import numpy as np _f = np.float32 # just for speed, not strictly essential: from scipy.special import expit as sigmoid # used for numbering layers like Keras, and keeping initialization consistent: from collections import defaultdict, OrderedDict _layer_counters = defaultdict(lambda: 0) def _check(a): assert isinstance(a, np.ndarray) or type(a) == _f, type(a) assert a.dtype == _f, a.dtype return a _0 = _f(0) _1 = _f(1) _2 = _f(2) _inv2 = _f(1/2) _sqrt2 = _f(np.sqrt(2)) _invsqrt2 = _f(1/np.sqrt(2)) _pi = _f(np.pi) class LayerIncompatibility(Exception): pass # Initializations {{{1 # note: these are currently only implemented for 2D shapes. def init_zeros(size, ins=None, outs=None): return np.zeros(size) def init_ones(size, ins=None, outs=None): return np.ones(size) def init_he_normal(size, ins, outs): s = np.sqrt(2 / ins) return np.random.normal(0, s, size=size) def init_he_uniform(size, ins, outs): s = np.sqrt(6 / ins) return np.random.uniform(-s, s, size=size) def init_glorot_normal(size, ins, outs): s = np.sqrt(2 / (ins + outs)) return np.random.normal(0, s, size=size) def init_glorot_uniform(size, ins, outs): s = np.sqrt(6 / (ins + outs)) return np.random.uniform(-s, s, size=size) # Weight container {{{1 class Weights: # we may or may not contain weights -- or any information, for that matter. def __init__(self, **kwargs): self.f = None # forward weights self.g = None # backward weights (gradients) self.shape = None self.init = None self.allocator = None self.regularizer = None self.configure(**kwargs) def configure(self, **kwargs): for k, v in kwargs.items(): getattr(self, k) # ensures the key already exists setattr(self, k, v) @property def size(self): assert self.shape is not None return np.prod(self.shape) def allocate(self, *args, **kwargs): self.configure(**kwargs) # intentionally not using isinstance assert type(self.shape) == tuple, self.shape f, g = self.allocator(self.size) assert len(f) == self.size, "{} != {}".format(f.shape, self.size) assert len(g) == self.size, "{} != {}".format(g.shape, self.size) f[:] = self.init(self.size, *args) g[:] = self.init(self.size, *args) self.f = f.reshape(self.shape) self.g = g.reshape(self.shape) def forward(self): if self.regularizer is None: return 0.0 return self.regularizer.forward(self.f) def backward(self): if self.regularizer is None: return 0.0 return self.regularizer.backward(self.f) def update(self): if self.regularizer is None: return self.g += self.regularizer.backward(self.f) # Loss functions {{{1 class Loss: pass class CategoricalCrossentropy(Loss): # lifted from theano def __init__(self, eps=1e-6): self.eps = _f(eps) def forward(self, p, y): p = np.clip(p, self.eps, 1 - self.eps) f = np.sum(-y * np.log(p) - (1 - y) * np.log(1 - p), axis=-1) return np.mean(f) def backward(self, p, y): p = np.clip(p, self.eps, 1 - self.eps) df = (p - y) / (p * (1 - p)) return df / len(y) class Accuracy(Loss): # returns percentage of categories correctly predicted. # utilizes argmax(), so it cannot be used for gradient descent. # use CategoricalCrossentropy for that instead. def forward(self, p, y): correct = np.argmax(p, axis=-1) == np.argmax(y, axis=-1) return np.mean(correct) def backward(self, p, y): raise NotImplementedError("cannot take the gradient of Accuracy") class ResidualLoss(Loss): def forward(self, p, y): return np.mean(self.f(p - y)) def backward(self, p, y): ret = self.df(p - y) / len(y) return ret class Squared(ResidualLoss): def f(self, r): return np.square(r) def df(self, r): return 2 * r class Absolute(ResidualLoss): def f(self, r): return np.abs(r) def df(self, r): return np.sign(r) # Regularizers {{{1 class Regularizer: pass class L1L2(Regularizer): def __init__(self, l1=0.0, l2=0.0): self.l1 = _f(l1) self.l2 = _f(l2) def forward(self, X): f = _0 if self.l1: f += np.sum(self.l1 * np.abs(X)) if self.l2: f += np.sum(self.l2 * np.square(X)) return f def backward(self, X): df = np.zeros_like(X) if self.l1: