Module keras.optimizer_v2.adam

Adam optimizer implementation.

Expand source code
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"""Adam optimizer implementation."""

import tensorflow.compat.v2 as tf
from keras import backend_config
from keras.optimizer_v2 import optimizer_v2
from tensorflow.python.util.tf_export import keras_export


@keras_export('keras.optimizers.Adam')
class Adam(optimizer_v2.OptimizerV2):
  r"""Optimizer that implements the Adam algorithm.

  Adam optimization is a stochastic gradient descent method that is based on
  adaptive estimation of first-order and second-order moments.

  According to
  [Kingma et al., 2014](http://arxiv.org/abs/1412.6980),
  the method is "*computationally
  efficient, has little memory requirement, invariant to diagonal rescaling of
  gradients, and is well suited for problems that are large in terms of
  data/parameters*".

  Args:
    learning_rate: A `Tensor`, floating point value, or a schedule that is a
      `tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable
      that takes no arguments and returns the actual value to use, The
      learning rate. Defaults to 0.001.
    beta_1: A float value or a constant float tensor, or a callable
      that takes no arguments and returns the actual value to use. The
      exponential decay rate for the 1st moment estimates. Defaults to 0.9.
    beta_2: A float value or a constant float tensor, or a callable
      that takes no arguments and returns the actual value to use, The
      exponential decay rate for the 2nd moment estimates. Defaults to 0.999.
    epsilon: A small constant for numerical stability. This epsilon is
      "epsilon hat" in the Kingma and Ba paper (in the formula just before
      Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
      1e-7.
    amsgrad: Boolean. Whether to apply AMSGrad variant of this algorithm from
      the paper "On the Convergence of Adam and beyond". Defaults to `False`.
    name: Optional name for the operations created when applying gradients.
      Defaults to `"Adam"`.
    **kwargs: Keyword arguments. Allowed to be one of
      `"clipnorm"` or `"clipvalue"`.
      `"clipnorm"` (float) clips gradients by norm; `"clipvalue"` (float) clips
      gradients by value.

  Usage:

  >>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
  >>> var1 = tf.Variable(10.0)
  >>> loss = lambda: (var1 ** 2)/2.0       # d(loss)/d(var1) == var1
  >>> step_count = opt.minimize(loss, [var1]).numpy()
  >>> # The first step is `-learning_rate*sign(grad)`
  >>> var1.numpy()
  9.9

  Reference:
    - [Kingma et al., 2014](http://arxiv.org/abs/1412.6980)
    - [Reddi et al., 2018](
        https://openreview.net/pdf?id=ryQu7f-RZ) for `amsgrad`.

  Notes:

  The default value of 1e-7 for epsilon might not be a good default in
  general. For example, when training an Inception network on ImageNet a
  current good choice is 1.0 or 0.1. Note that since Adam uses the
  formulation just before Section 2.1 of the Kingma and Ba paper rather than
  the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon
  hat" in the paper.

  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) does apply momentum to variable slices even if
  they were not used in the forward pass (meaning they have a gradient equal
  to zero). Momentum decay (beta1) is also applied to the entire momentum
  accumulator. This means that the sparse behavior is equivalent to the dense
  behavior (in contrast to some momentum implementations which ignore momentum
  unless a variable slice was actually used).
  """

  _HAS_AGGREGATE_GRAD = True

  def __init__(self,
               learning_rate=0.001,
               beta_1=0.9,
               beta_2=0.999,
               epsilon=1e-7,
               amsgrad=False,
               name='Adam',
               **kwargs):
    super(Adam, 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()
    self.amsgrad = amsgrad

  def _create_slots(self, var_list):
    # Create slots for the first and second moments.
    # Separate for-loops to respect the ordering of slot variables from v1.
    for var in var_list:
      self.add_slot(var, 'm')
    for var in var_list:
      self.add_slot(var, 'v')
    if self.amsgrad:
      for var in var_list:
        self.add_slot(var, 'vhat')

  def _prepare_local(self, var_device, var_dtype, apply_state):
    super(Adam, self)._prepare_local(var_device, var_dtype, apply_state)

    local_step = tf.cast(self.iterations + 1, var_dtype)
    beta_1_t = tf.identity(self._get_hyper('beta_1', var_dtype))
    beta_2_t = tf.identity(self._get_hyper('beta_2', var_dtype))
    beta_1_power = tf.pow(beta_1_t, local_step)
    beta_2_power = tf.pow(beta_2_t, local_step)
    lr = (apply_state[(var_device, var_dtype)]['lr_t'] *
          (tf.sqrt(1 - beta_2_power) / (1 - beta_1_power)))
    apply_state[(var_device, var_dtype)].update(
        dict(
            lr=lr,
            epsilon=tf.convert_to_tensor(
                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,
            beta_2_power=beta_2_power,
            one_minus_beta_2_t=1 - beta_2_t))

  def set_weights(self, weights):
    params = self.weights
    # If the weights are generated by Keras V1 optimizer, it includes vhats
    # even without amsgrad, i.e, V1 optimizer has 3x + 1 variables, while V2
    # optimizer has 2x + 1 variables. Filter vhats out for compatibility.
    num_vars = int((len(params) - 1) / 2)
    if len(weights) == 3 * num_vars + 1:
      weights = weights[:len(params)]
    super(Adam, self).set_weights(weights)

