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Abstract optimizer base class.
tf.keras.optimizers.Optimizer(
name,
weight_decay=0,
clipnorm=None,
clipvalue=None,
global_clipnorm=None,
use_ema=False,
ema_momentum=0.99,
ema_overwrite_frequency=None,
jit_compile=True,
**kwargs
)
This class supports distributed training. If you want to implement your own optimizer, please subclass this class instead of _BaseOptimizer.
Args | |
---|---|
name
|
String. The name to use for momentum accumulator weights created by the optimizer. |
weight_decay
|
Float, defaults to None. If set, weight decay is applied. |
clipnorm
|
Float. If set, the gradient of each weight is individually clipped so that its norm is no higher than this value. |
clipvalue
|
Float. If set, the gradient of each weight is clipped to be no higher than this value. |
global_clipnorm
|
Float. If set, the gradient of all weights is clipped so that their global norm is no higher than this value. |
use_ema
|
Boolean, defaults to False. If True, exponential moving average (EMA) is applied. EMA consists of computing an exponential moving average of the weights of the model (as the weight values change after each training batch), and periodically overwriting the weights with their moving average. |
ema_momentum
|
Float, defaults to 0.99. Only used if use_ema=True .
This is the momentum to use when computing
the EMA of the model's weights:
new_average = ema_momentum * old_average + (1 - ema_momentum) *
current_variable_value .
|
ema_overwrite_frequency
|
Int or None, defaults to None. Only used if
use_ema=True . Every ema_overwrite_frequency steps of iterations,
we overwrite the model variable by its moving average.
If None, the optimizer
does not overwrite model variables in the middle of training, and you
need to explicitly overwrite the variables at the end of training
by calling optimizer.finalize_variable_values()
(which updates the model
variables in-place). When using the built-in fit() training loop,
this happens automatically after the last epoch,
and you don't need to do anything.
|
jit_compile
|
Boolean, defaults to True. If True, the optimizer will use XLA compilation. If no GPU device is found, this flag will be ignored. |
mesh
|
optional tf.experimental.dtensor.Mesh instance. When provided,
the optimizer will be run in DTensor mode, e.g. state
tracking variable will be a DVariable, and aggregation/reduction will
happen in the global DTensor context.
|
**kwargs
|
keyword arguments only used for backward compatibility. |
Usage
# Create an optimizer with the desired parameters.
opt = keras.optimizers.SGD(learning_rate=0.1)
var1, var2 = tf.Variable(1.0), tf.Variable(2.0)
# `loss` is a callable that takes no argument and returns the value
# to minimize.
loss = lambda: 3 * var1 * var1 + 2 * var2 * var2
# Call minimize to update the list of variables.
opt.minimize(loss, var_list=[var1, var2])
Processing gradients before applying them
Calling minimize()
takes care of both computing the gradients and
applying them to the variables. If you want to process the gradients
before applying them you can instead use the optimizer in three steps:
- Compute the gradients with
tf.GradientTape
. - Process the gradients as you wish.
- Apply the processed gradients with
apply_gradients()
.
Example:
# Create an optimizer.
opt = tf.keras.optimizers.experimental.SGD(learning_rate=0.1)
var1, var2 = tf.Variable(1.0), tf.Variable(2.0)
# Compute the gradients for a list of variables.
with tf.GradientTape() as tape:
loss = 3 * var1 * var1 + 2 * var2 * var2
grads = tape.gradient(loss, [var1, var2])
# Process the gradients.
grads[0] = grads[0] + 1
# Ask the optimizer to apply the gradients on variables.
opt.apply_gradients(zip(grads, [var1, var2]))
Dynamic learning rate
Dynamic learning rate can be achieved by setting learning rate as a built-in
or customized tf.keras.optimizers.schedules.LearningRateSchedule
.
Example:
var = tf.Variable(np.random.random(size=(1,)))
learning_rate = tf.keras.optimizers.schedules.ExponentialDecay(
initial_learning_rate=.01, decay_steps=20, decay_rate=.1)
opt = tf.keras.optimizers.experimental.SGD(learning_rate=learning_rate)
loss = lambda: 3 * var
opt.minimize(loss, var_list=[var])
Gradients clipping
Users can clip the gradients before applying to variables by setting
clipnorm
, clipvalue
and global_clipnorm
. Notice that clipnorm
and
global_clipnorm
can only have one being set.
Example:
opt = tf.keras.optimizers.experimental.SGD(learning_rate=1, clipvalue=1)
var1, var2 = tf.Variable(2.0), tf.Variable(2.0)
with tf.GradientTape() as tape:
loss = 2 * var1 + 2 * var2
grads = tape.gradient(loss, [var1, var2])
print([grads[0].numpy(), grads[1].numpy()])
[2.0, 2.0]
opt.apply_gradients(zip(grads, [var1, var2]))
# Without clipping, we should get [0, 0], but as gradients are clipped
# to have max value 1, we get [1.0, 1.0].
print([var1.numpy(), var2.numpy()])
[1.0, 1.0]
Using weight decay.
