pytorch/caffe2/python/optimizer.py
Lu Fang 664fe34e0a
[Caffe2][fbcode=>GH sync] Update from facebook 4323b18ce13c (#7116)
* [fix] Re-enable events in RNN ops

We have earlier added event disabling in RNN ops as back then we didn't use
events, with current use cases this is no longer true
(https://fburl.com/8vd0lp8y)

* use ops with cude impl

* Revert D7729695: [caffe2][fix] Re-enable events in RNN ops

This reverts commit 4b215c7496fb724656ff4c776933a15bdbbcde5e

@bypass-lint

An infra SEV is better than not reverting this diff.
If you copy this password, see you in SEV Review!
@cause_a_sev_many_files

* [observer] Clean up observer_config.h

#accept2ship

* [1/n] Refactor dataio_test.py

Replace code duplication with a common function

* Add barrier net that runs before training nets

Add a synchonize barrier net that is run before training nets.  With this net, shards that are faster will wait for other shards before start training.  This reduce chances of the faster shards timing out during GLOO AllReduce.

Removed explicit data_parallel_model.py.synchronize call in holmes workflow.  Similar change in speech/asr_training workflow will come in another diff.

* Support the dnnlowp backend in caffe2_benchmark

This is for SHARE operator latency evaluation

* Migrate integral_image_op to main caffe2

migrate integral_image_op(GPU version) given by https://fburl.com/yvqezigi
to caffe2/caffe2/operators and implement its CPU version. Write up a test
using the hypothesis_test mechanism

* [pos_disc, fbcode] Implement unjoined lr loss

As explained in https://our.intern.facebook.com/intern/wiki/Model_Based_Calibration/, when the dataset is an joined data set, where labels might change later, we need to use unjoined logloss.

The implementation is almost the same as in Sigrid (https://fburl.com/1trngsls), where
    loss = y (log(p) - log(1-p)) + (1-y)(log(1-p)) = xy - (1-y)x - (1-y)log(1+exp(-x))

For x < 0, to ensure stability and avoid overflow, we reformulate the above exp as
    loss = xy - (1-y)x - (1-y)x + (1-y)log(1+exp(x)) = xy + (1-y)log(1+exp(x))

Then the final expression becomes
    loss = xy + (y - 1) x (x >= 0) - (1 - y) log(1 + exp(x - 2 x (x >= 0)))

where y is the true label, x is the dot product and p = logistic(x).

This kind of implementation is align with the current implementation of the original cross entropy in
https://phabricator.intern.facebook.com/diffusion/FBS/browse/master/fbcode/caffe2/caffe2/operators/cross_entropy_op.cc;0bae3b5d0f825897c5e0dd0ff10f489d7271bf25$7-13

* Keep the array to fix the conflict

* [C2] Compute Adagrad effective LR

The AdagradWithLR op outputs an extra blob which is contains the average effective learning rate across all weights in this blob.

* Open-source extractMetaNetDef & runGlobalInitialization, add new Predictor constructor from db file, and add run_map_outputs

1. Open-source extractMetaNetDef and runGlobalInitialization, for use in
2. new Predictor constructor from db file.
3. Add new run function that returns outputs as TensorMap

* Disable eigen cpu

Disable eigen cpu in transpose and reduce

* Introduce request_only/object_only property of ModelLayer

by default this is False

* A simple TC Caffe2 benchmark

We can run tunner, get MappingOptions and then use them to
compare against cuBLAS

currently broken due to LLVM issues. How to run:

hg checkout eec1ab31b59c03b8deded1c755a9abaf8c45be01
add D7401202
add D7434625
add D7506031
add D7540728

buck run @mode/dev-nosan tc/tc/benchmarks_python:caffe2_benchmark

* Move Caffe2 feature_maps_ops to open source

Need feature maps operators in open source project facebookresearch/BlueWhale

* Manually fix the conflicts in channel shuffle op

* Fix the inconsistency between different gh and fbcode

* Skip Adagrad GPU Test (Because some gpu implementation is missing)

* Fix another test to make sure it won't run on gpu when implementation is not available yet
2018-05-01 20:49:00 -07:00

