## @package optimizer # Module caffe2.python.optimizer from __future__ import absolute_import from __future__ import division from __future__ import print_function from __future__ import unicode_literals from collections import namedtuple, defaultdict from past.builtins import basestring from caffe2.python import core, scope from caffe2.python.modeling import parameter_info from caffe2.proto import caffe2_pb2 _OPTIMIZER_ITERATION_NAME = "optimizer_iteration" AuxOptimizerParams = namedtuple("AuxOptimizerParams", ["local", "shared"]) _optimizer_instance_count = defaultdict(int) class Optimizer(object): def __init__(self): self._aux_params = AuxOptimizerParams(local=[], shared=[]) self._instance_num = _optimizer_instance_count[self.__class__.__name__] _optimizer_instance_count[self.__class__.__name__] += 1 ''' Adds optimization operators to the net for given parameter and its gradient Parameter is specified by either 'param' being a ParameterInfo object. In this case param.grad has to be set Or by 'param' being a BlobReference and 'grad' being a BlobReference for its gradient. ''' def __call__(self, net, param_init_net, param, grad=None): if grad is None: assert isinstance(param, parameter_info.ParameterInfo) assert param.grad is not None else: if isinstance(param, basestring): param = core.BlobReference(param) param = parameter_info.ParameterInfo( param_id=None, param=param, grad=grad) self._run(net, param_init_net, param) def _run(self, net, param_init_net, param_info): raise Exception("Not Impelemented") def get_cpu_lr_blob_name(self): classname = self.__class__.__name__ return '%s_%d_lr_cpu' % (classname, self._instance_num) def get_gpu_lr_blob_name(self, gpu_id): classname = self.__class__.__name__ return '%s_%d_lr_gpu%d' % (classname, self._instance_num, gpu_id) def get_lr_blob_name(self): """Returns an LR blob name. The name will be unique to the current device and optimizer instance. """ current_scope = scope.CurrentDeviceScope() if current_scope is None: return self.get_cpu_lr_blob_name() if current_scope.device_type == caffe2_pb2.CUDA: return self.get_gpu_lr_blob_name(current_scope.cuda_gpu_id) else: return self.get_cpu_lr_blob_name() def build_lr(self, net, param_init_net, base_learning_rate, learning_rate_blob=None, policy="fixed", iter_val=0, **kwargs): if learning_rate_blob is None: learning_rate_blob = self.get_lr_blob_name() if not param_init_net.BlobIsDefined(_OPTIMIZER_ITERATION_NAME): # Add training operators. with core.DeviceScope(core.DeviceOption(caffe2_pb2.CPU)): iteration = param_init_net.ConstantFill( [], _OPTIMIZER_ITERATION_NAME, shape=[1], value=iter_val, dtype=core.DataType.INT64) iter_mutex = param_init_net.CreateMutex([], ["iteration_mutex"]) net.AtomicIter([iter_mutex, iteration], [iteration]) else: iteration = param_init_net.GetBlobRef(_OPTIMIZER_ITERATION_NAME) if not net.BlobIsDefined(learning_rate_blob): # There is one interesting thing here: since we are minimizing, we are # doing "descent" so the learning rate is set to be negative. lr = net.LearningRate( [iteration], learning_rate_blob, base_lr=-base_learning_rate, policy=policy, **kwargs ) else: lr = net.GetBlobRef(learning_rate_blob) return lr, iteration @staticmethod def dedup(net, sparse_dedup_aggregator, grad): assert (isinstance(grad, core.GradientSlice)) if sparse_dedup_aggregator: return net.DeduplicateGradientSlices( grad, aggregator=sparse_dedup_aggregator) else: return grad def get_auxiliary_parameters(self): """Returns a list of auxiliary parameters. Returns: aux_params: A namedtuple, AuxParams. aux_params.local stores a list of blobs. Each blob is a local auxiliary parameter. A local auxiliary parameter is a parameter in parallel to a learning rate parameter. Take adagrad as an example, the local auxiliary parameter is the squared sum parameter, because every learning rate has a squared sum associated with it. aux_params.shared