lr.py 61.5 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
# Copyright (c) 2020 PaddlePaddle 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.

import math
import numpy
import warnings
from paddle import Tensor

20 21 22 23 24 25 26 27 28 29 30 31 32
__all__ = [ #noqa
    'LRScheduler',
    'NoamDecay',
    'PiecewiseDecay',
    'NaturalExpDecay',
    'InverseTimeDecay',
    'PolynomialDecay',
    'LinearWarmup',
    'ExponentialDecay',
    'MultiStepDecay',
    'StepDecay',
    'LambdaDecay',
    'ReduceOnPlateau',
33
    'CosineAnnealingDecay'
34 35 36
]


37 38 39 40 41
class LRScheduler(object):
    """

    LRScheduler Base class. Define the common interface of a learning rate scheduler.

Z
Zhou Wei 已提交
42
    User can import it by ``from paddle.optimizer.lr import LRScheduler`` ,
43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61

    then overload it for your subclass and have a custom implementation of ``get_lr()`` .

    Otherwise, an ``NotImplementedError`` exception will be thrown.

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .

    Returns:
        instance to schedule learning rate.

    Examples:
        Here is an example of a simple ``StepDecay`` implementation. 
        
        .. code-block:: python
            
            import paddle
Z
Zhou Wei 已提交
62
            from paddle.optimizer.lr import LRScheduler
63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84

            class StepDecay(LRScheduler):
                def __init__(self,
                            learning_rate,
                            step_size,
                            gamma=0.1,
                            last_epoch=-1,
                            verbose=False):
                    if not isinstance(step_size, int):
                        raise TypeError(
                            "The type of 'step_size' must be 'int', but received %s." %
                            type(step_size))
                    if gamma >= 1.0:
                        raise ValueError('gamma should be < 1.0.')

                    self.step_size = step_size
                    self.gamma = gamma
                    super(StepDecay, self).__init__(learning_rate, last_epoch, verbose)

                def get_lr(self):
                    i = self.last_epoch // self.step_size
                    return self.base_lr * (self.gamma**i)
85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102

    """

    def __init__(self, learning_rate=0.1, last_epoch=-1, verbose=False):
        if not isinstance(learning_rate, (float, int)):
            raise TypeError(
                "The type of learning rate must be float, but received {}".
                format(type(learning_rate)))
        self.base_lr = float(learning_rate)
        self.last_lr = float(learning_rate)
        self.last_epoch = last_epoch
        self.verbose = verbose
        self._var_name = None

        self.step()

    def __call__(self):
        """ 
103
        Return lastest computed learning rate on current epoch.
104 105 106 107 108
        """
        return self.last_lr

    def step(self, epoch=None):
        """
109 110 111

        ``step`` should be called after ``optimizer.step`` . It will update the learning rate in optimizer according to current ``epoch`` .  
        The new learning rate will take effect on next ``optimizer.step`` .
112 113 114 115 116 117

        Args:
            epoch (int, None): specify current epoch. Default: None. Auto-increment from last_epoch=-1.

        Returns:
            None
118

119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135
        """
        if epoch is None:
            self.last_epoch += 1
            self.last_lr = self.get_lr()
        else:
            self.last_epoch = epoch
            if hasattr(self, "_get_closed_form_lr"):
                self.last_lr = self._get_closed_form_lr()
            else:
                self.last_lr = self.get_lr()

        if self.verbose:
            print('Epoch {}: {} set learning rate to {}.'.format(
                self.last_epoch, self.__class__.__name__, self.last_lr))

    def state_dict(self):
        """
136

137 138
        Returns the state of the scheduler as a :class:`dict`.

139
        It is a subset of ``self.__dict__`` .
140
        """
141
        self.state_keys()
142 143 144 145 146 147 148 149 150 151 152 153 154 155 156
        state_dict = {}
        for key in self.keys:
            if key not in self.__dict__:
                continue
            value = self.__dict__[key]
            if isinstance(value, Tensor):
                assert value.shape == [
                    1
                ], "shape of Tensor in state_dict must be [1] {}".format(
                    value.shape)
                value = value.numpy()[0]
            state_dict[key] = value

        return state_dict

157
    # For those subclass who overload LRScheduler, "last_epoch, last_lr" will be saved by default.
158
    # (Note): you can change it for your subclass.
159
    def state_keys(self):
160
        """
161 162 163 164 165 166 167

        For those subclass who overload ``LRScheduler`` (Base Class). Acquiescently, "last_epoch, last_lr" will be saved by ``self.keys = ['last_epoch', 'last_lr']`` .

        ``last_epoch`` is the current epoch num, and ``last_lr`` is the current learning rate.

        If you want to change the default behavior, you should have a custom implementation of ``_state_keys()`` to redefine ``self.keys`` .

168 169 170
        """
        self.keys = ['last_epoch', 'last_lr']

171
    def set_state_dict(self, state_dict):
172
        """
173

174 175
        Loads the schedulers state.
        """
176
        self.state_keys()
177 178 179 180 181 182 183 184 185 186 187 188
        for key in self.keys:
            if key in state_dict:
                self.__dict__[key] = state_dict[key]
            else:
                raise RuntimeError(
                    "Please check whether state_dict is correct for optimizer. Can't find [ {} ] in state_dict".
                    format(key))
        if len(state_dict) > len(self.keys):
            warnings.warn(
                "There are some unused values in state_dict. Maybe the optimizer have different 'LearningRateDecay' when invoking state_dict and set_dict"
            )

189 190
    # alias for set_state_dict
    set_dict = set_state_dict
191 192

    def get_lr(self):
193 194 195 196 197 198
        """
        
        For those subclass who overload ``LRScheduler`` (Base Class), User should have a custom implementation of ``get_lr()`` .