  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')

    if not self.amsgrad:
      return tf.raw_ops.ResourceApplyAdam(
          var=var.handle,
          m=m.handle,
          v=v.handle,
          beta1_power=coefficients['beta_1_power'],
          beta2_power=coefficients['beta_2_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)
    else:
      vhat = self.get_slot(var, 'vhat')
      return tf.raw_ops.ResourceApplyAdamWithAmsgrad(
          var=var.handle,
          m=m.handle,
          v=v.handle,
          vhat=vhat.handle,
          beta1_power=coefficients['beta_1_power'],
          beta2_power=coefficients['beta_2_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_scaled_g_values = grad * coefficients['one_minus_beta_1_t']
    m_t = tf.compat.v1.assign(m, m * coefficients['beta_1_t'],
                           use_locking=self._use_locking)
    with tf.control_dependencies([m_t]):
      m_t = self._resource_scatter_add(m, indices, m_scaled_g_values)

    # v_t = beta2 * v + (1 - beta2) * (g_t * g_t)
    v = self.get_slot(var, 'v')
    v_scaled_g_values = (grad * grad) * coefficients['one_minus_beta_2_t']
    v_t = tf.compat.v1.assign(v, v * coefficients['beta_2_t'],
                           use_locking=self._use_locking)
    with tf.control_dependencies([v_t]):
      v_t = self._resource_scatter_add(v, indices, v_scaled_g_values)

    if not self.amsgrad:
      v_sqrt = tf.sqrt(v_t)
      var_update = tf.compat.v1.assign_sub(
          var, coefficients['lr'] * m_t / (v_sqrt + coefficients['epsilon']),
          use_locking=self._use_locking)
      return tf.group(*[var_update, m_t, v_t])
    else:
      v_hat = self.get_slot(var, 'vhat')
      v_hat_t = tf.maximum(v_hat, v_t)
      with tf.control_dependencies([v_hat_t]):
        v_hat_t = tf.compat.v1.assign(
            v_hat, v_hat_t, use_locking=self._use_locking)
      v_hat_sqrt = tf.sqrt(v_hat_t)
      var_update = tf.compat.v1.assign_sub(
          var,
          coefficients['lr'] * m_t / (v_hat_sqrt + coefficients['epsilon']),
          use_locking=self._use_locking)
      return tf.group(*[var_update, m_t, v_t, v_hat_t])

  def get_config(self):
    config = super(Adam, self).get_config()
    config.update({
        'learning_rate': self._serialize_hyperparameter('learning_rate'),
        'decay': self._initial_decay,
        'beta_1': self._serialize_hyperparameter('beta_1'),
        'beta_2': self._serialize_hyperparameter('beta_2'),
        'epsilon': self.epsilon,
        'amsgrad': self.amsgrad,
    })
    return config


class NonFusedAdam(optimizer_v2.OptimizerV2):
  r"""Optimizer that implements the Adam algorithm without fused kernels.

  Adam optimization is a stochastic gradient descent method that is based on
  adaptive estimation of first-order and second-order moments.
  According to the paper
  [Adam: A Method for Stochastic Optimization. Kingma et al.,
  2014](http://arxiv.org/abs/1412.6980), the method is "*computationally
  efficient, has little memory requirement, invariant to diagonal rescaling of
  gradients, and is well suited for problems that are large in terms of
  data/parameters*".

  For AMSGrad see [On The Convergence Of Adam And Beyond.
  Reddi et al., 5-8](https://openreview.net/pdf?id=ryQu7f-RZ).

  **If amsgrad = False**:

  initialize $m_0$ as 1st moment vector
  initialize $v_0$ as 2nd moment vector

  The update rule for $\theta$ with gradient $g$ uses an optimization
  described at the end of section 2 of the paper:

  $$lr_t = \mathrm{learning\_rate} *
    \sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$
  $$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$
  $$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$
  $$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{v_t} + \epsilon)$$

  **If amsgrad = True**:

  initialize $m_0$ as 1st moment vector
  initialize $v_0$ as 2nd moment vector
  initialize $\hat{v}_0$ as 2nd moment vector

  The update rule for $\theta$ with gradient $g$ uses an optimization
  described at the end of section 2 of the paper:

  $$lr_t = \mathrm{learning\_rate} *
    \sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$

  $$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$
  $$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$
  $$\hat{v}_t = \max(\hat{v}_{t-1}, v_t)$$
  $$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{\hat{v}_t} + \epsilon)$$

  The default value of 1e-7 for epsilon might not be a good default in
  general. For example, when training an Inception network on ImageNet a
  current good choice is 1.0 or 0.1. Note that since Adam uses the
  formulation just before Section 2.1 of the Kingma and Ba paper rather than
  the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon
  hat" in the paper.