1240 lines
41 KiB
Python

## @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
import numpy as np
from caffe2.python import core, scope, workspace
from caffe2.python.modeling import parameter_info
from caffe2.proto import caffe2_pb2
_OPTIMIZER_ITERATION_NAME = "optimizer_iteration"
_LEARNING_RATE_INJECTION = "lr_injection"
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
self._lr_multiplier = None
self._lr_multiplier_on_gpu = False
'''
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), (
"Expected parameter to be of type ParameterInfo, got {}".format(
param
))
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 Implemented")
def get_cpu_blob_name(self, base_str, node_name=''):
classname = self.__class__.__name__
return '%s_%d_%s%s_cpu' % (classname, self._instance_num, base_str, node_name)
def get_gpu_blob_name(self, base_str, gpu_id, node_name):
classname = self.__class__.__name__
return '%s_%d_%s%s_gpu%d' % (
classname, self._instance_num, base_str, node_name, gpu_id,
)
def make_unique_blob_name(self, base_str):
"""
Returns a blob name that will be unique to the current device
and optimizer instance.
"""
current_scope = scope.CurrentDeviceScope()
if current_scope is None:
return self.get_cpu_blob_name(base_str)
if current_scope.device_type == caffe2_pb2.CUDA:
return self.get_gpu_blob_name(
base_str, current_scope.cuda_gpu_id, current_scope.node_name
)
else:
return self.get_cpu_blob_name(base_str, current_scope.node_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.make_unique_blob_name('lr')
optimization_iter_blob = _OPTIMIZER_ITERATION_NAME
if not param_init_net.BlobIsDefined(optimization_iter_blob):
# Add training operators.
with core.DeviceScope(core.DeviceOption(caffe2_pb2.CPU)):
iteration = param_init_net.ConstantFill(
[], optimization_iter_blob, 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(optimization_iter_blob)
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)
if self._lr_multiplier is not None:
current_scope = scope.CurrentDeviceScope()
if (current_scope is not None
and current_scope.device_type == caffe2_pb2.CUDA
and not self._lr_multiplier_on_gpu):
lr_multiplier = net.CopyFromCPUInput(
self._lr_multiplier,
self.make_unique_blob_name('lr_multiplier')
)
else:
lr_multiplier = self._lr_multiplier
scaled_lr = net.Mul(
[lr, lr_multiplier],
self.make_unique_blob_name('scaled_lr'),
broadcast=1,
)
lr = scaled_lr
return lr, iteration
def add_lr_multiplier(self, lr_multiplier, is_gpu_blob=False):
self._lr_multiplier = lr_multiplier
self._lr_multiplier_on_gpu = is_gpu_blob
@staticmethod
def dedup(net, sparse_dedup_aggregator, grad):
assert isinstance(grad, core.GradientSlice), (
"Dedup only works for sparse gradient, got {}".format(grad))
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,
lars=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.lars = lars
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, (
"Expect positive base learning rate, got {}".format(
self.base_learning_rate))
# TODO(zqq): support LARS for sparse parameters
if self.lars is not None and not isinstance(grad, core.GradientSlice):
assert self.lars >= 0, (
'Lars offset must be nonnegative, got {}'.format(self.lars))
lr_lars_multiplier = net.Lars(
[param, grad],
self.make_unique_blob_name(str(param) + "_lars"),
offset=self.lars)
current_scope = scope.CurrentDeviceScope()
self.add_lr_multiplier(
lr_lars_multiplier,
is_gpu_blob=(current_scope is not None
and current_scope.device_type == caffe2_pb2.CUDA),
)
# 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, dev.node_name),
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):
grad = self.dedup(net, self.sparse_dedup_aggregator, grad)
if self.momentum > 0.:
net.SparseMomentumSGDUpdate(
[grad.values, momentum_data, lr, param, grad.indices],
[grad.values, momentum_data, param],
momentum=self.momentum,
nesterov=self.nesterov)
else:
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(MultiPrecisionSgdOptimizer, self).__init__(
base_learning_rate=base_learning_rate,
policy=policy,
momentum=momentum,
nesterov=nesterov,
sparse_dedup_aggregator=sparse_dedup_aggregator,
**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, (
"Expect positive base learning rate, got {}".format(
self.base_learning_rate))
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), (
"MultiPrecisionSgd does not 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 FP16SgdOptimizer(SgdOptimizer):
def __init__(self, base_learning_rate=0.1, momentum=0.0,
policy="fixed", nesterov=1, weight_decay=0.0001,
sparse_dedup_aggregator=None,
**kwargs):
super(FP16SgdOptimizer, self).__init__(
base_learning_rate=base_learning_rate,
policy=policy,
momentum=momentum,
nesterov=nesterov,
sparse_dedup_aggregator=sparse_dedup_aggregator,
**kwargs
)
self.weight_decay = weight_decay
def _run(self, net, param_init_net, param_info, fp32_update=False):
fp32_update_flag = 0
param_name = str(param_info.blob)
# should only be triggered in FP16 training by SpatialBN, which
# requires FP32 params in CuDNN.
if param_name.find("spatbn") != -1:
fp32_update = True
if fp32_update:
# doing a 32bit update
# Have to assume param_info.blob is FP32 as there is no way
# (that i currently know of) to query a blob's type in python
fp32_update_flag = 1
param = param_info.blob
param_fp32 = param_info.blob
else:
if param_info.blob_copy is None:
# doing a 32bit update
# Have to assume param_info.blob is FP32 as there is no way
# (that i currently know of) to query a blob's type in python
fp32_update_flag = 1
param = param_info.blob
param_fp32 = param_info.blob
else:
if core.DataType.FLOAT in param_info.blob_copy:
param = param_info.blob
param_fp32 = param_info.blob_copy[core.DataType.FLOAT]
elif core.DataType.FLOAT16 in param_info.blob_copy:
param = param_info.blob_copy[core.DataType.FLOAT16]
param_fp32 = param_info.blob
else:
assert (False), (
"Unrecognized parameter format to be updated "
"by FP16 Optimizer. Parameter: {}".format(param_info.name)
)
grad = param_info.grad
if self.base_learning_rate == 0:
return
assert self.base_learning_rate > 0, (
"Expect positive base learning rate, got {}".format(
self.base_learning_rate))
lr, _ = self.build_lr(
net, param_init_net,
base_learning_rate=-self.base_learning_rate,
policy=self.policy,
**(self.init_kwargs)
)
momentum_data_fp32 = param_init_net.ConstantFill(
param_fp32, str(param) + "_momentum_fp32", value=0.)
momentum_data = param_init_net.FloatToHalf(
momentum_data_fp32, str(param) + "_momentum")
self._aux_params.local.append(momentum_data)
assert not isinstance(grad, core.GradientSlice), (
"FP16Sgd does not support sparse gradients")
if fp32_update_flag == 0:
net.FP16MomentumSGDUpdate(
[grad, momentum_data, lr, param],
[grad, momentum_data, param],
momentum=self.momentum,
nesterov=self.nesterov,
weight_decay=self.weight_decay)
else:
# flag set to 1, therefore doing FP32 update
net.FP32MomentumSGDUpdate(
[grad, momentum_data_fp32, lr, param],
[grad, momentum_data_fp32, param],
momentum=self.momentum,
nesterov=self.nesterov,
weight_decay=self.weight_decay)
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):
raise ValueError(
"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, decay=1, policy="fixed",
sparse_dedup_aggregator=None, rowWise=False, engine='',
lars=None, output_effective_lr=False,
output_effective_lr_and_update=False, **kwargs):
super(AdagradOptimizer, self).__init__()
self.alpha = alpha
self.epsilon = epsilon
self.decay = decay
self.policy = policy
self.sparse_dedup_aggregator = sparse_dedup_aggregator
self.rowWise = rowWise
self.engine = engine
self.lars = lars
self.output_effective_lr = output_effective_lr
self.output_effective_lr_and_update = output_effective_lr_and_update
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
