优化器讲解

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二 什么时优化器

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三 optimizer的属性

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四 optimizer的方法

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五 优化器（二）

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六 learning rate 学习率

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七 momentum 动量

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八 torch.optim.SGD

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九 Pytorch的十种优化器

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十

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十一

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十二

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十三

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十四

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十五

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十六

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十七

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十八

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十九

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二十

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二十一

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二十二

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二十三

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一 create_optimizer.py

import os
import numpy as np
import torch
import torch.nn as nn
from torch.utils.data import DataLoader
import torchvision.transforms as transforms
import torch.optim as optim
from matplotlib import pyplot as plt
from model.lenet import LeNet
from tools.my_dataset import RMBDataset
from tools.common_tools import transform_invert, set_seed

set_seed(1)  # 设置随机种子
rmb_label = {"1": 0, "100": 1}

# 参数设置
MAX_EPOCH = 10
BATCH_SIZE = 16
LR = 0.01
log_interval = 10
val_interval = 1

# ============================ step 1/5 数据 ============================

split_dir = os.path.join("..", "..", "data", "rmb_split")
train_dir = os.path.join(split_dir, "train")
valid_dir = os.path.join(split_dir, "valid")

norm_mean = [0.485, 0.456, 0.406]
norm_std = [0.229, 0.224, 0.225]

train_transform = transforms.Compose([
    transforms.Resize((32, 32)),
    transforms.RandomCrop(32, padding=4),
    transforms.RandomGrayscale(p=0.8),
    transforms.ToTensor(),
    transforms.Normalize(norm_mean, norm_std),
])

valid_transform = transforms.Compose([
    transforms.Resize((32, 32)),
    transforms.ToTensor(),
    transforms.Normalize(norm_mean, norm_std),
])

# 构建MyDataset实例
train_data = RMBDataset(data_dir=train_dir, transform=train_transform)
valid_data = RMBDataset(data_dir=valid_dir, transform=valid_transform)

# 构建DataLoder
train_loader = DataLoader(dataset=train_data, batch_size=BATCH_SIZE, shuffle=True)
valid_loader = DataLoader(dataset=valid_data, batch_size=BATCH_SIZE)

# ============================ step 2/5 模型 ============================

net = LeNet(classes=2)
net.initialize_weights()

# ============================ step 3/5 损失函数 ============================
criterion = nn.CrossEntropyLoss()                                                   # 选择损失函数

# ============================ step 4/5 优化器 ============================
optimizer = optim.SGD(net.parameters(), lr=LR, momentum=0.9)                        # 选择优化器
scheduler = torch.optim.lr_scheduler.StepLR(optimizer, step_size=10, gamma=0.1)     # 设置学习率下降策略

# ============================ step 5/5 训练 ============================
train_curve = list()
valid_curve = list()

for epoch in range(MAX_EPOCH):

    loss_mean = 0.
    correct = 0.
    total = 0.

    net.train()
    for i, data in enumerate(train_loader):

        # forward
        inputs, labels = data
        outputs = net(inputs)

        # backward
        optimizer.zero_grad()
        loss = criterion(outputs, labels)
        loss.backward()

        # update weights
        optimizer.step()

        # 统计分类情况
        _, predicted = torch.max(outputs.data, 1)
        total += labels.size(0)
        correct += (predicted == labels).squeeze().sum().numpy()

        # 打印训练信息
        loss_mean += loss.item()
        train_curve.append(loss.item())
        if (i+1) % log_interval == 0:
            loss_mean = loss_mean / log_interval
            print("Training:Epoch[{:0>3}/{:0>3}] Iteration[{:0>3}/{:0>3}] Loss: {:.4f} Acc:{:.2%}".format(
                epoch, MAX_EPOCH, i+1, len(train_loader), loss_mean, correct / total))
            loss_mean = 0.

    scheduler.step()  # 更新学习率

    # validate the model
    if (epoch+1) % val_interval == 0:

        correct_val = 0.
        total_val = 0.
        loss_val = 0.
        net.eval()
        with torch.no_grad():
            for j, data in enumerate(valid_loader):
                inputs, labels = data
                outputs = net(inputs)
                loss = criterion(outputs, labels)

                _, predicted = torch.max(outputs.data, 1)
                total_val += labels.size(0)
                correct_val += (predicted == labels).squeeze().sum().numpy()

                loss_val += loss.item()

            valid_curve.append(loss_val)
            print("Valid:\t Epoch[{:0>3}/{:0>3}] Iteration[{:0>3}/{:0>3}] Loss: {:.4f} Acc:{:.2%}".format(
                epoch, MAX_EPOCH, j+1, len(valid_loader), loss_val, correct / total))


train_x = range(len(train_curve))
train_y = train_curve

train_iters = len(train_loader)
valid_x = np.arange(1, len(valid_curve)+1) * train_iters*val_interval # 由于valid中记录的是epochloss，需要对记录点进行转换到iterations
valid_y = valid_curve

plt.plot(train_x, train_y, label='Train')
plt.plot(valid_x, valid_y, label='Valid')

plt.legend(loc='upper right')
plt.ylabel('loss value')
plt.xlabel('Iteration')
plt.show()

