455 lines
19 KiB
Python
455 lines
19 KiB
Python
# Copyright 2015 The TensorFlow Authors. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# ==============================================================================
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"""Functional tests for Ftrl operations."""
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from __future__ import absolute_import
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from __future__ import division
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from __future__ import print_function
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import numpy as np
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from tensorflow.python.framework import constant_op
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from tensorflow.python.framework import dtypes
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from tensorflow.python.framework import ops
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from tensorflow.python.ops import embedding_ops
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from tensorflow.python.ops import math_ops
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from tensorflow.python.ops import resource_variable_ops
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from tensorflow.python.ops import variables
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from tensorflow.python.platform import test
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from tensorflow.python.training import adagrad
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from tensorflow.python.training import ftrl
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from tensorflow.python.training import gradient_descent
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class FtrlOptimizerTest(test.TestCase):
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def doTestFtrlwithoutRegularization(self, use_resource=False):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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if use_resource:
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var0 = resource_variable_ops.ResourceVariable([0.0, 0.0],
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dtype=dtype)
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var1 = resource_variable_ops.ResourceVariable([0.0, 0.0],
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dtype=dtype)
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else:
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var0 = variables.Variable([0.0, 0.0], dtype=dtype)
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var1 = variables.Variable([0.0, 0.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
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opt = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.0,
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l2_regularization_strength=0.0)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllClose([0.0, 0.0], v0_val)
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self.assertAllClose([0.0, 0.0], v1_val)
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# Run 3 steps FTRL
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for _ in range(3):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType(
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np.array([-2.60260963, -4.29698515]), v0_val, half_rtol=1e-2)
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self.assertAllCloseAccordingToType(
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np.array([-0.28432083, -0.56694895]), v1_val)
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def testFtrlWithoutRegularization(self):
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self.doTestFtrlwithoutRegularization(use_resource=False)
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def testResourceFtrlWithoutRegularization(self):
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self.doTestFtrlwithoutRegularization(use_resource=True)
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def testFtrlwithoutRegularization2(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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var0 = variables.Variable([1.0, 2.0], dtype=dtype)
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var1 = variables.Variable([4.0, 3.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
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opt = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.0,
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l2_regularization_strength=0.0)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
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self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
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# Run 3 steps FTRL
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for _ in range(3):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType(
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np.array([-2.55607247, -3.98729396]), v0_val)
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self.assertAllCloseAccordingToType(
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np.array([-0.28232238, -0.56096673]), v1_val)
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def testMinimizeSparseResourceVariable(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32, dtypes.float64]:
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with self.cached_session():
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var0 = resource_variable_ops.ResourceVariable([[1.0, 2.0]],
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dtype=dtype)
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x = constant_op.constant([[4.0], [5.0]], dtype=dtype)
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pred = math_ops.matmul(embedding_ops.embedding_lookup([var0], [0]), x)
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loss = pred * pred
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sgd_op = ftrl.FtrlOptimizer(1.0).minimize(loss)
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variables.global_variables_initializer().run()
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# Fetch params to validate initial values
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self.assertAllCloseAccordingToType([[1.0, 2.0]], self.evaluate(var0))
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# Run 1 step of sgd
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sgd_op.run()
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# Validate updated params
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self.assertAllCloseAccordingToType([[0, 1]],
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self.evaluate(var0),
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atol=0.01)
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def testFtrlWithL1(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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var0 = variables.Variable([1.0, 2.0], dtype=dtype)
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var1 = variables.Variable([4.0, 3.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
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opt = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.001,
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l2_regularization_strength=0.0)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
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self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
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# Run 10 steps FTRL
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for _ in range(10):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType(
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np.array([-7.66718769, -10.91273689]), v0_val)
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self.assertAllCloseAccordingToType(
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np.array([-0.93460727, -1.86147261]), v1_val)
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def testFtrlWithL1_L2(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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var0 = variables.Variable([1.0, 2.0], dtype=dtype)
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var1 = variables.Variable([4.0, 3.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
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opt = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.001,
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l2_regularization_strength=2.0)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
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self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
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# Run 10 steps FTRL
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for _ in range(10):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType(
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np.array([-0.24059935, -0.46829352]), v0_val)
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self.assertAllCloseAccordingToType(
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np.array([-0.02406147, -0.04830509]), v1_val)
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def testFtrlWithL1_L2_L2Shrinkage(self):
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"""Test the new FTRL op with support for l2 shrinkage.
