optimization.py

# coding=utf-8
# Copyright 2018 The Google AI Language Team Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""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 tensorflow as tf


def create_optimizer(loss, init_lr, num_train_steps, num_warmup_steps, use_tpu):
    """Creates an optimizer training op."""
    global_step = tf.train.get_or_create_global_step()

    learning_rate = tf.constant(value=init_lr, shape=[], dtype=tf.float32)

    # Implements linear decay of the learning rate.
    learning_rate = tf.train.polynomial_decay(
        learning_rate,
        global_step,
        num_train_steps,
        end_learning_rate=0.0,
        power=1.0,
        cycle=False)

    # Implements linear warmup. I.e., if global_step < num_warmup_steps, the
    # learning rate will be `global_step/num_warmup_steps * init_lr`.
    if num_warmup_steps:
        global_steps_int = tf.cast(global_step, tf.int32)
        warmup_steps_int = tf.constant(num_warmup_steps, dtype=tf.int32)

        global_steps_float = tf.cast(global_steps_int, tf.float32)
        warmup_steps_float = tf.cast(warmup_steps_int, tf.float32)

        warmup_percent_done = global_steps_float / warmup_steps_float
        warmup_learning_rate = init_lr * warmup_percent_done

        is_warmup = tf.cast(global_steps_int < warmup_steps_int, tf.float32)
        learning_rate = (
                (1.0 - is_warmup) * learning_rate + is_warmup * warmup_learning_rate)

    # It is recommended that you use this optimizer for fine tuning, since this
    # is how the model was trained (note that the Adam m/v variables are NOT
    # loaded from init_checkpoint.)
    optimizer = LAMBOptimizer(
        learning_rate=learning_rate,
        weight_decay_rate=0.01,
        beta_1=0.9,
        beta_2=0.999,
        epsilon=1e-6,
        exclude_from_weight_decay=["LayerNorm", "layer_norm", "bias"])

    if use_tpu:
        optimizer = tf.contrib.tpu.CrossShardOptimizer(optimizer)

    tvars = tf.trainable_variables()
    grads = tf.gradients(loss, tvars)

    # This is how the model was pre-trained.
    (grads, _) = tf.clip_by_global_norm(grads, clip_norm=1.0)

    train_op = optimizer.apply_gradients(
        zip(grads, tvars), global_step=global_step)

    # Normally the global step update is done inside of `apply_gradients`.
    # However, `AdamWeightDecayOptimizer` doesn't do this. But if you use
    # a different optimizer, you should probably take this line out.
    new_global_step = global_step + 1
    train_op = tf.group(train_op, [global_step.assign(new_global_step)])
    return train_op


class AdamWeightDecayOptimizer(tf.train.Optimizer):
    """A basic Adam optimizer that includes "correct" L2 weight decay."""

    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,
                 name="AdamWeightDecayOptimizer"):
        """Constructs a AdamWeightDecayOptimizer."""
        super(AdamWeightDecayOptimizer, 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

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

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


#
class LAMBOptimizer(tf.train.Optimizer):
    """
    LAMBOptimizer optimizer.
    https://github.com/ymcui/LAMB_Optimizer_TF
    # IMPORTANT NOTE
    - This is NOT an official implementation.
    - LAMB optimizer is changed from arXiv v1 ~ v3.
    - We implement v3 version (which is the latest version on June, 2019.).
    - Our implementation is based on `AdamWeightDecayOptimizer` in BERT (provided by Google).

    # References
    - Large Batch Optimization for Deep Learning: Training BERT in 76 minutes. https://arxiv.org/abs/1904.00962v3
    - BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding. https://arxiv.org/abs/1810.04805
    # Parameters
    - There is nothing special, just the same as `AdamWeightDecayOptimizer`.
    """

    def __init__(self,
                 learning_rate,
                 weight_decay_rate=0.01,
                 beta_1=0.9,
                 beta_2=0.999,
                 epsilon=1e-6,
                 exclude_from_weight_decay=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

    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=param_name + "/lamb_m",
                shape=param.shape.as_list(),
                dtype=tf.float32,
                trainable=False,
                initializer=tf.zeros_initializer())
            v = tf.get_variable(
                name=param_name + "/lamb_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

            ############## BELOW ARE THE SPECIFIC PARTS FOR LAMB ##############

            # Note: Here are two choices for scaling function \phi(z)
            # minmax:   \phi(z) = min(max(z, \gamma_l), \gamma_u)
            # identity: \phi(z) = z
            # The authors does not mention what is \gamma_l and \gamma_u
            # UPDATE: after asking authors, they provide me the code below.
            # 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)

            r1 = tf.sqrt(tf.reduce_sum(tf.square(param)))
            r2 = tf.sqrt(tf.reduce_sum(tf.square(update)))

            r = tf.where(tf.greater(r1, 0.0),
                         tf.where(tf.greater(r2, 0.0),
                                  r1 / r2,
                                  1.0),
                         1.0)

            eta = self.learning_rate * r

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