        Otherwise, an ``NotImplementedError`` exception will be thrown.
        """
199 200 201 202
        # calculate by python float
        raise NotImplementedError


203
class NoamDecay(LRScheduler):
204
    r"""
205

206
    Applies Noam Decay to the initial learning rate. 
207 208 209 210 211 212 213 214 215 216 217 218 219 220 221

    The algorithm can be described as following.

    .. math::

        new\_learning\_rate = learning\_rate * d_{model}^{-0.5} * min(epoch^{-0.5}, epoch * warmup\_steps^{-1.5})

    Please reference `attention is all you need <https://arxiv.org/pdf/1706.03762.pdf>`_ 


    Args:
        d$_{model}$(int): The dimensionality of input and output feature vector of model. It is a python int number.
        warmup_steps(int): The number of warmup steps. A super parameter. It is a python int number
        learning_rate (float): The initial learning rate. It is a python float number. Default: 1.0.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
222
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
223 224

    Returns:
225
        ``NoamDecay`` instance to schedule learning rate.
226 227 228 229 230 231 232

    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

233
            # train on default dynamic graph mode
234
            linear = paddle.nn.Linear(10, 10)
235 236
            scheduler = paddle.optimizer.lr.NoamDecay(d_model=0.01, warmup_steps=100, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
237
            for epoch in range(20):
Z
Zhou Wei 已提交
238
                for batch_id in range(5):
239
                    x = paddle.uniform([10, 10])
240
                    out = linear(x)
C
chentianyu03 已提交
241
                    loss = paddle.mean(out)
242
                    loss.backward()
243 244
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
245 246
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
247

248
            # train on static graph mode
249 250 251 252
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
253 254
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
255 256
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
257
                scheduler = paddle.optimizer.lr.NoamDecay(d_model=0.01, warmup_steps=100, verbose=True)
258 259 260 261 262 263
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
264
                for batch_id in range(5):
265 266 267 268 269 270
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
271
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
272 273
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
274 275 276 277 278 279 280 281 282 283 284

    """

    def __init__(self,
                 d_model,
                 warmup_steps,
                 learning_rate=1.0,
                 last_epoch=-1,
                 verbose=False):
        self.d_model = d_model
        self.warmup_steps = warmup_steps
285
        super(NoamDecay, self).__init__(learning_rate, last_epoch, verbose)
286 287 288 289 290 291 292 293 294 295

    def get_lr(self):
        if self.last_epoch == 0:
            a = 1
        else:
            a = self.last_epoch**-0.5
        b = self.warmup_steps**-1.5 * self.last_epoch
        return self.base_lr * (self.d_model**-0.5) * min(a, b)


296
class PiecewiseDecay(LRScheduler):
297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314
    """

    Piecewise learning rate scheduler.

    The algorithm can be described as the code below:

    .. code-block:: text

        boundaries = [100, 200]
        values = [1.0, 0.5, 0.1]
        if epoch < 100:
            learning_rate = 1.0
        elif 100 <= global_step < 200:
            learning_rate = 0.5
        else:
            learning_rate = 0.1

    Args:
315 316
        boundaries(list|tuple): A list/tuple of steps numbers. The type of element in the list is python int. 
        values(list|tuple): A list/tuple of learning rate values that will be picked during different epoch boundaries. 
317 318
            The type of element in the list is python float.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
319
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
320 321

    Returns:
322
        ``PiecewiseDecay`` instance to schedule learning rate.
323 324 325 326 327 328 329 330

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

331
            # train on default dynamic graph mode
332
            linear = paddle.nn.Linear(10, 10)
333 334
            scheduler = paddle.optimizer.lr.PiecewiseDecay(boundaries=[3, 6, 9], values=[0.1, 0.2, 0.3, 0.4], verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
335
            for epoch in range(20):
Z
Zhou Wei 已提交
336
                for batch_id in range(5):
337
                    x = paddle.uniform([10, 10])
338
                    out = linear(x)
C
chentianyu03 已提交
339
                    loss = paddle.mean(out)
340
                    loss.backward()
341 342
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
343 344
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
345

346
            # train on static graph mode
347 348 349 350
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
351 352
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
353 354
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
355
                scheduler = paddle.optimizer.lr.PiecewiseDecay(boundaries=[3, 6, 9], values=[0.1, 0.2, 0.3, 0.4], verbose=True)
356 357 358 359 360 361
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
362
                for batch_id in range(5):
363 364 365 366 367 368
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
369
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
370 371
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
372 373 374 375 376
    """

    def __init__(self, boundaries, values, last_epoch=-1, verbose=False):
        self.boundaries = boundaries
        self.values = values
377
        super(PiecewiseDecay, self).__init__(
378 379 380 381 382 383 384 385 386
            last_epoch=last_epoch, verbose=verbose)

    def get_lr(self):
        for i in range(len(self.boundaries)):
            if self.last_epoch < self.boundaries[i]:
                return self.values[i]
        return self.values[len(self.values) - 1]


387
class NaturalExpDecay(LRScheduler):
388
    r"""
389 390 391 392 393 394 395

    Applies natural exponential decay to the initial learning rate.
    