  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) does apply momentum to variable slices even if
  they were not used in the forward pass (meaning they have a gradient equal
  to zero). Momentum decay (beta1) is also applied to the entire momentum
  accumulator. This means that the sparse behavior is equivalent to the dense
  behavior (in contrast to some momentum implementations which ignore momentum
  unless a variable slice was actually used).

  Usage:

  >>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
  >>> var1 = tf.Variable(10.0)
  >>> loss = lambda: (var1 ** 2)/2.0       # d(loss)/d(var1) == var1
  >>> step_count = opt.minimize(loss, [var1]).numpy()
  >>> # The first step is `-learning_rate*sign(grad)`
  >>> var1.numpy()
  9.9
  """

  _HAS_AGGREGATE_GRAD = True

  def __init__(self,
               learning_rate=0.001,
               beta_1=0.9,
               beta_2=0.999,
               epsilon=1e-7,
               amsgrad=False,
               name='Adam',
               **kwargs):
    """Construct a new Adam optimizer.

    Args:
      learning_rate: A `Tensor`, floating point value, or a schedule that is a
        `tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable that
        takes no arguments and returns the actual value to use, The learning
        rate. Defaults to 0.001.
      beta_1: A float value or a constant float tensor, or a callable that takes
        no arguments and returns the actual value to use. The exponential decay
        rate for the 1st moment estimates. Defaults to 0.9.
      beta_2: A float value or a constant float tensor, or a callable that takes
        no arguments and returns the actual value to use, The exponential decay
        rate for the 2nd moment estimates. Defaults to 0.999.
      epsilon: A small constant for numerical stability. This epsilon is
        "epsilon hat" in the Kingma and Ba paper (in the formula just before
        Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
        1e-7.
      amsgrad: Boolean. Whether to apply AMSGrad variant of this algorithm from
        the paper "On the Convergence of Adam and beyond". Defaults to `False`.
      name: Optional name for the operations created when applying gradients.
        Defaults to "Adam".
      **kwargs: keyword arguments. Allowed to be {`clipnorm`, `clipvalue`, `lr`,
        `decay`}. `clipnorm` is clip gradients by norm; `clipvalue` is clip
        gradients by value, `decay` is included for backward compatibility to
        allow time inverse decay of learning rate. `lr` is included for backward
        compatibility, recommended to use `learning_rate` instead.
    """

    super(NonFusedAdam, 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()
    self.amsgrad = amsgrad

  def _create_slots(self, var_list):
    # Create slots for the first and second moments.
    # Separate for-loops to respect the ordering of slot variables from v1.
    for var in var_list:
      self.add_slot(var, 'm')
    for var in var_list:
      self.add_slot(var, 'v')
    if self.amsgrad:
      for var in var_list:
        self.add_slot(var, 'vhat')

  def _prepare_local(self, var_device, var_dtype, apply_state):
    super(NonFusedAdam, self)._prepare_local(var_device, var_dtype, apply_state)

    local_step = tf.cast(self.iterations + 1, var_dtype)
    beta_1_t = tf.identity(self._get_hyper('beta_1', var_dtype))
    beta_2_t = tf.identity(self._get_hyper('beta_2', var_dtype))
    beta_1_power = tf.pow(beta_1_t, local_step)
    beta_2_power = tf.pow(beta_2_t, local_step)
    lr = (
        apply_state[(var_device, var_dtype)]['lr_t'] *
        (tf.sqrt(1 - beta_2_power) / (1 - beta_1_power)))
    apply_state[(var_device, var_dtype)].update(
        dict(
            lr=lr,
            epsilon=tf.convert_to_tensor(
                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,
            beta_2_power=beta_2_power,
            one_minus_beta_2_t=1 - beta_2_t))

  def set_weights(self, weights):
    params = self.weights
    # If the weights are generated by Keras V1 optimizer, it includes vhats
    # even without amsgrad, i.e, V1 optimizer has 3x + 1 variables, while V2
    # optimizer has 2x + 1 variables. Filter vhats out for compatibility.
    num_vars = int((len(params) - 1) / 2)
    if len(weights) == 3 * num_vars + 1:
      weights = weights[:len(params)]
    super(NonFusedAdam, self).set_weights(weights)

  @tf.function(jit_compile=True)
  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')

    alpha = (
        coefficients['lr_t'] * tf.sqrt(1 - coefficients['beta_2_power']) /
        (1 - coefficients['beta_1_power']))
    m.assign_add((grad - m) * (1 - coefficients['beta_1_t']))
    v.assign_add((tf.square(grad) - v) * (1 - coefficients['beta_2_t']))
    if self.amsgrad:
      vhat = self.get_slot(var, 'vhat')
      vhat.assign(tf.maximum(vhat, v))
      v = vhat
    var.assign_sub(
        (m * alpha) / (tf.sqrt(v) - coefficients['epsilon']))

  @tf.function(jit_compile=True)
  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_scaled_g_values = grad * coefficients['one_minus_beta_1_t']
    m.assign(m * coefficients['beta_1_t'])
    m.scatter_add(tf.IndexedSlices(m_scaled_g_values, indices))

