本文学习优化器optimizer的基本属性、基本方法和作用
pytorch的优化器:管理并更新模型中可学习参数的值,使得模型输出更接近真实标签。通俗一点,就是采样梯度更新模型的可学习参数,使得损失减小。
class Optimizer(object):
def __init__(self, params, defaults):
self.defaults = defaults
self.state = defaultdict(dict)
self.param_groups = []
...
param_groups = [{'params': param_groups}]
class Optimizer(object):
def __init__(self, params, defaults):
self.defaults = defaults
self.state = defaultdict(dict)
self.param_groups = []
...
param_groups = [{'params': param_groups}]
def zero_grad(self):
for group in self.param_groups:
for p in group['params']:
if p.grad is not None:
p.grad.detach_()
# 清零
p.grad.zero_()
def add_param_group(self, param_group):
for group in self.param_groups:
param_set.update(set(group['params’]))
...
self.param_groups.append(param_group)
def state_dict(self):
...
return {
'state': packed_state,
'param_groups': param_groups, }
def load_state_dict(self, state_dict):
...
import torch
import random
import numpy as np
import torch.optim as optim
def set_seed(seed=1):
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed)
torch.cuda.manual_seed(seed)
set_seed(1) # 设置随机种子
weight = torch.randn((2, 2), requires_grad=True)
weight.grad = torch.ones((2, 2))
optimizer = optim.SGD([weight], lr=0.1)
print("weight before step:{}".format(weight.data))
# 梯度一步更新
optimizer.step()
print("weight after step:{}".format(weight.data))
weight before step:tensor([[0.6614, 0.2669],
[0.0617, 0.6213]])
weight after step:tensor([[ 0.5614, 0.1669],
[-0.0383, 0.5213]])
import torch
import random
import numpy as np
import torch.optim as optim
def set_seed(seed=1):
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed)
torch.cuda.manual_seed(seed)
set_seed(1) # 设置随机种子
weight = torch.randn((2, 2), requires_grad=True)
weight.grad = torch.ones((2, 2))
optimizer = optim.SGD([weight], lr=0.1)
print("weight before step:{}".format(weight.data))
# 梯度一步更新
optimizer.step()
print("weight after step:{}".format(weight.data))
# 地址相同
print("weight in optimizer:{}\nweight in weight:{}\n".format(id(optimizer.param_groups[0]['params'][0]), id(weight)))
print("weight.grad is {}\n".format(weight.grad))
# 将梯度清零
optimizer.zero_grad()
print("after optimizer.zero_grad(), weight.grad is\n{}".format(weight.grad))
weight before step:tensor([[0.6614, 0.2669],
[0.0617, 0.6213]])
weight after step:tensor([[ 0.5614, 0.1669],
[-0.0383, 0.5213]])
weight in optimizer:2063731163904
weight in weight:2063731163904
weight.grad is tensor([[1., 1.],
[1., 1.]])
after optimizer.zero_grad(), weight.grad is
tensor([[0., 0.],
[0., 0.]])
import torch
import random
import numpy as np
import torch.optim as optim
def set_seed(seed=1):
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed)
torch.cuda.manual_seed(seed)
set_seed(1) # 设置随机种子
weight = torch.randn((2, 2), requires_grad=True)
weight.grad = torch.ones((2, 2))
optimizer = optim.SGD([weight], lr=0.1)
print("optimizer.param_groups is\n{}".format(optimizer.param_groups))
w2 = torch.randn((3, 3), requires_grad=True)
# 添加参数组,设置不同参数有不同的学习率
optimizer.add_param_group({"params": w2, 'lr': 0.0001})
print("optimizer.param_groups is\n{}".format(optimizer.param_groups))
optimizer.param_groups is
[{'params': [tensor([[0.6614, 0.2669],
[0.0617, 0.6213]], requires_grad=True)], 'lr': 0.1, 'momentum': 0, 'dampening': 0, 'weight_decay': 0, 'nesterov': False}]
optimizer.param_groups is
[{'params': [tensor([[0.6614, 0.2669],
