Module keras.optimizer_v2.adagrad

Adagrad optimizer implementation.

Expand source code
# 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.
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#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
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# See the License for the specific language governing permissions and
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# ==============================================================================
"""Adagrad optimizer implementation."""

import tensorflow.compat.v2 as tf
# pylint: disable=g-classes-have-attributes

import numpy as np
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.Adagrad')
class Adagrad(optimizer_v2.OptimizerV2):
  r"""Optimizer that implements the Adagrad algorithm.

  Adagrad is an optimizer with parameter-specific learning rates,
  which are adapted relative to how frequently a parameter gets
  updated during training. The more updates a parameter receives,
  the smaller the updates.

  Args:
    learning_rate: Initial value for the learning rate:
      either a floating point value,
      or a `tf.keras.optimizers.schedules.LearningRateSchedule` instance.
      Defaults to 0.001.
      Note that `Adagrad` tends to benefit from higher initial learning rate
      values compared to other optimizers.
      To match the exact form in the original paper, use 1.0.
    initial_accumulator_value: Floating point value.
      Starting value for the accumulators (per-parameter momentum values).
      Must be non-negative.
    epsilon: Small floating point value used to maintain numerical stability.
    name: Optional name prefix for the operations created when applying
      gradients.  Defaults to `"Adagrad"`.
    **kwargs: Keyword arguments. Allowed to be one of
      `"clipnorm"` or `"clipvalue"`.
      `"clipnorm"` (float) clips gradients by norm and represents
      the maximum L2 norm of each weight variable;
      `"clipvalue"` (float) clips gradient by value and represents the
      maximum absolute value of each weight variable.

  Reference:
    - [Duchi et al., 2011](
      http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf).
  """

  _HAS_AGGREGATE_GRAD = True

  def __init__(self,
               learning_rate=0.001,
               initial_accumulator_value=0.1,
               epsilon=1e-7,
               name='Adagrad',
               **kwargs):
    if initial_accumulator_value < 0.0:
      raise ValueError('initial_accumulator_value must be non-negative: %s' %
                       initial_accumulator_value)
    if epsilon is None:
      epsilon = backend_config.epsilon()
    super(Adagrad, self).__init__(name, **kwargs)
    self._set_hyper('learning_rate', kwargs.get('lr', learning_rate))
    self._set_hyper('decay', self._initial_decay)
    self._initial_accumulator_value = initial_accumulator_value
    self.epsilon = epsilon or backend_config.epsilon()

  def _create_slots(self, var_list):
    for var in var_list:
      dtype = var.dtype.base_dtype
      init = tf.compat.v1.constant_initializer(
          self._initial_accumulator_value, dtype=dtype)
      self.add_slot(var, 'accumulator', init)

  def _prepare_local(self, var_device, var_dtype, apply_state):
    super(Adagrad, self)._prepare_local(var_device, var_dtype, apply_state)
    apply_state[(var_device, var_dtype)].update(
        dict(
            epsilon=tf.convert_to_tensor(
                self.epsilon, var_dtype),
            neg_lr_t=-apply_state[(var_device, var_dtype)]['lr_t'],
            zero=tf.zeros((), dtype=tf.int64)))

  def set_weights(self, weights):
    params = self.weights
    # Override set_weights for backward compatibility of Keras V1 optimizer
    # since it does not include iteration at head of the weight list. Set
    # iteration to 0.
    if len(params) == len(weights) + 1:
      weights = [np.array(0)] + weights
    super(Adagrad, self).set_weights(weights)

  @classmethod
  def from_config(cls, config, custom_objects=None):
    """Creates an optimizer from its config.

    This method is the reverse of `get_config`,
    capable of instantiating the same optimizer from the config
    dictionary.

    Args:
        config: A Python dictionary, typically the output of get_config.
        custom_objects: A Python dictionary mapping names to additional Python
          objects used to create this optimizer, such as a function used for a
          hyperparameter.

    Returns:
        An optimizer instance.
    """
    if 'initial_accumulator_value' not in config:
      config['initial_accumulator_value'] = 0.1
    if 'lr' in config:
      config['learning_rate'] = config.pop('lr')
    return cls(**config)

  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))

    acc = self.get_slot(var, 'accumulator')
    return tf.raw_ops.ResourceApplyAdagradV2(
        var=var.handle,
        accum=acc.handle,
        lr=coefficients['lr_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))

    acc = self.get_slot(var, 'accumulator')
    return tf.raw_ops.ResourceSparseApplyAdagradV2(
        var=var.handle,
        accum=acc.handle,
        lr=coefficients['lr_t'],
        epsilon=coefficients['epsilon'],
        grad=grad,
        indices=indices,
        use_locking=self._use_locking)

  def get_config(self):
    config = super(Adagrad, self).get_config()
    config.update({
        'learning_rate': self._serialize_hyperparameter('learning_rate'),
        'decay': self._initial_decay,
        'initial_accumulator_value': self._initial_accumulator_value,
        'epsilon': self.epsilon,
    })
    return config

Classes

class Adagrad (learning_rate=0.001, initial_accumulator_value=0.1, epsilon=1e-07, name='Adagrad', **kwargs)

Optimizer that implements the Adagrad algorithm.

Adagrad is an optimizer with parameter-specific learning rates, which are adapted relative to how frequently a parameter gets updated during training. The more updates a parameter receives, the smaller the updates.

