tfa.optimizers.SWA

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This class extends optimizers with Stochastic Weight Averaging (SWA).

Inherits From: AveragedOptimizerWrapper

Used in the notebooks

Used in the tutorials

The Stochastic Weight Averaging mechanism was proposed by Pavel Izmailov et. al in the paper Averaging Weights Leads to Wider Optima and Better Generalization. The optimizer implements averaging of multiple points along the trajectory of SGD. The optimizer expects an inner optimizer which will be used to apply the gradients to the variables and itself computes a running average of the variables every k steps (which generally corresponds to the end of a cycle when a cyclic learning rate is employed).

We also allow the specification of the number of steps averaging should first happen after. Let's say, we want averaging to happen every k steps after the first m steps. After step m we'd take a snapshot of the variables and then average the weights appropriately at step m + k, m + 2k and so on. The assign_average_vars function can be called at the end of training to obtain the averaged_weights from the optimizer.

Example of usage:

opt = tf.keras.optimizers.SGD(learning_rate)
opt = tfa.optimizers.SWA(opt, start_averaging=m, average_period=k)

optimizer The original optimizer that will be used to compute and apply the gradients.
start_averaging An integer. Threshold to start averaging using SWA. Averaging only occurs at start_averaging iters, must be >= 0. If start_averaging = m, the first snapshot will be taken after the mth application of gradients (where the first iteration is iteration 0).
average_period An integer. The synchronization period of SWA. The averaging occurs every average_period steps. Averaging period needs to be >= 1.
name Optional name for the operations created when applying gradients. Defaults to 'SWA'.
sequential_update Bool. If False, will compute the moving average at the same time as the model is updated, potentially doing benign data races. If True, will update the moving average after gradient updates.
**kwargs keyword arguments. Allowed to be {clipnorm, clipvalue, lr, decay}. clipnorm is clip gradients by norm; clipvalue is clip gradients by value, decay is included for backward compatibility to allow time inverse decay of learning rate. lr is included for backward compatibility, recommended to use learning_rate instead.

iterations Variable. The number of training steps this Optimizer has run.
learning_rate

lr

weights Returns variables of this Optimizer based on the order created.

Methods

add_slot

Add a new slot variable for var.

add_weight

apply_gradients

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Apply gradients to variables.

This is the second part of minimize(). It returns an Operation that applies gradients.

The method sums gradients from all replicas in the presence of tf.distribute.Strategy by default. You can aggregate gradients yourself by passing experimental_aggregate_gradients=False.

Example:

grads = tape.gradient(loss, vars)
grads = tf.distribute.get_replica_context().all_reduce('sum', grads)
# Processing aggregated gradients.
optimizer.apply_gradients(zip(grads, vars),
    experimental_aggregate_gradients=False)

Args
grads_and_vars List of (gradient, variable) pairs.
name Optional name for the returned operation. Default to the name passed to the Optimizer constructor.
experimental_aggregate_gradients Whether to sum gradients from different replicas in the presense of tf.distribute.Strategy. If False, it's user responsibility to aggregate the gradients. Default to True.

Returns
An Operation that applies the specified gradients. The iterations will be automatically increased by 1.

Raises
TypeError If grads_and_vars is malformed.
ValueError If none of the variables have gradients.

assign_average_vars

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Assign variables in var_list with their respective averages.

Args
var_list List of model variables to be assigned to their average.

Returns
assign_op The op corresponding to the assignment operation of variables to their average.

Example:

model = tf.Sequential([...])
opt = tfa.optimizers.SWA(
        tf.keras.optimizers.SGD(lr=2.0), 100, 10)
model.compile(opt, ...)
model.fit(x, y, ...)

# Update the weights to their mean before saving
opt.assign_average_vars(model.variables)

model.save('model.h5')

average_op

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from_config

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Creates an optimizer from its config.

This method is the reverse of get_config, capable of instantiating the same optimizer from the config dictionary.

Arguments
config A Python dictionary, typically the output of get_config.
custom_objects A Python dictionary mapping names to additional Python objects used to create this optimizer, such as a function used for a hyperparameter.

Returns
An optimizer instance.

get_config

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Returns the config of the optimizer.

An optimizer config is a Python dictionary (serializable) containing the configuration of an optimizer. The same optimizer can be reinstantiated later (without any saved state) from this configuration.

Returns
Python dictionary.

get_gradients

Returns gradients of loss with respect to params.

Arguments
loss Loss tensor.
params List of variables.

Returns
List of gradient tensors.

Raises
ValueError In case any gradient cannot be computed (e.g. if gradient function not implemented).

get_slot

get_slot_names

A list of names for this optimizer's slots.

get_updates

get_weights

Returns the current weights of the optimizer.

The weights of an optimizer are its state (ie, variables). This function returns the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they were created. The returned list can in turn be used to load state into similarly parameterized optimizers.

For example, the RMSprop optimizer for this simple model returns a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:

opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
len(opt.get_weights())
3

Returns
Weights values as a list of numpy arrays.

minimize

Minimize loss by updating var_list.

This method simply computes gradient using tf.GradientTape and calls apply_gradients(). If you want to process the gradient before applying then call tf.GradientTape and apply_gradients() explicitly instead of using this function.

Args
loss A callable taking no arguments which returns the value to minimize.
var_list list or tuple of Variable objects to update to minimize loss, or a callable returning the list or tuple of Variable objects. Use callable when the variable list would otherwise be incomplete before minimize since the variables are created at the first time loss is called.
grad_loss Optional. A Tensor holding the gradient computed for loss.
name Optional name for the returned operation.

Returns
An Operation that updates the variables in var_list. The iterations will be automatically increased by 1.

Raises
ValueError If some of the variables are not Variable objects.

set_weights

Set the weights of the optimizer.

The weights of an optimizer are its state (ie, variables). This function takes the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they are created. The passed values are used to set the new state of the optimizer.

For example, the RMSprop optimizer for this simple model takes a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:

opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
new_weights = [np.array(10), np.ones([20, 10]), np.zeros([10])]
opt.set_weights(new_weights)
opt.iterations
<tf.Variable 'RMSprop/iter:0' shape=() dtype=int64, numpy=10>

Arguments
weights weight values as a list of numpy arrays.

variables

Returns variables of this Optimizer based on the order created.