Implementing the python wrapper for Adamax optimizer (#5061)

python/paddle/v2/framework/optimizer.py

@@ -4,7 +4,8 @@
 from paddle.v2.framework.backward import append_backward_ops
 
 __all__ = [
-    'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer'
+    'SGDOptimizer', 'MomentumOptimizer', 'AdagradOptimizer', 'AdamOptimizer',
+    'AdamaxOptimizer'
 ]
 
 
@@ -399,7 +400,7 @@ def _append_optimize_op(self, block, param_and_grad):
                                         param_and_grad[0])
         moment2 = self._get_accumulator(self._moment2_acc_str,
                                         param_and_grad[0])
-        # create the momentum optimize op
+        # create the adam optimize op
         adam_op = block.append_op(
             type=self.type,
             inputs={
@@ -442,3 +443,108 @@ def _finish_update(self, block):
             attrs={"scale": self._beta2})
 
         return [scale_beta1, scale_beta2]
+
+
+class AdamaxOptimizer(Optimizer):
+    """Implements the Adamax Optimizer
+    """
+    _moment_acc_str = "moment"
+    _inf_norm_acc_str = "inf_norm"
+
+    def __init__(self,
+                 learning_rate=0.001,
+                 beta1=0.9,
+                 beta2=0.999,
+                 epsilon=1e-8):
+        assert learning_rate is not None
+        assert beta1 is not None
+        assert beta2 is not None
+        assert epsilon is not None
+        super(AdamaxOptimizer, self).__init__()
+        self.type = "adamax"
+        self._learning_rate = learning_rate
+        self._beta1 = beta1
+        self._beta2 = beta2
+        self._epsilon = epsilon
+
+    def _initialize_tensors(self, block):
+        assert isinstance(block, framework.Block)
+        lr_shape = [1]
+        # create a variable for learning_rate
+        self._lr = block.create_var(
+            dtype="float32", shape=lr_shape, lod_level=0)
+
+        # create an op to init the learning_rate
+        # FIXME: Fix when Initialization design has been implemented
+        # https://github.com/PaddlePaddle/Paddle/pull/4852
+        block.append_op(
+            type="fill_constant",
+            outputs={"Out": self._lr},
+            attrs={"shape": lr_shape,
+                   "value": self._learning_rate})
+
+    def _create_accumulators(self, block, parameters):
+        assert isinstance(block, framework.Block)
+
+        global_block = block.program.global_block()
+        # Create beta1 power accumulator tensor
+        beta_shape = [1]
+        self._beta1_pow_acc = global_block.create_var(
+            dtype="float32", shape=beta_shape, lod_level=0)
+
+        # Initialize beta1 power accumulator
+        # FIXME: Fix when Initialization design has been implemented
+        # https://github.com/PaddlePaddle/Paddle/pull/4852
+        global_block.append_op(
+            type="fill_constant",
+            outputs={"Out": self._beta1_pow_acc},
+            attrs={"shape": beta_shape,
+                   "value": self._beta1})
+
+        # Create accumulator tensors for first moment and infinity norm
+        for p in parameters:
+            self._add_accumulator(block, self._moment_acc_str, p, 'float32')
+            self._add_accumulator(block, self._inf_norm_acc_str, p, 'float32')
+
+    def _append_optimize_op(self, block, param_and_grad):
+        assert isinstance(block, framework.Block)
+
+        moment = self._get_accumulator(self._moment_acc_str, param_and_grad[0])
+        inf_norm = self._get_accumulator(self._inf_norm_acc_str,
+                                         param_and_grad[0])
+        # create the adamax optimize op
+        adamax_op = block.append_op(
+            type=self.type,
+            inputs={
+                "Param": param_and_grad[0],
+                "Grad": param_and_grad[1],
+                "LearningRate": self._lr,
+                "Moment": moment,
+                "InfNorm": inf_norm,
+                "Beta1Pow": self._beta1_pow_acc
+            },
+            outputs={
+                "ParamOut": param_and_grad[0],
+                "MomentOut": moment,
+                "InfNormOut": inf_norm
+            },
+            attrs={
+                "beta1": self._beta1,
+                "beta2": self._beta2,
+                "epsilon": self._epsilon
+            })
+
+        return adamax_op
+
+    def _finish_update(self, block):
+        """Update Beta1 Power accumulator
+        """
+        assert isinstance(block, framework.Block)
+        global_block = block.program.global_block()
+        scale_beta1 = global_block.append_op(
+            type="scale",
+            inputs={"X": self._beta1_pow_acc},
+            outputs={"Out": self._beta1_pow_acc},
+            attrs={"scale": self._beta1})
+
+        return [scale_beta1]

python/paddle/v2/framework/tests/test_optimizer.py

@@ -196,5 +196,54 @@ def test_adam_optimizer(self):
         self.assertTrue(mul_x.name in moment2_acc)
 
 
+class TestAdamaxOptimizer(unittest.TestCase):
+    class MockAdamax(optimizer.AdamaxOptimizer):
+        def get_accumulators(self):
+            return self._accumulators
+
+        def get_moment_str(self):
+            return self._moment_acc_str
+
+        def get_inf_norm_str(self):
+            return self._inf_norm_acc_str
+
+    def test_adamax_optimizer(self):
+        program = framework.Program()
+        block = program.global_block()
+        mul_x = block.create_parameter(
+            dtype="float32", shape=[5, 10], lod_level=0, name="mul.x")
+        mul_y = block.create_var(
+            dtype="float32", shape=[10, 8], lod_level=0, name="mul.y")
+        mul_out = block.create_var(
+            dtype="float32", shape=[5, 8], lod_level=0, name="mul.out")
+        block.append_op(
+            type="mul",
+            inputs={"X": mul_x,
+                    "Y": mul_y},
+            outputs={"Out": mul_out},
+            attrs={"x_num_col_dims": 1})
+        adamax_optimizer = self.MockAdamax(
+            learning_rate=0.01, beta1=0.9, beta2=0.999)
+        params_grads = append_backward_ops(mul_out)
+        self.assertEqual(len(params_grads), 1)
+        self.assertEqual(len(adamax_optimizer.get_accumulators()), 0)
+        opts = adamax_optimizer.create_optimization_pass(params_grads, mul_out)
+        self.assertEqual(len(opts), 2)
+        adam_op = opts[0]
+        self.assertEqual(adam_op.type, "adamax")
+
+        # Check accumulators
+        accumulators = adamax_optimizer.get_accumulators()
+        self.assertEqual(len(accumulators), 2)
+        self.assertTrue(adamax_optimizer.get_moment_str() in accumulators)
+        self.assertTrue(adamax_optimizer.get_inf_norm_str() in accumulators)
+        moment_acc = accumulators[adamax_optimizer.get_moment_str()]
+        inf_norm_acc = accumulators[adamax_optimizer.get_inf_norm_str()]
+        self.assertEqual(len(moment_acc), 1)
+        self.assertEqual(len(inf_norm_acc), 1)
+        self.assertTrue(mul_x.name in moment_acc)
+        self.assertTrue(mul_x.name in inf_norm_acc)
+
+
 if __name__ == '__main__':
     unittest.main()