/usr/lib/python3/dist-packages/keras/optimizers.py is in python3-keras 2.1.1-1.
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import six
import copy
from six.moves import zip
from . import backend as K
from .utils.generic_utils import serialize_keras_object
from .utils.generic_utils import deserialize_keras_object
from .legacy import interfaces
if K.backend() == 'tensorflow':
import tensorflow as tf
def clip_norm(g, c, n):
if c <= 0: # if clipnorm == 0 no need to add ops to the graph
return g
# tf require using a special op to multiply IndexedSliced by scalar
if K.backend() == 'tensorflow':
condition = n >= c
then_expression = tf.scalar_mul(c / n, g)
else_expression = g
# saving the shape to avoid converting sparse tensor to dense
if isinstance(then_expression, tf.Tensor):
g_shape = copy.copy(then_expression.get_shape())
elif isinstance(then_expression, tf.IndexedSlices):
g_shape = copy.copy(then_expression.dense_shape)
if condition.dtype != tf.bool:
condition = tf.cast(condition, 'bool')
g = tf.cond(condition,
lambda: then_expression,
lambda: else_expression)
if isinstance(then_expression, tf.Tensor):
g.set_shape(g_shape)
elif isinstance(then_expression, tf.IndexedSlices):
g._dense_shape = g_shape
else:
g = K.switch(K.greater_equal(n, c), g * c / n, g)
return g
class Optimizer(object):
"""Abstract optimizer base class.
Note: this is the parent class of all optimizers, not an actual optimizer
that can be used for training models.
All Keras optimizers support the following keyword arguments:
clipnorm: float >= 0. Gradients will be clipped
when their L2 norm exceeds this value.
clipvalue: float >= 0. Gradients will be clipped
when their absolute value exceeds this value.
"""
def __init__(self, **kwargs):
allowed_kwargs = {'clipnorm', 'clipvalue'}
for k in kwargs:
if k not in allowed_kwargs:
raise TypeError('Unexpected keyword argument '
'passed to optimizer: ' + str(k))
self.__dict__.update(kwargs)
self.updates = []
self.weights = []
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
raise NotImplementedError
def get_gradients(self, loss, params):
grads = K.gradients(loss, params)
if hasattr(self, 'clipnorm') and self.clipnorm > 0:
norm = K.sqrt(sum([K.sum(K.square(g)) for g in grads]))
grads = [clip_norm(g, self.clipnorm, norm) for g in grads]
if hasattr(self, 'clipvalue') and self.clipvalue > 0:
grads = [K.clip(g, -self.clipvalue, self.clipvalue) for g in grads]
return grads
def set_weights(self, weights):
"""Sets the weights of the optimizer, from Numpy arrays.
Should only be called after computing the gradients
(otherwise the optimizer has no weights).
# Arguments
weights: a list of Numpy arrays. The number
of arrays and their shape must match
number of the dimensions of the weights
of the optimizer (i.e. it should match the
output of `get_weights`).
# Raises
ValueError: in case of incompatible weight shapes.
"""
params = self.weights
weight_value_tuples = []
param_values = K.batch_get_value(params)
for pv, p, w in zip(param_values, params, weights):
if pv.shape != w.shape:
raise ValueError('Optimizer weight shape ' +
str(pv.shape) +
' not compatible with '
'provided weight shape ' + str(w.shape))
weight_value_tuples.append((p, w))
K.batch_set_value(weight_value_tuples)
def get_weights(self):
"""Returns the current value of the weights of the optimizer.
# Returns
A list of numpy arrays.
"""
return K.batch_get_value(self.weights)
def get_config(self):
config = {}
if hasattr(self, 'clipnorm'):
config['clipnorm'] = self.clipnorm
if hasattr(self, 'clipvalue'):
config['clipvalue'] = self.clipvalue
return config
@classmethod
def from_config(cls, config):
return cls(**config)
class SGD(Optimizer):
"""Stochastic gradient descent optimizer.
Includes support for momentum,
learning rate decay, and Nesterov momentum.
# Arguments
lr: float >= 0. Learning rate.
momentum: float >= 0. Parameter updates momentum.
decay: float >= 0. Learning rate decay over each update.
nesterov: boolean. Whether to apply Nesterov momentum.
