diff --git a/paddle/operators/adamax_op.cc b/paddle/operators/adamax_op.cc new file mode 100644 index 0000000000000..c348e0a0b2ba1 --- /dev/null +++ b/paddle/operators/adamax_op.cc @@ -0,0 +1,139 @@ +/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve. + +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. */ + +#include "paddle/operators/adamax_op.h" + +namespace paddle { +namespace operators { + +class AdamaxOp : public framework::OperatorWithKernel { + public: + using framework::OperatorWithKernel::OperatorWithKernel; + + protected: + void InferShape(framework::InferShapeContextBase *ctx) const override { + PADDLE_ENFORCE(ctx->HasInput("Param"), + "Input(Param) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasInput("Grad"), + "Input(Grad) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasInput("Moment"), + "Input(Moment) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasInput("InfNorm"), + "Input(InfNorm) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasInput("LearningRate"), + "Input(LearningRate) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasInput("Beta1Pow"), + "Input(Beta1Pow) of AdamaxOp should not be null."); + + PADDLE_ENFORCE(ctx->HasOutput("ParamOut"), + "Output(ParamOut) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasOutput("MomentOut"), + "Output(MomentOut) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasOutput("InfNormOut"), + "Output(InfNormOut) of AdamaxOp should not be null."); + PADDLE_ENFORCE(ctx->HasOutput("Beta1PowOut"), + "Output(Beta1PowOut) of AdamaxOp should not be null."); + + auto lr_dims = ctx->GetInputDim("LearningRate"); + PADDLE_ENFORCE_EQ(framework::product(lr_dims), 1, + "Learning rate should have 1 dimension"); + auto beta1_pow_dims = ctx->GetInputDim("Beta1Pow"); + PADDLE_ENFORCE_EQ(framework::product(beta1_pow_dims), 1, + "Beta1 power accumulator should have 1 dimension"); + auto param_dims = ctx->GetInputDim("Param"); + PADDLE_ENFORCE_EQ( + param_dims, ctx->GetInputDim("Grad"), + "Param and Grad input of AdamaxOp should have same dimension"); + PADDLE_ENFORCE_EQ( + param_dims, ctx->GetInputDim("Moment"), + "Param and Moment input of AdamaxOp should have same dimension"); + PADDLE_ENFORCE_EQ( + param_dims, ctx->GetInputDim("InfNorm"), + "Param and InfNorm input of AdamaxOp should have same dimension"); + + ctx->SetOutputDim("ParamOut", param_dims); + ctx->SetOutputDim("MomentOut", param_dims); + ctx->SetOutputDim("InfNormOut", param_dims); + ctx->SetOutputDim("Beta1PowOut", beta1_pow_dims); + } +}; + +class AdamaxOpMaker : public framework::OpProtoAndCheckerMaker { + public: + AdamaxOpMaker(framework::OpProto *proto, framework::OpAttrChecker *op_checker) + : OpProtoAndCheckerMaker(proto, op_checker) { + AddInput("Param", "(Tensor) Input parameter"); + AddInput("Grad", "(Tensor) Input gradient"); + AddInput("LearningRate", "(Tensor) Learning rate"); + AddInput("Moment", "(Tensor) First moment"); + AddInput("InfNorm", + "(Tensor) " + "Input exponentially weighted infinity norm"); + AddInput("Beta1Pow", "(Tensor) Input beta1 power accumulator"); + + AddOutput("ParamOut", "(Tensor) Output parameter"); + AddOutput("MomentOut", "(Tensor) Output first moment"); + AddOutput("InfNormOut", + "(Tensor) " + "Output exponentially weighted infinity norm"); + AddOutput("Beta1PowOut", "(Tensor) Output beta1 power accumulator"); + + AddAttr("beta1", + "(float, default 0.9) " + "Exponential decay rate for the " + "1st moment estimates.") + .SetDefault(0.9f); + AddAttr("beta2", + "(float, default 0.999) " + "exponential decay rate for the weighted " + "infinity norm estimates.") + .SetDefault(0.999f); + AddAttr("epsilon", + "(float, default 1.0e-8) " + "Constant for numerical stability") + .SetDefault(1.0e-8f); + AddComment(R"DOC( +Adamax Updates Operator. + +This implements the Adamax optimizer from Section 7 of the Adam +paper[1]. Adamax is a variant of the +Adam algorithm based on the infinity norm. + +Adamax updates: + +moment_out = beta1 * moment + (1 - beta1) * grad +inf_norm_out = max(beta2 * inf_norm + epsilon, abs(grad)) +beta1_pow_out = beta1_pow * beta1 +learning_rate_t = learning_rate/(1 - beta1_pow_out) +param_out = param - learning_rate_t * moment_out/inf_norm_out + +The original paper does not have an epsilon attribute. +However, it is added here for numerical stability +by preventing divide by 0. + +References: + [1] Adam: A Method for Stochastic Optimization + (https://arxiv.org/abs/1412.6980) + +)DOC"); + } +}; + +} // namespace operators +} // namespace paddle + +namespace ops = paddle::operators; +REGISTER_OP_WITHOUT_GRADIENT(adamax, ops::AdamaxOp, ops::AdamaxOpMaker); +REGISTER_OP_CPU_KERNEL(adamax, + ops::AdamaxOpKernel); diff --git a/paddle/operators/adamax_op.cu b/paddle/operators/adamax_op.cu new file mode 100644 index 0000000000000..fee3b6fc6b656 --- /dev/null +++ b/paddle/operators/adamax_op.cu @@ -0,0 +1,20 @@ +/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve. + + 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. */ + +#define EIGEN_USE_GPU +#include "paddle/operators/adamax_op.h" + +namespace ops = paddle::operators; +REGISTER_OP_GPU_KERNEL(adamax, + ops::AdamaxOpKernel); diff --git a/paddle/operators/adamax_op.h b/paddle/operators/adamax_op.h new file mode 100644 index 0000000000000..9677b1bb78600 --- /dev/null +++ b/paddle/operators/adamax_op.h @@ -0,0 +1,72 @@ +/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve. + +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. */ + +#pragma once +#include "paddle/framework/eigen.h" +#include "paddle/framework/op_registry.h" + +namespace paddle { +namespace operators { + +template +class AdamaxOpKernel : public framework::OpKernel { + public: + void Compute(const framework::ExecutionContext& ctx) const override { + auto param_out_tensor = ctx.Output("ParamOut"); + auto moment_out_tensor = ctx.Output("MomentOut"); + auto inf_norm_out_tensor = ctx.Output("InfNormOut"); + auto beta1_pow_out_tensor = ctx.Output("Beta1PowOut"); + + param_out_tensor->mutable_data(ctx.GetPlace()); + moment_out_tensor->mutable_data(ctx.GetPlace()); + inf_norm_out_tensor->mutable_data(ctx.GetPlace()); + beta1_pow_out_tensor->mutable_data(ctx.GetPlace()); + + float beta1 = ctx.Attr("beta1"); + float beta2 = ctx.Attr("beta2"); + float epsilon = ctx.Attr("epsilon"); + + auto param = framework::EigenVector::Flatten( + *ctx.Input("Param")); + auto grad = framework::EigenVector::Flatten( + *ctx.Input("Grad")); + auto moment = framework::EigenVector::Flatten( + *ctx.Input("Moment")); + auto inf_norm = framework::EigenVector::Flatten( + *ctx.Input("InfNorm")); + auto lr = framework::EigenVector::Flatten( + *ctx.Input("LearningRate")); + auto beta1_pow = framework::EigenVector::Flatten( + *ctx.Input("Beta1Pow")); + auto param_out = framework::EigenVector::Flatten(*param_out_tensor); + auto moment_out = framework::EigenVector::Flatten(*moment_out_tensor); + auto inf_norm_out = + framework::EigenVector::Flatten(*inf_norm_out_tensor); + auto beta1_pow_out = + framework::EigenVector::Flatten(*beta1_pow_out_tensor); + auto place = ctx.GetEigenDevice(); + + moment_out.device(place) = beta1 * moment + (1 - beta1) * grad; + inf_norm_out.device(place) = + grad.abs().cwiseMax((beta2 * inf_norm) + epsilon); + beta1_pow_out.device(place) = beta1_pow * beta1; + auto lr_t = lr / (1 - beta1_pow_out); + Eigen::DSizes m_dsize(moment_out_tensor->numel()); + param_out.device(place) = + param - lr_t.broadcast(m_dsize) * (moment_out / inf_norm_out); + } +}; + +} // namespace operators +} // namespace paddle diff --git a/python/paddle/v2/framework/tests/test_adamax_op.py b/python/paddle/v2/framework/tests/test_adamax_op.py new file mode 100644 index 0000000000000..af81075d6ad50 --- /dev/null +++ b/python/paddle/v2/framework/tests/test_adamax_op.py @@ -0,0 +1,178 @@ +import unittest +import numpy as np +from op_test import OpTest + + +class TestAdamaxOp1(OpTest): + def setUp(self): + '''Test Adamax Operator with supplied attributes + ''' + self.op_type = "adamax" + param = np.random.uniform(-1, 1, (102, 105)).astype("float32") + grad = np.random.uniform(-1, 1, (102, 105)).astype("float32") + moment = np.random.uniform(-1, 1, (102, 105)).astype("float32") + # The infinity norm is positive + inf_norm = np.random.random((102, 105)).astype("float32") + + learning_rate = 0.002 + beta1 = 0.78 + beta2 = 0.899 + epsilon = 1e-5 + beta1_pow = beta1**10 + + self.inputs = { + 'Param': param, + 'Grad': grad, + 'Moment': moment, + 'InfNorm': inf_norm, + 'LearningRate': np.array([learning_rate]).astype("float32"), + 'Beta1Pow': np.array([beta1_pow]).astype("float32") + } + + self.attrs = {'beta1': beta1, 'beta2': beta2, 'epsilon': epsilon} + + param_out, moment_out, inf_norm_out, beta1_pow_out = adamax_step( + self.inputs, self.attrs) + + self.outputs = { + 'ParamOut': param_out, + 'MomentOut': moment_out, + 'InfNormOut': inf_norm_out, + 'Beta1PowOut': beta1_pow_out + } + + def test_check_output(self): + self.check_output() + + +class TestAdamaxOp2(OpTest): + '''Test Adamax Operator with default attributes + ''' + + def setUp(self): + self.op_type = "adamax" + param = np.random.uniform(-1, 1, (102, 105)).astype("float32") + grad = np.random.uniform(-1, 1, (102, 105)).astype("float32") + moment = np.random.uniform(-1, 1, (102, 105)).astype("float32") + # The infinity norm is positive + inf_norm = np.random.random((102, 105)).astype("float32") + + learning_rate = 0.002 + beta1 = 0.9 + beta2 = 0.999 + epsilon = 1e-8 + beta1_pow = beta1**8 + + self.inputs = { + 'Param': param, + 'Grad': grad, + 'Moment': moment, + 'InfNorm': inf_norm, + 'LearningRate': np.array([learning_rate]).astype("float32"), + 'Beta1Pow': np.array([beta1_pow]).astype("float32") + } + + attrs = {'beta1': beta1, 'beta2': beta2, 'epsilon': epsilon} + param_out, moment_out, inf_norm_out, beta1_pow_out = adamax_step( + self.inputs, attrs) + + self.outputs = { + 'ParamOut': param_out, + 'MomentOut': moment_out, + 'InfNormOut': inf_norm_out, + 'Beta1PowOut': beta1_pow_out + } + + def test_check_output(self): + self.check_output() + + +class TestAdamaxOpMultipleSteps(OpTest): + def setUp(self): + '''Test Adamax Operator with supplied attributes + ''' + self.op_type = "adamax" + self.num_steps = 10 + + param = np.random.uniform(-1, 1, (102, 105)).astype("float32") + grad = np.random.uniform(-1, 1, (102, 105)).astype("float32") + moment = np.random.uniform(-1, 1, (102, 105)).astype("float32") + # The infinity norm is positive + inf_norm = np.random.random((102, 105)).astype("float32") + + learning_rate = 0.002 + beta1 = 0.8 + beta2 = 0.99 + epsilon = 1e-5 + beta1_pow = 1 + + self.inputs = { + 'Param': param, + 'Grad': grad, + 'Moment': moment, + 'InfNorm': inf_norm, + 'LearningRate': np.array([learning_rate]).astype("float32"), + 'Beta1Pow': np.array([beta1_pow]).astype("float32") + } + + self.attrs = {'beta1': beta1, 'beta2': beta2, 'epsilon': epsilon} + + param_out, moment_out, inf_norm_out, beta1_pow_out = adamax_step( + self.inputs, self.attrs) + + def test_check_output(self): + for _ in range(self.num_steps): + param_out, moment_out, inf_norm_out, beta1_pow_out = adamax_step( + self.inputs, self.attrs) + + self.outputs = { + 'ParamOut': param_out, + 'MomentOut': moment_out, + 'InfNormOut': inf_norm_out, + 'Beta1PowOut': beta1_pow_out + } + + # Verify output for this step + self.check_output() + + # Output of this step becomes input for next step + self.inputs['Param'] = param_out + self.inputs['Moment'] = moment_out + self.inputs['InfNorm'] = inf_norm_out + self.inputs['Beta1Pow'] = beta1_pow_out + + # Randomize gradient for next step + self.inputs['Grad'] = np.random.uniform( + -1, 1, (102, 105)).astype("float32") + + +def adamax_step(inputs, attributes): + ''' + Simulate one step of the adamax optimizer + :param inputs: dict of inputs + :param attributes: dict of attributes + :return tuple: tuple of output param, moment, inf_norm and + beta1 power accumulator + ''' + param = inputs['Param'] + grad = inputs['Grad'] + moment = inputs['Moment'] + inf_norm = inputs['InfNorm'] + lr = inputs['LearningRate'] + beta1_pow = inputs['Beta1Pow'] + + beta1 = attributes['beta1'] + beta2 = attributes['beta2'] + epsilon = attributes['epsilon'] + + moment_out = beta1 * moment + (1 - beta1) * grad + inf_norm_out = np.maximum(beta2 * inf_norm + epsilon, np.abs(grad)) + beta1_pow_out = beta1_pow * beta1 + lr_t = (lr / (1 - beta1_pow_out)) + param_out = param - lr_t * np.divide(moment_out, inf_norm_out) + + return param_out, moment_out, inf_norm_out, beta1_pow_out + + +if __name__ == "__main__": + unittest.main()