All Downloads are FREE. Search and download functionalities are using the official Maven repository.
Please wait. This can take some minutes ...
Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $
You can buy this project and download/modify it how often you want.
org.nd4j.linalg.learning.AMSGradUpdater Maven / Gradle / Ivy
/*******************************************************************************
* Copyright (c) 2015-2018 Skymind, Inc.
* Copyright (c) 2020 Konduit K.K.
*
* This program and the accompanying materials are made available under the
* terms of the Apache License, Version 2.0 which is available at
* https://www.apache.org/licenses/LICENSE-2.0.
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* License for the specific language governing permissions and limitations
* under the License.
*
* SPDX-License-Identifier: Apache-2.0
******************************************************************************/
package org.nd4j.linalg.learning;
import lombok.Data;
import lombok.NonNull;
import lombok.val;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.api.ops.impl.updaters.AmsGradUpdater;
import org.nd4j.linalg.api.shape.Shape;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.indexing.NDArrayIndex;
import org.nd4j.linalg.learning.config.AMSGrad;
import java.util.HashMap;
import java.util.Map;
/**
* The AMSGrad updater
* Reference: On the Convergence of Adam and Beyond - https://openreview.net/forum?id=ryQu7f-RZ
*
* @author Alex Black
*/
@Data
public class AMSGradUpdater implements GradientUpdater {
public static final String M_STATE = "M";
public static final String V_STATE = "V";
public static final String V_HAT_STATE = "V_HAT";
private AMSGrad config;
private INDArray m, v, vHat; // moving avg, sqrd gradients, max
private char gradientReshapeOrder;
public AMSGradUpdater(AMSGrad config) {
this.config = config;
}
@Override
public void setState(@NonNull Map stateMap, boolean initialize) {
if(!stateMap.containsKey(M_STATE) || !stateMap.containsKey(V_STATE) || !stateMap.containsKey(V_HAT_STATE) || stateMap.size() != 3){
throw new IllegalStateException("State map should contain only keys [" + M_STATE + "," + V_STATE + "," + V_HAT_STATE + "] but has keys " + stateMap.keySet());
}
this.m = stateMap.get(M_STATE);
this.v = stateMap.get(V_STATE);
this.vHat = stateMap.get(V_HAT_STATE);
}
@Override
public Map getState() {
Map r = new HashMap<>();
r.put(M_STATE, m);
r.put(V_STATE, v);
r.put(V_HAT_STATE, vHat);
return r;
}
@Override
public void setStateViewArray(INDArray viewArray, long[] gradientShape, char gradientOrder, boolean initialize) {
if (!viewArray.isRowVector())
throw new IllegalArgumentException("Invalid input: expect row vector input");
if (initialize)
viewArray.assign(0);
val n = viewArray.length() / 3;
this.m = viewArray.get(NDArrayIndex.point(0), NDArrayIndex.interval(0, n));
this.v = viewArray.get(NDArrayIndex.point(0), NDArrayIndex.interval(n, 2*n));
this.vHat = viewArray.get(NDArrayIndex.point(0), NDArrayIndex.interval(2*n, 3*n));
//Reshape to match the expected shape of the input gradient arrays
this.m = Shape.newShapeNoCopy(this.m, gradientShape, gradientOrder == 'f');
this.v = Shape.newShapeNoCopy(this.v, gradientShape, gradientOrder == 'f');
this.vHat = Shape.newShapeNoCopy(this.vHat, gradientShape, gradientOrder == 'f');
if (m == null || v == null || vHat == null)
throw new IllegalStateException("Could not correctly reshape gradient view arrays");
this.gradientReshapeOrder = gradientOrder;
}
@Override
public void applyUpdater(INDArray gradient, int iteration, int epoch) {
if (m == null || v == null || vHat == null)
throw new IllegalStateException("Updater has not been initialized with view state");
double beta1 = config.getBeta1();
double beta2 = config.getBeta2();
double learningRate = config.getLearningRate(iteration, epoch);
double epsilon = config.getEpsilon();
//m_t = b_1 * m_{t-1} + (1-b_1) * g_t eq 1 pg 3
//v_t = b_2 * v_{t-1} + (1-b_2) * (g_t)^2 eq 1 pg 3
//vHat_t = max(vHat_{t-1}, v_t)
//gradient array contains: sqrt(vHat) + eps
//gradient = alphat * m_t / (sqrt(vHat) + eps)
Nd4j.exec(new AmsGradUpdater(gradient, v, m, vHat, learningRate, beta1, beta2, epsilon, iteration));
}
}