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The addition of this parameter which places a constant pressure on weights
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towards the origin causes the gradient descent trajectory to differ. The
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weights will tend to have smaller magnitudes with this parameter set.
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"""
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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var0 = variables.Variable([1.0, 2.0], dtype=dtype)
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var1 = variables.Variable([4.0, 3.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
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opt = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.001,
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l2_regularization_strength=2.0,
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l2_shrinkage_regularization_strength=0.1)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
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self.assertAllCloseAccordingToType([4.0, 3.0], v1_val)
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# Run 10 steps FTRL
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for _ in range(10):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType(
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np.array([-0.22578995, -0.44345796]), v0_val)
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self.assertAllCloseAccordingToType(
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np.array([-0.14378493, -0.13229476]), v1_val)
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def testFtrlWithL1_L2_L2ShrinkageSparse(self):
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"""Tests the new FTRL op with support for l2 shrinkage on sparse grads."""
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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var0 = variables.Variable([[1.0], [2.0]], dtype=dtype)
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var1 = variables.Variable([[4.0], [3.0]], dtype=dtype)
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grads0 = ops.IndexedSlices(
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constant_op.constant([0.1], shape=[1, 1], dtype=dtype),
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constant_op.constant([0]), constant_op.constant([2, 1]))
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grads1 = ops.IndexedSlices(
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constant_op.constant([0.02], shape=[1, 1], dtype=dtype),
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constant_op.constant([1]), constant_op.constant([2, 1]))
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opt = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.001,
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l2_regularization_strength=2.0,
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l2_shrinkage_regularization_strength=0.1)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([[1.0], [2.0]], v0_val)
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self.assertAllCloseAccordingToType([[4.0], [3.0]], v1_val)
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# Run 10 steps FTRL
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for _ in range(10):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([[-0.22578995], [2.]], v0_val)
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self.assertAllCloseAccordingToType([[4.], [-0.13229476]], v1_val)
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def testFtrlWithL2ShrinkageDoesNotChangeLrSchedule(self):
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"""Verifies that l2 shrinkage in FTRL does not change lr schedule."""
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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var0 = variables.Variable([1.0, 2.0], dtype=dtype)
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var1 = variables.Variable([1.0, 2.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.1, 0.2], dtype=dtype)
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opt0 = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.001,
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l2_regularization_strength=2.0,
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l2_shrinkage_regularization_strength=0.1)
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opt1 = ftrl.FtrlOptimizer(
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3.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.001,
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l2_regularization_strength=2.0)
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update0 = opt0.apply_gradients([(grads0, var0)])
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update1 = opt1.apply_gradients([(grads1, var1)])
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variables.global_variables_initializer().run()
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v0_val, v1_val = self.evaluate([var0, var1])
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self.assertAllCloseAccordingToType([1.0, 2.0], v0_val)
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self.assertAllCloseAccordingToType([1.0, 2.0], v1_val)
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# Run 10 steps FTRL
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for _ in range(10):
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update0.run()
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update1.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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# var0 is experiencing L2 shrinkage so it should be smaller than var1
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# in magnitude.
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self.assertTrue((v0_val**2 < v1_val**2).all())
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accum0 = list(self.evaluate(opt0._slots)["accum"].values())[0]
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accum1 = list(self.evaluate(opt1._slots)["accum"].values())[0]
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# L2 shrinkage should not change how we update grad accumulator.