Weight decay in certain scenarios can boost the model's performance. Keras
has built-in support for weight decay in all optimizers. Users can apply
weight decay by setting weight_decay
argument.
opt = tf.keras.optimizers.experimental.SGD(1, weight_decay=0.004)
grads, var1, var2 = tf.zeros(()), tf.Variable(2.0), tf.Variable(2.0)
# You can exclude variables from weight decay, in this case we
# exclude `var2`.
opt.exclude_from_weight_decay(var_list=[var2])
opt.apply_gradients(zip([grads, grads], [var1, var2]))
print([var1.numpy(), var2.numpy()])
[1.992, 2.0]
Using exponential moving average.
Empirically it has been found that using the exponential moving average (EMA) of the trained parameters of a deep network achieves a better performance than using its trained parameters directly. Keras optimizers allows users to compute this moving average and overwrite the model variables at desired time.
Example:
# Create an SGD optimizer with EMA on. `ema_momentum` controls the decay
# rate of the moving average. `ema_momentum=1` means no decay and the stored
# moving average is always model variable's initial value before training.
# Reversely, `ema_momentum=0` is equivalent to not using EMA.
# `ema_overwrite_frequency=3` means every 3 iterations, we overwrite the
# trainable variables with their moving average values.
opt = tf.keras.optimizers.experimental.SGD(
learning_rate=1,
use_ema=True,
ema_momentum=0.5,
ema_overwrite_frequency=3)
var1, var2 = tf.Variable(2.0), tf.Variable(2.0)
with tf.GradientTape() as tape:
loss = var1 + var2
grads = tape.gradient(loss, [var1, var2])
# First iteration: [var1, var2] = [1.0, 1.0]
opt.apply_gradients(zip(grads, [var1, var2]))
print([var1, var2])
# Second iteration: [var1, var2] = [0.0, 0.0]
opt.apply_gradients(zip(grads, [var1, var2]))
print([var1, var2])
# Third iteration, without EMA, we should see [var1, var2] = [-1.0, -1.0],
# but overwriting results in [var1, var2] = [-0.125, -0.125]. The full
# calculation for the moving average of var1 is:
# var1=2*0.5**3+1*(1-0.5)*0.5**2+0*(1-0.5)*0.5**1+(-1)*(1-0.5)=-0.125.
opt.apply_gradients(zip(grads, [var1, var2]))
print([var1, var2])
When optimizer is constructed with use_ema=True
, in custom training loop,
users can explicitly call finalize_variable_values()
to overwrite
trainable variables with their EMA values. finalize_variable_values()
is
by default called at the end of model.fit()
.
Use with tf.distribute.Strategy
This optimizer class is tf.distribute.Strategy
aware, which means it
automatically sums gradients across all replicas. To aggregate gradients
yourself, call apply_gradients
with skip_aggregate_gradients
set to
True. This is useful if you need to process aggregated gradients.
# This example is not runnable, it consists of dummy code for simple
# tutorial.
strategy = tf.distribute.experimental.TPUStrategy()
with strategy.scope():
opt = tf.keras.optimizers.experimental.SGD()
model = magic_function_that_returns_model()
gradients = magic_function_that_returns_gradients()
# Custom logic to aggregate gradients.
gradients = strategy.reduce("SUM", gradients, axis=None)
opt.apply_gradients(zip(gradients, model.trainable_variables),
skip_aggregate_gradients=True)
Creating a custom optimizer
If you intend to create your own optimization algorithm, please inherit from this class and override the following methods:
build
: Create your optimizer-related variables, such asmomentums
in SGD optimizer.update_step
: Implement your optimizer's updating logic.get_config
: serialization of the optimizer, include all hyper parameters.
Your optimizer would automatically be compatible with tensorflow distributed
training if you subclass optimizer_experimental.Optimizer
.
Methods
add_variable
add_variable(
shape, dtype=None, initializer='zeros', name=None
)
Create an optimizer variable.
Args | |
---|---|
shape
|
A list of integers, a tuple of integers, or a 1-D Tensor of type int32. Defaults to scalar if unspecified. |
dtype
|
The DType of the optimizer variable to be created. Defaults to
tf.keras.backend.floatx if unspecified.
|
initializer
|
string or callable. Initializer instance. |
name
|
The name of the optimizer variable to be created. |
Returns | |
---|---|
An optimizer variable, in the format of tf.Variable. |
add_variable_from_reference
add_variable_from_reference(
model_variable, variable_name, shape=None, initial_value=None
)
Create an optimizer variable from model variable.
Create an optimizer variable based on the information of model variable. For example, in SGD optimizer momemtum, for each model variable, a corresponding momemtum variable is created of the same shape and dtype.
Args | |
---|---|
model_variable
|
tf.Variable. The corresponding model variable to the optimizer variable to be created. |
variable_name
|
String. The name prefix of the optimizer variable to be
created. The create variables name will follow the pattern
{variable_name}/{model_variable.name} , e.g., momemtum/dense_1 .
|
shape
|
List or Tuple, defaults to None. The shape of the optimizer
variable to be created. If None, the created variable will have the
same shape as model_variable .
|
initial_value
|
A Tensor, or Python object convertible to a Tensor, defaults to None. The initial value of the optimizer variable, if None, the initial value will be default to 0. |
Returns | |
---|---|
An optimizer variable. |
aggregate_gradients
aggregate_gradients(
grads_and_vars
)
Aggregate gradients on all devices.