    # v_t = beta2 * v + (1 - beta2) * (g_t * g_t)
    v = self.get_slot(var, 'v')
    v_scaled_g_values = (grad * grad) * coefficients['one_minus_beta_2_t']
    v.assign(v * coefficients['beta_2_t'])
    v.scatter_add(tf.IndexedSlices(v_scaled_g_values, indices))

    if not self.amsgrad:
      var.assign_sub(coefficients['lr'] * m /
                     (tf.sqrt(v) + coefficients['epsilon']))
    else:
      v_hat = self.get_slot(var, 'vhat')
      v_hat.assign(tf.maximum(v_hat, v))
      var.assign_sub(coefficients['lr'] * m /
                     (tf.sqrt(v_hat) + coefficients['epsilon']))

  def get_config(self):
    config = super(NonFusedAdam, self).get_config()
    config.update({
        'learning_rate': self._serialize_hyperparameter('learning_rate'),
        'decay': self._initial_decay,
        'beta_1': self._serialize_hyperparameter('beta_1'),
        'beta_2': self._serialize_hyperparameter('beta_2'),
        'epsilon': self.epsilon,
        'amsgrad': self.amsgrad,
    })
    return config

Classes

class Adam (learning_rate=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-07, amsgrad=False, name='Adam', **kwargs)

Optimizer that implements the Adam algorithm.

Adam optimization is a stochastic gradient descent method that is based on adaptive estimation of first-order and second-order moments.

According to Kingma et al., 2014, the method is "computationally efficient, has little memory requirement, invariant to diagonal rescaling of gradients, and is well suited for problems that are large in terms of data/parameters".

Args

learning_rate
A Tensor, floating point value, or a schedule that is a tf.keras.optimizers.schedules.LearningRateSchedule, or a callable that takes no arguments and returns the actual value to use, The learning rate. Defaults to 0.001.
beta_1
A float value or a constant float tensor, or a callable that takes no arguments and returns the actual value to use. The exponential decay rate for the 1st moment estimates. Defaults to 0.9.
beta_2
A float value or a constant float tensor, or a callable that takes no arguments and returns the actual value to use, The exponential decay rate for the 2nd moment estimates. Defaults to 0.999.
epsilon
A small constant for numerical stability. This epsilon is "epsilon hat" in the Kingma and Ba paper (in the formula just before Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to 1e-7.
amsgrad
Boolean. Whether to apply AMSGrad variant of this algorithm from the paper "On the Convergence of Adam and beyond". Defaults to False.
name
Optional name for the operations created when applying gradients. Defaults to "Adam".
**kwargs
Keyword arguments. Allowed to be one of "clipnorm" or "clipvalue". "clipnorm" (float) clips gradients by norm; "clipvalue" (float) clips gradients by value.

Usage:

>>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
>>> var1 = tf.Variable(10.0)
>>> loss = lambda: (var1 ** 2)/2.0       # d(loss)/d(var1) == var1
>>> step_count = opt.minimize(loss, [var1]).numpy()
>>> # The first step is `-learning_rate*sign(grad)`
>>> var1.numpy()
9.9

Reference

Notes:

The default value of 1e-7 for epsilon might not be a good default in general. For example, when training an Inception network on ImageNet a current good choice is 1.0 or 0.1. Note that since Adam uses the formulation just before Section 2.1 of the Kingma and Ba paper rather than the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon hat" in the paper.

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) does apply momentum to variable slices even if they were not used in the forward pass (meaning they have a gradient equal to zero). Momentum decay (beta1) is also applied to the entire momentum accumulator. This means that the sparse behavior is equivalent to the dense behavior (in contrast to some momentum implementations which ignore momentum unless a variable slice was actually used).

Create a new Optimizer.

This must be called by the constructors of subclasses. Note that Optimizer instances should not bind to a single graph, and so shouldn't keep Tensors as member variables. Generally you should be able to use the _set_hyper()/state.get_hyper() facility instead.

This class is stateful and thread-compatible.

Example of custom gradient transformations:

def my_gradient_transformer(grads_and_vars):
  # Simple example, double the gradients.
  return [(2. * g, v) for g, v in grads_and_vars]

optimizer = tf.keras.optimizers.SGD(
    1e-3, gradient_transformers=[my_gradient_transformer])

Args

name
String. The name to use for momentum accumulator weights created by the optimizer.
gradient_aggregator
The function to use to aggregate gradients across devices (when using tf.distribute.Strategy). If None, defaults to summing the gradients across devices. The function should accept and return a list of (gradient, variable) tuples.
gradient_transformers
Optional. List of functions to use to transform gradients before applying updates to Variables. The functions are applied after gradient_aggregator. The functions should accept and return a list of (gradient, variable) tuples.
**kwargs
keyword arguments. Allowed arguments are clipvalue, clipnorm, global_clipnorm. If clipvalue (float) is set, the gradient of each weight is clipped to be no higher than this value. If clipnorm (float) is set, the gradient of each weight is individually clipped so that its norm is no higher than this value. If global_clipnorm (float) is set the gradient of all weights is clipped so that their global norm is no higher than this value.

