| /** |
| * Licensed to the Apache Software Foundation (ASF) under one |
| * or more contributor license agreements. See the NOTICE file |
| * distributed with this work for additional information |
| * regarding copyright ownership. The ASF licenses this file |
| * to you 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. |
| */ |
| #ifndef SRC_MODEL_OPTIMIZER_SGD_H_ |
| #define SRC_MODEL_OPTIMIZER_SGD_H_ |
| #include "singa/model/optimizer.h" |
| #include <functional> |
| namespace singa { |
| |
| void SGD::Setup(const OptimizerConf& conf) { |
| Optimizer::Setup(conf); |
| if (conf.has_momentum()) { |
| float m = conf.momentum(); |
| SetMomentumGenerator([m](int step) { return m; }); |
| } |
| } |
| |
| // history = history * momentum + grad * lr |
| // value = value - history |
| void SGD::Apply(int epoch, float lr, const string& name, Tensor& grad, |
| Tensor& value, int step) { |
| if (grad.empty()) |
| return; |
| ApplyRegularizerConstraint(epoch, name, value, grad, step); |
| if (learning_rate_multplier_.find(name) != learning_rate_multplier_.end()) |
| lr *= learning_rate_multplier_.at(name); |
| |
| // LOG(INFO) << "param " << name << " lr = " << lr << " grad = " << grad.L1() << " value = " << value.L1(); |
| if (momentum_generator_) { |
| float mom = momentum_generator_(step); |
| if (mom != 0) { |
| if (history_gradient_.find(name) == history_gradient_.end()) { |
| history_gradient_[name].ResetLike(value); |
| history_gradient_[name].SetValue(0.0f); |
| } |
| Tensor& history = history_gradient_[name]; |
| history *= mom; |
| Axpy(lr, grad, &history); |
| value -= history; |
| return; |
| } |
| } |
| Axpy(-lr, grad, &value); |
| } |
| } // namespace singa |
| #endif // SRC_MODEL_OPTIMIZER_SGD_H_ |