diff --git a/tensorflow_addons/optimizers/BUILD b/tensorflow_addons/optimizers/BUILD index 3ad427fd87..dff0f34c88 100644 --- a/tensorflow_addons/optimizers/BUILD +++ b/tensorflow_addons/optimizers/BUILD @@ -1,3 +1,27 @@ licenses(["notice"]) # Apache 2.0 package(default_visibility = ["//visibility:public"]) + +py_library( + name = "optimizers_py", + srcs = [ + "__init__.py", + "python/__init__.py", + "python/lazy_adam_optimizer.py", + ], + srcs_version = "PY2AND3", +) + + +py_test( + name = "lazy_adam_optimizer_test", + size = "small", + srcs = [ + "python/lazy_adam_optimizer_test.py" + ], + main = "python/lazy_adam_optimizer_test.py", + deps = [ + ":optimizers_py", + ], + srcs_version = "PY2AND3", +) diff --git a/tensorflow_addons/optimizers/python/lazy_adam_optimizer.py b/tensorflow_addons/optimizers/python/lazy_adam_optimizer.py new file mode 100644 index 0000000000..91e48085f3 --- /dev/null +++ b/tensorflow_addons/optimizers/python/lazy_adam_optimizer.py @@ -0,0 +1,81 @@ +# Copyright 2019 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. +# ============================================================================== +"""Variant of the Adam optimizer that handles sparse updates more efficiently. + +Compared with the original Adam optimizer, the one in this file can +provide a large improvement in model training throughput for some +applications. However, it provides slightly different semantics than the +original Adam algorithm, and may lead to different empirical results. +""" + +from __future__ import absolute_import +from __future__ import division +from __future__ import print_function + +from tensorflow.python.keras.optimizer_v2 import adam +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.ops import resource_variable_ops + + +class LazyAdamOptimizer(adam.Adam): + """Variant of the Adam optimizer that handles sparse updates more efficiently. + + The original Adam algorithm maintains two moving-average accumulators for + each trainable variable; the accumulators are updated at every step. + This class provides lazier handling of gradient updates for sparse variables. + It only updates moving-average accumulators for sparse variable indices that + appear in the current batch, rather than updating the accumulators for all + indices. Compared with the original Adam optimizer, it can provide large + improvements in model training throughput for some applications. However, it + provides slightly different semantics than the original Adam algorithm, and + may lead to different empirical results. + + Note, amsgrad is currently not supported and the argument can only be False. + """ + + def _resource_apply_sparse(self, grad, var, indices): + var_dtype = var.dtype.base_dtype + lr_t = self._decayed_lr(var_dtype) + beta_1_t = self._get_hyper('beta_1', var_dtype) + beta_2_t = self._get_hyper('beta_2', var_dtype) + local_step = math_ops.cast(self.iterations + 1, var_dtype) + beta_1_power = math_ops.pow(beta_1_t, local_step) + beta_2_power = math_ops.pow(beta_2_t, local_step) + epsilon_t = self._get_hyper('epsilon', var_dtype) + lr = (lr_t * math_ops.sqrt(1 - beta_2_power) / (1 - beta_1_power)) + + # \\(m := beta1 * m + (1 - beta1) * g_t\\) + m = self.get_slot(var, "m") + m_t_slice = beta_1_t * array_ops.gather( + m, indices) + (1 - beta_1_t) * grad + m_update_op = resource_variable_ops.resource_scatter_update( + m.handle, indices, m_t_slice) + + # \\(v := beta2 * v + (1 - beta2) * (g_t * g_t)\\) + v = self.get_slot(var, "v") + v_t_slice = (beta_2_t * array_ops.gather(v, indices) + + (1 - beta_2_t) * math_ops.square(grad)) + v_update_op = resource_variable_ops.resource_scatter_update( + v.handle, indices, v_t_slice) + + # \\(variable -= learning_rate * m_t / (epsilon_t + sqrt(v_t))\\) + var_slice = lr * m_t_slice / (math_ops.sqrt(v_t_slice) + epsilon_t) + var_update_op = resource_variable_ops.resource_scatter_sub( + var.handle, indices, var_slice) + + return control_flow_ops.group( + *[var_update_op, m_update_op, v_update_op]) diff --git a/tensorflow_addons/optimizers/python/lazy_adam_optimizer_test.py