also stores a list of blobs. Each blob is a shared auxiliary parameter. A shared auxiliary parameter is a parameter that is shared across all the learning rate parameters. Take adam as an example, the iteration parameter is a shared parameter, because all the learning rates share the same iteration parameter. """ return self._aux_params # TODO(xlwang): In transfer learning, parameter initialized from pretrained # model might require a different learning rate than otherwise initialized. # To this end, here we implement a python solution where # `base_learning_rate` is scaled by `scale`, by calling # `scale_learning_rate`; Alternatively, we can achieve same effect by # rewriting the LearningRate operator in C++ # Note that it is the responsibility of specific optimizer to decide what # logic should be used for `scale_learning_rate` def scale_learning_rate(self, *args, **kwargs): raise NotImplementedError( "Optimizer Need to Implement `scale_learning_rate` method.") class SgdOptimizer(Optimizer): def __init__(self, base_learning_rate=0.01, policy='fixed', momentum=0.0, nesterov=1, sparse_dedup_aggregator=None, **kwargs): super(SgdOptimizer, self).__init__() self.base_learning_rate = base_learning_rate self.policy = policy self.momentum = momentum self.nesterov = nesterov self.sparse_dedup_aggregator = sparse_dedup_aggregator self.init_kwargs = kwargs def _run(self, net, param_init_net, param_info): param = param_info.blob grad = param_info.grad if self.base_learning_rate == 0: return assert self.base_learning_rate > 0 # We need negative sign for LR when used directly with WeightedSum # below. lr_sign = -1 if self.momentum else 1 lr, _ = self.build_lr( net, param_init_net, base_learning_rate=self.base_learning_rate * lr_sign, policy=self.policy, **(self.init_kwargs) ) dev = scope.CurrentDeviceScope() if dev is None: dev = core.DeviceOption(caffe2_pb2.CPU) # Each GPU/CPU must have its own ONE blob, thus modify the name # to include device information. ONE = param_init_net.ConstantFill( [], "ONE_{}_{}".format(dev.device_type, dev.cuda_gpu_id), shape=[1], value=1.0 ) self._aux_params.shared.append(ONE) if self.momentum > 0: momentum_data = param_init_net.ConstantFill( param, str(param) + "_momentum", value=0.) self._aux_params.local.append(momentum_data) if isinstance(grad, core.GradientSlice): assert self.momentum == 0., "Doesn't support momentum for sparse" grad = self.dedup(net, self.sparse_dedup_aggregator, grad) net.ScatterWeightedSum( [param, ONE, grad.indices, grad.values, lr], param ) else: if self.momentum > 0.: net.MomentumSGDUpdate( [grad, momentum_data, lr, param], [grad, momentum_data, param], momentum=self.momentum, nesterov=self.nesterov) else: coeff = lr net.WeightedSum( [param, ONE, grad, coeff], param ) def scale_learning_rate(self, scale): self.base_learning_rate *= scale return class MultiPrecisionSgdOptimizer(SgdOptimizer): def __init__(self, base_learning_rate=0.1, momentum=0.0, policy="fixed", nesterov=1, sparse_dedup_aggregator=None, **kwargs): super(SgdOptimizer, self).__init__() self.base_learning_rate = base_learning_rate self.momentum = momentum self.policy = policy self.nesterov = nesterov self.sparse_dedup_aggregator = sparse_dedup_aggregator self.init_kwargs = kwargs def _run(self, net, param_init_net, param_info): param = param_info.blob param_fp32 = param_info.blob_copy[core.DataType.FLOAT] \ if param_info.blob_copy is not None else None # If we have a straight fp32 parameter, run the base class if param_fp32 is None: return SgdOptimizer._run(self, net, param_init_net, param_info) grad = param_info.grad if self.base_learning_rate == 0: return assert self.base_learning_rate > 0 lr, _ = self.build_lr( net, param_init_net, base_learning_rate=-self.base_learning_rate, policy=self.policy, **(self.init_kwargs) ) momentum_data = param_init_net.ConstantFill( param_fp32, str(param) + "_momentum", value=0.) self._aux_params.local.append(momentum_data) assert