df += self.l1 * np.sign(X) if self.l2: df += self.l2 * 2 * X return df # Optimizers {{{1 class Optimizer: def __init__(self, alpha=0.1): self.alpha = _f(alpha) # learning rate self.reset() def reset(self): pass def compute(self, dW, W): return -self.alpha * dW def update(self, dW, W): W += self.compute(dW, W) # the following optimizers are blatantly lifted from tiny-dnn: # https://github.com/tiny-dnn/tiny-dnn/blob/master/tiny_dnn/optimizers/optimizer.h class Momentum(Optimizer): def __init__(self, alpha=0.01, mu=0.9, nesterov=False): self.mu = _f(mu) # momentum self.nesterov = bool(nesterov) super().__init__(alpha) def reset(self): self.Vprev = None def compute(self, dW, W): if self.Vprev is None: self.Vprev = np.copy(dW) V = self.mu * self.Vprev - self.alpha * dW self.Vprev[:] = V if self.nesterov: return self.mu * V - self.alpha * dW return V class RMSprop(Optimizer): # RMSprop generalizes* Adagrad, etc. # TODO: verify this is correct: # * RMSprop == Adagrad when # RMSprop.mu == 1 def __init__(self, alpha=0.0001, mu=0.99, eps=1e-8): self.mu = _f(mu) # decay term self.eps = _f(eps) # one might consider the following equation when specifying mu: # mu = e**(-1/t) # default: t = -1/ln(0.99) = ~99.5 # therefore the default of mu=0.99 means # an input decays to 1/e its original amplitude over 99.5 epochs. # (this is from DSP, so how relevant it is in SGD is debatable) super().__init__(alpha) def reset(self): self.g = None def compute(self, dW, W): if self.g is None: self.g = np.zeros_like(dW) # basically apply a first-order low-pass filter to delta squared self.g[:] = self.mu * self.g + (1 - self.mu) * dW * dW # equivalent (though numerically different?): #self.g += (dW * dW - self.g) * (1 - self.mu) # finally sqrt it to complete the running root-mean-square approximation return -self.alpha * dW / np.sqrt(self.g + self.eps) class Adam(Optimizer): # paper: https://arxiv.org/abs/1412.6980 # Adam generalizes* RMSprop, and # adds a decay term to the regular (non-squared) delta, and # does some decay-gain voodoo. (i guess it's compensating # for the filtered deltas starting from zero) # * Adam == RMSprop when # Adam.b1 == 0 # Adam.b2 == RMSprop.mu def __init__(self, alpha=0.002, b1=0.9, b2=0.999, eps=1e-8): self.b1 = _f(b1) # decay term self.b2 = _f(b2) # decay term self.b1_t_default = _f(b1) # decay term power t self.b2_t_default = _f(b2) # decay term power t self.eps = _f(eps) super().__init__(alpha) def reset(self): self.mt = None self.vt = None self.b1_t = self.b1_t_default self.b2_t = self.b2_t_default def compute(self, dW, W): if self.mt is None: self.mt = np.zeros_like(dW) if self.vt is None: self.vt = np.zeros_like(dW) # decay gain self.b1_t *= self.b1 self.b2_t *= self.b2 # filter self.mt[:] = self.b1 * self.mt + (1 - self.b1) * dW self.vt[:] = self.b2 * self.vt + (1 - self.b2) * dW * dW return -self.alpha * (self.mt / (1 - self.b1_t)) \ / np.sqrt((self.vt / (1 - self.b2_t)) + self.eps) class Nadam(Optimizer): # paper: https://arxiv.org/abs/1412.6980 # paper: http://cs229.stanford.edu/proj2015/054_report.pdf # TODO: double-check this implementation. also read the damn paper. # lifted from https://github.com/fchollet/keras/blob/5d38b04/keras/optimizers.py#L530 # lifted from https://github.com/jpilaul/IFT6266_project/blob/master/Models/Algo_Momentum.py def __init__(self, alpha=0.002, b1=0.9, b2=0.999, eps=1e-8): self.b1 = _f(b1) # decay term self.b2 = _f(b2) # decay term self.eps = _f(eps) super().__init__(alpha) def reset(self): self.mt = None self.vt = None self.t = 0 self.sched = 1 def compute(self, dW, W): self.t += 1 if self.mt is None: self.mt = np.zeros_like(dW) if self.vt is None: self.vt = np.zeros_like(dW) ut0 = self.b1 * (1 - 0.5 * 0.96**(self.t + 0)) ut1 = self.b1 * (1 - 0.5 * 0.96**(self.t + 1)) sched0 = self.sched * ut0 sched1 = self.sched * ut0 * ut1 self.sched = sched0 gp = dW / (1 - sched0) self.mt[:] = self.b1 * self.mt + (1 - self.b1) * dW self.vt[:] = self.b2 * self.vt + (1 - self.b2) * np.square(dW) mtp = self.mt / (1 - sched1) vtp = self.vt / (1 - self.b2**self.t) mt_bar = (1 - ut0) * gp + ut1 * mtp return -self.alpha * mt_bar / (np.sqrt(vtp) + self.eps) # Abstract Layers {{{1 class Layer: def __init__(self): self.parents = [] self.children = [] self.weights = OrderedDict() self.loss = None # for activity regularizers self.input_shape = None self.output_shape = None kind = self.