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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; } } }





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