not isinstance(grad, core.GradientSlice), \ "Doesn't support sparse gradients" # Copy gradient to fp32 grad_fp32 = net.HalfToFloat(grad, grad + "_fp32") # update (fused) in fp32 net.MomentumSGDUpdate( [grad_fp32, momentum_data, lr, param_fp32], [grad_fp32, momentum_data, param_fp32], momentum=self.momentum, nesterov=self.nesterov) # Copy updated param back to fp16 net.FloatToHalf(param_fp32, param) class WeightDecayBuilder(Optimizer): def __init__(self, weight_decay): self.weight_decay = weight_decay def _run(self, net, param_init_net, param_info): dev = scope.CurrentDeviceScope() if dev is None: dev = core.DeviceOption(caffe2_pb2.CPU) ONE = param_init_net.ConstantFill( [], "ONE_{}_{}".format(dev.device_type, dev.cuda_gpu_id), shape=[1], value=1.0 ) WD = param_init_net.ConstantFill( [], "wd_{}_{}".format(dev.device_type, dev.cuda_gpu_id), shape=[1], value=self.weight_decay ) if isinstance(param_info.grad, core.GradientSlice): assert "Weight decay does not yet support sparse gradients" else: net.WeightedSum( [param_info.grad, ONE, param_info.blob, WD], param_info.grad, ) class AdagradOptimizer(Optimizer): def __init__(self, alpha=0.01, epsilon=1e-4, policy="fixed", sparse_dedup_aggregator=None, engine='', **kwargs): super(AdagradOptimizer, self).__init__() self.alpha = alpha self.epsilon = epsilon self.policy = policy self.sparse_dedup_aggregator = sparse_dedup_aggregator self.engine = engine self.init_kwargs = kwargs def _run(self, net, param_init_net, param_info): param = param_info.blob grad = param_info.grad if self.alpha <= 0: return lr, _ = self.build_lr( net, param_init_net, base_learning_rate=self.alpha, policy=self.policy, **(self.init_kwargs) ) param_squared_sum = param_init_net.ConstantFill( [param], str(param) + "_squared_sum", value=0.0 ) self._aux_params.local.append(param_squared_sum) if isinstance(grad, core.GradientSlice): grad = self.dedup(net, self.sparse_dedup_aggregator, grad) net.SparseAdagrad( [param, param_squared_sum, grad.indices, grad.values, lr], [param, param_squared_sum], epsilon=self.epsilon, engine=self.engine ) else: net.Adagrad( [param, param_squared_sum, grad, lr], [param, param_squared_sum], epsilon=self.epsilon, engine=self.engine ) def scale_learning_rate(self, scale): self.alpha *= scale return class FtrlOptimizer(Optimizer): def __init__(self, alpha=0.01, beta=1e-4, lambda1=0, lambda2=0, sparse_dedup_aggregator=None, engine=''): super(FtrlOptimizer, self).__init__() self.alpha = alpha self.beta = beta self.lambda1 = lambda1 self.lambda2 = lambda2 self.sparse_dedup_aggregator = sparse_dedup_aggregator self.engine = engine def _run(self, net, param_init_net, param_info): param = param_info.blob grad = param_info.grad if self.alpha <= 0: return nz = param_init_net.ConstantFill( [param], str(param) + "_ftrl_nz", extra_shape=[2], value=0.0 ) self._aux_params.local.append(nz) if isinstance(grad, core.GradientSlice): grad = self.dedup(net, self.sparse_dedup_aggregator, grad) net.SparseFtrl( [param, nz, grad.indices, grad.values], [param, nz], engine=self.engine, alpha=self.alpha, beta=self.beta, lambda1=self.lambda1, lambda2=self.lambda2 ) else: net.Ftrl( [param, nz, grad], [param, nz], engine=self.engine, alpha=self.alpha, beta=self.beta, lambda1=self.lambda1, lambda2=self.lambda2 ) def scale_learning_rate(self, scale): self.alpha *= scale return class AdamOptimizer(Optimizer): def __init__(self, alpha=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8, policy='fixed', sparse_dedup_aggregator=None, engine='', **kwargs): super(AdamOptimizer, self).