from __future__ import absolute_import from __future__ import division from __future__ import print_function from __future__ import unicode_literals import functools import hypothesis from hypothesis import given import hypothesis.strategies as st import numpy as np from caffe2.python import core import caffe2.python.hypothesis_test_util as hu class TestAdam(hu.HypothesisTestCase): @staticmethod def ref_adam(param, mom1, mom2, grad, LR, ITER, beta1, beta2, epsilon): t = ITER + 1 corrected_local_rate = LR * np.sqrt(1 - np.power(beta2, t)) / \ (1 - np.power(beta1, t)) mom1_out = (beta1 * mom1) + (1 - beta1) * grad mom2_out = (beta2 * mom2) + (1 - beta2) * np.square(grad) param_out = param + corrected_local_rate * mom1_out / \ (np.sqrt(mom2_out) + epsilon) return param_out, mom1_out, mom2_out @given(inputs=hu.tensors(n=4), ITER=st.integers(min_value=0, max_value=10000), LR=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), beta1=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), beta2=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), epsilon=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), **hu.gcs) def test_adam(self, inputs, ITER, LR, beta1, beta2, epsilon, gc, dc): param, mom1, mom2, grad = inputs ITER = np.array([ITER], dtype=np.int64) LR = np.array([LR], dtype=np.float32) op = core.CreateOperator( "Adam", ["param", "mom1", "mom2", "grad", "lr", "iter"], ["output_param", "output_mom1", "output_mom2"], beta1=beta1, beta2=beta2, epsilon=epsilon) # Iter lives on the CPU input_device_options = {'iter': hu.cpu_do} self.assertReferenceChecks( gc, op, [param, mom1, mom2, grad, LR, ITER], functools.partial( self.ref_adam, beta1=beta1, beta2=beta2, epsilon=epsilon), input_device_options=input_device_options) @given(inputs=hu.tensors(n=4), ITER=st.integers(min_value=0, max_value=10000), LR=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), beta1=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), beta2=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), epsilon=st.floats(min_value=0.01, max_value=0.99, allow_nan=False, allow_infinity=False), data_strategy=st.data(), **hu.gcs) def test_sparse_adam(self, inputs, ITER, LR, beta1, beta2, epsilon, data_strategy, gc, dc): param, mom1, mom2, grad = inputs mom1 = np.absolute(mom1) mom2 = np.absolute(mom2) ITER = np.array([ITER], dtype=np.int64) LR = np.array([LR], dtype=np.float32) # Create an indexing array containing values which index into grad indices = data_strategy.draw( hu.tensor(dtype=np.int64, elements=st.sampled_from(np.arange(grad.shape[0]))), ) hypothesis.note('indices.shape: %s' % str(indices.shape)) # For now, the indices must be unique hypothesis.assume(np.array_equal(np.unique(indices.flatten()), np.sort(indices.flatten()))) # Sparsify grad grad = grad[indices] op = core.CreateOperator( "SparseAdam", ["param", "mom1", "mom2", "indices", "grad", "lr", "iter"], ["param", "mom1", "mom2"], beta1=beta1, beta2=beta2, epsilon=epsilon) def ref_sparse(param, mom1, mom2, indices, grad, LR, ITER): param_out = np.copy(param) mom1_out = np.copy(mom1) mom2_out = np.copy(mom2) for i, index in enumerate(indices): param_out[index], mom1_out[index], mom2_out[index] = \ self.ref_adam(param[index], mom1[index], mom2[index], grad[i], LR, ITER, beta1, beta2, epsilon) return (param_out, mom1_out, mom2_out) # Iter lives on the CPU input_device_options = {'iter': hu.cpu_do} self.assertReferenceChecks( gc, op, [param, mom1, mom2, indices, grad, LR, ITER], ref_sparse, input_device_options=input_device_options)