"""
def __init__(self, lr=0.01, momentum=0., decay=0.,
nesterov=False, **kwargs):
super(SGD, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.lr = K.variable(lr, name='lr')
self.momentum = K.variable(momentum, name='momentum')
self.decay = K.variable(decay, name='decay')
self.initial_decay = decay
self.nesterov = nesterov
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
self.updates = [K.update_add(self.iterations, 1)]
lr = self.lr
if self.initial_decay > 0:
lr *= (1. / (1. + self.decay * K.cast(self.iterations,
K.dtype(self.decay))))
# momentum
shapes = [K.int_shape(p) for p in params]
moments = [K.zeros(shape) for shape in shapes]
self.weights = [self.iterations] + moments
for p, g, m in zip(params, grads, moments):
v = self.momentum * m - lr * g # velocity
self.updates.append(K.update(m, v))
if self.nesterov:
new_p = p + self.momentum * v - lr * g
else:
new_p = p + v
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'momentum': float(K.get_value(self.momentum)),
'decay': float(K.get_value(self.decay)),
'nesterov': self.nesterov}
base_config = super(SGD, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class RMSprop(Optimizer):
"""RMSProp optimizer.
It is recommended to leave the parameters of this optimizer
at their default values
(except the learning rate, which can be freely tuned).
This optimizer is usually a good choice for recurrent
neural networks.
# Arguments
lr: float >= 0. Learning rate.
rho: float >= 0.
epsilon: float >= 0. Fuzz factor.
decay: float >= 0. Learning rate decay over each update.
# References
- [rmsprop: Divide the gradient by a running average of its recent magnitude](http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf)
"""
def __init__(self, lr=0.001, rho=0.9, epsilon=1e-8, decay=0.,
**kwargs):
super(RMSprop, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.lr = K.variable(lr, name='lr')
self.rho = K.variable(rho, name='rho')
self.decay = K.variable(decay, name='decay')
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.epsilon = epsilon
self.initial_decay = decay
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
accumulators = [K.zeros(K.int_shape(p), dtype=K.dtype(p)) for p in params]
self.weights = accumulators
self.updates = [K.update_add(self.iterations, 1)]
lr = self.lr
if self.initial_decay > 0:
lr *= (1. / (1. + self.decay * K.cast(self.iterations,
K.dtype(self.decay))))
for p, g, a in zip(params, grads, accumulators):
# update accumulator
new_a = self.rho * a + (1. - self.rho) * K.square(g)
self.updates.append(K.update(a, new_a))
new_p = p - lr * g / (K.sqrt(new_a) + self.epsilon)
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'rho': float(K.get_value(self.rho)),
'decay': float(K.get_value(self.decay)),
'epsilon': self.epsilon}
base_config = super(RMSprop, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class Adagrad(Optimizer):
"""Adagrad optimizer.
It is recommended to leave the parameters of this optimizer
at their default values.
# Arguments
lr: float >= 0. Learning rate.
epsilon: float >= 0.
decay: float >= 0. Learning rate decay over each update.
# References
- [Adaptive Subgradient Methods for Online Learning and Stochastic Optimization](http://www.jmlr.org/papers/volume12/duchi11a/duchi11a.pdf)
"""
def __init__(self, lr=0.01, epsilon=1e-8, decay=0., **kwargs):
super(Adagrad, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.lr = K.variable(lr, name='lr')
self.decay = K.variable(decay, name='decay')
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.epsilon = epsilon
self.initial_decay = decay
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
shapes = [K.int_shape(p) for p in params]
accumulators = [K.zeros(shape) for shape in shapes]
self.weights = accumulators
self.updates = [K.update_add(self.iterations, 1)]
lr = self.lr
if self.initial_decay > 0:
lr *= (1. / (1. + self.decay * K.cast(self.iterations,
K.dtype(self.decay))))
for p, g, a in zip(params, grads, accumulators):
new_a = a + K.square(g) # update accumulator
self.updates.append(K.update(a, new_a))
new_p = p - lr * g / (K.sqrt(new_a) + self.epsilon)
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'decay': float(K.get_value(self.decay)),
'epsilon': self.epsilon}
base_config = super(Adagrad, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class Adadelta(Optimizer):
"""Adadelta optimizer.
