TensorFlow 1 version | View source on GitHub |
Optimizer that implements the RMSprop algorithm.
Inherits From: Optimizer
tf.keras.optimizers.RMSprop(
learning_rate=0.001, rho=0.9, momentum=0.0, epsilon=1e-07, centered=False,
name='RMSprop', **kwargs
)
A detailed description of rmsprop.
- maintain a moving (discounted) average of the square of gradients
- divide gradient by the root of this average
The default settings does not use momentum:
Since $x/x^2 = sign(x)$, this is an smoothed approximation of:
With momentum the update is:
This implementation of RMSprop uses plain momentum, not Nesterov momentum.
The centered version additionally maintains a moving average of the gradients, and uses that average to estimate the variance:
Usage:
opt = tf.keras.optimizers.RMSprop(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()
var1.numpy()
9.683772
References See ([pdf] http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf).
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. Defeaults to 0.001.
|
rho
|
Discounting factor for the history/coming gradient. Defaults to 0.9. |
momentum
|
A scalar or a scalar Tensor . Defaults to 0.0.
|
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. |
centered
|
Boolean. If True , gradients are normalized by the estimated
variance of the gradient; if False, by the uncentered second moment.
Setting this to True may help with training, but is slightly more
expensive in terms of computation and memory. Defaults to False .
|
name
|
Optional name prefix for the operations created when applying
gradients. Defaults to "RMSprop". @compatibility(eager) When eager
execution is enabled, learning_rate , decay , momentum , and
epsilon can each be a callable that takes no arguments and returns the
actual value to use. This can be useful for changing these values across
different invocations of optimizer functions. @end_compatibility
|
**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.
|
Attributes | |
---|---|
iterations
|
Variable. The number of training steps this Optimizer has run. |
weights
|
Returns variables of this Optimizer based on the order created. |
Methods
add_slot
add_slot(
var, slot_name, initializer='zeros'
)
Add a new slot variable for var
.
add_weight
add_weight(
name, shape, dtype=None, initializer='zeros', trainable=None,
synchronization=tf.VariableSynchronization.AUTO,
aggregation=tf.compat.v1.VariableAggregation.NONE
)
apply_gradients
apply_gradients(
grads_and_vars, name=None, experimental_aggregate_gradients=True
)
Apply gradients to variables.
This is the second part of minimize()
. It returns an Operation
that
applies gradients.
The method sums gradients from all replicas in the presence of
tf.distribute.Strategy
by default. You can aggregate gradients yourself by
passing experimental_aggregate_gradients=False
.
Example:
grads = tape.gradient(loss, vars)
grads = tf.distribute.get_replica_context().all_reduce('sum', grads)
# Processing aggregated gradients.
optimizer.apply_gradients(zip(grads, vars),
experimental_aggregate_gradients=False)
Args | |
---|---|
grads_and_vars
|
List of (gradient, variable) pairs. |
name
|
Optional name for the returned operation. Default to the name passed
to the Optimizer constructor.
|
experimental_aggregate_gradients
|
Whether to sum gradients from different
replicas in the presense of tf.distribute.Strategy . If False, it's
user responsibility to aggregate the gradients. Default to True.
|
Returns | |
---|---|
An Operation that applies the specified gradients. The iterations
will be automatically increased by 1.
|
Raises | |
---|---|
TypeError
|
If grads_and_vars is malformed.
|
ValueError
|
If none of the variables have gradients. |
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.
Arguments | |
---|---|
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. |
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.
Returns | |
---|---|
Python dictionary. |
get_gradients
get_gradients(
loss, params
)
Returns gradients of loss
with respect to params
.
Arguments | |
---|---|
loss
|
Loss tensor. |
params
|
List of variables. |
Returns | |
---|---|
List of gradient tensors. |
Raises | |
---|---|
ValueError
|
In case any gradient cannot be computed (e.g. if gradient function not implemented). |
get_slot
get_slot(
var, slot_name
)
get_slot_names
get_slot_names()
A list of names for this optimizer's slots.
get_updates
get_updates(
loss, params
)
get_weights
get_weights()
Returns the current weights of the optimizer.
The weights of an optimizer are its state (ie, variables). This function returns the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they were created. The returned list can in turn be used to load state into similarly parameterized optimizers.
For example, the RMSprop optimizer for this simple model returns a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:
opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
len(opt.get_weights())
3
Returns | |
---|---|
Weights values as a list of numpy arrays. |
minimize
minimize(
loss, var_list, grad_loss=None, name=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
|
A callable taking no arguments which returns 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.
|
grad_loss
|
Optional. A Tensor holding the gradient computed for loss .
|
name
|
Optional name for the returned operation. |
Returns | |
---|---|
An Operation that updates the variables in var_list . The iterations
will be automatically increased by 1.
|
Raises | |
---|---|
ValueError
|
If some of the variables are not Variable objects.
|
set_weights
set_weights(
weights
)
Set the weights of the optimizer.
The weights of an optimizer are its state (ie, variables). This function takes the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they are created. The passed values are used to set the new state of the optimizer.
For example, the RMSprop optimizer for this simple model takes a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:
opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
new_weights = [np.array(10), np.ones([20, 10]), np.zeros([10])]
opt.set_weights(new_weights)
opt.iterations
<tf.Variable 'RMSprop/iter:0' shape=() dtype=int64, numpy=10>
Arguments | |
---|---|
weights
|
weight values as a list of numpy arrays. |
variables
variables()
Returns variables of this Optimizer based on the order created.