__class__.__name__ global _layer_counters _layer_counters[kind] += 1 self.name = "{}_{}".format(kind, _layer_counters[kind]) self.unsafe = False # disables assertions for better performance def __str__(self): return self.name # methods we might want to override: def forward(self, X): raise NotImplementedError("unimplemented", self) def forward_deterministic(self, X): return self.forward(X) def backward(self, dY): raise NotImplementedError("unimplemented", self) def make_shape(self, parent): if self.input_shape == None: self.input_shape = parent.output_shape if self.output_shape == None: self.output_shape = self.input_shape def do_feed(self, child): self.children.append(child) def be_fed(self, parent): self.parents.append(parent) # TODO: better names for these (still) def _propagate(self, edges, deterministic): if not self.unsafe: assert len(edges) == 1, self if deterministic: return self.forward_deterministic(edges[0]) else: return self.forward(edges[0]) def _backpropagate(self, edges): if len(edges) == 1: return self.backward(edges[0]) return sum((self.backward(dY) for dY in edges)) # general utility methods: def is_compatible(self, parent): return np.all(self.input_shape == parent.output_shape) def feed(self, child): assert self.output_shape is not None, self child.make_shape(self) if not child.is_compatible(self): fmt = "{} is incompatible with {}: shape mismatch: {} vs. {}" raise LayerIncompatibility(fmt.format(self, child, self.output_shape, child.input_shape)) self.do_feed(child) child.be_fed(self) return child def validate_input(self, X): assert X.shape[1:] == self.input_shape, (str(self), X.shape[1:], self.input_shape) def validate_output(self, Y): assert Y.shape[1:] == self.output_shape, (str(self), Y.shape[1:], self.output_shape) def _new_weights(self, name, **kwargs): w = Weights(**kwargs) assert name not in self.weights, name self.weights[name] = w return w @property def size(self): return sum((w.size for w in self.weights.values())) def init(self, allocator): ins, outs = self.input_shape[0], self.output_shape[0] for k, w in self.weights.items(): w.allocate(ins, outs, allocator=allocator) def propagate(self, values, deterministic): if not self.unsafe: assert self.parents, self edges = [] for parent in self.parents: # TODO: skip over irrelevant nodes (if any) X = values[parent] if not self.unsafe: self.validate_input(X) edges.append(X) Y = self._propagate(edges, deterministic) if not self.unsafe: self.validate_output(Y) return Y def backpropagate(self, values): if not self.unsafe: assert self.children, self edges = [] for child in self.children: # TODO: skip over irrelevant nodes (if any) dY = values[child] if not self.unsafe: self.validate_output(dY) edges.append(dY) dX = self._backpropagate(edges) if not self.unsafe: self.validate_input(dX) return dX # Nonparametric Layers {{{1 class Input(Layer): def __init__(self, shape): assert shape is not None super().__init__() self.shape = tuple(shape) self.input_shape = self.shape self.output_shape = self.shape def forward(self, X): return X def backward(self, dY): #self.dY = dY return np.zeros_like(dY) class Reshape(Layer): def __init__(self, new_shape): super().