Args

learning_rate
Initial value for the learning rate: either a floating point value, or a tf.keras.optimizers.schedules.LearningRateSchedule instance. Defaults to 0.001. Note that Adagrad tends to benefit from higher initial learning rate values compared to other optimizers. To match the exact form in the original paper, use 1.0.
initial_accumulator_value
Floating point value. Starting value for the accumulators (per-parameter momentum values). Must be non-negative.
epsilon
Small floating point value used to maintain numerical stability.
name
Optional name prefix for the operations created when applying gradients. Defaults to "Adagrad".
**kwargs
Keyword arguments. Allowed to be one of "clipnorm" or "clipvalue". "clipnorm" (float) clips gradients by norm and represents the maximum L2 norm of each weight variable; "clipvalue" (float) clips gradient by value and represents the maximum absolute value of each weight variable.

Reference

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 Adagrad(optimizer_v2.OptimizerV2):
  r"""Optimizer that implements the Adagrad algorithm.

  Adagrad is an optimizer with parameter-specific learning rates,
  which are adapted relative to how frequently a parameter gets
  updated during training. The more updates a parameter receives,
  the smaller the updates.

  Args:
    learning_rate: Initial value for the learning rate:
      either a floating point value,
      or a `tf.keras.optimizers.schedules.LearningRateSchedule` instance.
      Defaults to 0.001.
      Note that `Adagrad` tends to benefit from higher initial learning rate
      values compared to other optimizers.
      To match the exact form in the original paper, use 1.0.
    initial_accumulator_value: Floating point value.
      Starting value for the accumulators (per-parameter momentum values).
      Must be non-negative.
    epsilon: Small floating point value used to maintain numerical stability.
    name: Optional name prefix for the operations created when applying
      gradients.  Defaults to `"Adagrad"`.
    **kwargs: Keyword arguments. Allowed to be one of
      `"clipnorm"` or `"clipvalue"`.
      `"clipnorm"` (float) clips gradients by norm and represents
      the maximum L2 norm of each weight variable;
      `"clipvalue"` (float) clips gradient by value and represents the
      maximum absolute value of each weight variable.

  Reference:
    - [Duchi et al., 2011](
      http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf).
  """

  _HAS_AGGREGATE_GRAD = True

  def __init__(self,
               learning_rate=0.001,
               initial_accumulator_value=0.1,
               epsilon=1e-7,
               name='Adagrad',
               **kwargs):
    if initial_accumulator_value < 0.0:
      raise ValueError('initial_accumulator_value must be non-negative: %s' %
                       initial_accumulator_value)
    if epsilon is None:
      epsilon = backend_config.epsilon()
    super(Adagrad, self).__init__(name, **kwargs)
    self._set_hyper('learning_rate', kwargs.get('lr', learning_rate))
    self._set_hyper('decay', self._initial_decay)
    self._initial_accumulator_value = initial_accumulator_value
    self.epsilon = epsilon or backend_config.epsilon()

  def _create_slots(self, var_list):
    for var in var_list:
      dtype = var.dtype.base_dtype
      init = tf.compat.v1.constant_initializer(
          self._initial_accumulator_value, dtype=dtype)
      self.add_slot(var, 'accumulator', init)

  def _prepare_local(self, var_device, var_dtype, apply_state):
    super(Adagrad, self)._prepare_local(var_device, var_dtype, apply_state)
    apply_state[(var_device, var_dtype)].update(
        dict(
            epsilon=tf.convert_to_tensor(
                self.epsilon, var_dtype),
            neg_lr_t=-apply_state[(var_device, var_dtype)]['lr_t'],
            zero=tf.zeros((), dtype=tf.int64)))

  def set_weights(self, weights):
    params = self.weights
    # Override set_weights for backward compatibility of Keras V1 optimizer
    # since it does not include iteration at head of the weight list. Set
    # iteration to 0.
    if len(params) == len(weights) + 1:
      weights = [np.array(0)] + weights
    super(Adagrad, self).set_weights(weights)

  @classmethod
  def from_config(cls, config, custom_objects=None):
    """Creates an optimizer from its config.

    This method is the reverse of `get_config`,
    capable of instantiating the same optimizer from the config
    dictionary.

    Args:
        config: A Python dictionary, typically the output of get_config.
        custom_objects: A Python dictionary mapping names to additional Python
          objects used to create this optimizer, such as a function used for a
          hyperparameter.

    Returns:
        An optimizer instance.
    """
    if 'initial_accumulator_value' not in config:
      config['initial_accumulator_value'] = 0.1
    if 'lr' in config:
      config['learning_rate'] = config.pop('lr')
    return cls(**config)

  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))

    acc = self.get_slot(var, 'accumulator')
    return tf.raw_ops.ResourceApplyAdagradV2(
        var=var.handle,
        accum=acc.handle,
        lr=coefficients['lr_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))

    acc = self.get_slot(var, 'accumulator')
    return tf.raw_ops.ResourceSparseApplyAdagradV2(
        var=var.handle,
        accum=acc.handle,
        lr=coefficients['lr_t'],
        epsilon=coefficients['epsilon'],
        grad=grad,
        indices=indices,
        use_locking=self._use_locking)

  def get_config(self):
    config = super(Adagrad, self).get_config()
    config.update({
        'learning_rate': self._serialize_hyperparameter('learning_rate'),
        'decay': self._initial_decay,
        'initial_accumulator_value': self._initial_accumulator_value,
        'epsilon': self.epsilon,
    })
    return config

Ancestors

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

Inherited members