implementation of Adam

source/train/XOptimizer.cpp

@@ -39,6 +39,7 @@ XOptimizer::XOptimizer()
 /* de-constructor */
 XOptimizer::~XOptimizer()
 {
+    Clear();
 }
 
 /* 
@@ -60,6 +61,11 @@ void XOptimizer::Clear()
     lrate = 0;
 }
 
+/* reset the optimizer (re-start) */
+void XOptimizer::Reset()
+{
+}
+
 void XOptimizer::ShowSettings()
 {
     XPRINT(1, stderr, "[INFO] Optimizer Setup:\n");
@@ -69,14 +75,6 @@ void XOptimizer::ShowSettings()
 }
 
 /* 
-prepare for the update 
->> model - the model that we want to update
-*/
-void XOptimizer::Prepare(XModel * model)
-{
-}
-
-/* 
 record the update 
 >> model - the model that we want to update
 */

source/train/XOptimizer.h

@@ -62,15 +62,15 @@ public:
     /* clear the optimizer */
     virtual
     void Clear();
+
+    /* reset the optimizer (re-start) */
+    virtual
+    void Reset();
     
     /* show settings */
     virtual
     void ShowSettings();
 
-    /* prepare for the update */
-    virtual
-    void Prepare(XModel * model);
-
     /* record the update */
     virtual
     void Note(XModel * model);

source/train/XWorkerUpdate.cpp

@@ -92,8 +92,6 @@ void XWorkerUpdate::UpdateModel(XModel * model, XOptimizer * optimizer, int slee
 {
     int finished = 0;
 
-    optimizer->Prepare(model);
-
     while (1) {
         for (int i = 0; i < model->paramNum; i++) {
             if (model->params[i].flag == PARAM_STATE_COLLECTED) {

source/train/optimizer/Adam.cpp

@@ -26,6 +26,127 @@
 */
 
 #include "Adam.h"
+#include "../../tensor/core/CHeader.h"
 
 namespace nts { // namespace nts(NiuTrans.Tensor)
+
+/* constructor */
+Adam::Adam() : XOptimizer()
+{
+    Clear();
+}
+
+/* de-constructor */
+Adam::~Adam()
+{
+    Clear();
+}
+
+/*
+initialize the optimizer
+>> config - the configuration
+*/
+void Adam::Init(XConfig &config)
+{
+    XOptimizer::Init(config);
+
+    adamBeta1 = config.GetFloat("adambeta1", 0.9F);
+    adamBeta2 = config.GetFloat("adambeta2", 0.98F);
+    adamDelta = config.GetFloat("adamdelta", 1e-9F);
+}
+
+/* clear the optimizer */
+void Adam::Clear()
+{
+    XOptimizer::Clear();
+
+    for (int i = 0; i < moments.count; i++) {
+        XTensor * m = moments[i];
+        delete m;
+    }
+    moments.Clear();
+
+    for (int i = 0; i < moments2nd.count; i++) {
+        XTensor * m2nd = moments2nd[i];
+        delete m2nd;
+    }
+    moments2nd.Clear();
+
+    adamBeta1T = 1.0F;
+    adamBeta2T = 1.0F;
+}
+
+/* reset the optimizer (re-start) */
+void Adam::Reset()
+{
+    for (int i = 0; i < moments.count; i++) {
+        XTensor * m = moments[i];
+        m->SetZeroAll();
+    }
+
+    for (int i = 0; i < moments2nd.count; i++) {
+        XTensor * m2nd = moments2nd[i];
+        m2nd->SetZeroAll();
+    }
+
+    adamBeta1T = 1.0F;
+    adamBeta2T = 1.0F;
+}
+
+/* show settings */
+void Adam::ShowSettings()
+{
+    XPRINT(1, stderr, "[INFO] Optimizer = Adam\n");
+    XOptimizer::ShowSettings();
+    XPRINT2(1, stderr, "%25s = %f\n", "adambeta1", adamBeta1);
+    XPRINT2(1, stderr, "%25s = %f\n", "adambeta2", adamBeta2);
+    XPRINT2(1, stderr, "%25s = %f\n", "adamdelta", adamDelta);
+}
+
+/* record the update */
+void Adam::Note(XModel * model)
+{
+    nstep++;
+}
+
+/* 
+update a parameter matrix using Adam
+>> param - the parameter to update
+>> grad - the gradient of the parameter
+>> pid - index of the parameter
+*/
+void Adam::UpdateParam(XTensor * param, XTensor * grad, int pid)
+{
+    adamBeta1T *= adamBeta1;
+    adamBeta2T *= adamBeta2;
+    float e = lrate * (float)sqrt(1 - adamBeta2T) / (1 - adamBeta1T);
+    float d = adamDelta * (float)sqrt(1 - adamBeta2T);
+
+    /* m = beta_1 * m + (1-beta_1) * grad */
+    XTensor * m = moments[pid];
+    _ScaleAndShiftMe(m, adamBeta1, 0);
+    _Sum(m, grad, m, (1.0F - adamBeta1));
+
+    /* v = beta_2 * v + (1-beta_2) * grad * grad*/
+    XTensor * v = moments2nd[pid];
+    _Multiply(grad, grad, v, adamBeta2 / (1.0F - adamBeta2));
+    _ScaleAndShiftMe(v, (1.0F - adamBeta2), 0);
+
+    /* allocate a piece of buffer memory */
+    GMems.GetMem(v->devID)->LockBuf();
+    XTensor* v2 = NewTensorBuf(v, v->devID);
+
+    /* v2 = m / (sqrt(v) + delta) */
+    _Power(v, v2, 0.5F);
+    _ScaleAndShiftMe(v2, 1.0F, d);
+    _Div(m, v2, v2);
+
+    /* the delta rule */
+    _Sum(param, v2, param, -e);
+
+    /* release a piece of buffer memory */
+    DelTensorBuf(v2);
+    GMems.GetMem(v->devID)->UnlockBuf();
+}
+
 }
\ No newline at end of file

source/train/optimizer/Adam.h

@@ -37,6 +37,45 @@ namespace nts { // namespace nts(NiuTrans.Tensor)
 /* an implementation of the Adam optimizer */
 class Adam : public XOptimizer
 {
+protected:
+    /* list of the moment of the parameter matrices */
+    TensorList moments;
+
+    /* list of the 2nd order moment of the parameter matrices */
+    TensorList moments2nd;
+
+    /* hyper parameters of Adam */
+    float adamBeta1;
+    float adamBeta2;
+    float adamDelta;
+    float adamBeta1T;
+    float adamBeta2T;
+
+public:
+    /* constructor */
+    Adam();
+
+    /* de-constructor */
+    ~Adam();
+
+    /* initialize the optimizer */
+    void Init(XConfig &config);
+
+    /* clear the optimizer */
+    void Clear();
+
+    /* reset the optimizer (re-start) */
+    void Reset();
+
+    /* show settings */
+    void ShowSettings();
+
+    /* record the update */
+    void Note(XModel * model);
+
+    /* update a parameter matrix */
+    void UpdateParam(XTensor * param, XTensor * grad, int pid);
+
 };
 
 }