if self.lars is not None and not isinstance(grad, core.GradientSlice):
assert self.lars >= 0, (
'Lars offset must be nonnegative, got {}'.format(self.lars))
lr_lars_multiplier = net.Lars(
[param, grad],
self.make_unique_blob_name(str(param) + "_lars"),
offset=self.lars)
current_scope = scope.CurrentDeviceScope()
self.add_lr_multiplier(
lr_lars_multiplier,
is_gpu_blob=(current_scope is not None
and current_scope.device_type == caffe2_pb2.CUDA),
)
lr, _ = self.build_lr(
net, param_init_net,
base_learning_rate=self.alpha,
policy=self.policy,
**(self.init_kwargs)
)
if self.rowWise:
shapes, types = workspace.InferShapesAndTypes([param_init_net])
if str(param) not in shapes:
# Type/shape inference is not available for this param, fallback
# on Shape/Slice logic
shape = param_init_net.Shape(param, str(param) + "_shape")
num_rows = param_init_net.Slice(
[shape],
str(shape) + "_numrows",
starts=[0], ends=[1]
)
param_squared_sum = param_init_net.ConstantFill(
num_rows,
str(param) + "_avg_squared_sum",
input_as_shape=1,
value=0.0
)
else:
param_squared_sum = param_init_net.ConstantFill(
[],
str(param) + "_avg_squared_sum",
shape=[shapes[str(param)][0]],
value=0.0
)
else:
param_squared_sum = param_init_net.ConstantFill(
[param],
str(param) + "_squared_sum",
value=0.0
)
self._aux_params.local.append(param_squared_sum)
if self.rowWise:
assert isinstance(grad, core.GradientSlice),\
'If SparseAdagrad with rowWise=True, gradient must be '\
'a gradientslice. PLease ensure that rowWise is not enabled '\
'for the dense Adagrad optimizer, as it is not supported.'
if isinstance(grad, core.GradientSlice):
assert self.decay == 1.,\
'Decay is not implemented for SparseAdagrad and must be set to 1'
grad = self.dedup(net, self.sparse_dedup_aggregator, grad)
if self.rowWise:
op = 'RowWiseSparseAdagrad'
else:
op = 'SparseAdagrad'
net.__getattr__(op)(
[param, param_squared_sum, grad.indices, grad.values, lr],
[param, param_squared_sum],
epsilon=self.epsilon,
engine=self.engine
)
else:
output_args = [param, param_squared_sum]
if self.output_effective_lr_and_update:
output_args.append(str(param) + '_effective_lr')
output_args.append(str(param) + '_update')
elif self.output_effective_lr:
output_args.append(str(param) + '_effective_lr')
net.Adagrad(
[param, param_squared_sum, grad, lr],
output_args,
epsilon=self.epsilon,
decay=float(self.decay),
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, rowWise=False,
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.rowWise = rowWise
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
)
if self.rowWise:
shapes, types = workspace.InferShapesAndTypes([param_init_net])
m2 = param_init_net.ConstantFill(
[],
param + "_avg_second_moment",
shape=[shapes[param][0]],
value=0.0
)
else:
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 self.rowWise:
assert isinstance(grad, core.GradientSlice),\
'If SparseAdam with rowWise=True, gradient must be '\
'a gradientslice. PLease ensure that rowWise is not enabled '\
'for the dense Adam optimizer, as it is not supported.'
if isinstance(grad, core.GradientSlice):
grad = self.dedup(net, self.sparse_dedup_aggregator, grad)
if self.rowWise:
op = 'RowWiseSparseAdam'
else:
op = 'SparseAdam'
net.__getattr__(op)(
[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
class YellowFinOptimizer(Optimizer):
"""YellowFin: An automatic tuner for momentum SGD
See https://arxiv.org/abs/1706.03471 for more details. This implementation
has separate learning rate and momentum per each parameter."""
def __init__(self,
alpha=0.1,
mu=0.0,
beta=0.999,
curv_win_width=20,
zero_debias=True,
epsilon=0.1**6,
policy='fixed',
sparse_dedup_aggregator=None,
**kwargs):
super(YellowFinOptimizer, self).__init__()
self.alpha = alpha
self.mu = mu
self.beta = beta
self.curv_win_width = curv_win_width
self.zero_debias = zero_debias
self.epsilon = epsilon
self.policy = policy
self.sparse_dedup_aggregator = sparse_dedup_aggregator