b/tensorflow_addons/optimizers/python/lazy_adam_optimizer_test.py new file mode 100644 index 0000000000..6b7e034045 --- /dev/null +++ b/tensorflow_addons/optimizers/python/lazy_adam_optimizer_test.py @@ -0,0 +1,348 @@ +# Copyright 2019 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. +# ============================================================================== +"""Tests for LazyAdamOptimizer.""" + +from __future__ import absolute_import +from __future__ import division +from __future__ import print_function + +import numpy as np + +from tensorflow.python.eager import context +from tensorflow.python.framework import constant_op +from tensorflow.python.framework import dtypes +from tensorflow.python.framework import ops +from tensorflow.python.framework import test_util +from tensorflow.python.ops import array_ops +from tensorflow.python.ops import math_ops +from tensorflow.python.ops import resource_variable_ops +from tensorflow.python.ops import variables +from tensorflow.python.platform import test +from tensorflow_addons.optimizers.python import lazy_adam_optimizer + + +def adam_update_numpy(param, + g_t, + t, + m, + v, + lr=0.001, + beta1=0.9, + beta2=0.999, + epsilon=1e-7): + lr_t = lr * np.sqrt(1 - beta2**(t + 1)) / (1 - beta1**(t + 1)) + + m_t = beta1 * m + (1 - beta1) * g_t + v_t = beta2 * v + (1 - beta2) * g_t * g_t + + param_t = param - lr_t * m_t / (np.sqrt(v_t) + epsilon) + return param_t, m_t, v_t + + +def get_beta_accumulators(opt, dtype): + local_step = math_ops.cast(opt.iterations + 1, dtype) + beta_1_t = math_ops.cast(opt._get_hyper("beta_1"), dtype) + beta_1_power = math_ops.pow(beta_1_t, local_step) + beta_2_t = math_ops.cast(opt._get_hyper("beta_2"), dtype) + beta_2_power = math_ops.pow(beta_2_t, local_step) + return (beta_1_power, beta_2_power) + + +class LazyAdamOptimizerTest(test.TestCase): + + # TODO: remove v1 tests (keep pace with adam_test.py in keras). + @test_util.run_deprecated_v1 + def testSparse(self): + for dtype in [dtypes.half, dtypes.float32, dtypes.float64]: + with self.cached_session(): + # Initialize variables for numpy implementation. + m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0 + var0_np = np.array([1.0, 1.0, 2.0], dtype=dtype.as_numpy_dtype) + grads0_np = np.array([0.1, 0.0, 0.1], + dtype=dtype.as_numpy_dtype) + var1_np = np.array([3.0, 3.0, 4.0], dtype=dtype.as_numpy_dtype) + grads1_np = np.array([0.01, 0.0, 0.01], + dtype=dtype.as_numpy_dtype) + + var0 = resource_variable_ops.ResourceVariable(var0_np) + var1 = resource_variable_ops.ResourceVariable(var1_np) + grads0_np_indices = np.array([0, 2], dtype=np.int32) + grads0 = ops.IndexedSlices( + constant_op.constant(grads0_np[grads0_np_indices]), + constant_op.constant(grads0_np_indices), + constant_op.constant([3])) + grads1_np_indices = np.array([0, 2], dtype=np.int32) + grads1 = ops.IndexedSlices( + constant_op.constant(grads1_np[grads1_np_indices]), + constant_op.constant(grads1_np_indices), + constant_op.constant([3])) + opt = lazy_adam_optimizer.LazyAdamOptimizer() + update = opt.apply_gradients( + zip([grads0, grads1], [var0, var1])) + self.evaluate(variables.global_variables_initializer()) + + # Fetch params to validate initial values + self.assertAllClose([1.0, 1.0, 2.0], self.evaluate(var0)) + self.assertAllClose([3.0, 3.0, 4.0], self.evaluate(var1)) + + beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype) + # Run 3 steps of Adam + for t in range(3): + self.assertAllCloseAccordingToType( + 0.9**(t + 1), self.evaluate(beta_1_power)) + self.assertAllCloseAccordingToType( + 0.999**(t + 1), self.evaluate(beta_2_power)) + self.evaluate(update) + + var0_np, m0, v0 = adam_update_numpy( + var0_np, grads0_np, t, m0, v0) + var1_np, m1, v1 = adam_update_numpy( + var1_np, grads1_np, t, m1, v1) + + # Validate updated params + self.assertAllCloseAccordingToType(var0_np, + self.evaluate(var0)) + self.assertAllCloseAccordingToType(var1_np, + self.evaluate(var1)) + + @test_util.run_deprecated_v1 + def testSparseDevicePlacement(self): + for index_dtype in [dtypes.int32, dtypes.int64]: + with