# Copyright 2015 The TensorFlow 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. # ============================================================================== """RMSprop optimizer for Tensorflow. rmsprop algorithm [tieleman2012rmsprop] A detailed description of rmsprop. - maintain a moving (discounted) average of the square of gradients - divide gradient by the root of this average mean_square = decay * mean_square{t-1} + (1-decay) * gradient ** 2 mom = momentum * mom{t-1} + learning_rate * g_t / sqrt(mean_square) delta = - mom This implementation of RMSProp uses plain momentum, not Nesterov momentum. The centered version additionally maintains a moving (discounted) average of the gradients, and uses that average to estimate the variance: mean_grad = decay * mean_square{t-1} + (1-decay) * gradient mean_square = decay * mean_square{t-1} + (1-decay) * gradient ** 2 mom = momentum * mom{t-1} + learning_rate * g_t / sqrt(mean_square - mean_grad**2) delta = - mom """ from __future__ import absolute_import from __future__ import division from __future__ import print_function from tensorflow.python.keras.optimizer_v2 import rmsprop from tensorflow.python.util import deprecation class RMSPropOptimizer(rmsprop.RMSProp): """Optimizer that implements the RMSProp algorithm. See the [paper](http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf). """ @deprecation.deprecated_args( "2018-10-01", "`use_locking = True` is no longer supported and will be ignored.", ("use_locking", [False])) def __init__(self, learning_rate, decay=0.9, momentum=0.0, epsilon=1e-10, use_locking=False, centered=False, name="RMSProp"): """Construct a new RMSProp optimizer. Note that in the dense implementation of this algorithm, variables and their corresponding accumulators (momentum, gradient moving average, square gradient moving average) will be updated even if the gradient is zero (i.e. accumulators will decay, momentum will be applied). The sparse implementation (used when the gradient is an `IndexedSlices` object, typically because of `tf.gather` or an embedding lookup in the forward pass) will not update variable slices or their accumulators unless those slices were used in the forward pass (nor is there an "eventual" correction to account for these omitted updates). This leads to more efficient updates for large embedding lookup tables (where most of the slices are not accessed in a particular graph execution), but differs from the published algorithm. Some of the args below are hyperparameters, where a hyperparameter is defined as a scalar Tensor, a regular Python value or a callable (which will be evaluated when `apply_gradients` is called) returning a scalar Tensor or a Python value. Args: learning_rate: A float hyperparameter. The learning rate. decay: A float hyperparameter. Discounting factor for the history/coming gradient. momentum: A float hyperparameter. epsilon: A float hyperparameter. Small value to initialize the average square gradient variable and avoid zero denominator. use_locking: If True use locks for update operation. centered: If True, gradients are normalized by the estimated variance of the gradient; if False, by the uncentered second moment. Setting this to True may help with training, but is slightly more expensive in terms of computation and memory. Defaults to False. name: Optional name prefix for the operations created when applying gradients. Defaults to "RMSProp". """ super(RMSPropOptimizer, self).__init__( learning_rate=learning_rate, rho=decay, momentum=momentum, epsilon=epsilon, centered=centered, name=name)