# Copyright 2019 DeepMind Technologies Limited. 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. # ============================================================================== """Tests for optax.transforms._accumulation.""" from absl.testing import absltest import chex import flax import jax import jax.numpy as jnp import numpy as np from optax._src import alias from optax._src import combine from optax._src import transform from optax._src import update from optax.transforms import _accumulation from optax.transforms import _constraining class AccumulationTest(chex.TestCase): @chex.all_variants def test_ema(self): values = jnp.array([5.0, 7.0]) decay = 0.9 d = decay ema = _accumulation.ema(decay=decay, debias=False) state = ema.init(values[0]) # init to zeroes transform_fn = self.variant(ema.update) mean, state = transform_fn(values[0], state) np.testing.assert_allclose(mean, (1-d) * values[0], atol=1e-4) mean, _ = transform_fn(values[1], state) np.testing.assert_allclose( mean, (1 - d) * (values[1] + d * values[0]), atol=1e-2) @chex.all_variants def test_ema_debias(self): values = jnp.array([5.0, 7.0]) decay = 0.9 d = decay ema = _accumulation.ema(decay=decay) state = ema.init(values[0]) transform_fn = self.variant(ema.update) mean, state = transform_fn(values[0], state) np.testing.assert_allclose(mean, values[0], atol=1e-4) mean, state = transform_fn(values[1], state) np.testing.assert_allclose( mean, ((1 - d) * values[1] + d * (1 - d) * values[0]) / (1 - d**2), atol=1e-2) # The state must not be debiased. np.testing.assert_allclose( state.ema, (1 - d) * values[1] + d * (1 - d) * values[0], atol=1e-2) def test_skip_not_finite(self): step = jnp.zeros([], dtype=jnp.int32) with self.subTest('test_pos_inf'): should_skip, skip_state = _accumulation.skip_not_finite( [jnp.array(float('inf')), jnp.zeros([])], step, None) self.assertTrue(bool(should_skip)) self.assertTrue(bool(skip_state['should_skip'])) self.assertEqual(int(skip_state['num_not_finite']), 1) with self.subTest('test_neg_inf'): should_skip, skip_state = _accumulation.skip_not_finite( [jnp.array(-float('inf')), jnp.zeros([])], step, None) self.assertTrue(bool(should_skip)) self.assertTrue(bool(skip_state['should_skip'])) self.assertEqual(int(skip_state['num_not_finite']), 1) with self.subTest('test_nan'): should_skip, skip_state = _accumulation.skip_not_finite( [jnp.array(float('nan')), jnp.zeros([])], step, None) self.assertTrue(bool(should_skip)) self.assertTrue(bool(skip_state['should_skip'])) self.assertEqual(int(skip_state['num_not_finite']), 1) with self.subTest('test_finite'): should_skip, skip_state = _accumulation.skip_not_finite( [jnp.array(11.), jnp.zeros([])], step, None) self.assertFalse(bool(should_skip)) self.assertFalse(bool(skip_state['should_skip'])) self.assertEqual(int(skip_state['num_not_finite']), 0) def test_skip_large_updates(self): step = jnp.zeros([], dtype=jnp.int32) with self.subTest('test_inf'): should_skip, skip_state = _accumulation.skip_large_updates( [jnp.array(float('inf')), jnp.zeros([])], step, None, 100.) self.assertTrue(bool(should_skip)) self.assertTrue(bool(skip_state['should_skip'])) self.assertEqual(float(skip_state['norm_squared']), float('inf')) with self.subTest('test_nan'): should_skip, skip_state = _accumulation.skip_large_updates( [jnp.array(float('nan')), jnp.zeros([])], step, None, 100.) self.assertTrue(bool(should_skip)) self.assertTrue(bool(skip_state['should_skip'])) # Recall that NaN != NaN. norm_squared = float(skip_state['norm_squared']) self.assertNotEqual(norm_squared, norm_squared) with self.subTest('test_large'): should_skip, skip_state = _accumulation.skip_large_updates( [jnp.array(11.), jnp.zeros([])], step, None, 100.) self.assertTrue(bool(should_skip)) self.assertTrue(bool(skip_state['should_skip'])) self.assertEqual(float(skip_state['norm_squared']), 121.) with self.subTest('test_small'): should_skip, skip_state = _accumulation.skip_large_updates( [jnp.zeros([]), jnp.zeros([])], step, None, 100.) self.assertFalse(bool(should_skip)) self.assertFalse(bool(skip_state['should_skip'])) self.assertEqual(float(skip_state['norm_squared']), 0.) @chex.variants(with_jit=True, without_jit=True, with_pmap=True) def test_multi_steps(self): batch_size = 32 x_size = 7 # Parameters should be updated only every `k_steps` optimisation steps. k_steps = 4 data = jnp.ones([batch_size, x_size]) class Loss(flax.linen.Module): @flax.linen.compact def __call__(self, x): return jnp.sum(flax.linen.Dense(10)(x)**2) loss = Loss() params = loss.init({'params': jax.random.PRNGKey(0)}, data)['params'] def loss_apply(params, data): return loss.apply({'params': params}, data) ms_opt = _accumulation.MultiSteps( # Use a non-trivial inner optimiser: # * it has a state, # * it requires the params for the update. combine.chain(transform.scale_by_adam(), transform.add_decayed_weights(1e-2), transform.scale(-1e-4)), k_steps) opt_init, opt_update = ms_opt.gradient_transformation() # Put