self.cached_session(force_gpu=test.is_gpu_available()): + # If a GPU is available, tests that all optimizer ops can be placed on + # it (i.e. they have GPU kernels). + var = variables.Variable([[1.0], [2.0]]) + indices = constant_op.constant([0, 1], dtype=index_dtype) + g_sum = lambda: math_ops.reduce_sum(array_ops.gather(var, indices)) # pylint: disable=cell-var-from-loop + optimizer = lazy_adam_optimizer.LazyAdamOptimizer(3.0) + minimize_op = optimizer.minimize(g_sum, var_list=[var]) + self.evaluate(variables.global_variables_initializer()) + self.evaluate(minimize_op) + + @test_util.run_deprecated_v1 + def testSparseRepeatedIndices(self): + for dtype in [dtypes.half, dtypes.float32, dtypes.float64]: + with self.cached_session(): + repeated_index_update_var = variables.Variable([[1.0], [2.0]], + dtype=dtype) + aggregated_update_var = variables.Variable([[1.0], [2.0]], + dtype=dtype) + grad_repeated_index = ops.IndexedSlices( + constant_op.constant([0.1, 0.1], + shape=[2, 1], + dtype=dtype), + constant_op.constant([1, 1]), + constant_op.constant([2, 1])) + grad_aggregated = ops.IndexedSlices( + constant_op.constant([0.2], shape=[1, 1], dtype=dtype), + constant_op.constant([1]), constant_op.constant([2, 1])) + repeated_update_opt = lazy_adam_optimizer.LazyAdamOptimizer() + repeated_update = repeated_update_opt.apply_gradients( + [(grad_repeated_index, repeated_index_update_var)]) + aggregated_update_opt = lazy_adam_optimizer.LazyAdamOptimizer() + aggregated_update = aggregated_update_opt.apply_gradients( + [(grad_aggregated, aggregated_update_var)]) + self.evaluate(variables.global_variables_initializer()) + self.assertAllClose(aggregated_update_var.eval(), + repeated_index_update_var.eval()) + for _ in range(3): + repeated_update.run() + aggregated_update.run() + self.assertAllClose(aggregated_update_var.eval(), + repeated_index_update_var.eval()) + + def doTestBasic(self, use_callable_params=False): + for i, dtype in enumerate( + [dtypes.half, dtypes.float32, dtypes.float64]): + with self.session(graph=ops.Graph()): + # Initialize variables for numpy implementation. + m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0 + var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype) + grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype) + var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype) + grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype) + + var0 = resource_variable_ops.ResourceVariable( + var0_np, name="var0_%d" % i) + var1 = resource_variable_ops.ResourceVariable( + var1_np, name="var1_%d" % i) + grads0 = constant_op.constant(grads0_np) + grads1 = constant_op.constant(grads1_np) + + learning_rate = lambda: 0.001 + beta1 = lambda: 0.9 + beta2 = lambda: 0.999 + epsilon = lambda: 1e-8 + if not use_callable_params: + learning_rate = learning_rate() + beta1 = beta1() + beta2 = beta2() + epsilon = epsilon() + + opt = lazy_adam_optimizer.LazyAdamOptimizer( + learning_rate=learning_rate) + if not context.executing_eagerly(): + update = opt.apply_gradients( + zip([grads0, grads1], [var0, var1])) + self.evaluate(variables.global_variables_initializer()) + # Fetch params to validate initial values + self.assertAllClose([1.0, 2.0], self.evaluate(var0)) + self.assertAllClose([3.0, 4.0], self.evaluate(var1)) + + # Run 3 steps of Adam + for t in range(3): + beta_1_power, beta_2_power = get_beta_accumulators( + opt, dtype) + self.assertAllCloseAccordingToType( + 0.9**(t + 1), self.evaluate(beta_1_power)) + self.assertAllCloseAccordingToType( + 0.999**(t + 1), self.evaluate(beta_2_power)) + if not context.executing_eagerly(): + self.evaluate(update) + else: + opt.apply_gradients( + zip([grads0, grads1], [var0, var1])) + + var0_np, m0, v0 = adam_update_numpy( + var0_np, grads0_np, t, m0, v0) + var1_np, m1, v1 = adam_update_numpy( + var1_np, grads1_np, t, m1, v1) + + # Validate updated params + self.assertAllCloseAccordingToType(var0_np, + self.evaluate(var0)) + self.assertAllCloseAccordingToType(var1_np, + self.evaluate(var1)) + self.assertEqual("var0_%d/m:0" % (i, ), + opt.get_slot(var0, "m").name) + + @test_util.run_in_graph_and_eager_modes(reset_test=True) + def