tf.keras.dtensor.experimental.optimizers.SGD

DTensor specific optimizers.

Inherits From: SGD, Optimizer

tf.keras.dtensor.experimental.optimizers.SGD(
    learning_rate=0.01,
    momentum=0.0,
    nesterov=False,
    amsgrad=False,
    gradients_clip_option=None,
    ema_option=None,
    jit_compile=False,
    name='SGD',
    mesh=None
)

The major changes for this class is that all the variable init logic will be mesh/layout aware. Gradient descent (with momentum) optimizer.

Update rule for parameter w with gradient g when momentum is 0:

w = w - learning_rate * g

Update rule when momentum is larger than 0:

velocity = momentum * velocity - learning_rate * g
w = w + velocity

When nesterov=True, this rule becomes:

velocity = momentum * velocity - learning_rate * g
w = w + momentum * velocity - learning_rate * g

learning_rate A Tensor, floating point value, or a schedule that is a tf.keras.optimizers.schedules.LearningRateSchedule, or a callable that takes no arguments and returns the actual value to use. The learning rate. Defaults to 0.001.
momentum float hyperparameter >= 0 that accelerates gradient descent in the relevant direction and dampens oscillations. Defaults to 0, i.e., vanilla gradient descent.
nesterov boolean. Whether to apply Nesterov momentum. Defaults to False.
name String. The name to use for momentum accumulator weights created by the optimizer.
weight_decay Float, defaults to None. If set, weight decay is applied.
clipnorm Float. If set, the gradient of each weight is individually clipped so that its norm is no higher than this value.
clipvalue Float. If set, the gradient of each weight is clipped to be no higher than this value.
global_clipnorm Float. If set, the gradient of all weights is clipped so that their global norm is no higher than this value.
use_ema Boolean, defaults to False. If True, exponential moving average (EMA) is applied. EMA consists of computing an exponential moving average of the weights of the model (as the weight values change after each training batch), and periodically overwriting the weights with their moving average.
ema_momentum Float, defaults to 0.99. Only used if use_ema=True. This is the momentum to use when computing the EMA of the model's weights: new_average = ema_momentum * old_average + (1 - ema_momentum) * current_variable_value.
ema_overwrite_frequency Int or None, defaults to None. Only used if use_ema=True. Every ema_overwrite_frequency steps of iterations, we overwrite the model variable by its moving average. If None, the optimizer does not overwrite model variables in the middle of training, and you need to explicitly overwrite the variables at the end of training by calling optimizer.finalize_variable_values() (which updates the model variables in-place). When using the built-in fit() training loop, this happens automatically after the last epoch, and you don't need to do anything.
jit_compile Boolean, defaults to True. If True, the optimizer will use XLA compilation. If no GPU device is found, this flag will be ignored.
**kwargs keyword arguments only used for backward compatibility.

Usage:

opt = tf.keras.optimizers.experimental.SGD(learning_rate=0.1)
var = tf.Variable(1.0)
loss = lambda: (var ** 2)/2.0         # d(loss)/d(var1) = var1
opt.minimize(loss, [var])
# Step is `- learning_rate * grad`
var.numpy()
0.9
 
opt = tf.keras.optimizers.experimental.SGD(0.1, momentum=0.9)
var = tf.Variable(1.0)
val0 = var.value()
loss = lambda: (var ** 2)/2.0         # d(loss)/d(var1) = var1
# First step is `- learning_rate * grad`
opt.minimize(loss, [var])
val1 = var.value()
(val0 - val1).numpy()
0.1
# On later steps, step-size increases because of momentum
opt.minimize(loss, [var])
val2 = var.value()
(val1 - val2).numpy()
0.18

iterations The number of training steps this optimizer has run.

By default, iterations would be incremented by one every time apply_gradients() is called.

learning_rate

variables Returns variables of this optimizer.

Methods

add_variable

View source

add_variable(
    shape, dtype=None, initializer='zeros', name=None
)

Create an optimizer variable.

Args
shape A list of integers, a tuple of integers, or a 1-D Tensor of type int32. Defaults to scalar if unspecified.
dtype The DType of the optimizer variable to be created. Defaults to tf.keras.backend.floatx if unspecified.
initializer string or callable. Initializer instance.
name The name of the optimizer variable to be created.

Returns
An optimizer variable, in the format of tf.Variable.

build

View source

build(
    var_list
)

Initialize optimizer variables.

SGD optimizer has one variable momentums, only set if self.momentum is not 0.

Args
var_list list of model variables to build SGD variables on.

compute_gradients

View source

compute_gradients(
    loss, var_list, tape=None
)

Compute gradients of loss on trainable variables.

Args
loss Tensor or callable. If a callable, loss should take no arguments and return 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.
tape (Optional) tf.GradientTape. If loss is provided as a Tensor, the tape that computed the loss must be provided.

Returns
A list of (gradient, variable) pairs. Variable is always present, but gradient can be None.

exclude_from_weight_decay

View source

exclude_from_weight_decay(
    var_list=None, var_names=None
)

Exclude variables from weight decay.

This method must be called before the optimizer's build method is called. You can set specific variables to exclude out, or set a list of strings as the anchor words, if any of which appear in a variable's name, then the variable is excluded.

Args
var_list A list of tf.Variables to exclude from weight decay.
var_names A list of strings. If any string in var_names appear in the model variable's name, then this model variable is excluded from weight decay. For example, var_names=['bias'] excludes all bias variables from weight decay.

finalize_variable_values

View source

finalize_variable_values(
    var_list
)

Set the final value of model's trainable variables.

Sometimes there are some extra steps before ending the variable updates, such as overriding the model variables with its average value.

Args
var_list list of model variables.

from_config

View source

@classmethod
from_config(
    config, custom_objects=None
)

Creates an optimizer from its config.

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

Args
config A Python dictionary, typically the output of get_config.
custom_objects A Python dictionary mapping names to additional user-defined Python objects needed to recreate this optimizer.

Returns
An optimizer instance.

get_config

View source

get_config()

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.

Subclass optimizer should override this method to include other hyperparameters.

Returns
Python dictionary.

minimize

View source

minimize(
    loss, var_list, tape=None
)

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 Tensor or callable. If a callable, loss should take no arguments and return 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.
tape (Optional) tf.GradientTape.

Returns
None

set_weights

View source

set_weights(
    weights
)

Set the weights of the optimizer.

Args
weights a list of tf.Variables or numpy arrays, the target values of optimizer variables. It should have the same order as self._variables.

update_step

View source

update_step(
    gradient, variable
)

Update step given gradient and the associated model variable.