[0.0617, 0.6213]], requires_grad=True)], 'lr': 0.1, 'momentum': 0, 'dampening': 0, 'weight_decay': 0, 'nesterov': False}, {'params': [tensor([[-0.4519, -0.1661, -1.5228],
[ 0.3817, -1.0276, -0.5631],
[-0.8923, -0.0583, -0.1955]], requires_grad=True)], 'lr': 0.0001, 'momentum': 0, 'dampening': 0, 'weight_decay': 0, 'nesterov': False}]
import torch
import random
import numpy as np
import torch.optim as optim
def set_seed(seed=1):
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed)
torch.cuda.manual_seed(seed)
set_seed(1) # 设置随机种子
weight = torch.randn((2, 2), requires_grad=True)
weight.grad = torch.ones((2, 2))
optimizer = optim.SGD([weight], lr=0.1)
optimizer = optim.SGD([weight], lr=0.1, momentum=0.9)
# 用于保存优化器的状态信息,通常用于断点的续训练
opt_state_dict = optimizer.state_dict()
print("state_dict before step:\n", opt_state_dict)
for i in range(10):
optimizer.step()
# 获取优化器当前状态信息字典
print("state_dict after step:\n", optimizer.state_dict())
# 将状态信息保存下来
torch.save(optimizer.state_dict(), os.path.join('..', "optimizer_state_dict.pkl"))
state_dict before step:
{'state': {}, 'param_groups': [{'lr': 0.1, 'momentum': 0.9, 'dampening': 0, 'weight_decay': 0, 'nesterov': False, 'params': [0]}]}
state_dict after step:
{'state': {0: {'momentum_buffer': tensor([[6.5132, 6.5132],
[6.5132, 6.5132]])}}, 'param_groups': [{'lr': 0.1, 'momentum': 0.9, 'dampening': 0, 'weight_decay': 0, 'nesterov': False, 'params': [0]}]}
import torch
import random
import numpy as np
import torch.optim as optim
def set_seed(seed=1):
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed)
torch.cuda.manual_seed(seed)
set_seed(1) # 设置随机种子
weight = torch.randn((2, 2), requires_grad=True)
weight.grad = torch.ones((2, 2))
optimizer = optim.SGD([weight], lr=0.1)
# 加载文件
state_dict = torch.load(os.path.join('..', "optimizer_state_dict.pkl"))
print("state_dict before load state:\n", optimizer.state_dict())
# 加载状态信息字典
optimizer.load_state_dict(state_dict)
print("state_dict after load state:\n", optimizer.state_dict())
state_dict before load state:
{'state': {}, 'param_groups': [{'lr': 0.1, 'momentum': 0.9, 'dampening': 0, 'weight_decay': 0, 'nesterov': False, 'params': [0]}]}
state_dict after load state:
{'state': {0: {'momentum_buffer': tensor([[6.5132, 6.5132],
[6.5132, 6.5132]])}}, 'param_groups': [{'lr': 0.1, 'momentum': 0.9, 'dampening': 0, 'weight_decay': 0, 'nesterov': False, 'params': [0]}]}
梯度下降:
+ = − ( ) + = − l r ∗ ( ) _{+} = _ − (_ )\\_{+} = _ − lr * (_) wi+1=wi−g(wi)wi+1=wi−lr∗g(wi)
学习率(learning rate)控制更新的步伐
需要
import torch
import numpy as np
import matplotlib.pyplot as plt
torch.manual_seed(1)
def func(x_t):
"""
y = (2x)^2 = 4*x^2 dy/dx = 8x
"""
return torch.pow(2*x_t, 2)
# init
x = torch.tensor([2.], requires_grad=True)
lr = 0.01
max_iteration = 20
for i in range(max_iteration):
y = func(x)
y.backward()
# x.detach().numpy():x中含有梯度信息,先去除梯度信息,再转化为numpy格式
print("Iter:{}, X:{:8}, X.grad:{:8}, loss:{:10}".format(
i, x.detach().numpy()[0], x.grad.detach().numpy()[0], y.item()))
x_rec.append(x.item())
# x -= x.grad 数学表达式意义: x = x - x.grad
x.data.sub_(lr * x.grad)
x.grad.zero_()
Iter:0, X: 2.0, X.grad: 16.0, loss: 16.0
Iter:1, X:1.840000033378601, X.grad:14.720000267028809, loss:13.542400360107422
Iter:2, X:1.6928000450134277, X.grad:13.542400360107422, loss:11.462287902832031
Iter:3, X:1.5573760271072388, X.grad:12.45900821685791, loss:9.701680183410645