__init__() self.shape = tuple(new_shape) self.output_shape = self.shape def forward(self, X): self.batch_size = X.shape[0] return X.reshape(self.batch_size, *self.output_shape) def backward(self, dY): assert dY.shape[0] == self.batch_size return dY.reshape(self.batch_size, *self.input_shape) class Flatten(Layer): def make_shape(self, parent): shape = parent.output_shape self.input_shape = shape self.output_shape = (np.prod(shape),) def forward(self, X): self.batch_size = X.shape[0] return X.reshape(self.batch_size, *self.output_shape) def backward(self, dY): assert dY.shape[0] == self.batch_size return dY.reshape(self.batch_size, *self.input_shape) class ConstAffine(Layer): def __init__(self, a=1, b=0): super().__init__() self.a = _f(a) self.b = _f(b) def forward(self, X): return self.a * X + self.b def backward(self, dY): return dY * self.a class Sum(Layer): def _propagate(self, edges, deterministic): return np.sum(edges, axis=0) def _backpropagate(self, edges): #assert len(edges) == 1, "unimplemented" return edges[0] # TODO: does this always work? class ActivityRegularizer(Layer): def __init__(self, reg): super().__init__() assert isinstance(reg, Regularizer), reg self.reg = reg def forward(self, X): self.X = X self.loss = np.sum(self.reg.forward(X)) return X def backward(self, dY): return dY + self.reg.backward(self.X) class Dropout(Layer): def __init__(self, dropout=0.0): super().__init__() self.p = _f(1 - dropout) assert 0 <= self.p <= 1 def forward(self, X): self.mask = (np.random.rand(*X.shape) < self.p) / self.p return X * self.mask def forward_deterministic(self, X): #self.mask = _1 return X def backward(self, dY): return dY * self.mask # Activation Layers {{{2 class Sigmoid(Layer): # aka Logistic def forward(self, X): self.sig = sigmoid(X) return self.sig def backward(self, dY): return dY * self.sig * (1 - self.sig) class Tanh(Layer): def forward(self, X): self.sig = np.tanh(X) return self.sig def backward(self, dY): return dY * (1 - self.sig * self.sig) class Relu(Layer): def forward(self, X): self.cond = X >= 0 return np.where(self.cond, X, 0) def backward(self, dY): return np.where(self.cond, dY, 0) class Elu(Layer): # paper: https://arxiv.org/abs/1511.07289 def __init__(self, alpha=1): super().__init__() self.alpha = _f(alpha) def forward(self, X): self.cond = X >= 0 self.neg = np.exp(X) - 1 return np.where(self.cond, X, self.neg) def backward(self, dY): return dY * np.where(self.cond, 1, self.neg + 1) class GeluApprox(Layer): # paper: https://arxiv.org/abs/1606.08415 # plot: https://www.desmos.com/calculator/ydzgtccsld def forward(self, X): self.a = 1.704 * X self.sig = sigmoid(self.a) return X * self.sig def backward(self, dY): return dY * self.sig * (1 + self.a * (1 - self.sig)) class Softmax(Layer): def __init__(self, axis=-1): super().__init__() self.axis = int(axis) def forward(self, X): alpha = np.max(X, axis=-1, keepdims=True) num = np.exp(X - alpha) den = np.sum(num, axis=-1, keepdims=True) self.sm = num / den return self.sm def backward(self, dY): return (dY - np.sum(dY * self.sm, axis=-1, keepdims=True)) * self.sm class LogSoftmax(Softmax): def __init__(self, axis=-1, eps=1e-6): super().__init__() self.axis = int(axis) self.eps = _f(eps) def forward(self, X): return np.log(super().forward(X) + self.eps) def backward(self, dY): return dY - np.sum(dY, axis=-1, keepdims=True) * self.sm # Parametric Layers {{{1 class Dense(Layer): serialized = { 'W': 'coeffs', 'b': 'biases', } def __init__(self, dim, init=init_he_uniform, reg_w=None, reg_b=None): super().__init__() self.dim = int(dim) self.output_shape = (dim,) self.coeffs = self._new_weights('coeffs', init=init, regularizer=reg_w) self.biases = self._new_weights('biases', init=init_zeros, regularizer=reg_b) def make_shape(self, parent): shape = parent.output_shape self.input_shape = shape assert len(shape) == 1, shape self.coeffs.shape = (shape[0], self.dim) self.biases.shape = (1, self.dim) def forward(self, X): self.X = X return X.dot(self.coeffs.f) + self.biases.f def backward(self, dY): self.coeffs.g[:] = self.X.T.dot(dY) self.biases.g[:] = dY.sum(0, keepdims=True) return dY.dot(self.coeffs.f.T) # Models {{{1 class Model: def __init__(self, x, y, unsafe=False): assert isinstance(x, Layer), x assert