    The algorithm can be described as following:

    .. math::

396
        new\_learning\_rate = learning\_rate * e^{- gamma * epoch}
397 398 399 400 401

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        gamma (float, optional): A Ratio to update the learning rate. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
402
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
403 404

    Returns:
405
        ``NaturalExpDecay`` instance to schedule learning rate.
406 407 408 409 410 411 412 413

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

414
            # train on default dynamic graph mode
415
            linear = paddle.nn.Linear(10, 10)
416 417
            scheduler = paddle.optimizer.lr.NaturalExpDecay(learning_rate=0.5, gamma=0.1, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
418
            for epoch in range(20):
Z
Zhou Wei 已提交
419
                for batch_id in range(5):
420
                    x = paddle.uniform([10, 10])
421
                    out = linear(x)
C
chentianyu03 已提交
422
                    loss = paddle.mean(out)
423
                    loss.backward()
424 425
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
426 427
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
428

429
            # train on static graph mode
430 431 432 433
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
434 435
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
436 437
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
438
                scheduler = paddle.optimizer.lr.NaturalExpDecay(learning_rate=0.5, gamma=0.1, verbose=True)
439 440 441 442 443 444
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
445
                for batch_id in range(5):
446 447 448 449 450 451
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
452
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
453 454
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
455 456 457 458
    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
459 460
        super(NaturalExpDecay, self).__init__(learning_rate, last_epoch,
                                              verbose)
461 462 463 464 465

    def get_lr(self):
        return self.base_lr * math.exp(-1 * self.gamma * self.last_epoch)


466
class InverseTimeDecay(LRScheduler):
467
    r"""
468 469 470 471 472 473 474 475 476 477 478 479 480 481

    Applies inverse time decay to the initial learning rate.

    The algorithm can be described as following:

    .. math::

        new\_learning\_rate = \\frac{learning\_rate}{1 + gamma * epoch}

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
482
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
483 484

    Returns:
485
        ``InverseTimeDecay`` instance to schedule learning rate.
486 487 488 489 490 491 492 493

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

494
            # train on default dynamic graph mode
495
            linear = paddle.nn.Linear(10, 10)
496 497
            scheduler = paddle.optimizer.lr.InverseTimeDecay(learning_rate=0.5, gamma=0.1, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
498
            for epoch in range(20):
Z
Zhou Wei 已提交
499
                for batch_id in range(5):
500
                    x = paddle.uniform([10, 10])
501
                    out = linear(x)
C
chentianyu03 已提交
502
                    loss = paddle.mean(out)
503
                    loss.backward()
504 505
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
506 507
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
508

509
            # train on static graph mode
510 511 512 513
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
514 515
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
516 517
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
518
                scheduler = paddle.optimizer.lr.InverseTimeDecay(learning_rate=0.5, gamma=0.1, verbose=True)
519 520 521 522 523 524
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
525
                for batch_id in range(5):
526 527 528 529 530 531
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
532
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
533 534
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
535 536 537 538 539

    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
540 541
        super(InverseTimeDecay, self).__init__(learning_rate, last_epoch,
                                               verbose)
542 543 544 545 546

    def get_lr(self):
        return self.base_lr / (1 + self.gamma * self.last_epoch)


547
class PolynomialDecay(LRScheduler):
548
    r"""
549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572

    Applies polynomial decay to the initial learning rate.

    The algorithm can be described as following.

    If cycle is set to True, then:

    .. math::

        decay\_steps & = decay\_steps * math.ceil(\\frac{epoch}{decay\_steps}) 

        new\_learning\_rate & = (learning\_rate-end\_lr)*(1-\\frac{epoch}{decay\_steps})^{power}+end\_lr

    If cycle is set to False, then:

    .. math::

        epoch & = min(epoch, decay\_steps) 

        new\_learning\_rate & = (learning\_rate-end\_lr)*(1-\\frac{epoch}{decay\_steps})^{power}+end\_lr


    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
573
        decay_steps(int): The decay step size. It determines the decay cycle. It must be a positive integer.
574 575 576 577 578
        end_lr(float, optional): The minimum final learning rate. Default: 0.0001.
        power(float, optional): Power of polynomial. Default: 1.0.
        cycle(bool, optional): Whether the learning rate rises again. If True, then the learning rate will rise when it decrease 
            to ``end_lr`` .  If False, the learning rate is monotone decreasing. Default: False.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
579
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
580 581

    Returns:
582
        ``PolynomialDecay`` instance to schedule learning rate.
583 584 585 586 587 588 589 590

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

591
            # train on default dynamic graph mode
592
            linear = paddle.nn.Linear(10, 10)
593 594
            scheduler = paddle.optimizer.lr.PolynomialDecay(learning_rate=0.5, decay_steps=20, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
595
            for epoch in range(20):
Z
Zhou Wei 已提交
596
                for batch_id in range(5):
597
                    x = paddle.uniform([10, 10])
598
                    out = linear(x)
C
chentianyu03 已提交
599
                    loss = paddle.mean(out)
600
                    loss.backward()
601 602
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
603 604
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
605

606
            # train on static graph mode
607 608 609 610
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
611 612
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
613 614
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
615
                scheduler = paddle.optimizer.lr.PolynomialDecay(learning_rate=0.5, decay_steps=20, verbose=True)
616 617 618 619 620 621
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
622
                for batch_id in range(5):
623 624 625 626 627 628
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
629
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
630 631
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
632 633 634 635 636 637 638 639 640 641
    """

    def __init__(self,
                 learning_rate,
                 decay_steps,
                 end_lr=0.0001,
                 power=1.0,
                 cycle=False,
                 last_epoch=-1,
                 verbose=False):
642 643
        assert decay_steps > 0 and isinstance(
            decay_steps, int), " 'decay_steps' must be a positive integer."
644 645 646 647
        self.decay_steps = decay_steps
        self.end_lr = end_lr
        self.power = power
        self.cycle = cycle
648 649
        super(PolynomialDecay, self).__init__(learning_rate, last_epoch,
                                              verbose)
650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668

    def get_lr(self):
        tmp_epoch_num = self.last_epoch
        tmp_decay_steps = self.decay_steps
        if self.cycle:
            div_res = math.ceil(
                float(self.last_epoch) / float(self.decay_steps))

            if self.last_epoch == 0:
                div_res = 1
            tmp_decay_steps = self.decay_steps * div_res
        else:
            tmp_epoch_num = min(self.last_epoch, self.decay_steps)

        return (self.base_lr - self.end_lr) * (
            (1 - float(tmp_epoch_num) / float(tmp_decay_steps)
             )**self.power) + self.end_lr


