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/*******************************************************************************
* Copyright (c) 2015-2018 Skymind, Inc.
*
* 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.config;
import lombok.Builder;
import lombok.Data;
import lombok.val;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.learning.AMSGradUpdater;
import org.nd4j.linalg.learning.GradientUpdater;
import org.nd4j.linalg.schedule.ISchedule;
import org.nd4j.shade.jackson.annotation.JsonProperty;
import java.util.Arrays;
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
@Builder(builderClassName = "Builder")
public class AMSGrad implements IUpdater {
public static final double DEFAULT_AMSGRAD_LEARNING_RATE = 1e-3;
public static final double DEFAULT_AMSGRAD_EPSILON = 1e-8;
public static final double DEFAULT_AMSGRAD_BETA1_MEAN_DECAY = 0.9;
public static final double DEFAULT_AMSGRAD_BETA2_VAR_DECAY = 0.999;
@lombok.Builder.Default private double learningRate = DEFAULT_AMSGRAD_LEARNING_RATE; // learning rate
private ISchedule learningRateSchedule;
@lombok.Builder.Default private double beta1 = DEFAULT_AMSGRAD_BETA1_MEAN_DECAY; // gradient moving avg decay rate
@lombok.Builder.Default private double beta2 = DEFAULT_AMSGRAD_BETA2_VAR_DECAY; // gradient sqrt decay rate
@lombok.Builder.Default private double epsilon = DEFAULT_AMSGRAD_EPSILON;
public AMSGrad() {
this(DEFAULT_AMSGRAD_LEARNING_RATE, DEFAULT_AMSGRAD_BETA1_MEAN_DECAY, DEFAULT_AMSGRAD_BETA2_VAR_DECAY,
DEFAULT_AMSGRAD_EPSILON);
}
public AMSGrad(double learningRate){
this(learningRate, null, DEFAULT_AMSGRAD_BETA1_MEAN_DECAY, DEFAULT_AMSGRAD_BETA2_VAR_DECAY, DEFAULT_AMSGRAD_EPSILON);
}
public AMSGrad(ISchedule learningRateSchedule){
this(Double.NaN, learningRateSchedule, DEFAULT_AMSGRAD_BETA1_MEAN_DECAY, DEFAULT_AMSGRAD_BETA2_VAR_DECAY, DEFAULT_AMSGRAD_EPSILON);
}
public AMSGrad(double learningRate, double beta1, double beta2, double epsilon) {
this(learningRate, null, beta1, beta2, epsilon);
}
private AMSGrad(@JsonProperty("learningRate") double learningRate,
@JsonProperty("learningRateSchedule") ISchedule learningRateSchedule,
@JsonProperty("beta1") double beta1,
@JsonProperty("beta2") double beta2,
@JsonProperty("epsilon") double epsilon){
this.learningRate = learningRate;
this.learningRateSchedule = learningRateSchedule;
this.beta1 = beta1;
this.beta2 = beta2;
this.epsilon = epsilon;
}
@Override
public long stateSize(long numParams) {
return 3 * numParams;
}
@Override
public GradientUpdater instantiate(INDArray viewArray, boolean initializeViewArray) {
AMSGradUpdater u = new AMSGradUpdater(this);
long[] gradientShape = viewArray.shape();
gradientShape = Arrays.copyOf(gradientShape, gradientShape.length);
gradientShape[1] /= 3;
u.setStateViewArray(viewArray, gradientShape, viewArray.ordering(), initializeViewArray);
return u;
}
@Override
public GradientUpdater instantiate(Map updaterState, boolean initializeStateArrays) {
AMSGradUpdater u = new AMSGradUpdater(this);
u.setState(updaterState, initializeStateArrays);
return u;
}
@Override
public AMSGrad clone() {
return new AMSGrad(learningRate, learningRateSchedule, beta1, beta2, epsilon);
}
@Override
public double getLearningRate(int iteration, int epoch){
if(learningRateSchedule != null){
return learningRateSchedule.valueAt(iteration, epoch);
}
return learningRate;
}
@Override
public boolean hasLearningRate() {
return true;
}
@Override
public void setLrAndSchedule(double lr, ISchedule lrSchedule) {
this.learningRate = lr;
this.learningRateSchedule = lrSchedule;
}
//Partial builder implementation to give public no-arg constructor
public static class Builder {
public Builder(){ }
}
}