optimizer 类
根据官方文档,tf的optimizer类下有以下子类
class AdadeltaOptimizer
: Optimizer that implements the Adadelta algorithm.
class AdagradDAOptimizer
: Adagrad Dual Averaging algorithm for sparse linear models.
class AdagradOptimizer
: Optimizer that implements the Adagrad algorithm.
class AdamOptimizer
: Optimizer that implements the Adam algorithm.
class FtrlOptimizer
: Optimizer that implements the FTRL algorithm.
class MomentumOptimizer
: Optimizer that implements the Momentum algorithm.
class GradientDescentOptimizer
: Optimizer that implements the gradient descent algorithm.
class ProximalAdagradOptimizer
: Optimizer that implements the Proximal Adagrad algorithm.
class ProximalGradientDescentOptimizer
: Optimizer that implements the proximal gradient descent algorithm.
class RMSPropOptimizer
: Optimizer that implements the RMSProp algorithm.
class SyncReplicasOptimizer
: Class to synchronize, aggregate gradients and pass them to the optimizer.
优化器比较多,这里主要总结下GradientDescentOptimizer,ProximalGradientDescentOptimizer,SyncReplicasOptimizer三个和梯度下降相关的优化器。
GradientDescentOptimizer
优化器实现的是梯度下降算法。梯度下降原理这里不过多阐述,可以查看参考文献。
__init__(
learning_rate,
use_locking=False,
name='GradientDescent'
)
GradientDescentOptimizer初始化方法中包含三个参数
name:优化器名字
learning_rate: 学习率,控制参数的更新速度。过大过小都会影响算法的运算时间和结果,过大容易发散,过小运算时间太长。
use_locking: 默认False。变量允许并发读写操作,若为true则防止对变量的并发更新。
根据官方文档FAQ中说明:
How do variables behave when they are concurrently accessed?
Variables allow concurrent read and write operations. The value read from a variable may change if it is concurrently updated. By default, concurrent assignment operations to a variable are allowed to run with no mutual exclusion. To acquire a lock when assigning to a variable, pass use_locking=True to tf.Variable.assign.
学习率(learning_rate)变化的方法可采用指数衰减法-封装方法为:
tf.train.exponential_decay
tf.train.exponential_decay(
learning_rate,
global_step,
decay_steps,
decay_rate,
staircase=False,
name=None
)
实现算法为:
根据global_step增加,实现learning_rate呈指数衰减.
staircase字段提供了不同的衰减方式,当staircase = True 时候 global_step / decay_steps 为整数除法,衰减学习率服从阶梯函数。
核心方法:
minimize(
loss,
global_step=None,
var_list=None,
gate_gradients=GATE_OP,
aggregation_method=None,
colocate_gradients_with_ops=False,
name=None,
grad_loss=None
)
主要的两个参数:
loss:构造优化的损失函数,类型Tensor
global_step:通常于学习率变化一起使用,可选变量,在变量更新后增加1。
样例:
global_step = tf.Variable(0)
decay_steps = 100
decay_rate= 0.9
learning_rate = tf.train.exponential_decay(0.01,global_step,decay_steps,decay_rate,staircase = True,name = 'demo')
train_step = tf.train.GradientDescentOptimizer(learning_rate).minimize(loss, global_step = global_step)
样例中的学习率采用每100步骤呈一次0.9的比率阶梯性下降。其中loss 是需要编写的损失函数。
ProximalGradientDescentOptimizer
近端梯度方法:wiki中介绍说Proximal Gradient Descent是用于解决不可微凸优化问题的广义投影形式。原理可以查看这篇文章(http://papers.nips.cc/paper/3793-efficient-learning-using-forward-backward-splitting.pdf)。
该算法求解的问题是:
其中,F(x) 凸、可导,R(X) 凸;
公式推导可以参考 http://roachsinai.github.io/2016/08/03/1Proximal_Method/
该方法初始化内容:
__init__(
learning_rate,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0,
use_locking=False,
name='ProximalGradientDescent'
)
除了学习率以外还有,l1_regularization_strength,l2_regularization_strength两个参数。通过设置两个值来选择使用l1正则,l2正则,还是混合正则。
优化方法如下:
minimize(
loss,
global_step=None,
var_list=None,
gate_gradients=GATE_OP,
aggregation_method=None,
colocate_gradients_with_ops=False,
name=None,∂
grad_loss=None
)
论文中混合正则的逻辑所述如下:
SyncReplicasOptimizer
在一个典型的异步训练环境中,通常会有一些陈旧的梯度。例如,对于N个副本异步训练,梯度将独立地应用到变量N次。根据每个副本的训练速度,一些梯度可以从返回的几个步骤(平均N-1步)的变量副本中计算出来。这个优化器通过从所有副本中收集梯度,对它们进行平均,然后一次性将它们应用到变量中,从而避免了陈旧的梯度,在此之后,副本可以获取新的变量并继续执行。
使用方法:
opt = GradientDescentOptimizer(learning_rate=0.1)
opt = tf.train.SyncReplicasOptimizer(opt, replicas_to_aggregate=50, total_num_replicas=50)
training_op = opt.minimize(loss, global_step=self.global_step)
sync_replicas_hook = opt.make_session_run_hook(is_chief)
参考文献
梯度下降法 https://zh.wikipedia.org/wiki/%E6%A2%AF%E5%BA%A6%E4%B8%8B%E9%99%8D%E6%B3%95
梯度下降小结 https://www.cnblogs.com/pinard/p/5970503.html
近端梯度下降(Proximal Gradient Descent)http://papers.nips.cc/paper/3793-efficient-learning-using-forward-backward-splitting.pdf
tensorflow 1.11官方 api https://www.tensorflow.org/api_docs/python/tf/train