669
class LinearWarmup(LRScheduler):
670
    r"""
671 672 673 674 675 676

    Linear learning rate warm up strategy. Update the learning rate preliminarily before the normal learning rate scheduler.
    For more information, please refer to `Bag of Tricks for Image Classification with Convolutional Neural Networks <https://arxiv.org/abs/1812.01187>`_
    
    When epoch < warmup_steps, learning rate is updated as:
    
677
    .. math::
678
    
679
            lr = start\_lr + (end\_lr - start\_lr) * \\frac{epoch}{warmup\_steps}
680 681 682 683 684
    
    where start_lr is the initial learning rate, and end_lr is the final learning rate;
    
    When epoch >= warmup_steps, learning rate is updated as:
    
685
    .. math::
686 687 688
    
            lr = learning_rate
    
689
    where ``learning_rate`` is float or any subclass of ``LRScheduler`` .
690 691

    Args:
692
        learning_rate (float|LRScheduler): The learning rate after warm-up. It is a python float number or any subclass of ``LRScheduler`` .
693
        warmup_steps (int): total steps of warm up. It must be a positive integer.
694 695 696
        start_lr (float): Initial learning rate of warm up.
        end_lr (float): Final learning rate of warm up.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
697
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
698 699

    Returns:
700
        ``LinearWarmup`` instance to schedule learning rate.
701 702 703 704 705 706 707 708

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

709
            # train on default dynamic graph mode
710
            linear = paddle.nn.Linear(10, 10)
711
            scheduler = paddle.optimizer.lr.LinearWarmup(
712
                    learning_rate=0.5, warmup_steps=20, start_lr=0, end_lr=0.5, verbose=True)
713
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
714
            for epoch in range(20):
Z
Zhou Wei 已提交
715
                for batch_id in range(5):
716
                    x = paddle.uniform([10, 10])
717
                    out = linear(x)
C
chentianyu03 已提交
718
                    loss = paddle.mean(out)
719
                    loss.backward()
720 721
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
722 723
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
724

725
            # train on static graph mode
726 727 728 729
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
730 731
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
732 733
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
734
                scheduler = paddle.optimizer.lr.LinearWarmup(
735 736 737 738 739 740 741
                    learning_rate=0.5, warmup_steps=20, start_lr=0, end_lr=0.5, verbose=True)
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
742
                for batch_id in range(5):
743 744 745 746 747 748
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
749
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
750 751
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
752 753 754 755 756 757 758 759 760 761
    """

    def __init__(self,
                 learning_rate,
                 warmup_steps,
                 start_lr,
                 end_lr,
                 last_epoch=-1,
                 verbose=False):
        type_check = isinstance(learning_rate, float) or isinstance(
762
            learning_rate, int) or isinstance(learning_rate, LRScheduler)
763 764
        if not type_check:
            raise TypeError(
765
                "the type of learning_rate should be [int, float or LRScheduler], the current type is {}".
766 767
                format(learning_rate))
        self.learning_rate = learning_rate
768 769
        assert warmup_steps > 0 and isinstance(
            warmup_steps, int), " 'warmup_steps' must be a positive integer."
770 771 772 773 774
        self.warmup_steps = warmup_steps
        self.start_lr = start_lr
        self.end_lr = end_lr
        assert end_lr > start_lr, "end_lr {} must be greater than start_lr {}".format(
            end_lr, start_lr)
775
        super(LinearWarmup, self).__init__(start_lr, last_epoch, verbose)
776

777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795
    def state_dict(self):
        """
        Returns the state of the LinearWarmup scheduler as a :class:`dict`.

        It is a subset of ``self.__dict__`` .
        """
        state_dict = super(LinearWarmup, self).state_dict()
        if isinstance(self.learning_rate, LRScheduler):
            state_dict["LinearWarmup_LR"] = self.learning_rate.state_dict()
        return state_dict

    def set_state_dict(self, state_dict):
        """
        Loads state_dict for LinearWarmup scheduler.
        """
        super(LinearWarmup, self).set_state_dict(state_dict)
        if isinstance(self.learning_rate, LRScheduler):
            self.learning_rate.set_state_dict(state_dict["LinearWarmup_LR"])

796 797 798 799 800
    def get_lr(self):
        if self.last_epoch < self.warmup_steps:
            return (self.end_lr - self.start_lr) * float(
                self.last_epoch) / float(self.warmup_steps) + self.start_lr
        else:
801
            if isinstance(self.learning_rate, LRScheduler):
802 803
                self.learning_rate.step(self.last_epoch - self.warmup_steps)
                return self.learning_rate()
804 805 806 807

            return self.learning_rate


808
class ExponentialDecay(LRScheduler):
809
    r"""
810

811
    Update learning rate by `gamma` each epoch.
812 813 814 815 816 817 818 819 820

    The algorithm can be described as following.
    
