[个人笔记]torch.optim.lr_scheduler.ReduceLROnPlateau
最近需要使用torch.optim.lr_scheduler.ReduceLROnPlateau,但是没有看过相关论文,网上有很多相关的资料在threshold环节都很模糊.
我对这个API主要有两个问题:
- 应用ReduceLROnPlateau, 是如何改变学习率的(或者说,新的学习率是放在optimizer还是lr_scheduler里的)?
- threshold的"显著"到底指的是什么?
下面贴上torch.optim.lr_scheduler.ReduceLROnPlateau的源代码,想直接看结论可以滑动到文章最底部.
class ReduceLROnPlateau(object):
"""Reduce learning rate when a metric has stopped improving.
Models often benefit from reducing the learning rate by a factor
of 2-10 once learning stagnates. This scheduler reads a metrics
quantity and if no improvement is seen for a 'patience' number
of epochs, the learning rate is reduced.
Args:
optimizer (Optimizer): Wrapped optimizer.
mode (str): One of `min`, `max`. In `min` mode, lr will
be reduced when the quantity monitored has stopped
decreasing; in `max` mode it will be reduced when the
quantity monitored has stopped increasing. Default: 'min'.
factor (float): Factor by which the learning rate will be
reduced. new_lr = lr * factor. Default: 0.1.
patience (int): Number of epochs with no improvement after
which learning rate will be reduced. For example, if
`patience = 2`, then we will ignore the first 2 epochs
with no improvement, and will only decrease the LR after the
3rd epoch if the loss still hasn't improved then.
Default: 10.
threshold (float): Threshold for measuring the new optimum,
to only focus on significant changes. Default: 1e-4.
threshold_mode (str): One of `rel`, `abs`. In `rel` mode,
dynamic_threshold = best * ( 1 + threshold ) in 'max'
mode or best * ( 1 - threshold ) in `min` mode.
In `abs` mode, dynamic_threshold = best + threshold in
`max` mode or best - threshold in `min` mode. Default: 'rel'.
cooldown (int): Number of epochs to wait before resuming
normal operation after lr has been reduced. Default: 0.
min_lr (float or list): A scalar or a list of scalars. A
lower bound on the learning rate of all param groups
or each group respectively. Default: 0.
eps (float): Minimal decay applied to lr. If the difference
between new and old lr is smaller than eps, the update is
ignored. Default: 1e-8.
verbose (bool): If ``True``, prints a message to stdout for
each update. Default: ``False``.
Example:
>>> optimizer = torch.optim.SGD(model.parameters(), lr=0.1, momentum=0.9)
>>> scheduler = ReduceLROnPlateau(optimizer, 'min')
>>> for epoch in range(10):
>>> train(...)
>>> val_loss = validate(...)
>>> # Note that step should be called after validate()
>>> scheduler.step(val_loss)
"""
def __init__(self, optimizer, mode='min', factor=0.1, patience=10,
threshold=1e-4, threshold_mode='rel', cooldown=0,
min_lr=0, eps=1e-8, verbose=False):
if factor >= 1.0:
raise ValueError('Factor should be < 1.0.')
self.factor = factor
# Attach optimizer
if not isinstance(optimizer, Optimizer):
raise TypeError('{} is not an Optimizer'.format(
type(optimizer).__name__))
self.optimizer = optimizer
if isinstance(min_lr, list) or isinstance(min_lr, tuple):
if len(min_lr) != len(optimizer.param_groups):
raise ValueError("expected {} min_lrs, got {}".format(
len(optimizer.param_groups), len(min_lr)))
self.min_lrs = list(min_lr)
else:
self.min_lrs = [min_lr] * len(optimizer.param_groups)
self.patience = patience
self.verbose = verbose
self.cooldown = cooldown
self.cooldown_counter = 0
self.mode = mode
self.threshold = threshold
self.threshold_mode = threshold_mode
self.best = None
self.num_bad_epochs = None
self.mode_worse = None # the worse value for the chosen mode
self.eps = eps
self.last_epoch = 0
self._init_is_better(mode=mode, threshold=threshold,
threshold_mode=threshold_mode)
self._reset()
def _reset(self):
"""Resets num_bad_epochs counter and cooldown counter."""