# ============================ inference ============================

BASE_DIR = os.path.dirname(os.path.abspath(__file__))
test_dir = os.path.join(BASE_DIR, "test_data")

test_data = RMBDataset(data_dir=test_dir, transform=valid_transform)
valid_loader = DataLoader(dataset=test_data, batch_size=1)

for i, data in enumerate(valid_loader):
    # forward
    inputs, labels = data
    outputs = net(inputs)
    _, predicted = torch.max(outputs.data, 1)

    rmb = 1 if predicted.numpy()[0] == 0 else 100

    img_tensor = inputs[0, ...]  # C H W
    img = transform_invert(img_tensor, train_transform)
    plt.imshow(img)
    plt.title("LeNet got {} Yuan".format(rmb))
    plt.show()
    plt.pause(0.5)
    plt.close()

二 optimizer_methods.py

import os
BASE_DIR = os.path.dirname(os.path.abspath(__file__))
import torch
import torch.optim as optim
from tools.common_tools import set_seed

set_seed(1)  # 设置随机种子

weight = torch.randn((2, 2), requires_grad=True)
weight.grad = torch.ones((2, 2))

optimizer = optim.SGD([weight], lr=0.1)

# ----------------------------------- step -----------------------------------
flag = 0
# flag = 1
if flag:
    print("weight before step:{}".format(weight.data))
    optimizer.step()        # 修改lr=1 0.1观察结果
    print("weight after step:{}".format(weight.data))


# ----------------------------------- zero_grad -----------------------------------
flag = 0
# flag = 1
if flag:

    print("weight before step:{}".format(weight.data))
    optimizer.step()        # 修改lr=1 0.1观察结果
    print("weight after step:{}".format(weight.data))

    print("weight in optimizer:{}\nweight in weight:{}\n".format(id(optimizer.param_groups[0]['params'][0]), id(weight)))

    print("weight.grad is {}\n".format(weight.grad))
    optimizer.zero_grad()
    print("after optimizer.zero_grad(), weight.grad is\n{}".format(weight.grad))


# ----------------------------------- add_param_group -----------------------------------
flag = 0
# flag = 1
if flag:
    print("optimizer.param_groups is\n{}".format(optimizer.param_groups))

    w2 = torch.randn((3, 3), requires_grad=True)

    optimizer.add_param_group({"params": w2, 'lr': 0.0001})

    print("optimizer.param_groups is\n{}".format(optimizer.param_groups))

# ----------------------------------- state_dict -----------------------------------
flag = 0
# flag = 1
if flag:

    optimizer = optim.SGD([weight], lr=0.1, momentum=0.9)
    opt_state_dict = optimizer.state_dict()

    print("state_dict before step:\n", opt_state_dict)

    for i in range(10):
        optimizer.step()

    print("state_dict after step:\n", optimizer.state_dict())

    torch.save(optimizer.state_dict(), os.path.join(BASE_DIR, "optimizer_state_dict.pkl"))

# -----------------------------------load state_dict -----------------------------------
flag = 0
# flag = 1
if flag:

    optimizer = optim.SGD([weight], lr=0.1, momentum=0.9)
    state_dict = torch.load(os.path.join(BASE_DIR, "optimizer_state_dict.pkl"))

    print("state_dict before load state:\n", optimizer.state_dict())
    optimizer.load_state_dict(state_dict)
    print("state_dict after load state:\n", optimizer.state_dict())

三 learning_rate.py

@brief      : 梯度下降的学习率演示

import torch
import numpy as np
import matplotlib.pyplot as plt
torch.manual_seed(1)


def func(x_t):
    """
    y = (2x)^2 = 4*x^2      dy/dx = 8x
    """
    return torch.pow(2*x_t, 2)


# init
x = torch.tensor([2.], requires_grad=True)


# ------------------------------ plot data ------------------------------
flag = 0
# flag = 1
if flag:

    x_t = torch.linspace(-3, 3, 100)
    y = func(x_t)
    plt.plot(x_t.numpy(), y.numpy(), label="y = 4*x^2")
    plt.grid()
    plt.xlabel("x")
    plt.ylabel("y")
    plt.legend()
    plt.show()


