AdaBelief_tf.py

# Copyright 2020 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
#
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# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# ==============================================================================
"""AdaBeliefOptimizer optimizer."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

import tensorflow as tf

from tabulate import tabulate
from colorama import Fore, Back, Style


class AdaBeliefOptimizer(tf.keras.optimizers.Optimizer):
    """
    It implements the AdaBeliefOptimizer proposed by
    Juntang Zhuang et al. in [AdaBelief Optimizer: Adapting stepsizes by the belief
    in observed gradients](https://arxiv.org/abs/2010.07468).
    Example of usage:
    ```python
    from adabelief_tf import AdaBeliefOptimizer
    opt = AdaBeliefOptimizer(lr=1e-3)
    ```
    Note: `amsgrad` is not described in the original paper. Use it with
          caution.
    AdaBeliefOptimizer is not a placement of the heuristic warmup, the settings should be
    kept if warmup has already been employed and tuned in the baseline method.
    You can enable warmup by setting `total_steps` and `warmup_proportion`:
    ```python
    opt = AdaBeliefOptimizer(
        lr=1e-3,
        total_steps=10000,
        warmup_proportion=0.1,
        min_lr=1e-5,
    )
    ```
    In the above example, the learning rate will increase linearly
    from 0 to `lr` in 1000 steps, then decrease linearly from `lr` to `min_lr`
    in 9000 steps.
    Lookahead, proposed by Michael R. Zhang et.al in the paper
    [Lookahead Optimizer: k steps forward, 1 step back]
    (https://arxiv.org/abs/1907.08610v1), can be integrated with AdaBeliefOptimizer,
    which is announced by Less Wright and the new combined optimizer can also
    be called "Ranger". The mechanism can be enabled by using the lookahead
    wrapper. For example:
    ```python
    adabelief = AdaBeliefOptimizer()
    ranger = tfa.optimizers.Lookahead(adabelief, sync_period=6, slow_step_size=0.5)
    ```
    Example of serialization:
    ```python
    optimizer = AdaBeliefOptimizer(learning_rate=lr_scheduler, weight_decay=wd_scheduler)
    config = tf.keras.optimizers.serialize(optimizer)
    new_optimizer = tf.keras.optimizers.deserialize(config, custom_objects={"AdaBeliefOptimizer": AdaBeliefOptimizer})
    ```
    """

    def __init__(
        self,
        learning_rate=0.001,
        beta_1=0.9,
        beta_2=0.999,
        epsilon=1e-14,
        weight_decay=0.0,
        rectify=True,
        amsgrad=False,
        sma_threshold=5.0,
        total_steps=0,
        warmup_proportion=0.1,
        min_lr=0.0,
        name="AdaBeliefOptimizer",
        print_change_log = True,
        **kwargs):
        r"""Construct a new AdaBelief optimizer.
        Args:
            learning_rate: A `Tensor` or a floating point value, or a schedule
                that is a `tf.keras.optimizers.schedules.LearningRateSchedule`.
                The learning rate.
            beta_1: A float value or a constant float tensor.
                The exponential decay rate for the 1st moment estimates.
            beta_2: A float value or a constant float tensor.
                The exponential decay rate for the 2nd moment estimates.
            epsilon: A small constant for numerical stability.
            weight_decay: A `Tensor` or a floating point value, or a schedule
                that is a `tf.keras.optimizers.schedules.LearningRateSchedule`.
                Weight decay for each parameter.
            rectify: boolean. Whether to enable rectification as in RectifiedAdam
            amsgrad: boolean. Whether to apply AMSGrad variant of this
                algorithm from the paper "On the Convergence of Adam and
                beyond".
            sma_threshold. A float value.
                The threshold for simple mean average.
            total_steps: An integer. Total number of training steps.
                Enable warmup by setting a positive value.
            warmup_proportion: A floating point value.
                The proportion of increasing steps.
            min_lr: A floating point value. Minimum learning rate after warmup.
            name: Optional name for the operations created when applying
                gradients. Defaults to "AdaBeliefOptimizer".
            **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().__init__(name, **kwargs)

        # ------------------------------------------------------------------------------
        # Print modifications to default arguments
        if print_change_log:
            print(Fore.RED + 'Please check your arguments if you have upgraded adabelief-tf from version 0.0.1.')
            print(Fore.RED + 'Modifications to default arguments:')
            default_table = tabulate([
                ['adabelief-tf=0.0.1','1e-8','Not supported','Not supported'],
                ['>=0.1.0 (Current 0.2.0)','1e-14','supported','default: True']],
                headers=['eps','weight_decouple','rectify'])
            print(Fore.RED + default_table)

            recommend_table = tabulate([
                ['SGD better than Adam (e.g. CNN for Image Classification)','1e-7','True',' Vary with problem '],
                ['Adam better than SGD (Transformer, GAN)','1e-14','True','True']],
                headers=['Cases','Recommended: eps for Tensorflow version','Recommended: weight_decouple','Recommended: rectify'])
            print(Fore.BLUE + recommend_table)

            print(Fore.BLUE +'For a complete table of recommended hyperparameters, see')
            print(Fore.BLUE + 'https://github.com/juntang-zhuang/Adabelief-Optimizer')

            print(Fore.GREEN + 'You can disable the log message by setting "print_change_log = False", though it is recommended to keep as a reminder.')