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self.assertAllCloseAccordingToType(accum0, accum1)
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def applyOptimizer(self, opt, dtype, steps=5, is_sparse=False):
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if is_sparse:
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var0 = variables.Variable([[0.0], [0.0]], dtype=dtype)
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var1 = variables.Variable([[0.0], [0.0]], dtype=dtype)
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grads0 = ops.IndexedSlices(
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constant_op.constant([0.1], shape=[1, 1], dtype=dtype),
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constant_op.constant([0]), constant_op.constant([2, 1]))
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grads1 = ops.IndexedSlices(
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constant_op.constant([0.02], shape=[1, 1], dtype=dtype),
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constant_op.constant([1]), constant_op.constant([2, 1]))
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else:
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var0 = variables.Variable([0.0, 0.0], dtype=dtype)
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var1 = variables.Variable([0.0, 0.0], dtype=dtype)
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grads0 = constant_op.constant([0.1, 0.2], dtype=dtype)
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grads1 = constant_op.constant([0.01, 0.02], dtype=dtype)
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update = opt.apply_gradients(zip([grads0, grads1], [var0, var1]))
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variables.global_variables_initializer().run()
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sess = ops.get_default_session()
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v0_val, v1_val = self.evaluate([var0, var1])
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if is_sparse:
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self.assertAllCloseAccordingToType([[0.0], [0.0]], v0_val)
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self.assertAllCloseAccordingToType([[0.0], [0.0]], v1_val)
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else:
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self.assertAllCloseAccordingToType([0.0, 0.0], v0_val)
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self.assertAllCloseAccordingToType([0.0, 0.0], v1_val)
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# Run Ftrl for a few steps
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for _ in range(steps):
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update.run()
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v0_val, v1_val = self.evaluate([var0, var1])
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return v0_val, v1_val
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# When variables are initialized with Zero, FTRL-Proximal has two properties:
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# 1. Without L1&L2 but with fixed learning rate, FTRL-Proximal is identical
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# with GradientDescent.
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# 2. Without L1&L2 but with adaptive learning rate, FTRL-Proximal is identical
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# with Adagrad.
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# So, basing on these two properties, we test if our implementation of
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# FTRL-Proximal performs same updates as Adagrad or GradientDescent.
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def testEquivAdagradwithoutRegularization(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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val0, val1 = self.applyOptimizer(
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ftrl.FtrlOptimizer(
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3.0,
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# Adagrad learning rate
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learning_rate_power=-0.5,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.0,
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l2_regularization_strength=0.0),
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dtype)
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with self.cached_session():
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val2, val3 = self.applyOptimizer(
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adagrad.AdagradOptimizer(3.0, initial_accumulator_value=0.1),
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dtype)
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self.assertAllCloseAccordingToType(val0, val2, half_rtol=2e-3)
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self.assertAllCloseAccordingToType(val1, val3, half_rtol=2e-3)
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def testEquivSparseAdagradwithoutRegularization(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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val0, val1 = self.applyOptimizer(
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ftrl.FtrlOptimizer(
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3.0,
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# Adagrad learning rate
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learning_rate_power=-0.5,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.0,
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l2_regularization_strength=0.0),
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dtype,
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is_sparse=True)
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with self.cached_session():
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val2, val3 = self.applyOptimizer(
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adagrad.AdagradOptimizer(3.0, initial_accumulator_value=0.1),
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dtype,
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is_sparse=True)
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self.assertAllCloseAccordingToType(val0, val2)
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self.assertAllCloseAccordingToType(val1, val3)
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def testEquivSparseGradientDescentwithoutRegularization(self):
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# The v1 optimizers do not support eager execution
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with ops.Graph().as_default():
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for dtype in [dtypes.half, dtypes.float32]:
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with self.cached_session():
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val0, val1 = self.applyOptimizer(
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ftrl.FtrlOptimizer(
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3.0,
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# Fixed learning rate
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learning_rate_power=-0.0,
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initial_accumulator_value=0.1,
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l1_regularization_strength=0.0,
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|
l2_regularization_strength=0.0),
|
|
dtype,
|
|
is_sparse=True)
|
|
|
|
with self.cached_session():
|
|
val2, val3 = self.applyOptimizer(
|
|
gradient_descent.GradientDescentOptimizer(3.0),
|
|
dtype,
|
|
is_sparse=True)
|
|
|
|
self.assertAllCloseAccordingToType(val0, val2)
|
|
self.assertAllCloseAccordingToType(val1, val3)
|
|
|
|
def testEquivGradientDescentwithoutRegularization(self):
|
|
# The v1 optimizers do not support eager execution
|
|
with ops.Graph().as_default():
|
|
for dtype in [dtypes.half, dtypes.float32]:
|
|
with self.cached_session():
|
|
val0, val1 = self.applyOptimizer(
|
|
ftrl.FtrlOptimizer(
|
|
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 self.cached_session():
|
|
val2, val3 = self.applyOptimizer(
|
|
gradient_descent.GradientDescentOptimizer(3.0), dtype)
|
|
|
|
self.assertAllCloseAccordingToType(val0, val2)
|
|
self.assertAllCloseAccordingToType(val1, val3)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
test.main()
|