It is recommended to leave the parameters of this optimizer
at their default values.
# Arguments
lr: float >= 0. Learning rate.
It is recommended to leave it at the default value.
rho: float >= 0.
epsilon: float >= 0. Fuzz factor.
decay: float >= 0. Learning rate decay over each update.
# References
- [Adadelta - an adaptive learning rate method](http://arxiv.org/abs/1212.5701)
"""
def __init__(self, lr=1.0, rho=0.95, epsilon=1e-8, decay=0.,
**kwargs):
super(Adadelta, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.lr = K.variable(lr, name='lr')
self.decay = K.variable(decay, name='decay')
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.rho = rho
self.epsilon = epsilon
self.initial_decay = decay
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
shapes = [K.int_shape(p) for p in params]
accumulators = [K.zeros(shape) for shape in shapes]
delta_accumulators = [K.zeros(shape) for shape in shapes]
self.weights = accumulators + delta_accumulators
self.updates = [K.update_add(self.iterations, 1)]
lr = self.lr
if self.initial_decay > 0:
lr *= (1. / (1. + self.decay * K.cast(self.iterations,
K.dtype(self.decay))))
for p, g, a, d_a in zip(params, grads, accumulators, delta_accumulators):
# update accumulator
new_a = self.rho * a + (1. - self.rho) * K.square(g)
self.updates.append(K.update(a, new_a))
# use the new accumulator and the *old* delta_accumulator
update = g * K.sqrt(d_a + self.epsilon) / K.sqrt(new_a + self.epsilon)
new_p = p - lr * update
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
# update delta_accumulator
new_d_a = self.rho * d_a + (1 - self.rho) * K.square(update)
self.updates.append(K.update(d_a, new_d_a))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'rho': self.rho,
'decay': float(K.get_value(self.decay)),
'epsilon': self.epsilon}
base_config = super(Adadelta, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class Adam(Optimizer):
"""Adam optimizer.
Default parameters follow those provided in the original paper.
# Arguments
lr: float >= 0. Learning rate.
beta_1: float, 0 < beta < 1. Generally close to 1.
beta_2: float, 0 < beta < 1. Generally close to 1.
epsilon: float >= 0. Fuzz factor.
decay: float >= 0. Learning rate decay over each update.
# References
- [Adam - A Method for Stochastic Optimization](http://arxiv.org/abs/1412.6980v8)
"""
def __init__(self, lr=0.001, beta_1=0.9, beta_2=0.999,
epsilon=1e-8, decay=0., **kwargs):
super(Adam, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.lr = K.variable(lr, name='lr')
self.beta_1 = K.variable(beta_1, name='beta_1')
self.beta_2 = K.variable(beta_2, name='beta_2')
self.decay = K.variable(decay, name='decay')
self.epsilon = epsilon
self.initial_decay = decay
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
self.updates = [K.update_add(self.iterations, 1)]
lr = self.lr
if self.initial_decay > 0:
lr *= (1. / (1. + self.decay * K.cast(self.iterations,
K.dtype(self.decay))))
t = K.cast(self.iterations, K.floatx()) + 1
lr_t = lr * (K.sqrt(1. - K.pow(self.beta_2, t)) /
(1. - K.pow(self.beta_1, t)))
ms = [K.zeros(K.int_shape(p), dtype=K.dtype(p)) for p in params]
vs = [K.zeros(K.int_shape(p), dtype=K.dtype(p)) for p in params]
self.weights = [self.iterations] + ms + vs
for p, g, m, v in zip(params, grads, ms, vs):
m_t = (self.beta_1 * m) + (1. - self.beta_1) * g
v_t = (self.beta_2 * v) + (1. - self.beta_2) * K.square(g)
p_t = p - lr_t * m_t / (K.sqrt(v_t) + self.epsilon)
self.updates.append(K.update(m, m_t))
self.updates.append(K.update(v, v_t))
new_p = p_t
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'beta_1': float(K.get_value(self.beta_1)),
'beta_2': float(K.get_value(self.beta_2)),
'decay': float(K.get_value(self.decay)),
'epsilon': self.epsilon}
base_config = super(Adam, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class Adamax(Optimizer):
"""Adamax optimizer from Adam paper's Section 7.