Raises

ValueError
in case of any invalid argument.
Expand source code
class Adam(optimizer_v2.OptimizerV2):
  r"""Optimizer that implements the Adam algorithm.

  Adam optimization is a stochastic gradient descent method that is based on
  adaptive estimation of first-order and second-order moments.

  According to
  [Kingma et al., 2014](http://arxiv.org/abs/1412.6980),
  the method is "*computationally
  efficient, has little memory requirement, invariant to diagonal rescaling of
  gradients, and is well suited for problems that are large in terms of
  data/parameters*".

  Args:
    learning_rate: A `Tensor`, floating point value, or a schedule that is a
      `tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable
      that takes no arguments and returns the actual value to use, The
      learning rate. Defaults to 0.001.
    beta_1: A float value or a constant float tensor, or a callable
      that takes no arguments and returns the actual value to use. The
      exponential decay rate for the 1st moment estimates. Defaults to 0.9.
    beta_2: A float value or a constant float tensor, or a callable
      that takes no arguments and returns the actual value to use, The
      exponential decay rate for the 2nd moment estimates. Defaults to 0.999.
    epsilon: A small constant for numerical stability. This epsilon is
      "epsilon hat" in the Kingma and Ba paper (in the formula just before
      Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
      1e-7.
    amsgrad: Boolean. Whether to apply AMSGrad variant of this algorithm from
      the paper "On the Convergence of Adam and beyond". Defaults to `False`.
    name: Optional name for the operations created when applying gradients.
      Defaults to `"Adam"`.
    **kwargs: Keyword arguments. Allowed to be one of
      `"clipnorm"` or `"clipvalue"`.
      `"clipnorm"` (float) clips gradients by norm; `"clipvalue"` (float) clips
      gradients by value.

  Usage:

  >>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
  >>> var1 = tf.Variable(10.0)
  >>> loss = lambda: (var1 ** 2)/2.0       # d(loss)/d(var1) == var1
  >>> step_count = opt.minimize(loss, [var1]).numpy()
  >>> # The first step is `-learning_rate*sign(grad)`
  >>> var1.numpy()
  9.9

  Reference:
    - [Kingma et al., 2014](http://arxiv.org/abs/1412.6980)
    - [Reddi et al., 2018](
        https://openreview.net/pdf?id=ryQu7f-RZ) for `amsgrad`.

  Notes:

  The default value of 1e-7 for epsilon might not be a good default in
  general. For example, when training an Inception network on ImageNet a
  current good choice is 1.0 or 0.1. Note that since Adam uses the
  formulation just before Section 2.1 of the Kingma and Ba paper rather than
  the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon
  hat" in the paper.

  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) does apply momentum to variable slices even if
  they were not used in the forward pass (meaning they have a gradient equal
  to zero). Momentum decay (beta1) is also applied to the entire momentum
  accumulator. This means that the sparse behavior is equivalent to the dense
  behavior (in contrast to some momentum implementations which ignore momentum
  unless a variable slice was actually used).
  """

  _HAS_AGGREGATE_GRAD = True

  def __init__(self,
               learning_rate=0.001,
               beta_1=0.9,
               beta_2=0.999,
               epsilon=1e-7,
               amsgrad=False,
               name='Adam',
               **kwargs):
    super(Adam, 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()
    self.amsgrad = amsgrad

  def _create_slots(self, var_list):
    # Create slots for the first and second moments.
    # Separate for-loops to respect the ordering of slot variables from v1.
    for var in var_list:
      self.add_slot(var, 'm')
    for var in var_list:
      self.add_slot(var, 'v')
    if self.amsgrad:
      for var in var_list:
        self.add_slot(var, 'vhat')

  def _prepare_local(self, var_device, var_dtype, apply_state):
    super(Adam, self)._prepare_local(var_device, var_dtype, apply_state)

    local_step = tf.cast(self.iterations + 1, var_dtype)
    beta_1_t = tf.identity(self._get_hyper('beta_1', var_dtype))
    beta_2_t = tf.identity(self._get_hyper('beta_2', var_dtype))
    beta_1_power = tf.pow(beta_1_t, local_step)
    beta_2_power = tf.pow(beta_2_t, local_step)
    lr = (apply_state[(var_device, var_dtype)]['lr_t'] *
          (tf.sqrt(1 - beta_2_power) / (1 - beta_1_power)))
    apply_state[(var_device, var_dtype)].update(
        dict(
            lr=lr,
            epsilon=tf.convert_to_tensor(
                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,
            beta_2_power=beta_2_power,
            one_minus_beta_2_t=1 - beta_2_t))

  def set_weights(self, weights):
    params = self.weights
    # If the weights are generated by Keras V1 optimizer, it includes vhats
    # even without amsgrad, i.e, V1 optimizer has 3x + 1 variables, while V2
    # optimizer has 2x + 1 variables. Filter vhats out for compatibility.
    num_vars = int((len(params) - 1) / 2)
    if len(weights) == 3 * num_vars + 1:
      weights = weights[:len(params)]
    super(Adam, self).set_weights(weights)