self.init_kwargs = kwargs
def _run(self, net, param_init_net, param_info):
# Note: This is number of persistent scalars in YellowFin optimizer.
# It should always be the number of scalars being used. The same
# number should be used in class for the operation.
SCALARS_MEMORY_SIZE = 5
param = param_info.blob
grad = param_info.grad
moment = param_init_net.ConstantFill(
[param],
param + "_moment",
value=0.0
)
curv_win = param_init_net.ConstantFill(
[],
param + "_curv_win",
shape=[self.curv_win_width],
value=0.0
)
g_avg = param_init_net.ConstantFill(
[param],
param + "_g_avg",
value=0.0
)
g2_avg = param_init_net.ConstantFill(
[param],
param + "_g2_avg",
value=0.0
)
lr_avg = param_init_net.ConstantFill(
[],
param + "_lr_avg",
shape=[1],
value=self.alpha
)
mu_avg = param_init_net.ConstantFill(
[],
param + "_mu_avg",
shape=[1],
value=self.mu
)
scalars_memory = param_init_net.ConstantFill(
[],
param + "_scalars_memory",
shape=[SCALARS_MEMORY_SIZE],
value=0.0
)
assert self.alpha > 0
assert not isinstance(grad, core.GradientSlice), \
"YellowFin does not support sparse gradients"
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=0,
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)
self._aux_params.shared.append(iteration)
self._aux_params.local.append(moment)
self._aux_params.local.append(lr_avg)
self._aux_params.local.append(mu_avg)
self._aux_params.local.append(curv_win)
self._aux_params.local.append(g_avg)
self._aux_params.local.append(g2_avg)
self._aux_params.local.append(scalars_memory)
yf_in_out_args = [
param,
moment,
lr_avg,
mu_avg,
curv_win,
g_avg,
g2_avg,
scalars_memory
]
net.YellowFin(
yf_in_out_args + [grad, iteration],
yf_in_out_args,
beta=self.beta,
epsilon=self.epsilon,
curv_win_width=self.curv_win_width,
zero_debias=self.zero_debias)
def scale_learning_rate(self, scale):
self.alpha *= scale
return
class RmsPropOptimizer(Optimizer):
def __init__(
self,
alpha=0.01,
decay=0.9,
momentum=0.0,
epsilon=1e-5,
policy='fixed',
engine='',
**kwargs
):
super(RmsPropOptimizer, self).__init__()
self.alpha = alpha
self.decay = decay
self.momentum = momentum
self.epsilon = epsilon
self.policy = policy
self.engine = engine
self.init_kwargs = kwargs
def _run(self, net, param_init_net, param_info):
param = param_info.blob
grad = param_info.grad
assert self.alpha > 0
assert not isinstance(grad, core.GradientSlice), \
"RmsPropOptimizer doesn't support sparse gradients"
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
)
lr, _ = self.build_lr(
net,
param_init_net,
base_learning_rate=-self.alpha,
policy=self.policy,
**(self.init_kwargs)
)
grad_o = param_init_net.ConstantFill(
[param],
str(param) + "_grad_o",
values=0.0,
)
ms = param_init_net.ConstantFill(
[param],
str(param) + "_mean_squares",
values=0.0,
)
mom = param_init_net.ConstantFill(
[param],
str(param) + "_momentum",
values=0.0,
)
self._aux_params.local.append(ms)
self._aux_params.local.append(mom)
net.RmsProp(
[grad, ms, mom, ONE],
[grad_o, ms, mom],
decay=self.decay,
momentum=self.momentum,
epsilon=self.epsilon,
engine=self.engine,
)
net.MomentumSGDUpdate(
[grad_o, mom, lr, param],
[grad_o, mom, param],
)
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 get_lr_injection():
"""
Gets current value for lr_injection, a multiplier for all base
learning rates.
Must set allow_lr_injection=True when building optimizer, as it
relies on synchronization over CPU.
"""
return workspace.FetchBlob(_LEARNING_RATE_INJECTION)
def set_lr_injection(lr_injection_value):
"""
Sets lr_injection, a multiplier for all base learning rates.
Must set allow_lr_injection=True when building optimizer, as it
relies on synchronization over CPU.
"""
workspace.FeedBlob(
_LEARNING_RATE_INJECTION,
np.array(
[float(lr_injection_value)],
dtype=np.float32,
),
)
def _calc_norm_ratio(
model, params, name_scope, param_to_device, max_gradient_norm
):
with core.NameScope(name_scope):