It is a variant of Adam based on the infinity norm.
Default parameters follow those provided in the paper.
# Arguments
lr: float >= 0. Learning rate.
beta_1/beta_2: floats, 0 < beta < 1. Generally close to 1.
epsilon: float >= 0. Fuzz factor.
decay: float >= 0. Learning rate decay over each update.
# References
- [Adam - A Method for Stochastic Optimization](http://arxiv.org/abs/1412.6980v8)
"""
def __init__(self, lr=0.002, beta_1=0.9, beta_2=0.999,
epsilon=1e-8, decay=0., **kwargs):
super(Adamax, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.lr = K.variable(lr, name='lr')
self.beta_1 = K.variable(beta_1, name='beta_1')
self.beta_2 = K.variable(beta_2, name='beta_2')
self.decay = K.variable(decay, name='decay')
self.epsilon = epsilon
self.initial_decay = decay
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
self.updates = [K.update_add(self.iterations, 1)]
lr = self.lr
if self.initial_decay > 0:
lr *= (1. / (1. + self.decay * K.cast(self.iterations,
K.dtype(self.decay))))
t = K.cast(self.iterations, K.floatx()) + 1
lr_t = lr / (1. - K.pow(self.beta_1, t))
shapes = [K.int_shape(p) for p in params]
# zero init of 1st moment
ms = [K.zeros(shape) for shape in shapes]
# zero init of exponentially weighted infinity norm
us = [K.zeros(shape) for shape in shapes]
self.weights = [self.iterations] + ms + us
for p, g, m, u in zip(params, grads, ms, us):
m_t = (self.beta_1 * m) + (1. - self.beta_1) * g
u_t = K.maximum(self.beta_2 * u, K.abs(g))
p_t = p - lr_t * m_t / (u_t + self.epsilon)
self.updates.append(K.update(m, m_t))
self.updates.append(K.update(u, u_t))
new_p = p_t
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'beta_1': float(K.get_value(self.beta_1)),
'beta_2': float(K.get_value(self.beta_2)),
'decay': float(K.get_value(self.decay)),
'epsilon': self.epsilon}
base_config = super(Adamax, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class Nadam(Optimizer):
"""Nesterov Adam optimizer.
Much like Adam is essentially RMSprop with momentum,
Nadam is Adam RMSprop with Nesterov momentum.
Default parameters follow those provided in the paper.
It is recommended to leave the parameters of this optimizer
at their default values.
# Arguments
lr: float >= 0. Learning rate.
beta_1/beta_2: floats, 0 < beta < 1. Generally close to 1.
epsilon: float >= 0. Fuzz factor.
# References
- [Nadam report](http://cs229.stanford.edu/proj2015/054_report.pdf)
- [On the importance of initialization and momentum in deep learning](http://www.cs.toronto.edu/~fritz/absps/momentum.pdf)
"""
def __init__(self, lr=0.002, beta_1=0.9, beta_2=0.999,
epsilon=1e-8, schedule_decay=0.004, **kwargs):
super(Nadam, self).__init__(**kwargs)
with K.name_scope(self.__class__.__name__):
self.iterations = K.variable(0, dtype='int64', name='iterations')
self.m_schedule = K.variable(1., name='m_schedule')
self.lr = K.variable(lr, name='lr')
self.beta_1 = K.variable(beta_1, name='beta_1')
self.beta_2 = K.variable(beta_2, name='beta_2')
self.epsilon = epsilon
self.schedule_decay = schedule_decay
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.get_gradients(loss, params)
self.updates = [K.update_add(self.iterations, 1)]
t = K.cast(self.iterations, K.floatx()) + 1
# Due to the recommendations in [2], i.e. warming momentum schedule
momentum_cache_t = self.beta_1 * (1. - 0.5 * (K.pow(K.cast_to_floatx(0.96), t * self.schedule_decay)))
momentum_cache_t_1 = self.beta_1 * (1. - 0.5 * (K.pow(K.cast_to_floatx(0.96), (t + 1) * self.schedule_decay)))
m_schedule_new = self.m_schedule * momentum_cache_t
m_schedule_next = self.m_schedule * momentum_cache_t * momentum_cache_t_1
self.updates.append((self.m_schedule, m_schedule_new))
shapes = [K.int_shape(p) for p in params]
ms = [K.zeros(shape) for shape in shapes]
vs = [K.zeros(shape) for shape in shapes]
self.weights = [self.iterations] + ms + vs
for p, g, m, v in zip(params, grads, ms, vs):
# the following equations given in [1]
g_prime = g / (1. - m_schedule_new)
m_t = self.beta_1 * m + (1. - self.beta_1) * g
m_t_prime = m_t / (1. - m_schedule_next)
v_t = self.beta_2 * v + (1. - self.beta_2) * K.square(g)
v_t_prime = v_t / (1. - K.pow(self.beta_2, t))
m_t_bar = (1. - momentum_cache_t) * g_prime + momentum_cache_t_1 * m_t_prime
self.updates.append(K.update(m, m_t))
self.updates.append(K.update(v, v_t))
p_t = p - self.lr * m_t_bar / (K.sqrt(v_t_prime) + self.epsilon)