__init__() self.alpha = alpha self.beta1 = beta1 self.beta2 = beta2 self.epsilon = epsilon self.policy = policy self.sparse_dedup_aggregator = sparse_dedup_aggregator self.engine = engine self.init_kwargs = kwargs def _run(self, net, param_init_net, param_info): param = param_info.blob grad = param_info.grad if self.alpha <= 0: return lr, iteration = self.build_lr( net, param_init_net, base_learning_rate=self.alpha, policy=self.policy, **(self.init_kwargs) ) m1 = param_init_net.ConstantFill( [param], param + "_first_moment", value=0.0 ) m2 = param_init_net.ConstantFill( [param], param + "_second_moment", value=0.0 ) self._aux_params.shared.append(iteration) self._aux_params.local.append(m1) self._aux_params.local.append(m2) if isinstance(grad, core.GradientSlice): grad = self.dedup(net, self.sparse_dedup_aggregator, grad) net.SparseAdam( [param, m1, m2, grad.indices, grad.values, lr, iteration], [param, m1, m2], beta1=self.beta1, beta2=self.beta2, epsilon=self.epsilon ) else: net.Adam( [param, m1, m2, grad, lr, iteration], [param, m1, m2], beta1=self.beta1, beta2=self.beta2, epsilon=self.epsilon) def scale_learning_rate(self, scale): self.alpha *= scale return def _get_param_to_device(model): # Infer blob devices by going through the net and param_init_net # ops and observing the device used to create or use the blob. param_to_device = core.InferBlobDevices(model.net) param_to_device.update(core.InferBlobDevices(model.param_init_net)) return param_to_device def get_param_device(param_name, grad, param_to_device=None, default_device=None): device = default_device param_to_device = param_to_device or {} # We first check if parameter's device has been inferred. If not, # we check the gradient. This can happen if parameter is not output # by any blob but created by a FetchBlob. if param_name in param_to_device: device = param_to_device[param_name] else: if isinstance(grad, core.GradientSlice): grad = grad if str(grad.values) in param_to_device: device = param_to_device[str(grad.values)] elif str(grad.indices) in param_to_device: device = param_to_device[str(grad.indices)] else: grad_name = str(grad) if grad_name in param_to_device: device = param_to_device[grad_name] assert device is not None,\ "Cannot infer device for {}: no op creates it".format(param_name) return device def _build(model, optimizer, weights_only=False, use_param_info_optim=True): param_to_device = _get_param_to_device(model) # Validate there are no duplicate params model.Validate() # Call optimizer for each param for param_info in model.GetOptimizationParamInfo(): if weights_only: if param_info.blob not in model.weights: continue param_name = str(param_info.blob) device = get_param_device(param_name, param_info.grad, param_to_device) with core.DeviceScope(device): if param_info.optimizer and use_param_info_optim: param_info.optimizer(model.net, model.param_init_net, param_info) else: optimizer(model.net, model.param_init_net, param_info) return optimizer def add_weight_decay(model, weight_decay): """Adds a decay to weights in the model. This is a form of L2 regularization. Args: weight_decay: strength of the regularization """ _build( model, WeightDecayBuilder(weight_decay=weight_decay), weights_only=True, use_param_info_optim=False, ) def build_sgd(model, base_learning_rate, **kwargs): sgd_optimizer = SgdOptimizer(base_learning_rate, **kwargs) return _build(model, sgd_optimizer) def build_multi_precision_sgd(model, base_learning_rate, **kwargs): multi_prec_sgd_optimizer = MultiPrecisionSgdOptimizer( base_learning_rate, **kwargs ) return _build(model, multi_prec_sgd_optimizer) def build_ftrl(model, engine="SIMD", **kwargs): if engine == "SIMD": assert core.IsOperator('Ftrl_ENGINE_SIMD') assert core.IsOperator('SparseFtrl_ENGINE_SIMD') ftrl_optimizer = FtrlOptimizer(engine=engine, **kwargs) return _build(model, ftrl_optimizer) def build_adagrad(model, base_learning_rate, parameters=None, **kwargs): adagrad_optimizer = AdagradOptimizer(alpha=base_learning_rate, **kwargs) return _build(model, adagrad_optimizer) def build_adam(model, base_learning_rate, **kwargs): adam_optimizer = AdamOptimizer(alpha=base_learning_rate, **kwargs) return _build(model, adam_optimizer)