    .. math::

        new\_learning\_rate = last\_learning\_rate * gamma

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
821 822
        gamma (float): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0.
823
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
824
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
825 826

    Returns:
827
        ``ExponentialDecay`` instance to schedule learning rate.
828 829 830 831 832 833 834 835

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

836
            # train on default dynamic graph mode
837
            linear = paddle.nn.Linear(10, 10)
838 839
            scheduler = paddle.optimizer.lr.ExponentialDecay(learning_rate=0.5, gamma=0.9, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
840
            for epoch in range(20):
Z
Zhou Wei 已提交
841
                for batch_id in range(5):
842
                    x = paddle.uniform([10, 10])
843
                    out = linear(x)
C
chentianyu03 已提交
844
                    loss = paddle.mean(out)
845
                    loss.backward()
846 847
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
848 849
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
850

851
            # train on static graph mode
852 853 854 855
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
856 857
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
858 859
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
860
                scheduler = paddle.optimizer.lr.ExponentialDecay(learning_rate=0.5, gamma=0.9, verbose=True)
861 862 863 864 865 866
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
867
                for batch_id in range(5):
868 869 870 871 872 873
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
874
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
875 876
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
877 878 879 880
    """

    def __init__(self, learning_rate, gamma, last_epoch=-1, verbose=False):
        self.gamma = gamma
881 882
        super(ExponentialDecay, self).__init__(learning_rate, last_epoch,
                                               verbose)
883 884 885 886 887

    def get_lr(self):
        return self.base_lr * (self.gamma**self.last_epoch)


888
class MultiStepDecay(LRScheduler):
889
    """
890
    Update the learning rate by ``gamma`` once ``epoch`` reaches one of the milestones.
891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5
        milestones = [30, 50]
        gamma = 0.1
        if epoch < 30:
            learning_rate = 0.5
        elif epoch < 50:
            learning_rate = 0.05
        else:
            learning_rate = 0.005

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        milestones (tuple|list): List or tuple of each boundaries. Must be increasing.
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
912
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
913 914 915
        

    Returns:
916
        ``MultiStepDecay`` instance to schedule learning rate.
917 918 919 920 921 922 923 924

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

925
            # train on default dynamic graph mode
926
            linear = paddle.nn.Linear(10, 10)
927 928
            scheduler = paddle.optimizer.lr.MultiStepDecay(learning_rate=0.5, milestones=[2, 4, 6], gamma=0.8, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
929
            for epoch in range(20):
Z
Zhou Wei 已提交
930
                for batch_id in range(5):
931
                    x = paddle.uniform([10, 10])
932
                    out = linear(x)
C
chentianyu03 已提交
933
                    loss = paddle.mean(out)
934
                    loss.backward()
935 936
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
937 938
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
939

940
            # train on static graph mode
941 942 943 944
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
945 946
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
947 948
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
949
                scheduler = paddle.optimizer.lr.MultiStepDecay(learning_rate=0.5, milestones=[2, 4, 6], gamma=0.8, verbose=True)
950 951 952 953 954 955
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
956
                for batch_id in range(5):
957 958 959 960 961 962
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
963
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
964 965
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988
    """

    def __init__(self,
                 learning_rate,
                 milestones,
                 gamma=0.1,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(milestones, (tuple, list)):
            raise TypeError(
                "The type of 'milestones' in 'MultiStepDecay' must be 'tuple, list', but received %s."
                % type(milestones))

        if not all([
                milestones[i] < milestones[i + 1]
                for i in range(len(milestones) - 1)
        ]):
            raise ValueError('The elements of milestones must be incremented')
        if gamma >= 1.0:
            raise ValueError('gamma should be < 1.0.')

        self.milestones = milestones
        self.gamma = gamma
989
        super(MultiStepDecay, self).__init__(learning_rate, last_epoch, verbose)
990 991 992 993 994 995 996 997

    def get_lr(self):
        for i in range(len(self.milestones)):
            if self.last_epoch < self.milestones[i]:
                return self.base_lr * (self.gamma**i)
        return self.base_lr * (self.gamma**len(self.milestones))


998
class StepDecay(LRScheduler):
999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016
    """
    Update the learning rate of ``optimizer`` by ``gamma`` every ``step_size`` number of epoch.

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5
        step_size = 30
        gamma = 0.1

        learning_rate = 0.5     if epoch < 30
        learning_rate = 0.05    if 30 <= epoch < 60
        learning_rate = 0.005   if 60 <= epoch < 90
        ...

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
1017
        step_size (int): the interval to update. It must be a positive integer.
1018 1019 1020
        gamma (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * gamma`` . 
            It should be less than 1.0. Default: 0.1.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1021
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1022 1023

    Returns:
1024
        ``StepDecay`` instance to schedule learning rate.
1025 1026 1027 1028 1029 1030 1031 1032 1033


    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1034
            # train on default dynamic graph mode
1035
            linear = paddle.nn.Linear(10, 10)
1036 1037
            scheduler = paddle.optimizer.lr.StepDecay(learning_rate=0.5, step_size=5, gamma=0.8, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1038
            for epoch in range(20):
Z
Zhou Wei 已提交
1039
                for batch_id in range(5):
1040
                    x = paddle.uniform([10, 10])
1041
                    out = linear(x)
C
chentianyu03 已提交
1042
                    loss = paddle.mean(out)
1043
                    loss.backward()
1044 1045
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1046 1047
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1048

1049
            # train on static graph mode
1050 1051 1052 1053
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1054 1055
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1056 1057
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1058
                scheduler = paddle.optimizer.lr.StepDecay(learning_rate=0.5, step_size=5, gamma=0.8, verbose=True)
1059 1060 1061 1062 1063 1064
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1065
                for batch_id in range(5):
1066 1067 1068 1069 1070 1071
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1072
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1073 1074
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089
    """

    def __init__(self,
                 learning_rate,
                 step_size,
                 gamma=0.1,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(step_size, int):
            raise TypeError(
                "The type of 'step_size' must be 'int', but received %s." %
                type(step_size))
        if gamma >= 1.0:
            raise ValueError('gamma should be < 1.0.')

