PyTorch 实现批训练和 Optimizer 优化器

批训练

import torch
import torch.utils.data as Data

BATCH_SIZE = 5

x = torch.linspace(1, 10, 10)   # this is x data
y = torch.linspace(10, 1, 10)   # this is y data

torch_dataset = Data.TensorDataset(x, y)
loader = Data.DataLoader(
    dataset=torch_dataset,
    batch_size=BATCH_SIZE,
    shuffle=True,   # 是否随机打乱数据
    num_workers=2,  # 使用几个线程/进程
)

if __name__ == "__main__":
    for epoch in range(3):
        for step, (batch_x, batch_y) in enumerate(loader):
            # training...
            print('Epoch: ', epoch, '| Step:', step, '| batch x:',
                  batch_x.numpy(), '| batch y:', batch_y.numpy())

Optimizer 优化器

SGD

喝醉的人，回家的时候，摇摇晃晃，曲折无比，走了很多弯路

$w+=-Learning$    \; $rate\ast dx$

Momentum

将这个喝醉的人放到斜坡上，这个人就会不自觉的依靠惯性向下走，走得弯路也就少了

$m=b1\ast m-Learning$    \; $rate\ast dx$
$W+=m$

AdaGrad

学习率上动了手脚，使得每个参数的更新都会有自己与众不同的学习效率。
给他一双不好走的鞋子，鞋子变成了向前走的阻力，逼着他向前直着走。

$v+=d{x}^2$
$W+=-Learning$    \; $rate\ast dx/\sqrt{v}$

RMsProp

将 Momentum 与 AdaGrad 结合
$m=b1\ast m+(1-b1)\ast dx$ ------>Momentum
$b2\ast v+(1-b2)\ast d{x}^2$ ------------->AdaGrad
$W+=-Learning$    \; $rate\ast m/\sqrt{v}$

import torch
import torch.utils.data as Data
import torch.nn.functional as F
from torch.autograd import Variable
import matplotlib.pyplot as plt

# hyper parameters
LR = 0.01
BATCH_SIZE = 32
EPOCH = 12

x = torch.unsqueeze(torch.linspace(-1, 1, 1000), dim=1)
y = x.pow(2) + 0.1 * torch.normal(torch.zeros(*x.size()))

# plot dataset
# plot.scatter(x.numpy(), y.numpy())
# plt.show()

torch_dataset = Data.TensorDataset(x, y)
loader = Data.DataLoader(dataset=torch_dataset, batch_size=BATCH_SIZE, shuffle=True)


# default network
class Net(torch.nn.Module):
    def __init__(self):
        super(Net, self).__init__()
        self.hidden = torch.nn.Linear(1, 20)  # hidden layer
        self.predict = torch.nn.Linear(20, 1)  # output layer

    def forward(self, x):
        x = F.relu(self.hidden(x))  # activation function for hidden layer
        x = self.predict(x)  # linear output
        return x


# different nets
net_SGD = Net()
net_Momentum = Net()
net_RMSprop = Net()
net_Adam = Net()
nets = [net_SGD, net_Momentum, net_RMSprop, net_Adam]

opt_SGD = torch.optim.SGD(net_SGD.parameters(), lr=LR)
opt_Momentum = torch.optim.SGD(net_Momentum.parameters(), lr=LR, momentum=0.8)
opt_RMSprop = torch.optim.RMSprop(net_RMSprop.parameters(), lr=LR, alpha=0.9)
opt_Adam = torch.optim.Adam(net_Adam.parameters(), lr=LR, betas=(0.9, 0.99))
optimizers = [opt_SGD, opt_Momentum, opt_RMSprop, opt_Adam]

loss_func = torch.nn.MSELoss()
losses_his = [[], [], [], []]  # record loss

for epoch in range(EPOCH):
    print(epoch)
    for step, (batch_x, batch_y) in enumerate(loader):
        b_x, b_y = Variable(batch_x), Variable(batch_y)

        for net, opt, l_his in zip(nets, optimizers, losses_his):
            output = net(b_x)  # get output for every net
            loss = loss_func(output, b_y)  # compute loss for every net
            opt.zero_grad()  # clear gradients for next train
            loss.backward()  # backpropagation, compute gradients
            opt.step()  # apply gradients
            l_his.append(loss.item())  # loss recoder

labels = ['SGD', 'Momentum', 'RMSprop', 'Adam']
for i, l_his in enumerate(losses_his):
    plt.plot(l_his, label=labels[i])
plt.legend(loc='best')
plt.xlabel('Steps')
plt.ylabel('Loss')
plt.ylim((0, 0.2))
plt.show()