  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')

    if not self.amsgrad:
      return tf.raw_ops.ResourceApplyAdam(
          var=var.handle,
          m=m.handle,
          v=v.handle,
          beta1_power=coefficients['beta_1_power'],
          beta2_power=coefficients['beta_2_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)
    else:
      vhat = self.get_slot(var, 'vhat')
      return tf.raw_ops.ResourceApplyAdamWithAmsgrad(
          var=var.handle,
          m=m.handle,
          v=v.handle,
          vhat=vhat.handle,
          beta1_power=coefficients['beta_1_power'],
          beta2_power=coefficients['beta_2_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_scaled_g_values = grad * coefficients['one_minus_beta_1_t']
    m_t = tf.compat.v1.assign(m, m * coefficients['beta_1_t'],
                           use_locking=self._use_locking)
    with tf.control_dependencies([m_t]):
      m_t = self._resource_scatter_add(m, indices, m_scaled_g_values)

    # v_t = beta2 * v + (1 - beta2) * (g_t * g_t)
    v = self.get_slot(var, 'v')
    v_scaled_g_values = (grad * grad) * coefficients['one_minus_beta_2_t']
    v_t = tf.compat.v1.assign(v, v * coefficients['beta_2_t'],
                           use_locking=self._use_locking)
    with tf.control_dependencies([v_t]):
      v_t = self._resource_scatter_add(v, indices, v_scaled_g_values)

    if not self.amsgrad:
      v_sqrt = tf.sqrt(v_t)
      var_update = tf.compat.v1.assign_sub(
          var, coefficients['lr'] * m_t / (v_sqrt + coefficients['epsilon']),
          use_locking=self._use_locking)
      return tf.group(*[var_update, m_t, v_t])
    else:
      v_hat = self.get_slot(var, 'vhat')
      v_hat_t = tf.maximum(v_hat, v_t)
      with tf.control_dependencies([v_hat_t]):
        v_hat_t = tf.compat.v1.assign(
            v_hat, v_hat_t, use_locking=self._use_locking)
      v_hat_sqrt = tf.sqrt(v_hat_t)
      var_update = tf.compat.v1.assign_sub(
          var,
          coefficients['lr'] * m_t / (v_hat_sqrt + coefficients['epsilon']),
          use_locking=self._use_locking)
      return tf.group(*[var_update, m_t, v_t, v_hat_t])

  def get_config(self):
    config = super(Adam, self).get_config()
    config.update({
        'learning_rate': self._serialize_hyperparameter('learning_rate'),
        'decay': self._initial_decay,
        'beta_1': self._serialize_hyperparameter('beta_1'),
        'beta_2': self._serialize_hyperparameter('beta_2'),
        'epsilon': self.epsilon,
        'amsgrad': self.amsgrad,
    })
    return config

Ancestors

  • OptimizerV2
  • tensorflow.python.training.tracking.base.Trackable

Inherited members

class NonFusedAdam (learning_rate=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-07, amsgrad=False, name='Adam', **kwargs)

Optimizer that implements the Adam algorithm without fused kernels.

Adam optimization is a stochastic gradient descent method that is based on adaptive estimation of first-order and second-order moments. According to the paper Adam: A Method for Stochastic Optimization. Kingma et al., 2014, the method is "computationally efficient, has little memory requirement, invariant to diagonal rescaling of gradients, and is well suited for problems that are large in terms of data/parameters".

For AMSGrad see On The Convergence Of Adam And Beyond. Reddi et al., 5-8.

If amsgrad = False:

initialize $m_0$ as 1st moment vector initialize $v_0$ as 2nd moment vector

The update rule for $\theta$ with gradient $g$ uses an optimization described at the end of section 2 of the paper:

$$lr_t = \mathrm{learning_rate} * \sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$ $$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$ $$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$ $$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{v_t} + \epsilon)$$

If amsgrad = True:

initialize $m_0$ as 1st moment vector initialize $v_0$ as 2nd moment vector initialize $\hat{v}_0$ as 2nd moment vector

The update rule for $\theta$ with gradient $g$ uses an optimization described at the end of section 2 of the paper:

$$lr_t = \mathrm{learning_rate} * \sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$

$$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$ $$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$ $$\hat{v}t = \max(\hat{v}, v_t)$$ $$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{\hat{v}_t} + \epsilon)$$

The default value of 1e-7 for epsilon might not be a good default in general. For example, when training an Inception network on ImageNet a current good choice is 1.0 or 0.1. Note that since Adam uses the formulation just before Section 2.1 of the Kingma and Ba paper rather than the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon hat" in the paper.

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) does apply momentum to variable slices even if they were not used in the forward pass (meaning they have a gradient equal to zero). Momentum decay (beta1) is also applied to the entire momentum accumulator. This means that the sparse behavior is equivalent to the dense behavior (in contrast to some momentum implementations which ignore momentum unless a variable slice was actually used).

Usage:

>>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
>>> var1 = tf.Variable(10.0)
>>> loss = lambda: (var1 ** 2)/2.0       # d(loss)/d(var1) == var1
>>> step_count = opt.minimize(loss, [var1]).numpy()
>>> # The first step is `-learning_rate*sign(grad)`
>>> var1.numpy()
9.9

Construct a new Adam optimizer.

