lamb_optimizer.py

# coding=utf-8

"""Functions and classes related to optimization (weight updates)."""

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

import re
import six
import tensorflow.compat.v1 as tf

# pylint: disable=g-direct-tensorflow-import
from tensorflow.python.ops import array_ops
from tensorflow.python.ops import linalg_ops
from tensorflow.python.ops import math_ops


# pylint: enable=g-direct-tensorflow-import


class LAMBOptimizer(tf.train.Optimizer):
    """LAMB (Layer-wise Adaptive Moments optimizer for Batch training)."""

    # A new optimizer that includes correct L2 weight decay, adaptive
    # element-wise updating, and layer-wise justification. The LAMB optimizer
    # was proposed by Yang You, Jing Li, Jonathan Hseu, Xiaodan Song,
    # James Demmel, and Cho-Jui Hsieh in a paper titled as Reducing BERT
    # Pre-Training Time from 3 Days to 76 Minutes (arxiv.org/abs/1904.00962)

    def __init__(self,
                 learning_rate,
                 weight_decay_rate=0.0,
                 beta_1=0.9,
                 beta_2=0.999,
                 epsilon=1e-6,
                 exclude_from_weight_decay=None,
                 exclude_from_layer_adaptation=None,
                 name="LAMBOptimizer"):
        """Constructs a LAMBOptimizer."""
        super(LAMBOptimizer, self).__init__(False, name)

        self.learning_rate = learning_rate
        self.weight_decay_rate = weight_decay_rate
        self.beta_1 = beta_1
        self.beta_2 = beta_2
        self.epsilon = epsilon
        self.exclude_from_weight_decay = exclude_from_weight_decay
        # exclude_from_layer_adaptation is set to exclude_from_weight_decay if the
        # arg is None.
        # TODO(jingli): validate if exclude_from_layer_adaptation is necessary.
        if exclude_from_layer_adaptation:
            self.exclude_from_layer_adaptation = exclude_from_layer_adaptation
        else:
            self.exclude_from_layer_adaptation = exclude_from_weight_decay

    def apply_gradients(self, grads_and_vars, global_step=None, name=None):
        """See base class."""
        assignments = []
        for (grad, param) in grads_and_vars:
            if grad is None or param is None:
                continue

            param_name = self._get_variable_name(param.name)

            m = tf.get_variable(
                name=six.ensure_str(param_name) + "/adam_m",
                shape=param.shape.as_list(),
                dtype=tf.float32,
                trainable=False,
                initializer=tf.zeros_initializer())
            v = tf.get_variable(
                name=six.ensure_str(param_name) + "/adam_v",
                shape=param.shape.as_list(),
                dtype=tf.float32,
                trainable=False,
                initializer=tf.zeros_initializer())

            # Standard Adam update.
            next_m = (
                    tf.multiply(self.beta_1, m) + tf.multiply(1.0 - self.beta_1, grad))
            next_v = (
                    tf.multiply(self.beta_2, v) + tf.multiply(1.0 - self.beta_2,
                                                              tf.square(grad)))

            update = next_m / (tf.sqrt(next_v) + self.epsilon)

            # Just adding the square of the weights to the loss function is *not*
            # the correct way of using L2 regularization/weight decay with Adam,
            # since that will interact with the m and v parameters in strange ways.
            #
            # Instead we want ot decay the weights in a manner that doesn't interact
            # with the m/v parameters. This is equivalent to adding the square
            # of the weights to the loss with plain (non-momentum) SGD.
            if self._do_use_weight_decay(param_name):
                update += self.weight_decay_rate * param

            ratio = 1.0
            if self._do_layer_adaptation(param_name):
                w_norm = linalg_ops.norm(param, ord=2)
                g_norm = linalg_ops.norm(update, ord=2)
                ratio = array_ops.where(math_ops.greater(w_norm, 0), array_ops.where(
                    math_ops.greater(g_norm, 0), (w_norm / g_norm), 1.0), 1.0)

            update_with_lr = ratio * self.learning_rate * update

            next_param = param - update_with_lr

            assignments.extend(
                [param.assign(next_param),
                 m.assign(next_m),
                 v.assign(next_v)])
        return tf.group(*assignments, name=name)

    def _do_use_weight_decay(self, param_name):
        """Whether to use L2 weight decay for `param_name`."""
        if not self.weight_decay_rate:
            return False
        if self.exclude_from_weight_decay:
            for r in self.exclude_from_weight_decay:
                if re.search(r, param_name) is not None:
                    return False
        return True

    def _do_layer_adaptation(self, param_name):
        """Whether to do layer-wise learning rate adaptation for `param_name`."""
        if self.exclude_from_layer_adaptation:
            for r in self.exclude_from_layer_adaptation:
                if re.search(r, param_name) is not None:
                    return False
        return True

    def _get_variable_name(self, param_name):
        """Get the variable name from the tensor name."""
        m = re.match("^(.*):\\d+$", six.ensure_str(param_name))
        if m is not None:
            param_name = m.group(1)
        return param_name