import time import numpy as np import cudarray as ca from ..input import Input import logging log = logging.getLogger(__name__) class StochasticGradientDescent(object): def __init__(self, learn_rule, min_epochs=5, max_epochs=1000, improvement_thresh=0.995, patience_incr=1.5): self.learn_rule = learn_rule self.max_epochs = max_epochs self.min_epochs = min_epochs self.patience_incr = patience_incr self.improvement_thresh = improvement_thresh def train(self, model, input, val_error_fun=None): input = Input.from_any(input) model._setup(**input.shapes) params = model._params self.learn_rule.learn_rate /= input.batch_size learn_rule_states = [self.learn_rule.init_state(p) for p in params] n_params = np.sum([p.array.size for p in params]) log.info('SGD: Model contains %i parameters.', n_params) log.info('SGD: %d gradient updates per epoch.', input.n_batches) epoch = 0 converged = False patience = self.min_epochs best_score = np.inf start_time = time.clock() while epoch < self.max_epochs and not converged: epoch += 1 batch_costs = [] for batch in input.batches(): cost = np.array(ca.mean(model._update(**batch))) batch_costs.append(cost) # Update gradient for param, state in zip(params, learn_rule_states): self.learn_rule.step(param, state) epoch_cost = np.mean(batch_costs) if val_error_fun is not None: val_error = val_error_fun() if val_error < best_score: improvement = val_error / best_score if improvement < self.improvement_thresh: # increase patience on significant improvement patience = max(patience, epoch*self.patience_incr) best_score = val_error log.info('epoch %d/%d, cost %f, val_error %.4f', epoch, patience, epoch_cost, val_error) for param in params: param.monitor() if patience <= epoch: log.info('SGD: Converged on validation set.') converged = True else: if epoch_cost < best_score: improvement = epoch_cost / best_score if improvement < self.improvement_thresh: # increase patience on significant improvement patience = max(patience, epoch*self.patience_incr) best_score = epoch_cost log.info('epoch %d/%d, cost %f', epoch, patience, epoch_cost) for param in params: param.monitor() if patience <= epoch: log.info('SGD: Converged on training set.') converged = True end_time = time.clock() if not converged: log.info('SGD: Stopped by max_epochs.') duration = float(end_time - start_time) log.info('SGD: Optimization ran for %.2f minutes (%d epochs, ' '%.1f s/epoch)', duration/60, epoch, duration/epoch)