1090 1091
        assert step_size > 0 and isinstance(
            step_size, int), " 'step_size' must be a positive integer."
1092 1093
        self.step_size = step_size
        self.gamma = gamma
1094
        super(StepDecay, self).__init__(learning_rate, last_epoch, verbose)
1095 1096 1097 1098 1099 1100

    def get_lr(self):
        i = self.last_epoch // self.step_size
        return self.base_lr * (self.gamma**i)


1101
class LambdaDecay(LRScheduler):
1102 1103 1104 1105 1106 1107 1108 1109 1110 1111
    """
    Sets the learning rate of ``optimizer`` by function ``lr_lambda`` . ``lr_lambda`` is funciton which receives ``epoch`` .

    The algorithm can be described as the code below. 

    .. code-block:: text

        learning_rate = 0.5        # init learning_rate
        lr_lambda = lambda epoch: 0.95 ** epoch

1112 1113 1114
        learning_rate = 0.5        # epoch 0, 0.5*0.95**0
        learning_rate = 0.475      # epoch 1, 0.5*0.95**1
        learning_rate = 0.45125    # epoch 2, 0.5*0.95**2
1115 1116 1117 1118 1119

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        lr_lambda (function): A function which computes a factor by ``epoch`` , and then multiply the initial learning rate by this factor.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1120
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1121 1122
    
    Returns:
1123
        ``LambdaDecay`` instance to schedule learning rate.
1124 1125 1126 1127 1128 1129 1130 1131

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1132
            # train on default dynamic graph mode
1133
            linear = paddle.nn.Linear(10, 10)
1134 1135
            scheduler = paddle.optimizer.lr.LambdaDecay(learning_rate=0.5, lr_lambda=lambda x:0.95**x, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1136
            for epoch in range(20):
Z
Zhou Wei 已提交
1137
                for batch_id in range(5):
1138
                    x = paddle.uniform([10, 10])
1139
                    out = linear(x)
C
chentianyu03 已提交
1140
                    loss = paddle.mean(out)
1141
                    loss.backward()
1142 1143
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1144 1145
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1146

1147
            # train on static graph mode
1148 1149 1150 1151
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1152 1153
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1154 1155
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1156
                scheduler = paddle.optimizer.lr.LambdaDecay(learning_rate=0.5, lr_lambda=lambda x:0.95**x, verbose=True)
1157 1158 1159 1160 1161 1162
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1163
                for batch_id in range(5):
1164 1165 1166 1167 1168 1169
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1170
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1171 1172
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1173 1174 1175 1176 1177 1178

    """

    def __init__(self, learning_rate, lr_lambda, last_epoch=-1, verbose=False):
        if not callable(lr_lambda):
            raise TypeError(
1179
                "The type of 'lr_lambda' in 'LambdaDecay' must be 'function', but received %s."
1180 1181 1182
                % type(lr_lambda))

        self.lr_lambda = lr_lambda
1183
        super(LambdaDecay, self).__init__(learning_rate, last_epoch, verbose)
1184 1185 1186 1187 1188

    def get_lr(self):
        return self.base_lr * self.lr_lambda(self.last_epoch)


1189
class ReduceOnPlateau(LRScheduler):
1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216
    """
    Reduce learning rate when ``metrics`` has stopped descending. Models often benefit from reducing the learning rate 
    by 2 to 10 times once model performance has no longer improvement.

    The ``metrics`` is the one which has been pass into ``step`` , it must be 1-D Tensor with shape [1]. When ``metrics`` 
    stop descending for a ``patience`` number of epochs, the learning rate will be reduced to ``learning_rate * factor`` . 
    (Specially, ``mode`` can also be set to ``'max`` , in this case, when ``metrics`` stop ascending for a ``patience`` 
    number of epochs, the learning rate will be reduced.)

    In addition, After each reduction, it will wait a ``cooldown`` number of epochs before resuming above operation.

    Args:
        learning_rate (float): The initial learning rate. It is a python float number.
        mode (str, optional): ``'min'`` or ``'max'`` can be selected. Normally, it is ``'min'`` , which means that the 
            learning rate will reduce when ``loss`` stops descending. Specially, if it's set to ``'max'`` ,  the learning 
            rate will reduce when ``loss`` stops ascending. Default: ``'min'`` .
        factor (float, optional): The Ratio that the learning rate will be reduced. ``new_lr = origin_lr * factor`` . 
            It should be less than 1.0. Default: 0.1.
        patience (int, optional): When ``loss`` doesn't improve for this number of epochs, learing rate will be reduced. 
            Default: 10.
        threshold (float, optional): ``threshold`` and ``threshold_mode`` will determine the minimum change of ``loss`` . 
            This make tiny changes of ``loss`` will be ignored. Default: 1e-4.
        threshold_mode (str, optional): ``'rel'`` or ``'abs'`` can be selected. In ``'rel'`` mode, the minimum change of ``loss``
            is ``last_loss * threshold`` , where ``last_loss`` is ``loss`` in last epoch. In ``'abs'`` mode, the minimum 
            change of ``loss`` is ``threshold`` . Default: ``'rel'`` .
        cooldown (int, optional): The number of epochs to wait before resuming normal operation. Default: 0.
        min_lr (float, optional): The lower bound of the learning rate after reduction. Default: 0.
1217 1218
        epsilon (float, optional): Minimal decay applied to lr. If the difference between new and old lr is smaller than epsilon, 
            the update is ignored. Default: 1e-8.
1219 1220 1221 1222
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False``.