            print(Style.RESET_ALL)
        # ------------------------------------------------------------------------------

        self._set_hyper("learning_rate", kwargs.get("lr", learning_rate))
        self._set_hyper("beta_1", beta_1)
        self._set_hyper("beta_2", beta_2)
        self._set_hyper("decay", self._initial_decay)
        self._set_hyper("weight_decay", weight_decay)
        self._set_hyper("sma_threshold", sma_threshold)
        self._set_hyper("total_steps", int(total_steps))
        self._set_hyper("warmup_proportion", warmup_proportion)
        self._set_hyper("min_lr", min_lr)
        self.epsilon = epsilon or tf.keras.backend.epsilon()
        self.amsgrad = amsgrad
        self.rectify = rectify
        self._has_weight_decay = weight_decay != 0.0
        self._initial_total_steps = total_steps

    def _create_slots(self, var_list):
        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 set_weights(self, weights):
        params = self.weights
        num_vars = int((len(params) - 1) / 2)
        if len(weights) == 3 * num_vars + 1:
            weights = weights[: len(params)]
        super().set_weights(weights)

    def _decayed_wd(self, var_dtype):
        wd_t = self._get_hyper("weight_decay", var_dtype)
        if isinstance(wd_t, tf.keras.optimizers.schedules.LearningRateSchedule):
            wd_t = tf.cast(wd_t(self.iterations), var_dtype)
        return wd_t

    def _resource_apply_dense(self, grad, var):
        var_dtype = var.dtype.base_dtype
        lr_t = self._decayed_lr(var_dtype)
        wd_t = self._decayed_wd(var_dtype)
        m = self.get_slot(var, "m")
        v = self.get_slot(var, "v")
        beta_1_t = self._get_hyper("beta_1", var_dtype)
        beta_2_t = self._get_hyper("beta_2", var_dtype)
        epsilon_t = tf.convert_to_tensor(self.epsilon, var_dtype)
        local_step = tf.cast(self.iterations + 1, var_dtype)
        beta_1_power = tf.math.pow(beta_1_t, local_step)
        beta_2_power = tf.math.pow(beta_2_t, local_step)

        if self._initial_total_steps > 0:
            total_steps = self._get_hyper("total_steps", var_dtype)
            warmup_steps = total_steps * self._get_hyper("warmup_proportion", var_dtype)
            min_lr = self._get_hyper("min_lr", var_dtype)
            decay_steps = tf.maximum(total_steps - warmup_steps, 1)
            decay_rate = (min_lr - lr_t) / decay_steps
            lr_t = tf.where(
                local_step <= warmup_steps,
                lr_t * (local_step / warmup_steps),
                lr_t + decay_rate * tf.minimum(local_step - warmup_steps, decay_steps),
            )

        sma_inf = 2.0 / (1.0 - beta_2_t) - 1.0
        sma_t = sma_inf - 2.0 * local_step * beta_2_power / (1.0 - beta_2_power)

        m_t = m.assign(
            beta_1_t * m + (1.0 - beta_1_t) * grad, use_locking=self._use_locking
        )
        m_corr_t = m_t / (1.0 - beta_1_power)

        v_t = v.assign(
            beta_2_t * v + (1.0 - beta_2_t) * tf.math.square(grad - m_t) + epsilon_t,
            use_locking=self._use_locking,
        )

        if self.amsgrad:
            vhat = self.get_slot(var, "vhat")
            vhat_t = vhat.assign(tf.maximum(vhat, v_t), use_locking=self._use_locking)
            v_corr_t = tf.math.sqrt(vhat_t / (1.0 - beta_2_power))
        else:
            vhat_t = None
            v_corr_t = tf.math.sqrt(v_t / (1.0 - beta_2_power))

        r_t = tf.math.sqrt(
            (sma_t - 4.0)
            / (sma_inf - 4.0)
            * (sma_t - 2.0)
            / (sma_inf - 2.0)
            * sma_inf
            / sma_t
        )

        if self.rectify:
            sma_threshold = self._get_hyper("sma_threshold", var_dtype)
            var_t = tf.where(
                sma_t >= sma_threshold,
                r_t * m_corr_t / (v_corr_t + epsilon_t),
                m_corr_t,
            )
        else:
            var_t = m_corr_t / (v_corr_t + epsilon_t)