By default, we will perform reduce_sum of gradients across devices. Users can implement their own aggregation logic by overriding this method.
Args | |
---|---|
grads_and_vars
|
List of (gradient, variable) pairs. |
Returns | |
---|---|
List of (gradient, variable) pairs. |
apply_gradients
apply_gradients(
grads_and_vars, name=None, skip_gradients_aggregation=False, **kwargs
)
Apply gradients to variables.
Args | |
---|---|
grads_and_vars
|
List of (gradient, variable) pairs.
|
name
|
string, defaults to None. The name of the namescope to
use when creating variables. If None, self.name will be used.
|
skip_gradients_aggregation
|
If true, gradients aggregation will not be performed inside optimizer. Usually this arg is set to True when you write custom code aggregating gradients outside the optimizer. |
**kwargs
|
keyword arguments only used for backward compatibility. |
Returns | |
---|---|
A tf.Variable , representing the current iteration.
|
Raises | |
---|---|
TypeError
|
If grads_and_vars is malformed.
|
RuntimeError
|
If called in a cross-replica context. |
build
@abc.abstractmethod
build( var_list )
Initialize the optimizer's variables, such as momemtum variables.
This function has to be implemented by subclass optimizers, and subclass
optimizers need to call super().build(var_list)
.
Args | |
---|---|
var_list
|
List of model variables to build optimizers on. For example, SGD optimizer with momentum will store one momentum variable corresponding to each model variable. |
compute_gradients
compute_gradients(
loss, var_list, tape=None
)
Compute gradients of loss on trainable variables.
Args | |
---|---|
loss
|
Tensor or callable. If a callable, loss should take no
arguments and return the value to minimize.
|
var_list
|
list or tuple of Variable objects to update to minimize
loss , or a callable returning the list or tuple of Variable
objects. Use callable when the variable list would otherwise be
incomplete before minimize since the variables are created at the
first time loss is called.
|
tape
|
(Optional) tf.GradientTape . If loss is provided as a
Tensor , the tape that computed the loss must be provided.
|
Returns | |
---|---|
A list of (gradient, variable) pairs. Variable is always present, but
gradient can be None .
|
exclude_from_weight_decay
exclude_from_weight_decay(
var_list=None, var_names=None
)
Exclude variables from weight decay.
This method must be called before the optimizer's build
method is
called. You can set specific variables to exclude out, or set a list of
strings as the anchor words, if any of which appear in a variable's
name, then the variable is excluded.
Args | |
---|---|
var_list
|
A list of tf.Variable s to exclude from weight decay.
|
var_names
|
A list of strings. If any string in var_names appear
in the model variable's name, then this model variable is
excluded from weight decay. For example, var_names=['bias']
excludes all bias variables from weight decay.
|
finalize_variable_values
finalize_variable_values(
var_list
)
Set the final value of model's trainable variables.
Sometimes there are some extra steps before ending the variable updates, such as overriding the model variables with its average value.
Args | |
---|---|
var_list
|
list of model variables. |
from_config
@classmethod
from_config( 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 user-defined Python objects needed to recreate this optimizer. |
Returns | |
---|---|
An optimizer instance. |
get_config
get_config()
Returns the config of the optimizer.
An optimizer config is a Python dictionary (serializable) containing the configuration of an optimizer. The same optimizer can be reinstantiated later (without any saved state) from this configuration.
Subclass optimizer should override this method to include other hyperparameters.
Returns | |
---|---|
Python dictionary. |
load_own_variables
load_own_variables(
store
)
Set the state of this optimizer object.
minimize
minimize(
loss, var_list, tape=None
)
Minimize loss
by updating var_list
.
This method simply computes gradient using tf.GradientTape
and calls
apply_gradients()
. If you want to process the gradient before applying
then call tf.GradientTape
and apply_gradients()
explicitly instead
of using this function.
Args | |
---|---|
loss
|
Tensor or callable. If a callable, loss should take no
arguments and return the value to minimize.
|
var_list
|
list or tuple of Variable objects to update to minimize
loss , or a callable returning the list or tuple of Variable
objects. Use callable when the variable list would otherwise be
incomplete before minimize since the variables are created at the
first time loss is called.
|
tape
|
(Optional) tf.GradientTape .
|
Returns | |
---|---|
None |
save_own_variables
save_own_variables(
store
)
Get the state of this optimizer object.
set_weights
set_weights(
weights
)
Set the weights of the optimizer.
Args | |
---|---|
weights
|
a list of tf.Variable s or numpy arrays, the target values
of optimizer variables. It should have the same order as
self._variables .
|
update_step
@abc.abstractmethod
update_step( gradient, variable )
Function to update variable value based on given gradients.
This method must be implemented in customized optimizers.
Args | |
---|---|
gradient
|
backpropagated gradient of the given variable. |
variable
|
variable whose value needs to be updated. |
Returns | |
---|---|
An Operation that applies the specified gradients.
|