000000000..b7452f861e2
--- /dev/null
+++ b/src/operator/contrib/adamw.cu
@@ -0,0 +1,35 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you 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.
+ */
+
+/*!
+ * Copyright (c) 2018 by Contributors
+ * \file adamw.cu
+ * \brief Optimizer operators
+ * \author Haibin Lin
+ */
+#include "./adamw-inl.h"
+
+namespace mxnet {
+namespace op {
+
+NNVM_REGISTER_OP(_contrib_adamw_update)
+.set_attr<FCompute>("FCompute<gpu>", AdamWUpdate<gpu>);
+
+} // namespace op
+} // namespace mxnet
diff --git a/tests/python/unittest/test_optimizer.py b/tests/python/unittest/test_optimizer.py
index acf24ee1b79..eb33f9b5217 100644
--- a/tests/python/unittest/test_optimizer.py
+++ b/tests/python/unittest/test_optimizer.py
@@ -506,12 +506,11 @@ def test_ftml():
class PyAdam(mx.optimizer.Optimizer):
"""python reference implemenation of adam"""
def __init__(self, learning_rate=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8,
- decay_factor=(1 - 1e-8), lazy_update=True, **kwargs):
+ lazy_update=True, **kwargs):
super(PyAdam, self).__init__(learning_rate=learning_rate, **kwargs)
self.beta1 = beta1
self.beta2 = beta2
self.epsilon = epsilon
- self.decay_factor = decay_factor
self.lazy_update = lazy_update
def create_state(self, index, weight):
@@ -614,7 +613,6 @@ def test_adam():
dtype, w_stype='default', g_stype='row_sparse',
rtol=1e-4, atol=2e-5)
-
# AdaMax
class PyAdamax(mx.optimizer.Optimizer):
"""The python reference of AdaMax optimizer.
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