grad_squared_sums = []
for i, param in enumerate(params):
device = get_param_device(
str(param.blob), param.grad, param_to_device
)
with core.DeviceScope(device):
grad = (
param.grad
if not isinstance(
param.grad,
core.GradientSlice,
) else param.grad.values
)
grad_squared_sum_name = 'grad_{}_squared_sum'.format(i)
grad_squared_sum = model.net.SumSqrElements(
grad,
grad_squared_sum_name,
)
grad_squared_sum_cpu = model.net.EnsureCPUOutput(
grad_squared_sum
)
grad_squared_sums.append(grad_squared_sum_cpu)
with core.DeviceScope(core.DeviceOption(caffe2_pb2.CPU)):
grad_squared_full_sum = model.net.Sum(
grad_squared_sums,
'grad_squared_full_sum',
)
global_norm = model.net.Pow(
grad_squared_full_sum,
'global_norm',
exponent=0.5,
)
clip_norm = model.param_init_net.ConstantFill(
[],
'clip_norm',
shape=[],
value=float(max_gradient_norm),
)
max_norm = model.net.Max(
[global_norm, clip_norm],
'max_norm',
)
norm_ratio = model.net.Div(
[clip_norm, max_norm],
'norm_ratio',
)
return norm_ratio
def _build(
model,
optimizer,
weights_only=False,
use_param_info_optim=True,
max_gradient_norm=None,
allow_lr_injection=False,
):
param_to_device = _get_param_to_device(model)
# Validate there are no duplicate params
model.Validate()
params = []
for param_info in model.GetOptimizationParamInfo():
if weights_only and param_info.blob not in model.weights:
continue
params.append(param_info)
lr_multiplier = None
if max_gradient_norm is not None:
lr_multiplier = _calc_norm_ratio(
model,
params,
'norm_clipped_grad_update',
param_to_device,
max_gradient_norm,
)
if allow_lr_injection:
if not model.net.BlobIsDefined(_LEARNING_RATE_INJECTION):
lr_injection = model.param_init_net.ConstantFill(
[],
_LEARNING_RATE_INJECTION,
shape=[1],
value=1.0,
)
else:
lr_injection = _LEARNING_RATE_INJECTION
if lr_multiplier is None:
lr_multiplier = lr_injection
else:
lr_multiplier = model.net.Mul(
[lr_multiplier, lr_injection],
'lr_multiplier',
broadcast=1,
)
optimizer.add_lr_multiplier(lr_multiplier)
for param_info in params:
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,
max_gradient_norm=None,
allow_lr_injection=False,
**kwargs
):
sgd_optimizer = SgdOptimizer(base_learning_rate, **kwargs)
return _build(
model,
sgd_optimizer,
max_gradient_norm=max_gradient_norm,
allow_lr_injection=allow_lr_injection,
)
def build_multi_precision_sgd(
model,
base_learning_rate,
max_gradient_norm=None,
allow_lr_injection=False,
**kwargs
):
multi_prec_sgd_optimizer = MultiPrecisionSgdOptimizer(
base_learning_rate, **kwargs
)
return _build(
model,
multi_prec_sgd_optimizer,
max_gradient_norm=max_gradient_norm,
allow_lr_injection=allow_lr_injection,
)
def build_fp16_sgd(model, base_learning_rate, **kwargs):
fp16_sgd_optimizer = FP16SgdOptimizer(
base_learning_rate, **kwargs
)
return _build(model, fp16_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,
max_gradient_norm=None,
allow_lr_injection=False,
**kwargs
):
adagrad_optimizer = AdagradOptimizer(alpha=base_learning_rate, **kwargs)
return _build(
model,
adagrad_optimizer,
max_gradient_norm=max_gradient_norm,
allow_lr_injection=allow_lr_injection,
)
def build_adam(
model,
base_learning_rate,
max_gradient_norm=None,
allow_lr_injection=False,
**kwargs
):
adam_optimizer = AdamOptimizer(alpha=base_learning_rate, **kwargs)
return _build(
model,
adam_optimizer,
max_gradient_norm=max_gradient_norm,
allow_lr_injection=allow_lr_injection,
)
def build_yellowfin(model, base_learning_rate=0.1, **kwargs):
yellowfin_optimizer = YellowFinOptimizer(
alpha=base_learning_rate,
**kwargs)
return _build(model, yellowfin_optimizer)
def build_rms_prop(
model,
base_learning_rate,
max_gradient_norm=None,
allow_lr_injection=False,
**kwargs
):
rms_prop_optimizer = RmsPropOptimizer(alpha=base_learning_rate, **kwargs)
return _build(
model,
rms_prop_optimizer,
max_gradient_norm=max_gradient_norm,
allow_lr_injection=allow_lr_injection,
)