self.best = self.mode_worse
self.cooldown_counter = 0
self.num_bad_epochs = 0
def step(self, metrics, epoch=None):
# convert `metrics` to float, in case it's a zero-dim Tensor
current = float(metrics)
if epoch is None:
epoch = self.last_epoch + 1
else:
warnings.warn(EPOCH_DEPRECATION_WARNING, UserWarning)
self.last_epoch = epoch
if self.is_better(current, self.best):
self.best = current
self.num_bad_epochs = 0
else:
self.num_bad_epochs += 1
if self.in_cooldown:
self.cooldown_counter -= 1
self.num_bad_epochs = 0 # ignore any bad epochs in cooldown
if self.num_bad_epochs > self.patience:
self._reduce_lr(epoch)
self.cooldown_counter = self.cooldown
self.num_bad_epochs = 0
self._last_lr = [group['lr'] for group in self.optimizer.param_groups]
def _reduce_lr(self, epoch):
for i, param_group in enumerate(self.optimizer.param_groups):
old_lr = float(param_group['lr'])
new_lr = max(old_lr * self.factor, self.min_lrs[i])
if old_lr - new_lr > self.eps:
param_group['lr'] = new_lr
if self.verbose:
print('Epoch {:5d}: reducing learning rate'
' of group {} to {:.4e}.'.format(epoch, i, new_lr))
@property
def in_cooldown(self):
return self.cooldown_counter > 0
def is_better(self, a, best):
if self.mode == 'min' and self.threshold_mode == 'rel':
rel_epsilon = 1. - self.threshold
return a < best * rel_epsilon
elif self.mode == 'min' and self.threshold_mode == 'abs':
return a < best - self.threshold
elif self.mode == 'max' and self.threshold_mode == 'rel':
rel_epsilon = self.threshold + 1.
return a > best * rel_epsilon
else: # mode == 'max' and epsilon_mode == 'abs':
return a > best + self.threshold
def _init_is_better(self, mode, threshold, threshold_mode):
if mode not in {'min', 'max'}:
raise ValueError('mode ' + mode + ' is unknown!')
if threshold_mode not in {'rel', 'abs'}:
raise ValueError('threshold mode ' + threshold_mode + ' is unknown!')
if mode == 'min':
self.mode_worse = inf
else: # mode == 'max':
self.mode_worse = -inf
self.mode = mode
self.threshold = threshold
self.threshold_mode = threshold_mode
def state_dict(self):
return {key: value for key, value in self.__dict__.items() if key != 'optimizer'}
def load_state_dict(self, state_dict):
self.__dict__.update(state_dict)
self._init_is_better(mode=self.mode, threshold=self.threshold, threshold_mode=self.threshold_mode)
观察代码之后,我们可以得出这样的结论
- 应用ReduceLROnPlateau, 是如何改变学习率的?
是直接改变原Optmizer的参数.
for i, param_group in enumerate(self.optimizer.param_groups):
old_lr = float(param_group['lr'])
new_lr = max(old_lr * self.factor, self.min_lrs[i])
if old_lr - new_lr > self.eps:
param_group['lr'] = new_lr
if self.verbose:
print('Epoch {:5d}: reducing learning rate'
' of group {} to {:.4e}.'.format(epoch, i, new_lr))
- 所谓的threshold
这里先贴上官方的解释:
Threshold for measuring the new optimum, to only focus on significant changes. Default: 1e-4.
衡量新最优值的阈值，仅关注显著变化。默认值：1e-4。
由于还有rel 等mode的影响,这个significant让我十分困惑.
阅读代码之后,我梳理出了如下几点供大家参考:
但以下表达式被满足时,均表示"当前的metrics比之前最好的metrics要好"这个概念
-
min模式
- rel模式
curr<(1 - self.threshold)*best - abs模式
curr < best - self.threshold
- rel模式
-
max模式
- rel模式
curr>(1 + self.threshold)*best - abs模式
curr > best + self.threshold
- rel模式
根据"当前的metrics是否比之前最好的metrics要好",来触发计数器(具体可参考官方文档的其他的参数解释)
当所有计数条件达到达到所设置的条件时,触发修改.