    
    Returns:
1223
        ``ReduceOnPlateau`` instance to schedule learning rate.
1224 1225 1226 1227 1228 1229 1230 1231


    Examples:
        .. code-block:: python

            import paddle
            import numpy as np

1232
            # train on default dynamic graph mode
1233
            linear = paddle.nn.Linear(10, 10)
1234 1235
            scheduler = paddle.optimizer.lr.ReduceOnPlateau(learning_rate=1.0, factor=0.5, patience=5, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1236
            for epoch in range(20):
Z
Zhou Wei 已提交
1237
                for batch_id in range(5):
1238
                    x = paddle.uniform([10, 10])
1239
                    out = linear(x)
C
chentianyu03 已提交
1240
                    loss = paddle.mean(out)
1241
                    loss.backward()
1242 1243
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1244 1245
                    scheduler.step(loss)    # If you update learning rate each step
              # scheduler.step(loss)        # If you update learning rate each epoch
1246

1247
            # train on static graph mode
1248 1249 1250 1251
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1252 1253
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1254 1255
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1256
                scheduler = paddle.optimizer.lr.ReduceOnPlateau(learning_rate=1.0, factor=0.5, patience=5, verbose=True)
1257 1258 1259 1260 1261 1262
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1263
                for batch_id in range(5):
1264 1265 1266 1267 1268 1269
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1270
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1271 1272
                    scheduler.step(out[0])    # If you update learning rate each step
              # scheduler.step(out[0])        # If you update learning rate each epoch
1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303

    """

    def __init__(self,
                 learning_rate,
                 mode='min',
                 factor=0.1,
                 patience=10,
                 threshold=1e-4,
                 threshold_mode='rel',
                 cooldown=0,
                 min_lr=0,
                 epsilon=1e-8,
                 verbose=False):
        mode = mode.lower()
        if mode not in ['min', 'max']:
            raise ValueError('mode: ' + mode + ' is unknown!')
        self.mode = mode

        if factor >= 1.0:
            raise ValueError(
                'new_lr = origin_lr * gamma and gamma should be < 1.0.')
        self.factor = factor

        threshold_mode = threshold_mode.lower()
        if threshold_mode not in ['rel', 'abs']:
            raise ValueError('threshold mode: ' + threshold_mode +
                             ' is unknown!')
        self.threshold_mode = threshold_mode
        if not isinstance(learning_rate, (float, int)):
            raise TypeError(
1304
                "The type of 'learning_rate' in 'ReduceOnPlateau' must be 'float', but received %s."
1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325
                % type(learning_rate))

        self.patience = patience
        self.threshold = threshold
        self.threshold_mode = threshold_mode
        self.cooldown = cooldown
        self.min_lr = min_lr
        self.epsilon = epsilon

        self.cooldown_counter = 0
        self.best = None
        self.num_bad_epochs = 0

        # Can not call Parent __init__, so implement here.
        self.base_lr = float(learning_rate)
        self.last_lr = float(learning_rate)
        self.last_epoch = 0
        self.verbose = verbose
        self._var_name = None

    # "cooldown_counter / best / num_bad_epochs / last_epoch / last_lr" will be stored.
1326
    def state_keys(self):
1327 1328 1329 1330 1331 1332 1333
        self.keys = [
            'cooldown_counter', 'best', 'num_bad_epochs', 'last_epoch',
            'last_lr'
        ]

    def step(self, metrics, epoch=None):
        """
1334
        step should be called after `optimizer.step()` . It will update the learning rate in optimizer according to ``metrics`` .  
1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346
        The new learning rate will take effect on next epoch.

        Args:
            metrics (Tensor|numpy.ndarray|float): Which will be monitored to determine whether the learning rate will reduce. 
                If it stop descending for a ``patience`` number of epochs, the learning rate will reduce. If it's 'Tensor' or
                'numpy.ndarray', its shape must be [1].
            epoch (int, None): specify current epoch. Default: None. Auto-increment from last_epoch=-1.

        Returns:
            None
        
        Examples:
1347
            Please refer to the example of current LRScheduler.
1348 1349 1350 1351 1352 1353
        """
        if epoch is None:
            self.last_epoch = self.last_epoch + 1
        else:
            self.last_epoch = epoch

1354
        # loss must be float, numpy.ndarray or 1-D Tensor with shape [1]
1355 1356 1357
        if isinstance(metrics, (Tensor, numpy.ndarray)):
            assert len(metrics.shape) == 1 and metrics.shape[0] == 1, "the metrics.shape " \
                "should be (1L,), but the current metrics.shape is {}. Maybe that "  \
J
Jiangxinz 已提交
1358
                "you should call paddle.mean to process it first.".format(metrics.shape)
1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398
        elif not isinstance(metrics,
                            (int, float, numpy.float32, numpy.float64)):
            raise TypeError(
                "metrics must be 'int', 'float', 'np.float', 'numpy.ndarray' or 'paddle.Tensor', but receive {}".
                format(type(metrics)))

        if self.cooldown_counter > 0:
            self.cooldown_counter -= 1
        else:
            if self.best is None or self._is_better(metrics, self.best):
                self.best = metrics
                self.num_bad_epochs = 0
            else:
                self.num_bad_epochs += 1

            if self.num_bad_epochs > self.patience:
                self.cooldown_counter = self.cooldown
                self.num_bad_epochs = 0
                new_lr = max(self.last_lr * self.factor, self.min_lr)
                if self.last_lr - new_lr > self.epsilon:
                    self.last_lr = new_lr
                    if self.verbose:
                        print('Epoch {}: {} set learning rate to {}.'.format(
                            self.last_epoch, self.__class__.__name__,
                            self.last_lr))

    def _is_better(self, current, best):
        if self.mode == 'min' and self.threshold_mode == 'rel':
            return current < best - best * self.threshold

        elif self.mode == 'min' and self.threshold_mode == 'abs':
            return current < best - self.threshold

        elif self.mode == 'max' and self.threshold_mode == 'rel':
            return current > best + best * self.threshold

        else:
            return current > best + self.threshold


1399
class CosineAnnealingDecay(LRScheduler):
1400
    r"""
1401 1402 1403

    Set the learning rate using a cosine annealing schedule, where :math:`\eta_{max}` is set to 
    the initial learning_rate. :math:`T_{cur}` is the number of epochs since the last restart in 
1404
    SGDR.
1405 1406 1407 1408

    The algorithm can be described as following.

