STT-tensorflow/tensorflow/python/keras/optimizer_v2/ftrl_test.py
A. Unique TensorFlower e9ca78c331 Added beta parameter from FTRL paper to optimizer classes (such as the one in Keras).
PiperOrigin-RevId: 326529913
Change-Id: Ibb57acc7ea33a7c1b893487bfb58ca5befa22a81
2020-08-13 15:01:00 -07:00

497 lines
20 KiB
Python

# Copyright 2015 The TensorFlow Authors. All Rights Reserved.
#
# 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.
# ==============================================================================
"""Functional tests for Ftrl operations."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import numpy as np
from tensorflow.python.framework import constant_op
from tensorflow.python.framework import dtypes
from tensorflow.python.framework import ops
from tensorflow.python.keras.optimizer_v2 import ftrl
from tensorflow.python.ops import embedding_ops
from tensorflow.python.ops import math_ops
from tensorflow.python.ops import variables
from tensorflow.python.platform import test
from tensorflow.python.training import adagrad
from tensorflow.python.training import gradient_descent
class FtrlOptimizerTest(test.TestCase):
def doTestFtrlwithoutRegularization(self, use_resource=False):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
if use_resource:
var0 = variables.Variable([0.0, 0.0], dtype=dtype)
var1 = variables.Variable([0.0, 0.0], dtype=dtype)
else:
var0 = variables.Variable([0.0, 0.0], dtype=dtype)
var1 = variables.Variable([0.0, 0.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllClose([0.0, 0.0], v0_val)
self.assertAllClose([0.0, 0.0], v1_val)
# Run 3 steps FTRL
for _ in range(3):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-2.60260963, -4.29698515]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.28432083, -0.56694895]), v1_val)
def testFtrlWithoutRegularization(self):
self.doTestFtrlwithoutRegularization(use_resource=False)
def testResourceFtrlWithoutRegularization(self):
self.doTestFtrlwithoutRegularization(use_resource=True)
def testFtrlwithoutRegularization2(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([4.0, 3.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
# Run 3 steps FTRL
for _ in range(3):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-2.55607247, -3.98729396]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.28232238, -0.56096673]), v1_val)
def testMinimizeSparseResourceVariable(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32, dtypes.float64]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([[1.0, 2.0]], dtype=dtype)
x = constant_op.constant([[4.0], [5.0]], dtype=dtype)
def loss():
pred = math_ops.matmul(embedding_ops.embedding_lookup([var0], [0]), x) # pylint: disable=cell-var-from-loop
return pred * pred
sgd_op = ftrl.Ftrl(1.0).minimize(loss, var_list=[var0])
self.evaluate(variables.global_variables_initializer())
# Fetch params to validate initial values
self.assertAllCloseAccordingToType([[1.0, 2.0]], self.evaluate(var0))
# Run 1 step of sgd
sgd_op.run()
# Validate updated params
self.assertAllCloseAccordingToType([[0, 1]],
self.evaluate(var0),
atol=0.01)
def testFtrlWithL1(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([4.0, 3.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=0.0)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-7.66718769, -10.91273689]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.93460727, -1.86147261]), v1_val)
def testFtrlWithBeta(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([4.0, 3.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(3.0, initial_accumulator_value=0.1, beta=0.1)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-6.096838, -9.162214]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.717741, -1.425132]), v1_val)
def testFtrlWithL2_Beta(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([4.0, 3.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.1,
beta=0.1)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-2.735487, -4.704625]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.294335, -0.586556]), v1_val)
def testFtrlWithL1_L2(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([4.0, 3.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=2.0)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-0.24059935, -0.46829352]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.02406147, -0.04830509]), v1_val)
def testFtrlWithL1_L2_L2Shrinkage(self):
"""Test the new FTRL op with support for l2 shrinkage.
The addition of this parameter which places a constant pressure on weights
towards the origin causes the gradient descent trajectory to differ. The
weights will tend to have smaller magnitudes with this parameter set.
"""
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([4.0, 3.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=2.0,
l2_shrinkage_regularization_strength=0.1)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType(
np.array([-0.22578995, -0.44345796]), v0_val)
self.assertAllCloseAccordingToType(
np.array([-0.14378493, -0.13229476]), v1_val)
def testFtrlWithL1_L2_L2ShrinkageSparse(self):
"""Tests the new FTRL op with support for l2 shrinkage on sparse grads."""
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
var0 = variables.Variable([[1.0], [2.0]], dtype=dtype)
var1 = variables.Variable([[4.0], [3.0]], dtype=dtype)
grads0 = ops.IndexedSlices(
constant_op.constant([0.1], shape=[1, 1], dtype=dtype),
constant_op.constant([0]), constant_op.constant([2, 1]))
grads1 = ops.IndexedSlices(
constant_op.constant([0.02], shape=[1, 1], dtype=dtype),
constant_op.constant([1]), constant_op.constant([2, 1]))
opt = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=2.0,
l2_shrinkage_regularization_strength=0.1)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([[1.0], [2.0]], v0_val)
self.assertAllCloseAccordingToType([[4.0], [3.0]], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([[-0.22578995], [2.]], v0_val)
self.assertAllCloseAccordingToType([[4.], [-0.13229476]], v1_val)
def testFtrlWithL2ShrinkageDoesNotChangeLrSchedule(self):
"""Verifies that l2 shrinkage in FTRL does not change lr schedule."""