Args

learning_rate
A Tensor, floating point value, or a schedule that is a tf.keras.optimizers.schedules.LearningRateSchedule, or a callable that takes no arguments and returns the actual value to use, The learning rate. Defaults to 0.001.
beta_1
A float value or a constant float tensor, or a callable that takes no arguments and returns the actual value to use. The exponential decay rate for the 1st moment estimates. Defaults to 0.9.
beta_2
A float value or a constant float tensor, or a callable that takes no arguments and returns the actual value to use, The exponential decay rate for the 2nd moment estimates. Defaults to 0.999.
epsilon
A small constant for numerical stability. This epsilon is "epsilon hat" in the Kingma and Ba paper (in the formula just before Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to 1e-7.
amsgrad
Boolean. Whether to apply AMSGrad variant of this algorithm from the paper "On the Convergence of Adam and beyond". Defaults to False.
name
Optional name for the operations created when applying gradients. Defaults to "Adam".
**kwargs
keyword arguments. Allowed to be {clipnorm, clipvalue, lr, decay}. clipnorm is clip gradients by norm; clipvalue is clip gradients by value, decay is included for backward compatibility to allow time inverse decay of learning rate. lr is included for backward compatibility, recommended to use learning_rate instead.
Expand source code
class NonFusedAdam(optimizer_v2.OptimizerV2):
  r"""Optimizer that implements the Adam algorithm without fused kernels.

  Adam optimization is a stochastic gradient descent method that is based on
  adaptive estimation of first-order and second-order moments.
  According to the paper
  [Adam: A Method for Stochastic Optimization. Kingma et al.,
  2014](http://arxiv.org/abs/1412.6980), the method is "*computationally
  efficient, has little memory requirement, invariant to diagonal rescaling of
  gradients, and is well suited for problems that are large in terms of
  data/parameters*".

  For AMSGrad see [On The Convergence Of Adam And Beyond.
  Reddi et al., 5-8](https://openreview.net/pdf?id=ryQu7f-RZ).

  **If amsgrad = False**:

  initialize $m_0$ as 1st moment vector
  initialize $v_0$ as 2nd moment vector

  The update rule for $\theta$ with gradient $g$ uses an optimization
  described at the end of section 2 of the paper:

  $$lr_t = \mathrm{learning\_rate} *
    \sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$
  $$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$
  $$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$
  $$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{v_t} + \epsilon)$$

  **If amsgrad = True**:

  initialize $m_0$ as 1st moment vector
  initialize $v_0$ as 2nd moment vector
  initialize $\hat{v}_0$ as 2nd moment vector

  The update rule for $\theta$ with gradient $g$ uses an optimization
  described at the end of section 2 of the paper:

  $$lr_t = \mathrm{learning\_rate} *
    \sqrt{1 - \beta_2^t} / (1 - \beta_1^t)$$

  $$m_t = \beta_1 * m_{t-1} + (1 - \beta_1) * g$$
  $$v_t = \beta_2 * v_{t-1} + (1 - \beta_2) * g^2$$
  $$\hat{v}_t = \max(\hat{v}_{t-1}, v_t)$$
  $$\theta_t = \theta_{t-1} - lr_t * m_t / (\sqrt{\hat{v}_t} + \epsilon)$$

  The default value of 1e-7 for epsilon might not be a good default in
  general. For example, when training an Inception network on ImageNet a
  current good choice is 1.0 or 0.1. Note that since Adam uses the
  formulation just before Section 2.1 of the Kingma and Ba paper rather than
  the formulation in Algorithm 1, the "epsilon" referred to here is "epsilon
  hat" in the paper.

  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) does apply momentum to variable slices even if
  they were not used in the forward pass (meaning they have a gradient equal
  to zero). Momentum decay (beta1) is also applied to the entire momentum
  accumulator. This means that the sparse behavior is equivalent to the dense
  behavior (in contrast to some momentum implementations which ignore momentum
  unless a variable slice was actually used).

  Usage:

  >>> opt = tf.keras.optimizers.Adam(learning_rate=0.1)
  >>> var1 = tf.Variable(10.0)
  >>> loss = lambda: (var1 ** 2)/2.0       # d(loss)/d(var1) == var1
  >>> step_count = opt.minimize(loss, [var1]).numpy()
  >>> # The first step is `-learning_rate*sign(grad)`
  >>> var1.numpy()
  9.9
  """

  _HAS_AGGREGATE_GRAD = True

  def __init__(self,
               learning_rate=0.001,
               beta_1=0.9,
               beta_2=0.999,
               epsilon=1e-7,
               amsgrad=False,
               name='Adam',
               **kwargs):
    """Construct a new Adam optimizer.