isinstance(y, Layer), y self.x = x self.y = y self.ordered_nodes = self.traverse([], self.y) self.make_weights() for node in self.ordered_nodes: node.unsafe = unsafe def make_weights(self): self.param_count = sum((node.size for node in self.ordered_nodes)) self.W = np.zeros(self.param_count, dtype=_f) self.dW = np.zeros(self.param_count, dtype=_f) offset = 0 for node in self.ordered_nodes: if node.size > 0: end = offset + node.size inner_offset = 0 def allocate(size): nonlocal inner_offset o = offset + inner_offset ret = self.W[o:o+size], self.dW[o:o+size] inner_offset += size assert len(ret[0]) == len(ret[1]) assert size == len(ret[0]), (size, len(ret[0])) return ret node.init(allocate) assert inner_offset <= node.size, "Layer {} allocated more weights than it said it would".format(node) # i don't care if "less" is grammatically incorrect. # you're mom is grammatically incorrect. assert inner_offset >= node.size, "Layer {} allocated less weights than it said it would".format(node) offset += node.size def traverse(self, nodes, node): if node == self.x: return [node] for parent in node.parents: if parent not in nodes: new_nodes = self.traverse(nodes, parent) for new_node in new_nodes: if new_node not in nodes: nodes.append(new_node) if nodes: nodes.append(node) return nodes def forward(self, X, deterministic=False): values = dict() input_node = self.ordered_nodes[0] output_node = self.ordered_nodes[-1] values[input_node] = input_node._propagate(np.expand_dims(X, 0), deterministic) for node in self.ordered_nodes[1:]: values[node] = node.propagate(values, deterministic) return values[output_node] def backward(self, error): values = dict() output_node = self.ordered_nodes[-1] values[output_node] = output_node._backpropagate(np.expand_dims(error, 0)) for node in reversed(self.ordered_nodes[:-1]): values[node] = node.backpropagate(values) return self.dW def regulate_forward(self): loss = _0 for node in self.ordered_nodes: if node.loss is not None: loss += node.loss for k, w in node.weights.items(): loss += w.forward() return loss def regulate(self): for node in self.ordered_nodes: for k, w in node.weights.items(): w.update() def load_weights(self, fn): # seemingly compatible with keras' Dense layers. import h5py open(fn) # just ensure the file exists (python's error is better) f = h5py.File(fn, 'r') weights = {} def visitor(name, obj): if isinstance(obj, h5py.Dataset): weights[name.split('/')[-1]] = np.array(obj[:], dtype=_f) f.visititems(visitor) f.close() used = {} for k in weights.keys(): used[k] = False nodes = [node for node in self.ordered_nodes if node.size > 0] for node in nodes: full_name = str(node).lower() for s_name, o_name in node.serialized.items(): key = full_name + '_' + s_name data = weights[key] target = getattr(node, o_name) target.f[:] = data used[key] = True for k, v in used.items(): if not v: lament("WARNING: unused weight", k) def save_weights(self, fn, overwrite=False): import h5py f = h5py.File(fn, 'w') counts = defaultdict(lambda: 0) nodes = [node for node in self.ordered_nodes if node.size > 0] for node in nodes: full_name = str(node).lower() grp = f.create_group(full_name) for s_name, o_name in node.serialized.items(): key = full_name + '_' + s_name target = getattr(node, o_name) data = grp.create_dataset(key, target.shape, dtype=_f) data[:] = target.f counts[key] += 1 if counts[key] > 1: lament("WARNING: rewrote weight", key) f.close() # Rituals {{{1 class Ritual: # i'm just making up names at this point def __init__(self, learner=None, loss=None, mloss=None): self.learner = learner if learner is not None else Learner(Optimizer()) self.loss = loss if loss is not None else Squared() self.mloss = mloss if mloss is not None else loss self.model = None def reset(self): self.learner.reset(optim=True) self.en = 0 self.bn = 0 def measure(self, p, y): return self.mloss.forward(p, y) def forward(self, p, y): return self.loss.forward(p, y) + self.model.regulate_forward() def