org.nd4j.linalg.learning.AdaDelta Maven / Gradle / Ivy
package org.nd4j.linalg.learning;
import lombok.Data;
import lombok.NoArgsConstructor;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.api.shape.Shape;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.indexing.NDArrayIndex;
import org.nd4j.linalg.ops.transforms.Transforms;
import java.io.Serializable;
/**
* http://www.matthewzeiler.com/pubs/googleTR2012/googleTR2012.pdf
* https://arxiv.org/pdf/1212.5701v1.pdf
*
* Ada delta updater. More robust adagrad that keeps track of a moving window
* average of the gradient rather than the every decaying learning rates of adagrad
*
* @author Adam Gibson
*/
@Data
@NoArgsConstructor
public class AdaDelta implements Serializable, GradientUpdater {
private INDArray msg; //E[g^2]_t by arxiv paper, algorithm 1
private INDArray msdx; //E[delta x^2]_t by arxiv paper, algorithm 1
private double rho = 0.95;
private double epsilon = Nd4j.EPS_THRESHOLD;
public AdaDelta(double rho) {
this.rho = rho;
}
public AdaDelta(double rho, double epsilon){
this.rho = rho;
this.epsilon = epsilon;
}
@Override
public int stateSizeForInputSize(int inputSize) {
return 2 * inputSize;
}
@Override
public void setStateViewArray(INDArray viewArray, int[] gradientShape, char gradientOrder, boolean initialize) {
if (!viewArray.isRowVector()) throw new IllegalArgumentException("Invalid input: expect row vector input");
if (initialize) viewArray.assign(0);
int length = viewArray.length();
this.msg = viewArray.get(NDArrayIndex.point(0), NDArrayIndex.interval(0, length / 2));
this.msdx = viewArray.get(NDArrayIndex.point(0), NDArrayIndex.interval(length / 2, length));
//Reshape to match the expected shape of the input gradient arrays
this.msg = Shape.newShapeNoCopy(this.msg, gradientShape, gradientOrder == 'f');
this.msdx = Shape.newShapeNoCopy(this.msdx, gradientShape, gradientOrder == 'f');
if (msg == null || msdx == null)
throw new IllegalStateException("Could not correctly reshape gradient view arrays");
}
@Override
public void update(Object... args) {
//no op
}
/**
* Get the updated gradient for the given gradient
* and also update the state of ada delta.
*
* @param gradient the gradient to get the
* updated gradient for
* @param iteration
* @return the update gradient
*/
@Override
public INDArray getGradient(INDArray gradient, int iteration) {
if (msg == null || msdx == null)
throw new IllegalStateException("Updater has not been initialized with view state");
//Line 4 of Algorithm 1: https://arxiv.org/pdf/1212.5701v1.pdf
//E[g^2]_t = rho * E[g^2]_{t−1} + (1-rho)*g^2_t
msg.muli(rho).addi(gradient.mul(gradient).muli(1-rho));
//Calculate update:
//dX = - g * RMS[delta x]_{t-1} / RMS[g]_t
//Note: negative is applied in the DL4J step function: params -= update rather than params += update
INDArray rmsdx_t1 = Transforms.sqrt(msdx.add(epsilon), false);
INDArray rmsg_t = Transforms.sqrt(msg.add(epsilon), false);
INDArray update = gradient.muli(rmsdx_t1.divi(rmsg_t));
//Accumulate gradients: E[delta x^2]_t = rho * E[delta x^2]_{t-1} + (1-rho)* (delta x_t)^2
msdx.muli(rho).addi(update.mul(update).muli(1-rho));
return update;
}
@Override
public GradientUpdaterAggregator getAggregator(boolean addThis) {
AdaDeltaAggregator ag = new AdaDeltaAggregator();
if (addThis) ag.aggregate(this);
return ag;
}
public static class AdaDeltaAggregator implements GradientUpdaterAggregator {
private INDArray msgSum;
private INDArray msdxSum;
private double rhoSum;
private int count = 0;
@Override
public GradientUpdater getUpdater() {
AdaDelta adaDelta = new AdaDelta(rhoSum / count);
adaDelta.setMsg(msgSum.div(count));
adaDelta.setMsdx(msdxSum.div(count));
adaDelta.setRho(rhoSum / count);
return adaDelta;
}
@Override
public void aggregate(GradientUpdater updater) {
if (!(updater instanceof AdaDelta))
throw new UnsupportedOperationException("Cannot aggregate AdaDelta with updater: " + updater);
AdaDelta adaDelta = (AdaDelta) updater;
if (msgSum == null) {
msgSum = adaDelta.msg.dup();
msdxSum = adaDelta.msdx.dup();
rhoSum = adaDelta.rho;
} else {
msgSum.addi(adaDelta.msg);
msdxSum.addi(adaDelta.msdx);
rhoSum += adaDelta.rho;
}
count++;
}
@Override
public GradientUpdaterAggregator combine(GradientUpdaterAggregator other) {
if (!(other instanceof AdaDeltaAggregator))
throw new IllegalArgumentException("Cannot combine AdaDeltaAggregator with aggregator: " + other);
AdaDeltaAggregator aggregator = (AdaDeltaAggregator) other;
msgSum.addi(aggregator.msgSum);
msdxSum.addi(aggregator.msdxSum);
rhoSum += aggregator.rhoSum;
count += aggregator.count;
return this;
}
}
}