new_p = p_t
# Apply constraints.
if getattr(p, 'constraint', None) is not None:
new_p = p.constraint(new_p)
self.updates.append(K.update(p, new_p))
return self.updates
def get_config(self):
config = {'lr': float(K.get_value(self.lr)),
'beta_1': float(K.get_value(self.beta_1)),
'beta_2': float(K.get_value(self.beta_2)),
'epsilon': self.epsilon,
'schedule_decay': self.schedule_decay}
base_config = super(Nadam, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
class TFOptimizer(Optimizer):
"""Wrapper class for native TensorFlow optimizers.
"""
def __init__(self, optimizer):
self.optimizer = optimizer
with K.name_scope(self.__class__.__name__):
self.iterations = K.variable(0, dtype='int64', name='iterations')
@interfaces.legacy_get_updates_support
def get_updates(self, loss, params):
grads = self.optimizer.compute_gradients(loss, params)
self.updates = [K.update_add(self.iterations, 1)]
opt_update = self.optimizer.apply_gradients(
grads, global_step=self.iterations)
self.updates.append(opt_update)
return self.updates
@property
def weights(self):
raise NotImplementedError
def get_config(self):
raise NotImplementedError
def from_config(self, config):
raise NotImplementedError
# Aliases.
sgd = SGD
rmsprop = RMSprop
adagrad = Adagrad
adadelta = Adadelta
adam = Adam
adamax = Adamax
nadam = Nadam
def serialize(optimizer):
return serialize_keras_object(optimizer)
def deserialize(config, custom_objects=None):
"""Inverse of the `serialize` function.
# Arguments
config: Optimizer configuration dictionary.
custom_objects: Optional dictionary mapping
names (strings) to custom objects
(classes and functions)
to be considered during deserialization.
# Returns
A Keras Optimizer instance.
"""
all_classes = {
'sgd': SGD,
'rmsprop': RMSprop,
'adagrad': Adagrad,
'adadelta': Adadelta,
'adam': Adam,
'adamax': Adamax,
'nadam': Nadam,
'tfoptimizer': TFOptimizer,
}
# Make deserialization case-insensitive for built-in optimizers.
if config['class_name'].lower() in all_classes:
config['class_name'] = config['class_name'].lower()
return deserialize_keras_object(config,
module_objects=all_classes,
custom_objects=custom_objects,
printable_module_name='optimizer')
def get(identifier):
"""Retrieves a Keras Optimizer instance.
# Arguments
identifier: Optimizer identifier, one of
- String: name of an optimizer
- Dictionary: configuration dictionary.
- Keras Optimizer instance (it will be returned unchanged).
- TensorFlow Optimizer instance
(it will be wrapped as a Keras Optimizer).
# Returns
A Keras Optimizer instance.
# Raises
ValueError: If `identifier` cannot be interpreted.
"""
if K.backend() == 'tensorflow':
# Wrap TF optimizer instances
if isinstance(identifier, tf.train.Optimizer):
return TFOptimizer(identifier)
if isinstance(identifier, dict):
return deserialize(identifier)
elif isinstance(identifier, six.string_types):
config = {'class_name': str(identifier), 'config': {}}
return deserialize(config)
if isinstance(identifier, Optimizer):
return identifier
else:
raise ValueError('Could not interpret optimizer identifier:',
identifier)
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