backward(self, p, y): return self.loss.backward(p, y) def learn(self, inputs, outputs): predicted = self.model.forward(inputs) self.model.backward(self.backward(predicted, outputs)) self.model.regulate() return predicted def update(self): self.learner.optim.update(self.model.dW, self.model.W) def prepare(self, model): self.en = 0 self.bn = 0 self.model = model def train_batched_gen(self, generator, batch_count, return_losses=False, test_only=False): assert isinstance(return_losses, bool) or return_losses == 'both' if not test_only: self.en += 1 cumsum_loss, cumsum_mloss = _0, _0 losses, mlosses = [], [] prev_batch_size = None for b in range(batch_count): if not test_only: self.bn += 1 # TODO: pass a GeneratorData object containing en, bn, ritual/model fields. # ...is there a pythonic way of doing that? batch_inputs, batch_outputs = next(generator) batch_size = batch_inputs.shape[0] assert batch_size == prev_batch_size or prev_batch_size is None, \ "non-constant batch size (got {} expected {})".format( batch_size, prev_batch_size) # TODO: lift this restriction prev_batch_size = batch_size # same from hereon if not test_only and self.learner.per_batch: self.learner.batch(b / batch_count) if test_only: predicted = self.model.forward(batch_inputs, deterministic=True) else: predicted = self.learn(batch_inputs, batch_outputs) self.update() if return_losses == 'both': batch_loss = self.forward(predicted, batch_outputs) if np.isnan(batch_loss): raise Exception("nan") losses.append(batch_loss) cumsum_loss += batch_loss # NOTE: this can use the non-deterministic predictions. fixme? batch_mloss = self.measure(predicted, batch_outputs) if np.isnan(batch_mloss): raise Exception("nan") if return_losses: mlosses.append(batch_mloss) cumsum_mloss += batch_mloss avg_mloss = cumsum_mloss / _f(batch_count) if return_losses == 'both': avg_loss = cumsum_loss / _f(batch_count) return avg_loss, avg_mloss, losses, mlosses elif return_losses: return avg_mloss, mlosses return avg_mloss def train_batched(self, inputs, outputs, batch_size, return_losses=False, test_only=False): assert isinstance(return_losses, bool) or return_losses == 'both' if not test_only: self.en += 1 cumsum_loss, cumsum_mloss = _0, _0 batch_count = inputs.shape[0] // batch_size losses, mlosses = [], [] assert inputs.shape[0] % batch_size == 0, \ "inputs is not evenly divisible by batch_size" # TODO: lift this restriction for b in range(batch_count): if not test_only: self.bn += 1 bi = b * batch_size batch_inputs = inputs[ bi:bi+batch_size] batch_outputs = outputs[bi:bi+batch_size] # same from hereon if not test_only and self.learner.per_batch: self.learner.batch(b / batch_count) if test_only: predicted = self.model.forward(batch_inputs, deterministic=True) else: predicted = self.learn(batch_inputs, batch_outputs) self.update() if return_losses == 'both': batch_loss = self.forward(predicted, batch_outputs) if np.isnan(batch_loss): raise Exception("nan") losses.append(batch_loss) cumsum_loss += batch_loss # NOTE: this can use the non-deterministic predictions. fixme? batch_mloss = self.measure(predicted, batch_outputs) if np.isnan(batch_mloss): raise Exception("nan") if return_losses: mlosses.append(batch_mloss) cumsum_mloss += batch_mloss avg_mloss = cumsum_mloss / _f(batch_count) if return_losses == 'both': avg_loss = cumsum_loss / _f(batch_count) return avg_loss, avg_mloss, losses, mlosses elif return_losses: return avg_mloss, mlosses return avg_mloss def test_batched(self, *args, **kwargs): return self.train_batched(*args, test_only=True, **kwargs) # Learners {{{1 class Learner: per_batch = False def __init__(self, optim, epochs=100, rate=None): assert isinstance(optim, Optimizer) self.optim = optim self.start_rate = optim.alpha if rate is None else _f(rate) self.epochs = int(epochs) self.reset() def reset(self, optim=False): self.started = False self.epoch = 0 if optim: self.optim.reset() @property def