the training in one function, to check that the update is indeed # jittable. def train_step(data, opt_state, params): grad = jax.grad(loss_apply)(params, data) updates, opt_state = opt_update(grad, opt_state, params) return updates, opt_state opt_state = opt_init(params) prev_loss = loss_apply(params, data) for idx in range(5 * k_steps): updates, opt_state = self.variant(train_step)(data, opt_state, params) new_params = update.apply_updates(params, updates) new_loss = loss_apply(new_params, data) if idx % k_steps < k_steps - 1: # The parameters should not have changed and the loss should be # constant. jax.tree_util.tree_map( np.testing.assert_array_equal, new_params, params) np.testing.assert_equal(new_loss, prev_loss) self.assertFalse(ms_opt.has_updated(opt_state)) else: # This is a step where parameters should actually have been updated, and # the loss should accordingly go down. np.testing.assert_array_less(new_loss, prev_loss) prev_loss = new_loss self.assertTrue(ms_opt.has_updated(opt_state)) params = new_params def test_multi_steps_every_k_schedule(self): # Test a non-trivial schedule which varies over time. ms_opt = _accumulation.MultiSteps( alias.sgd(1e-4), lambda grad_step: jnp.where(grad_step < 2, 1, 3)) opt_init, opt_update = ms_opt.gradient_transformation() params = dict(a=jnp.zeros([])) opt_state = opt_init(params) grad = dict(a=jnp.zeros([])) self.assertFalse(ms_opt.has_updated(opt_state)) # First two steps have 1 mini-step per update. for _ in range(2): _, opt_state = opt_update(grad, opt_state, params) self.assertTrue(ms_opt.has_updated(opt_state)) # Subsequently, mini-steps should have 3 mini-steps per update. for _ in range(5): for _ in range(2): _, opt_state = opt_update(grad, opt_state, params) self.assertFalse(ms_opt.has_updated(opt_state)) _, opt_state = opt_update(grad, opt_state, params) self.assertTrue(ms_opt.has_updated(opt_state)) def test_multi_steps_zero_nans(self): # Test that MultiStep is compatible with zero_nans # https://github.com/google-deepmind/optax/issues/828 ms_opt = _accumulation.MultiSteps( combine.chain(_constraining.zero_nans(), alias.sgd(1e-4)), every_k_schedule=2 ) opt_init, opt_update = ms_opt.gradient_transformation() params = dict(a=jnp.zeros([])) opt_state = opt_init(params) grad = dict(a=jnp.zeros([])) opt_update(grad, opt_state, params) def test_multi_steps_computes_mean(self): k_steps = 4 ms_opt = _accumulation.MultiSteps( transform.scale(1.0), k_steps, use_grad_mean=True) opt_init, opt_update = ms_opt.gradient_transformation() params = dict(a=jnp.zeros([])) opt_state = opt_init(params) grads = [dict(a=jnp.ones([]) * i) for i in [1, 2, 3, 4]] self.assertFalse(ms_opt.has_updated(opt_state)) # First 3 steps don't update. for grad in grads[:-1]: _, opt_state = opt_update(grad, opt_state, params) self.assertFalse(ms_opt.has_updated(opt_state)) # Actual update. new_params, opt_state = opt_update(grads[-1], opt_state, params) self.assertTrue(ms_opt.has_updated(opt_state)) np.testing.assert_array_equal(new_params['a'], 2.5) def test_multi_steps_skip_not_finite(self): k_steps = 2 ms_opt = _accumulation.MultiSteps( alias.sgd(1.), k_steps, should_skip_update_fn=_accumulation.skip_not_finite) opt_init, opt_update = ms_opt.gradient_transformation() opt_init = jax.jit(opt_init) opt_update = jax.jit(opt_update) params = dict(a=jnp.zeros([])) opt_state = opt_init(params) with self.subTest('test_good_updates'): updates, opt_state = opt_update(dict(a=jnp.ones([])), opt_state, params) self.assertEqual(int(opt_state.mini_step), 1) params = update.apply_updates(params, updates) updates, opt_state = opt_update(dict(a=jnp.ones([])), opt_state, params) self.assertEqual(int(opt_state.mini_step), 0) params = update.apply_updates(params, updates) np.testing.assert_array_equal(params['a'], jnp.negative(jnp.ones([]))) with self.subTest('test_inf_updates'): updates, opt_state = opt_update( dict(a=jnp.array(float('inf'))), opt_state, params) self.assertEqual(int(opt_state.mini_step), 0) # No increase in mini_step params = update.apply_updates(params, updates) np.testing.assert_array_equal(params['a'], jnp.negative(jnp.ones([]))) with self.subTest('test_nan_updates'): updates, opt_state = opt_update( dict(a=jnp.full([], float('nan'))), opt_state, params) self.assertEqual(int(opt_state.mini_step), 0) # No increase in mini_step params = update.apply_updates(params, updates) np.testing.assert_array_equal(params['a'], jnp.negative(jnp.ones([]))) with self.subTest('test_final_good_updates'): updates, opt_state = opt_update(dict(a=jnp.ones([])), opt_state, params) self.assertEqual(int(opt_state.mini_step), 1) params = update.apply_updates(params, updates) updates, opt_state = opt_update(dict(a=jnp.ones([])), opt_state, params) self.assertEqual(int(opt_state.mini_step), 0) params = update.apply_updates(params, updates) np.testing.assert_array_equal(params['a'], jnp.negative(jnp.full([], 2.))) if __name__ == '__main__': absltest.main()