testResourceBasic(self): + self.doTestBasic() + + def testBasicCallableParams(self): + with context.eager_mode(): + self.doTestBasic(use_callable_params=True) + + @test_util.run_deprecated_v1 + def testTensorLearningRate(self): + for dtype in [dtypes.half, dtypes.float32, dtypes.float64]: + with self.cached_session(): + # Initialize variables for numpy implementation. + m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0 + var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype) + grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype) + var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype) + grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype) + + var0 = variables.Variable(var0_np) + var1 = variables.Variable(var1_np) + grads0 = constant_op.constant(grads0_np) + grads1 = constant_op.constant(grads1_np) + opt = lazy_adam_optimizer.LazyAdamOptimizer( + constant_op.constant(0.001)) + update = opt.apply_gradients( + zip([grads0, grads1], [var0, var1])) + self.evaluate(variables.global_variables_initializer()) + + # Fetch params to validate initial values + self.assertAllClose([1.0, 2.0], var0.eval()) + self.assertAllClose([3.0, 4.0], var1.eval()) + + beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype) + # Run 3 steps of Adam + for t in range(3): + self.assertAllCloseAccordingToType( + 0.9**(t + 1), self.evaluate(beta_1_power)) + self.assertAllCloseAccordingToType( + 0.999**(t + 1), self.evaluate(beta_2_power)) + self.evaluate(update) + + var0_np, m0, v0 = adam_update_numpy( + var0_np, grads0_np, t, m0, v0) + var1_np, m1, v1 = adam_update_numpy( + var1_np, grads1_np, t, m1, v1) + + # Validate updated params + self.assertAllCloseAccordingToType(var0_np, + self.evaluate(var0)) + self.assertAllCloseAccordingToType(var1_np, + self.evaluate(var1)) + + @test_util.run_deprecated_v1 + def testSharing(self): + for dtype in [dtypes.half, dtypes.float32, dtypes.float64]: + with self.cached_session(): + # Initialize variables for numpy implementation. + m0, v0, m1, v1 = 0.0, 0.0, 0.0, 0.0 + var0_np = np.array([1.0, 2.0], dtype=dtype.as_numpy_dtype) + grads0_np = np.array([0.1, 0.1], dtype=dtype.as_numpy_dtype) + var1_np = np.array([3.0, 4.0], dtype=dtype.as_numpy_dtype) + grads1_np = np.array([0.01, 0.01], dtype=dtype.as_numpy_dtype) + + var0 = variables.Variable(var0_np) + var1 = variables.Variable(var1_np) + grads0 = constant_op.constant(grads0_np) + grads1 = constant_op.constant(grads1_np) + opt = lazy_adam_optimizer.LazyAdamOptimizer() + update1 = opt.apply_gradients( + zip([grads0, grads1], [var0, var1])) + update2 = opt.apply_gradients( + zip([grads0, grads1], [var0, var1])) + self.evaluate(variables.global_variables_initializer()) + + beta_1_power, beta_2_power = get_beta_accumulators(opt, dtype) + + # Fetch params to validate initial values + self.assertAllClose([1.0, 2.0], self.evaluate(var0)) + self.assertAllClose([3.0, 4.0], self.evaluate(var1)) + + # Run 3 steps of intertwined Adam1 and Adam2. + for t in range(3): + self.assertAllCloseAccordingToType( + 0.9**(t + 1), self.evaluate(beta_1_power)) + self.assertAllCloseAccordingToType( + 0.999**(t + 1), self.evaluate(beta_2_power)) + if t % 2 == 0: + update1.run() + else: + update2.run() + + var0_np, m0, v0 = adam_update_numpy( + var0_np, grads0_np, t, m0, v0) + var1_np, m1, v1 = adam_update_numpy( + var1_np, grads1_np, t, m1, v1) + + # Validate updated params + self.assertAllCloseAccordingToType(var0_np, + self.evaluate(var0)) + self.assertAllCloseAccordingToType(var1_np, + self.evaluate(var1)) + + def testSlotsUniqueEager(self): + with context.eager_mode(): + v1 = resource_variable_ops.ResourceVariable(1.) + v2 = resource_variable_ops.ResourceVariable(1.) + opt = lazy_adam_optimizer.LazyAdamOptimizer(1.) + opt.minimize(lambda: v1 + v2, var_list=[v1, v2]) + # There should be iteration, and two unique slot variables for v1 and v2. + self.assertEqual(5, len(set(opt.variables()))) + self.assertEqual( + self.evaluate(opt.variables()[0]), + self.evaluate(opt.iterations)) + + +if __name__ == "__main__": + test.main()