epoch(self): return self._epoch @epoch.setter def epoch(self, new_epoch): self._epoch = int(new_epoch) if 0 <= self.epoch <= self.epochs: self.rate = self.rate_at(self._epoch) @property def rate(self): return self.optim.alpha @rate.setter def rate(self, new_rate): self.optim.alpha = new_rate def rate_at(self, epoch): return self.start_rate def next(self): # prepares the next epoch. returns whether or not to continue training. if not self.started: self.started = True self.epoch += 1 if self.epoch > self.epochs: return False return True def batch(self, progress): # TODO: rename # interpolates rates between epochs. # unlike epochs, we do not store batch number as a state. # i.e. calling next() will not respect progress. assert 0 <= progress <= 1 self.rate = self.rate_at(self._epoch - 1 + progress) @property def final_rate(self): return self.rate_at(self.epochs - 1) class AnnealingLearner(Learner): def __init__(self, optim, epochs=100, rate=None, halve_every=10): self.halve_every = _f(halve_every) self.anneal = _f(0.5**(1/self.halve_every)) super().__init__(optim, epochs, rate) def rate_at(self, epoch): return self.start_rate * self.anneal**epoch def cosmod(x): # plot: https://www.desmos.com/calculator/hlgqmyswy2 return (_1 + np.cos((x % _1) * _pi)) * _inv2 class SGDR(Learner): # Stochastic Gradient Descent with Restarts # paper: https://arxiv.org/abs/1608.03983 # NOTE: this is missing a couple features. per_batch = True def __init__(self, optim, epochs=100, rate=None, restarts=0, restart_decay=0.5, callback=None, expando=None): self.restart_epochs = int(epochs) self.decay = _f(restart_decay) self.restarts = int(restarts) self.restart_callback = callback # TODO: rename expando to something not insane self.expando = expando if expando is not None else lambda i: i self.splits = [] epochs = 0 for i in range(0, self.restarts + 1): split = epochs + self.restart_epochs + int(self.expando(i)) self.splits.append(split) epochs = split super().__init__(optim, epochs, rate) def split_num(self, epoch): shit = [0] + self.splits # hack for i in range(0, len(self.splits)): if epoch < self.splits[i]: sub_epoch = epoch - shit[i] next_restart = self.splits[i] - shit[i] return i, sub_epoch, next_restart if epoch == self.splits[-1]: return len(self.splits) - 1, epoch, self.splits[-1] raise Exception('this should never happen.') def rate_at(self, epoch): restart, sub_epoch, next_restart = self.split_num(epoch) x = _f(sub_epoch) / _f(next_restart) return self.start_rate * self.decay**_f(restart) * cosmod(x) def next(self): if not super().next(): return False restart, sub_epoch, next_restart = self.split_num(self.epoch) if restart > 0 and sub_epoch == 0: if self.restart_callback is not None: self.restart_callback(restart) return True class TriangularCLR(Learner): # note: i haven't actually read (nor seen) the paper(s) on CLR, # but this case (triangular) should be pretty difficult to get wrong. per_batch = True def __init__(self, optim, epochs=400, upper_rate=None, lower_rate=0, frequency=100, callback=None): # NOTE: start_rate is treated as upper_rate self.frequency = int(frequency) assert self.frequency > 0 self.callback = callback self.lower_rate = _f(lower_rate) super().__init__(optim, epochs, upper_rate) def _t(self, epoch): # NOTE: this could probably be simplified offset = self.frequency / 2 return np.abs(((epoch + offset) % self.frequency) - offset) / offset def rate_at(self, epoch): # NOTE: start_rate is treated as upper_rate return self._t(epoch) * (self.start_rate - self.lower_rate) + self.lower_rate def next(self): if not super().next(): return False if self.epoch > 1 and self.epoch % self.frequency == 0: if self.callback is not None: self.callback(self.epoch // self.frequency) return True class SineCLR(TriangularCLR): def _t(self, epoch): return np.sin(_pi * _inv2 * super()._t(epoch)) class WaveCLR(TriangularCLR): def _t(self, epoch): return _inv2 * (_1 - np.cos(_pi * super()._t(epoch)))