    .. math::
1409 1410 1411 1412 1413 1414 1415

        \\begin{aligned}
            \eta_t & = \eta_{min} + \\frac{1}{2}(\eta_{max} - \eta_{min})\left(1
            + \cos\left(\\frac{T_{cur}}{T_{max}}\pi\\right)\\right),
            & T_{cur} \\neq (2k+1)T_{max}; \\
            \eta_{t+1} & = \eta_{t} + \\frac{1}{2}(\eta_{max} - \eta_{min})
            \left(1 - \cos\left(\\frac{1}{T_{max}}\pi\\right)\\right),
1416 1417 1418 1419 1420 1421 1422 1423
            & T_{cur} = (2k+1)T_{max}.
        \end{aligned}
    
    It has been proposed in `SGDR: Stochastic Gradient Descent with Warm Restarts <https://arxiv.org/abs/1608.03983>`_. 
    Note that this only implements the cosine annealing part of SGDR, and not the restarts.
    
    Args:
        learning_rate (float): The initial learning rate, that is :math:`\eta_{max}` . It can be set to python float or int number.
1424
        T_max (int): Maximum number of iterations. It is half of the decay cycle of learning rate. It must be a positive integer.
1425 1426
        eta_min (float|int, optional): Minimum learning rate, that is :math:`\eta_{min}` . Default: 0.
        last_epoch (int, optional):  The index of last epoch. Can be set to restart training. Default: -1, means initial learning rate.
1427
        verbose (bool, optional): If ``True``, prints a message to stdout for each update. Default: ``False`` .
1428 1429

    Returns:
1430
        ``CosineAnnealingDecay`` instance to schedule learning rate.
1431 1432 1433 1434 1435 1436 1437 1438

    Examples:
        
        .. code-block:: python

            import paddle
            import numpy as np

1439
            # train on default dynamic graph mode
1440
            linear = paddle.nn.Linear(10, 10)
1441 1442
            scheduler = paddle.optimizer.lr.CosineAnnealingDecay(learning_rate=0.5, T_max=10, verbose=True)
            sgd = paddle.optimizer.SGD(learning_rate=scheduler, parameters=linear.parameters())
1443
            for epoch in range(20):
Z
Zhou Wei 已提交
1444
                for batch_id in range(5):
1445
                    x = paddle.uniform([10, 10])
1446
                    out = linear(x)
C
chentianyu03 已提交
1447
                    loss = paddle.mean(out)
1448
                    loss.backward()
1449 1450
                    sgd.step()
                    sgd.clear_gradients()
Z
Zhou Wei 已提交
1451 1452
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1453

1454
            # train on static graph mode
1455 1456 1457 1458
            paddle.enable_static()
            main_prog = paddle.static.Program()
            start_prog = paddle.static.Program()
            with paddle.static.program_guard(main_prog, start_prog):
1459 1460
                x = paddle.static.data(name='x', shape=[None, 4, 5])
                y = paddle.static.data(name='y', shape=[None, 4, 5])
1461 1462
                z = paddle.static.nn.fc(x, 100)
                loss = paddle.mean(z)
1463
                scheduler = paddle.optimizer.lr.CosineAnnealingDecay(learning_rate=0.5, T_max=10, verbose=True)
1464 1465 1466 1467 1468 1469
                sgd = paddle.optimizer.SGD(learning_rate=scheduler)
                sgd.minimize(loss)

            exe = paddle.static.Executor()
            exe.run(start_prog)
            for epoch in range(20):
Z
Zhou Wei 已提交
1470
                for batch_id in range(5):
1471 1472 1473 1474 1475 1476
                    out = exe.run(
                        main_prog,
                        feed={
                            'x': np.random.randn(3, 4, 5).astype('float32'),
                            'y': np.random.randn(3, 4, 5).astype('float32')
                        },
1477
                        fetch_list=loss.name)
Z
Zhou Wei 已提交
1478 1479
                    scheduler.step()    # If you update learning rate each step
              # scheduler.step()        # If you update learning rate each epoch
1480 1481 1482 1483 1484 1485 1486 1487 1488 1489
    """

    def __init__(self,
                 learning_rate,
                 T_max,
                 eta_min=0,
                 last_epoch=-1,
                 verbose=False):
        if not isinstance(T_max, int):
            raise TypeError(
1490
                "The type of 'T_max' in 'CosineAnnealingDecay' must be 'int', but received %s."
1491 1492 1493
                % type(T_max))
        if not isinstance(eta_min, (float, int)):
            raise TypeError(
1494
                "The type of 'eta_min' in 'CosineAnnealingDecay' must be 'float, int', but received %s."
1495
                % type(eta_min))
1496 1497
        assert T_max > 0 and isinstance(
            T_max, int), " 'T_max' must be a positive integer."
1498 1499
        self.T_max = T_max
        self.eta_min = float(eta_min)
1500 1501
        super(CosineAnnealingDecay, self).__init__(learning_rate, last_epoch,
                                                   verbose)
1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516

    def get_lr(self):
        if self.last_epoch == 0:
            return self.base_lr
        elif (self.last_epoch - 1 - self.T_max) % (2 * self.T_max) == 0:
            return self.last_lr + (self.base_lr - self.eta_min) * (1 - math.cos(
                math.pi / self.T_max)) / 2

        return (1 + math.cos(math.pi * self.last_epoch / self.T_max)) / (
            1 + math.cos(math.pi * (self.last_epoch - 1) / self.T_max)) * (
                self.last_lr - self.eta_min) + self.eta_min

    def _get_closed_form_lr(self):
        return self.eta_min + (self.base_lr - self.eta_min) * (1 + math.cos(
            math.pi * self.last_epoch / self.T_max)) / 2