addsign.py

# Copyright 2017 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.
# ==============================================================================
"""Implementation of AddSign."""

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

from tensorflow.python.framework import ops
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 state_ops
from tensorflow.python.training import optimizer
from tensorflow.python.training import training_ops


class AddSignOptimizer(optimizer.Optimizer):
  """Optimizer that implements the AddSign update.

  See [Bello et al., ICML2017],
  [Neural Optimizer Search with RL](https://arxiv.org/abs/1709.07417).
  """

  def __init__(self,
               learning_rate=0.1,
               alpha=1.0,
               beta=0.9,
               sign_decay_fn=None,
               use_locking=False,
               name='AddSignOptimizer'):
    """Constructs a new AddSignOptimizer object.

    Initialization:

    ```
    m_0 <- 0 (Initialize initial 1st moment vector)
    t <- 0 (Initialize timestep)
    ```

    Update:

    ```
    t <- t + 1
    m_t <- beta1 * m_{t-1} + (1 - beta1) * g
    sign_decay <- sign_decay_fn(t)
    update <- (alpha + sign_decay * sign(g) *sign(m)) * g
    variable <- variable - lr_t * update
    ```

    Example for AddSign-ld (AddSign with linear sign decay)
    ```
    decay_steps = 1000
    linear_decay_fn = sign_decays.get_linear_decay_fn(decay_steps)
    opt = AddSignOptimizer(learning_rate=0.1, sign_decay_fn=linear_decay_fn)
    ```

    Args:
      learning_rate: learning_rate used when taking a step.
      alpha: alpha used in optimizer.
      beta: decay used for computing the moving average m.
      sign_decay_fn: decay function applied to the sign(g) sign(m) quantity.
          Takes global_step as an argument. See sign_decay.py for some examples.
      use_locking: If True, use locks for update operations.
      name: Optional name for the operations created when applying gradients.
        Defaults to "AddSignOptimizer".
    """
    super(AddSignOptimizer, self).__init__(use_locking, name)
    self._lr = learning_rate
    self._alpha = alpha
    self._beta = beta

    self._sign_decay_fn = sign_decay_fn

    # Tensor versions of the constructor arguments, created in _prepare().
    self._lr_t = None
    self._alpha_t = None
    self._beta_t = None

  def apply_gradients(self, grads_and_vars, global_step=None, name=None):
    if self._sign_decay_fn is not None:
      self._sign_decay_t = ops.convert_to_tensor(
          self._sign_decay_fn(global_step), name='sign_decay')
    return super(AddSignOptimizer, self).apply_gradients(
        grads_and_vars, global_step=global_step, name=name)

  def _create_slots(self, var_list):
    # Create slots for the first moment.
    for v in var_list:
      self._zeros_slot(v, 'm', self._name)

  def _prepare(self):
    self._lr_t = ops.convert_to_tensor(self._lr, name='learning_rate')
    self._beta_t = ops.convert_to_tensor(self._beta, name='beta')
    self._alpha_t = ops.convert_to_tensor(self._alpha, name='alpha')
    if self._sign_decay_fn is None:
      self._sign_decay_t = ops.convert_to_tensor(1.0, name='sign_decay')

  def _apply_dense(self, grad, var):
    m = self.get_slot(var, 'm')
    return training_ops.apply_add_sign(
        var,
        m,
        math_ops.cast(self._lr_t, var.dtype.base_dtype),
        math_ops.cast(self._alpha_t, var.dtype.base_dtype),
        math_ops.cast(self._sign_decay_t, var.dtype.base_dtype),
        math_ops.cast(self._beta_t, var.dtype.base_dtype),
        grad,
        use_locking=self._use_locking).op

  def _resource_apply_dense(self, grad, var):
    m = self.get_slot(var, 'm')
    return training_ops.resource_apply_add_sign(
        var.handle,
        m.handle,
        math_ops.cast(self._lr_t, var.dtype.base_dtype),
        math_ops.cast(self._alpha_t, var.dtype.base_dtype),
        math_ops.cast(self._sign_decay_t, var.dtype.base_dtype),
        math_ops.cast(self._beta_t, var.dtype.base_dtype),
        grad,
        use_locking=self._use_locking)

  def _apply_sparse(self, grad, var):
    lr_t = math_ops.cast(self._lr_t, var.dtype.base_dtype)
    alpha_t = math_ops.cast(self._alpha_t, var.dtype.base_dtype)
    beta_t = math_ops.cast(self._beta_t, var.dtype.base_dtype)

    m = self.get_slot(var, 'm')
    m_t = state_ops.assign(
        m, (m * beta_t) + (grad * (1 - beta_t)), use_locking=self._use_locking)

    sign_g = ops.IndexedSlices(
        math_ops.sign(grad.values), grad.indices, dense_shape=grad.dense_shape)
    sign_gm = ops.IndexedSlices(
        array_ops.gather(math_ops.sign(m_t), sign_g.indices) * sign_g.values,
        sign_g.indices,
        dense_shape=sign_g.dense_shape)

    sign_decayed = math_ops.cast(
        self._sign_decay_t, var.dtype.base_dtype)
    multiplier_values = alpha_t + sign_decayed * sign_gm.values
    multiplier = ops.IndexedSlices(
        multiplier_values, sign_gm.indices, dense_shape=sign_gm.dense_shape)

    final_update = ops.IndexedSlices(
        lr_t * multiplier.values * grad.values,
        multiplier.indices,
        dense_shape=multiplier.dense_shape)

    var_update = state_ops.scatter_sub(
        var,
        final_update.indices,
        final_update.values,
        use_locking=self._use_locking)

    return control_flow_ops.group(* [var_update, m_t])