    Args:
      learning_rate: A `Tensor`, floating point value, or a schedule that is a
        `tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable that
        takes no arguments and returns the actual value to use, The learning
        rate. Defaults to 0.001.
      beta_1: A float value or a constant float tensor, or a callable that takes
        no arguments and returns the actual value to use. The exponential decay
        rate for the 1st moment estimates. Defaults to 0.9.
      beta_2: A float value or a constant float tensor, or a callable that takes
        no arguments and returns the actual value to use, The exponential decay
        rate for the 2nd moment estimates. Defaults to 0.999.
      epsilon: A small constant for numerical stability. This epsilon is
        "epsilon hat" in the Kingma and Ba paper (in the formula just before
        Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults to
        1e-7.
      amsgrad: Boolean. Whether to apply AMSGrad variant of this algorithm from
        the paper "On the Convergence of Adam and beyond". Defaults to `False`.
      name: Optional name for the operations created when applying gradients.
        Defaults to "Adam".
      **kwargs: keyword arguments. Allowed to be {`clipnorm`, `clipvalue`, `lr`,
        `decay`}. `clipnorm` is clip gradients by norm; `clipvalue` is clip
        gradients by value, `decay` is included for backward compatibility to
        allow time inverse decay of learning rate. `lr` is included for backward
        compatibility, recommended to use `learning_rate` instead.
    """

    super(NonFusedAdam, 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()
    self.amsgrad = amsgrad

  def _create_slots(self, var_list):
    # Create slots for the first and second moments.
    # Separate for-loops to respect the ordering of slot variables from v1.
    for var in var_list:
      self.add_slot(var, 'm')
    for var in var_list:
      self.add_slot(var, 'v')
    if self.amsgrad:
      for var in var_list:
        self.add_slot(var, 'vhat')

  def _prepare_local(self, var_device, var_dtype, apply_state):
    super(NonFusedAdam, self)._prepare_local(var_device, var_dtype, apply_state)

    local_step = tf.cast(self.iterations + 1, var_dtype)
    beta_1_t = tf.identity(self._get_hyper('beta_1', var_dtype))
    beta_2_t = tf.identity(self._get_hyper('beta_2', var_dtype))
    beta_1_power = tf.pow(beta_1_t, local_step)
    beta_2_power = tf.pow(beta_2_t, local_step)
    lr = (
        apply_state[(var_device, var_dtype)]['lr_t'] *
        (tf.sqrt(1 - beta_2_power) / (1 - beta_1_power)))
    apply_state[(var_device, var_dtype)].update(
        dict(
            lr=lr,
            epsilon=tf.convert_to_tensor(
                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,
            beta_2_power=beta_2_power,
            one_minus_beta_2_t=1 - beta_2_t))

  def set_weights(self, weights):
    params = self.weights
    # If the weights are generated by Keras V1 optimizer, it includes vhats
    # even without amsgrad, i.e, V1 optimizer has 3x + 1 variables, while V2
    # optimizer has 2x + 1 variables. Filter vhats out for compatibility.
    num_vars = int((len(params) - 1) / 2)
    if len(weights) == 3 * num_vars + 1:
      weights = weights[:len(params)]
    super(NonFusedAdam, self).set_weights(weights)

  @tf.function(jit_compile=True)
  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')

    alpha = (
        coefficients['lr_t'] * tf.sqrt(1 - coefficients['beta_2_power']) /
        (1 - coefficients['beta_1_power']))
    m.assign_add((grad - m) * (1 - coefficients['beta_1_t']))
    v.assign_add((tf.square(grad) - v) * (1 - coefficients['beta_2_t']))
    if self.amsgrad:
      vhat = self.get_slot(var, 'vhat')
      vhat.assign(tf.maximum(vhat, v))
      v = vhat
    var.assign_sub(
        (m * alpha) / (tf.sqrt(v) - coefficients['epsilon']))

  @tf.function(jit_compile=True)
  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_scaled_g_values = grad * coefficients['one_minus_beta_1_t']
    m.assign(m * coefficients['beta_1_t'])
    m.scatter_add(tf.IndexedSlices(m_scaled_g_values, indices))

    # v_t = beta2 * v + (1 - beta2) * (g_t * g_t)
    v = self.get_slot(var, 'v')
    v_scaled_g_values = (grad * grad) * coefficients['one_minus_beta_2_t']
    v.assign(v * coefficients['beta_2_t'])
    v.scatter_add(tf.IndexedSlices(v_scaled_g_values, indices))

    if not self.amsgrad:
      var.assign_sub(coefficients['lr'] * m /
                     (tf.sqrt(v) + coefficients['epsilon']))
    else:
      v_hat = self.get_slot(var, 'vhat')
      v_hat.assign(tf.maximum(v_hat, v))
      var.assign_sub(coefficients['lr'] * m /
                     (tf.sqrt(v_hat) + coefficients['epsilon']))

  def get_config(self):
    config = super(NonFusedAdam, self).get_config()
    config.update({
        'learning_rate': self._serialize_hyperparameter('learning_rate'),
        'decay': self._initial_decay,
        'beta_1': self._serialize_hyperparameter('beta_1'),
        'beta_2': self._serialize_hyperparameter('beta_2'),
        'epsilon': self.epsilon,
        'amsgrad': self.amsgrad,
    })
    return config

Ancestors

  • OptimizerV2
  • tensorflow.python.training.tracking.base.Trackable

Inherited members