        if self._has_weight_decay:
            var_t += wd_t * var

        var_update = var.assign_sub(lr_t * var_t, use_locking=self._use_locking)

        updates = [var_update, m_t, v_t]
        if self.amsgrad:
            updates.append(vhat_t)
        return tf.group(*updates)

    def _resource_apply_sparse(self, grad, var, indices):
        var_dtype = var.dtype.base_dtype
        lr_t = self._decayed_lr(var_dtype)
        wd_t = self._decayed_wd(var_dtype)
        beta_1_t = self._get_hyper("beta_1", var_dtype)
        beta_2_t = self._get_hyper("beta_2", var_dtype)
        epsilon_t = tf.convert_to_tensor(self.epsilon, var_dtype)
        local_step = tf.cast(self.iterations + 1, var_dtype)
        beta_1_power = tf.math.pow(beta_1_t, local_step)
        beta_2_power = tf.math.pow(beta_2_t, local_step)

        if self._initial_total_steps > 0:
            total_steps = self._get_hyper("total_steps", var_dtype)
            warmup_steps = total_steps * self._get_hyper("warmup_proportion", var_dtype)
            min_lr = self._get_hyper("min_lr", var_dtype)
            decay_steps = tf.maximum(total_steps - warmup_steps, 1)
            decay_rate = (min_lr - lr_t) / decay_steps
            lr_t = tf.where(
                local_step <= warmup_steps,
                lr_t * (local_step / warmup_steps),
                lr_t + decay_rate * tf.minimum(local_step - warmup_steps, decay_steps),
            )

        sma_inf = 2.0 / (1.0 - beta_2_t) - 1.0
        sma_t = sma_inf - 2.0 * local_step * beta_2_power / (1.0 - beta_2_power)

        m = self.get_slot(var, "m")
        m_scaled_g_values = grad * (1 - beta_1_t)
        m_t = m.assign(m * beta_1_t, use_locking=self._use_locking)
        m_t = self._resource_scatter_add(m, indices, m_scaled_g_values)
        m_corr_t = m_t / (1.0 - beta_1_power)

        v = self.get_slot(var, "v")
        m_t_indices = tf.gather(m_t, indices)
        v_scaled_g_values = tf.math.square(grad - m_t_indices) * (1 - beta_2_t)
        v_t = v.assign(v * beta_2_t + epsilon_t, use_locking=self._use_locking)
        v_t = self._resource_scatter_add(v, indices, v_scaled_g_values)

        if self.amsgrad:
            vhat = self.get_slot(var, "vhat")
            vhat_t = vhat.assign(tf.maximum(vhat, v_t), use_locking=self._use_locking)
            v_corr_t = tf.math.sqrt(vhat_t / (1.0 - beta_2_power))
        else:
            vhat_t = None
            v_corr_t = tf.math.sqrt(v_t / (1.0 - beta_2_power))

        r_t = tf.math.sqrt(
            (sma_t - 4.0)
            / (sma_inf - 4.0)
            * (sma_t - 2.0)
            / (sma_inf - 2.0)
            * sma_inf
            / sma_t
        )

        if self.rectify:
            sma_threshold = self._get_hyper("sma_threshold", var_dtype)
            var_t = tf.where(
                sma_t >= sma_threshold,
                r_t * m_corr_t / (v_corr_t + epsilon_t),
                m_corr_t,
            )
        else:
            var_t = m_corr_t / (v_corr_t + epsilon_t)

        if self._has_weight_decay:
            var_t += wd_t * var

        var_update = self._resource_scatter_add(
            var, indices, tf.gather(-lr_t * var_t, indices)
        )

        updates = [var_update, m_t, v_t]
        if self.amsgrad:
            updates.append(vhat_t)
        return tf.group(*updates)

    def get_config(self):
        config = super().get_config()
        config.update(
            {
                "learning_rate": self._serialize_hyperparameter("learning_rate"),
                "beta_1": self._serialize_hyperparameter("beta_1"),
                "beta_2": self._serialize_hyperparameter("beta_2"),
                "decay": self._serialize_hyperparameter("decay"),
                "weight_decay": self._serialize_hyperparameter("weight_decay"),
                "sma_threshold": self._serialize_hyperparameter("sma_threshold"),
                "epsilon": self.epsilon,
                "amsgrad": self.amsgrad,
                "rectify": self.rectify,
                "total_steps": self._serialize_hyperparameter("total_steps"),
                "warmup_proportion": self._serialize_hyperparameter(
                    "warmup_proportion"
                ),
                "min_lr": self._serialize_hyperparameter("min_lr"),
            }
        )
        return config