# Copyright 2018 The TensorFlow Authors. All Rights Reserved. # # 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. # ============================================================================== """Adamax optimizer implementation.""" # pylint: disable=g-classes-have-attributes from __future__ import absolute_import from __future__ import division from __future__ import print_function from tensorflow.python.framework import dtypes from tensorflow.python.framework import ops from tensorflow.python.keras import backend_config from tensorflow.python.keras.optimizer_v2 import optimizer_v2 from tensorflow.python.ops import array_ops from tensorflow.python.ops import control_flow_ops from tensorflow.python.ops import math_ops from tensorflow.python.training import gen_training_ops from tensorflow.python.util.tf_export import keras_export @keras_export('keras.optimizers.Adamax') class Adamax(optimizer_v2.OptimizerV2): """Optimizer that implements the Adamax algorithm. It is a variant of Adam based on the infinity norm. Default parameters follow those provided in the paper. Adamax is sometimes superior to adam, specially in models with embeddings. Initialization: ```python m = 0 # Initialize initial 1st moment vector v = 0 # Initialize the exponentially weighted infinity norm t = 0 # Initialize timestep ``` The update rule for parameter `w` with gradient `g` is described at the end of section 7.1 of the paper: ```python t += 1 m = beta1 * m + (1 - beta) * g v = max(beta2 * v, abs(g)) current_lr = learning_rate / (1 - beta1 ** t) w = w - current_lr * m / (v + epsilon) ``` Similarly to `Adam`, the epsilon is added for numerical stability (especially to get rid of division by zero when `v_t == 0`). In contrast to `Adam`, the sparse implementation of this algorithm (used when the gradient is an IndexedSlices object, typically because of `tf.gather` or an embedding lookup in the forward pass) only updates variable slices and corresponding `m_t`, `v_t` terms when that part of the variable was used in the forward pass. This means that the sparse behavior is contrast to the dense behavior (similar to some momentum implementations which ignore momentum unless a variable slice was actually used). Args: learning_rate: A `Tensor`, floating point value, or a schedule that is a `tf.keras.optimizers.schedules.LearningRateSchedule`. The learning rate. beta_1: A float value or a constant float tensor. The exponential decay rate for the 1st moment estimates. beta_2: A float value or a constant float tensor. The exponential decay rate for the exponentially weighted infinity norm. epsilon: A small constant for numerical stability. name: Optional name for the operations created when applying gradients. Defaults to `"Adamax"`. **kwargs: Keyword arguments. Allowed to be one of `"clipnorm"` or `"clipvalue"`. `"clipnorm"` (float) clips gradients by norm; `"clipvalue"` (float) clips gradients by value. Reference: - [Kingma et al., 2014](http://arxiv.org/abs/1412.6980) """ _HAS_AGGREGATE_GRAD = True def __init__(self, learning_rate=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-7, name='Adamax', **kwargs): super(Adamax, self).__init__(name, **kwargs) self._set_hyper('learning_rate', kwargs.get('lr', learning_rate)) self._set_hyper('decay', self._initial_decay) self._set_hyper('beta_1', beta_1) self._set_hyper('beta_2', beta_2) self.epsilon = epsilon or backend_config.epsilon() def _create_slots(self, var_list): # Separate for-loops to respect the ordering of slot variables from v1. for var in var_list: self.add_slot(var, 'm') # Create slots for the first moments. for var in var_list: self.add_slot(var, 'v') # Create slots for the second moments. def _prepare_local(self, var_device, var_dtype, apply_state): super(Adamax, self)._prepare_local(var_device, var_dtype, apply_state) local_step = math_ops.cast(self.iterations + 1, var_dtype) beta_1_t = array_ops.identity(self._get_hyper('beta_1', var_dtype)) beta_2_t = array_ops.identity(self._get_hyper('beta_2', var_dtype)) beta_1_power = math_ops.pow(beta_1_t, local_step) lr_t = apply_state[(var_device, var_dtype)]['lr_t'] apply_state[(var_device, var_dtype)].update( dict( neg_scaled_lr=-lr_t / (1 - beta_1_power), epsilon=ops.convert_to_tensor_v2_with_dispatch( self.epsilon, var_dtype), beta_1_t=beta_1_t, beta_1_power=beta_1_power, one_minus_beta_1_t=1 - beta_1_t, beta_2_t=beta_2_t, zero=array_ops.zeros((), dtype=dtypes.int64))) def _resource_apply_dense(self, grad, var, apply_state=None): var_device, var_dtype = var.device, var.dtype.base_dtype coefficients = ((apply_state or {}).get((var_device, var_dtype)) or self._fallback_apply_state(var_device, var_dtype)) m = self.get_slot(var, 'm') v = self.get_slot(var, 'v') return gen_training_ops.ResourceApplyAdaMax( var=var.handle, m=m.handle, v=v.handle, beta1_power=coefficients['beta_1_power'], lr=coefficients['lr_t'], beta1=coefficients['beta_1_t'], beta2=coefficients['beta_2_t'], epsilon=coefficients['epsilon'], grad=grad, use_locking=self._use_locking) def _resource_apply_sparse(self, grad, var, indices, apply_state=None): var_device, var_dtype = var.device, var.dtype.base_dtype coefficients = ((apply_state or {}).get((var_device, var_dtype)) or self._fallback_apply_state(var_device, var_dtype)) # m_t = beta1 * m + (1 - beta1) * g_t m = self.get_slot(var, 'm') m_slice = array_ops.gather(m, indices, axis=coefficients['zero']) m_t_slice = (m_slice * coefficients['beta_1_t'] + grad * coefficients['one_minus_beta_1_t']) with ops.control_dependencies([m_t_slice]): m_t = self._resource_scatter_update(m, indices, m_t_slice) # u_t = max(beta2 * u, abs(g_t)) v = self.get_slot(var, 'v') v_slice = array_ops.gather(v, indices, axis=coefficients['zero']) v_t_slice = math_ops.maximum(v_slice * coefficients['beta_2_t'], math_ops.abs(grad)) with ops.control_dependencies([v_t_slice]): v_t = self._resource_scatter_update(v, indices, v_t_slice) # theta_t = theta - lr / (1 - beta1^t) * m_t / u_t var_slice = coefficients['neg_scaled_lr'] * ( m_t_slice / (v_t_slice + coefficients['epsilon'])) with ops.control_dependencies([var_slice]): var_update = self._resource_scatter_add(var, indices, var_slice) return control_flow_ops.group(*[var_update, m_t, v_t]) def get_config(self): config = super(Adamax, self).get_config() config.update({ 'learning_rate': self._serialize_hyperparameter('learning_rate'), 'decay': self._serialize_hyperparameter('decay'), 'beta_1': self._serialize_hyperparameter('beta_1'), 'beta_2': self._serialize_hyperparameter('beta_2'), 'epsilon': self.epsilon, }) return config