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True) as sess:
var0 = variables.Variable([1.0, 2.0], dtype=dtype)
var1 = variables.Variable([1.0, 2.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.1, 0.2], dtype=dtype)
opt0 = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=2.0,
l2_shrinkage_regularization_strength=0.1)
opt1 = ftrl.Ftrl(
3.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=2.0)
update0 = opt0.apply_gradients([(grads0, var0)])
update1 = opt1.apply_gradients([(grads1, var1)])
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
self.assertAllCloseAccordingToType([1.0, 2.0], v1_val)
# Run 10 steps FTRL
for _ in range(10):
update0.run()
update1.run()
v0_val, v1_val = self.evaluate([var0, var1])
# var0 is experiencing L2 shrinkage so it should be smaller than var1
# in magnitude.
self.assertTrue((v0_val**2 < v1_val**2).all())
accum0 = sess.run(opt0.get_slot(var0, "accumulator"))
accum1 = sess.run(opt1.get_slot(var1, "accumulator"))
# L2 shrinkage should not change how we update grad accumulator.
self.assertAllCloseAccordingToType(accum0, accum1)
def applyOptimizer(self, opt, dtype, steps=5, is_sparse=False):
if is_sparse:
var0 = variables.Variable([[0.0], [0.0]], dtype=dtype)
var1 = variables.Variable([[0.0], [0.0]], dtype=dtype)
grads0 = ops.IndexedSlices(
constant_op.constant([0.1], shape=[1, 1], dtype=dtype),
constant_op.constant([0]), constant_op.constant([2, 1]))
grads1 = ops.IndexedSlices(
constant_op.constant([0.02], shape=[1, 1], dtype=dtype),
constant_op.constant([1]), constant_op.constant([2, 1]))
else:
var0 = variables.Variable([0.0, 0.0], dtype=dtype)
var1 = variables.Variable([0.0, 0.0], dtype=dtype)
grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
self.evaluate(variables.global_variables_initializer())
v0_val, v1_val = self.evaluate([var0, var1])
if is_sparse:
self.assertAllCloseAccordingToType([[0.0], [0.0]], v0_val)
self.assertAllCloseAccordingToType([[0.0], [0.0]], v1_val)
else:
self.assertAllCloseAccordingToType([0.0, 0.0], v0_val)
self.assertAllCloseAccordingToType([0.0, 0.0], v1_val)
# Run Ftrl for a few steps
for _ in range(steps):
update.run()
v0_val, v1_val = self.evaluate([var0, var1])
return v0_val, v1_val
# When variables are initialized with Zero, FTRL-Proximal has two properties:
# 1. Without L1&L2 but with fixed learning rate, FTRL-Proximal is identical
# with GradientDescent.
# 2. Without L1&L2 but with adaptive learning rate, FTRL-Proximal is identical
# with Adagrad.
# So, basing on these two properties, we test if our implementation of
# FTRL-Proximal performs same updates as Adagrad or GradientDescent.
def testEquivAdagradwithoutRegularization(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
val0, val1 = self.applyOptimizer(
ftrl.Ftrl(
3.0,
# Adagrad learning rate
learning_rate_power=-0.5,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0),
dtype)
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
val2, val3 = self.applyOptimizer(
adagrad.AdagradOptimizer(3.0, initial_accumulator_value=0.1), dtype)
self.assertAllCloseAccordingToType(val0, val2)
self.assertAllCloseAccordingToType(val1, val3)
def testEquivSparseAdagradwithoutRegularization(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session():
val0, val1 = self.applyOptimizer(
ftrl.Ftrl(
3.0,
# Adagrad learning rate
learning_rate_power=-0.5,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0),
dtype,
is_sparse=True)
with ops.Graph().as_default(), self.cached_session():
val2, val3 = self.applyOptimizer(
adagrad.AdagradOptimizer(3.0, initial_accumulator_value=0.1),
dtype,
is_sparse=True)
self.assertAllCloseAccordingToType(val0, val2)
self.assertAllCloseAccordingToType(val1, val3)
def testEquivSparseGradientDescentwithoutRegularization(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
val0, val1 = self.applyOptimizer(
ftrl.Ftrl(
3.0,
# Fixed learning rate
learning_rate_power=-0.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0),
dtype,
is_sparse=True)
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
val2, val3 = self.applyOptimizer(
gradient_descent.GradientDescentOptimizer(3.0),
dtype,
is_sparse=True)
self.assertAllCloseAccordingToType(val0, val2)
self.assertAllCloseAccordingToType(val1, val3)
def testEquivGradientDescentwithoutRegularization(self):
# TODO(tanzheny, omalleyt): Fix test in eager mode.
for dtype in [dtypes.half, dtypes.float32]:
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
val0, val1 = self.applyOptimizer(
ftrl.Ftrl(
3.0,
# Fixed learning rate
learning_rate_power=-0.0,
initial_accumulator_value=0.1,
l1_regularization_strength=0.0,
l2_regularization_strength=0.0),
dtype)
with ops.Graph().as_default(), self.cached_session(use_gpu=True):
val2, val3 = self.applyOptimizer(
gradient_descent.GradientDescentOptimizer(3.0), dtype)
self.assertAllCloseAccordingToType(val0, val2)
self.assertAllCloseAccordingToType(val1, val3)
if __name__ == "__main__":
test.main()