Iter:4, X:1.432785987854004, X.grad:11.462287902832031, loss:8.211503028869629
Iter:5, X:1.3181631565093994, X.grad:10.545305252075195, loss:6.950216293334961
Iter:6, X:1.2127101421356201, X.grad:9.701681137084961, loss:5.882663726806641
Iter:7, X:1.1156933307647705, X.grad:8.925546646118164, loss:4.979086399078369
Iter:8, X:1.0264378786087036, X.grad:8.211503028869629, loss:4.214298725128174
Iter:9, X:0.9443228244781494, X.grad:7.554582595825195, loss:3.5669822692871094
Iter:10, X:0.8687769770622253, X.grad:6.950215816497803, loss:3.0190937519073486
Iter:11, X:0.7992748022079468, X.grad:6.394198417663574, loss:2.555360794067383
Iter:12, X:0.7353328466415405, X.grad:5.882662773132324, loss:2.1628575325012207
Iter:13, X:0.6765062212944031, X.grad:5.412049770355225, loss:1.8306427001953125
Iter:14, X:0.6223857402801514, X.grad:4.979085922241211, loss:1.549456000328064
Iter:15, X:0.5725948810577393, X.grad:4.580759048461914, loss:1.3114595413208008
Iter:16, X:0.526787281036377, X.grad:4.214298248291016, loss:1.110019326210022
Iter:17, X:0.4846442937850952, X.grad:3.8771543502807617, loss:0.9395203590393066
Iter:18, X:0.4458727538585663, X.grad:3.5669820308685303, loss:0.795210063457489
Iter:19, X:0.41020292043685913, X.grad:3.281623363494873, loss:0.673065721988678
momentum 动量:结合当前梯度与上一次更新信息,用于当前更新。pytorch中更新公式为:
v i = m ∗ v i − 1 + g ( w i ) w i + 1 = w i − l r ∗ v i v_i=m*v_{i-1}+g(w_i)\\w_{i+1}=w_i-lr*v_i vi=m∗vi−1+g(wi)wi+1=wi−lr∗vi
v i v_i vi:更新量
m m m:momentum系数,通常设置为0.9
g ( w i ) g(w_i) g(wi): w i w_i wi的梯度
v i v_i vi有两部分组成, v i v_i vi直接依赖于 v i − 1 v_{i-1} vi−1和 g ( w i ) g(w_i) g(wi),而不仅仅是 g ( w i ) g(w_i) g(wi)。
= ∗ + ( ) = ( ) + ∗ ( ∗ + ( ) ) = ( ) + ∗ ( ) + ∗ = ( ) + ∗ ( ) + ∗ ( ) + ∗ 99 _{} = ∗ _{} + (_{}) \\= (_{}) + ∗ ( ∗ _{} + (_{})) \\= (_{}) + ∗ (_{}) + ^ ∗ _{} \\= (_{}) + ∗ (_{}) + ^ ∗ (_{}) + ^ ∗ _{99} v100=m∗v99+g(w100)=g(w100)+m∗(m∗v98+g(w99))=g(w100)+m∗g(w99)+m2∗v98=g(w100)+m∗g(w99)+m2∗g(w98)+m3∗v99
可以看到越往前梯度信息的作用就越小。
import torch
import numpy as np
import torch.optim as optim
import matplotlib.pyplot as plt
torch.manual_seed(1)
def func(x):
return torch.pow(2*x, 2) # y = (2x)^2 = 4*x^2 dy/dx = 8x
iteration = 100
m = 0.63
lr_list = [0.01, 0.03]
momentum_list = list()
loss_rec = [[] for l in range(len(lr_list))]
iter_rec = list()
for i, lr in enumerate(lr_list):
x = torch.tensor([2.], requires_grad=True)
momentum = 0. if lr == 0.03 else m
momentum_list.append(momentum)
optimizer = optim.SGD([x], lr=lr, momentum=momentum)
for iter in range(iteration):
y = func(x)
y.backward()
optimizer.step()
optimizer.zero_grad()
loss_rec[i].append(y.item())
for i, loss_r in enumerate(loss_rec):
plt.plot(range(len(loss_r)), loss_r, label="LR: {} M:{}".format(lr_list[i], momentum_list[i]))
plt.legend()
plt.xlabel('Iterations')
plt.ylabel('Loss value')
plt.show()
optim.SGD:随机梯度下降法
optim.SGD(params, lr=<object object>,
momentum=0, dampening=0,
weight_decay=0, nesterov=False)
主要参数:
- params:管理的参数组
- lr:初始学习率
- momentum:动量系数
- weight_decay:L2正则化系数
- nesterov:是否采用NAG
optim.Adagrad:自适应学习率梯度下降法
optim.RMSprop: Adagrad的改进
optim.Adadelta: Adagrad的改进
optim.Adam:RMSprop结合Momentum
optim.Adamax:Adam增加学习率上限
optim.SparseAdam:稀疏版的Adam
optim.ASGD:随机平均梯度下降
optim.Rprop:弹性反向传播
optim.LBFGS:BFGS的改进
上述优化器的使用可参考:torch.optim
SGD与Adam是两种最常用的方式。PyTorch官方文档介绍的非常详细!
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