pytorch/caffe2/python/operator_test/adam_test.py
Luke Yeager 8bd0522c20 Add tests and GPU impls for sparse optimizers
Summary:
These GPU paths are probably even buggier than the CPU paths for sparse gradients with duplicate indices. Both paths cause multiple momentum updates in a single iteration, but only the GPU path is non-deterministic. Depending on how we decide to address the issues on the CPU path, pooyadavoodi has a good idea for how to match dense behavior with the sparse GPU ops.
Closes https://github.com/caffe2/caffe2/pull/254

Reviewed By: bwasti

Differential Revision: D4871680

Pulled By: dzhulgakov

fbshipit-source-id: 220be57a0f699a22ea85ed4f7022d92d362d06b3
2017-04-13 11:07:40 -07:00

110 lines
4.3 KiB
Python

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from __future__ import unicode_literals
import functools
from hypothesis import given
import hypothesis.strategies as st
import numpy as np
from caffe2.python import core
import caffe2.python.hypothesis_test_util as hu
class TestAdam(hu.HypothesisTestCase):
@staticmethod
def ref_adam(param, mom1, mom2, grad, LR, ITER,
beta1, beta2, epsilon):
t = ITER + 1
corrected_local_rate = LR * np.sqrt(1 - np.power(beta2, t)) / \
(1 - np.power(beta1, t))
mom1_out = (beta1 * mom1) + (1 - beta1) * grad
mom2_out = (beta2 * mom2) + (1 - beta2) * np.square(grad)
param_out = param + corrected_local_rate * mom1_out / \
(np.sqrt(mom2_out) + epsilon)
return param_out, mom1_out, mom2_out
@given(inputs=hu.tensors(n=4),
ITER=st.integers(min_value=0, max_value=10000),
LR=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
beta1=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
beta2=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
epsilon=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
**hu.gcs)
def test_adam(self, inputs, ITER, LR, beta1, beta2, epsilon, gc, dc):
param, mom1, mom2, grad = inputs
ITER = np.array([ITER], dtype=np.int64)
LR = np.array([LR], dtype=np.float32)
op = core.CreateOperator(
"Adam",
["param", "mom1", "mom2", "grad", "lr", "iter"],
["output_param", "output_mom1", "output_mom2"],
beta1=beta1, beta2=beta2, epsilon=epsilon)
# Iter lives on the CPU
input_device_options = {'iter': hu.cpu_do}
self.assertReferenceChecks(
gc, op,
[param, mom1, mom2, grad, LR, ITER],
functools.partial(
self.ref_adam,
beta1=beta1, beta2=beta2, epsilon=epsilon),
input_device_options=input_device_options)
@given(inputs=hu.tensors(n=4),
ITER=st.integers(min_value=0, max_value=10000),
LR=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
beta1=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
beta2=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
epsilon=st.floats(min_value=0.01, max_value=0.99,
allow_nan=False, allow_infinity=False),
**hu.gcs)
def test_sparse_adam(self, inputs, ITER, LR, beta1, beta2, epsilon,
gc, dc):
param, mom1, mom2, grad = inputs
mom1 = np.absolute(mom1)
mom2 = np.absolute(mom2)
ITER = np.array([ITER], dtype=np.int64)
LR = np.array([LR], dtype=np.float32)
indices = np.arange(grad.shape[0])
indices = indices[indices % 2 == 0]
grad = grad[indices]
op = core.CreateOperator(
"SparseAdam",
["param", "mom1", "mom2", "indices", "grad", "lr", "iter"],
["param", "mom1", "mom2"],
beta1=beta1, beta2=beta2, epsilon=epsilon)
def ref_sparse(param, mom1, mom2, indices, grad, LR, ITER):
param_out = np.copy(param)
mom1_out = np.copy(mom1)
mom2_out = np.copy(mom2)
for i, index in enumerate(indices):
param_out[index], mom1_out[index], mom2_out[index] = \
self.ref_adam(param[index], mom1[index], mom2[index],
grad[i], LR, ITER,
beta1, beta2, epsilon)
return (param_out, mom1_out, mom2_out)
# Iter lives on the CPU
input_device_options = {'iter': hu.cpu_do}
self.assertReferenceChecks(
gc, op,
[param, mom1, mom2, indices, grad, LR, ITER],
ref_sparse,
input_device_options=input_device_options)