pytorch/caffe2/python/operator_test/adagrad_test.py
Luke Yeager 8bd0522c20 Add tests and GPU impls for sparse optimizers
Summary:
These GPU paths are probably even buggier than the CPU paths for sparse gradients with duplicate indices. Both paths cause multiple momentum updates in a single iteration, but only the GPU path is non-deterministic. Depending on how we decide to address the issues on the CPU path, pooyadavoodi has a good idea for how to match dense behavior with the sparse GPU ops.
Closes https://github.com/caffe2/caffe2/pull/254

Reviewed By: bwasti

Differential Revision: D4871680

Pulled By: dzhulgakov

fbshipit-source-id: 220be57a0f699a22ea85ed4f7022d92d362d06b3
2017-04-13 11:07:40 -07:00

80 lines
2.7 KiB
Python

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from __future__ import unicode_literals
import functools
from hypothesis import given, strategies as st
import numpy as np
from caffe2.python import core
import caffe2.python.hypothesis_test_util as hu
class TestAdagrad(hu.HypothesisTestCase):
@staticmethod
def ref_adagrad(param_in, mom_in, grad, lr, epsilon):
mom_out = mom_in + np.square(grad)
grad_adj = lr * grad / (np.sqrt(mom_out) + epsilon)
param_out = param_in + grad_adj
return (param_out, mom_out)
@given(inputs=hu.tensors(n=3),
lr=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_adagrad(self, inputs, lr, epsilon, gc, dc):
param, momentum, grad = inputs
lr = np.array([lr], dtype=np.float32)
op = core.CreateOperator(
"Adagrad",
["param", "momentum", "grad", "lr"],
["param", "momentum"],
epsilon=epsilon,
device_option=gc,
)
self.assertReferenceChecks(
gc, op,
[param, momentum, grad, lr],
functools.partial(self.ref_adagrad, epsilon=epsilon))
@given(inputs=hu.tensors(n=3),
lr=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_sparse_adagrad(self, inputs, lr, epsilon, gc, dc):
param, momentum, grad = inputs
indices = np.arange(grad.shape[0])
indices = indices[indices % 2 == 0]
grad = grad[indices]
momentum = np.abs(momentum)
lr = np.array([lr], dtype=np.float32)
op = core.CreateOperator(
"SparseAdagrad",
["param", "momentum", "indices", "grad", "lr"],
["param", "momentum"],
epsilon=epsilon,
device_option=gc)
def ref_sparse(param, momentum, indices, grad, lr):
param_out = np.copy(param)
momentum_out = np.copy(momentum)
for i, index in enumerate(indices):
param_out[index], momentum_out[index] = self.ref_adagrad(
param[index], momentum[index], grad[i], lr, epsilon)
return (param_out, momentum_out)
self.assertReferenceChecks(
gc, op,
[param, momentum, indices, grad, lr],
ref_sparse)