# ------------------------------ gradient descent ------------------------------
flag = 0
# flag = 1
if flag:
    iter_rec, loss_rec, x_rec = list(), list(), list()

    lr = 0.01    # /1. /.5 /.2 /.1 /.125
    max_iteration = 20   # /1. 4     /.5 4   /.2 20 200

    for i in range(max_iteration):

        y = func(x)
        y.backward()

        print("Iter:{}, X:{:8}, X.grad:{:8}, loss:{:10}".format(
            i, x.detach().numpy()[0], x.grad.detach().numpy()[0], y.item()))

        x_rec.append(x.item())

        x.data.sub_(lr * x.grad)    # x -= x.grad  数学表达式意义:  x = x - x.grad    # 0.5 0.2 0.1 0.125
        x.grad.zero_()

        iter_rec.append(i)
        loss_rec.append(y)

    plt.subplot(121).plot(iter_rec, loss_rec, '-ro')
    plt.xlabel("Iteration")
    plt.ylabel("Loss value")

    x_t = torch.linspace(-3, 3, 100)
    y = func(x_t)
    plt.subplot(122).plot(x_t.numpy(), y.numpy(), label="y = 4*x^2")
    plt.grid()
    y_rec = [func(torch.tensor(i)).item() for i in x_rec]
    plt.subplot(122).plot(x_rec, y_rec, '-ro')
    plt.legend()
    plt.show()

# ------------------------------ multi learning rate ------------------------------

# flag = 0
flag = 1
if flag:
    iteration = 100
    num_lr = 10
    lr_min, lr_max = 0.01, 0.2  # .5 .3 .2

    lr_list = np.linspace(lr_min, lr_max, num=num_lr).tolist()
    loss_rec = [[] for l in range(len(lr_list))]
    iter_rec = list()

    for i, lr in enumerate(lr_list):
        x = torch.tensor([2.], requires_grad=True)
        for iter in range(iteration):

            y = func(x)
            y.backward()
            x.data.sub_(lr * x.grad)  # x.data -= x.grad
            x.grad.zero_()

            loss_rec[i].append(y.item())

    for i, loss_r in enumerate(loss_rec):
        plt.plot(range(len(loss_r)), loss_r, label="LR: {}".format(lr_list[i]))
    plt.legend()
    plt.xlabel('Iterations')
    plt.ylabel('Loss value')
    plt.show()

四 momentum.py

@brief      : 梯度下降的动量 momentum

import torch
import numpy as np
import torch.optim as optim
import matplotlib.pyplot as plt
torch.manual_seed(1)


def exp_w_func(beta, time_list):
    return [(1 - beta) * np.power(beta, exp) for exp in time_list]


beta = 0.9
num_point = 100
time_list = np.arange(num_point).tolist()

# ------------------------------ exponential weight ------------------------------
flag = 0
# flag = 1
if flag:
    weights = exp_w_func(beta, time_list)

    plt.plot(time_list, weights, '-ro', label="Beta: {}\ny = B^t * (1-B)".format(beta))
    plt.xlabel("time")
    plt.ylabel("weight")
    plt.legend()
    plt.title("exponentially weighted average")
    plt.show()

    print(np.sum(weights))


# ------------------------------ multi weights ------------------------------
flag = 0
# flag = 1
if flag:
    beta_list = [0.98, 0.95, 0.9, 0.8]
    w_list = [exp_w_func(beta, time_list) for beta in beta_list]
    for i, w in enumerate(w_list):
        plt.plot(time_list, w, label="Beta: {}".format(beta_list[i]))
        plt.xlabel("time")
        plt.ylabel("weight")
    plt.legend()
    plt.show()


# ------------------------------ SGD momentum ------------------------------
# flag = 0
flag = 1
if flag:
    def func(x):
        return torch.pow(2*x, 2)    # y = (2x)^2 = 4*x^2        dy/dx = 8x

    iteration = 100
    m = 0.9     # .9 .63

    lr_list = [0.01, 0.03]

    momentum_list = list()
    loss_rec = [[] for l in range(len(lr_list))]
    iter_rec = list()

    for i, lr in enumerate(lr_list):
        x = torch.tensor([2.], requires_grad=True)

        momentum = 0. if lr == 0.03 else m
        momentum_list.append(momentum)

        optimizer = optim.SGD([x], lr=lr, momentum=momentum)

        for iter in range(iteration):

            y = func(x)
            y.backward()

            optimizer.step()
            optimizer.zero_grad()

            loss_rec[i].append(y.item())

    for i, loss_r in enumerate(loss_rec):
        plt.plot(range(len(loss_r)), loss_r, label="LR: {} M:{}".format(lr_list[i], momentum_list[i]))
    plt.legend()
    plt.xlabel('Iterations')
    plt.ylabel('Loss value')
    plt.show()