NNDL 作业13 优化算法3D可视化

编程实现优化算法，并3D可视化

1. 函数3D可视化

分别画出 和 的3D图

（1）结果：

代码：

import torch
import numpy as np
import copy
from matplotlib import pyplot as plt
from matplotlib import animation
from itertools import zip_longest


class Op(object):
    def __init__(self):
        pass

    def __call__(self, inputs):
        return self.forward(inputs)

    # 输入：张量inputs
    # 输出：张量outputs
    def forward(self, inputs):
        # return outputs
        raise NotImplementedError

    # 输入：最终输出对outputs的梯度outputs_grads
    # 输出：最终输出对inputs的梯度inputs_grads
    def backward(self, outputs_grads):
        # return inputs_grads
        raise NotImplementedError


class Optimizer(object):  # 优化器基类
    def __init__(self, init_lr, model):
        """
        优化器类初始化
        """
        # 初始化学习率，用于参数更新的计算
        self.init_lr = init_lr
        # 指定优化器需要优化的模型
        self.model = model

    def step(self):
        """
        定义每次迭代如何更新参数
        """
        pass


class SimpleBatchGD(Optimizer):
    def __init__(self, init_lr, model):
        super(SimpleBatchGD, self).__init__(init_lr=init_lr, model=model)

    def step(self):
        # 参数更新
        if isinstance(self.model.params, dict):
            for key in self.model.params.keys():
                self.model.params[key] = self.model.params[key] - self.init_lr * self.model.grads[key]


class Adagrad(Optimizer):
    def __init__(self, init_lr, model, epsilon):
        """
        Adagrad 优化器初始化
        输入：
            - init_lr： 初始学习率 - model：模型，model.params存储模型参数值  - epsilon：保持数值稳定性而设置的非常小的常数
        """
        super(Adagrad, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.epsilon = epsilon

    def adagrad(self, x, gradient_x, G, init_lr):
        """
        adagrad算法更新参数，G为参数梯度平方的累计值。
        """
        G += gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """
        参数更新
        """
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.adagrad(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class RMSprop(Optimizer):
    def __init__(self, init_lr, model, beta, epsilon):
        """
        RMSprop优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta：衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(RMSprop, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.beta = beta
        self.epsilon = epsilon

    def rmsprop(self, x, gradient_x, G, init_lr):
        """
        rmsprop算法更新参数，G为迭代梯度平方的加权移动平均
        """
        G = self.beta * G + (1 - self.beta) * gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.rmsprop(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class Momentum(Optimizer):
    def __init__(self, init_lr, model, rho):
        """
        Momentum优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - rho：动量因子
        """
        super(Momentum, self).__init__(init_lr=init_lr, model=model)
        self.delta_x = {}
        for key in self.model.params.keys():
            self.delta_x[key] = 0
        self.rho = rho

    def momentum(self, x, gradient_x, delta_x, init_lr):
        """
        momentum算法更新参数，delta_x为梯度的加权移动平均
        """
        delta_x = self.rho * delta_x - init_lr * gradient_x
        x += delta_x
        return x, delta_x

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.delta_x[key] = self.momentum(self.model.params[key],
                                                                      self.model.grads[key],
                                                                      self.delta_x[key],
                                                                      self.init_lr)


class Adam(Optimizer):
    def __init__(self, init_lr, model, beta1, beta2, epsilon):
        """
        Adam优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta1, beta2：移动平均的衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(Adam, self).__init__(init_lr=init_lr, model=model)
        self.beta1 = beta1
        self.beta2 = beta2
        self.epsilon = epsilon
        self.M, self.G = {}, {}
        for key in self.model.params.keys():
            self.M[key] = 0
            self.G[key] = 0
        self.t = 1

    def adam(self, x, gradient_x, G, M, t, init_lr):
        """
        adam算法更新参数
        输入：
            - x：参数
            - G：梯度平方的加权移动平均
            - M：梯度的加权移动平均
            - t：迭代次数
            - init_lr：初始学习率
        """
        M = self.beta1 * M + (1 - self.beta1) * gradient_x
        G = self.beta2 * G + (1 - self.beta2) * gradient_x ** 2
        M_hat = M / (1 - self.beta1 ** t)
        G_hat = G / (1 - self.beta2 ** t)
        t += 1
        x -= init_lr / torch.sqrt(G_hat + self.epsilon) * M_hat
        return x, G, M, t

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key], self.M[key], self.t = self.adam(self.model.params[key],
                                                                                 self.model.grads[key],
                                                                                 self.G[key],
                                                                                 self.M[key],
                                                                                 self.t,
                                                                                 self.init_lr)


class OptimizedFunction3D(Op):
    def __init__(self):
        super(OptimizedFunction3D, self).__init__()
        self.params = {'x': 0}
        self.grads = {'x': 0}

    def forward(self, x):
        self.params['x'] = x
        return x[0] ** 2 + x[1] ** 2 + x[1] ** 3 + x[0] * x[1]

    def backward(self):
        x = self.params['x']
        gradient1 = 2 * x[0] + x[1]
        gradient2 = 2 * x[1] + 3 * x[1] ** 2 + x[0]
        grad1 = torch.Tensor([gradient1])
        grad2 = torch.Tensor([gradient2])
        self.grads['x'] = torch.cat([grad1, grad2])


class Visualization3D(animation.FuncAnimation):
    """    绘制动态图像，可视化参数更新轨迹    """

    def __init__(self, *xy_values, z_values, labels=[], colors=[], fig, ax, interval=600, blit=True, **kwargs):
        """
        初始化3d可视化类
        输入：
            xy_values：三维中x,y维度的值
            z_values：三维中z维度的值
            labels：每个参数更新轨迹的标签
            colors：每个轨迹的颜色
            interval：帧之间的延迟（以毫秒为单位）
            blit：是否优化绘图
        """
        self.fig = fig
        self.ax = ax
        self.xy_values = xy_values
        self.z_values = z_values

        frames = max(xy_value.shape[0] for xy_value in xy_values)
        self.lines = [ax.plot([], [], [], label=label, color=color, lw=2)[0]
                      for _, label, color in zip_longest(xy_values, labels, colors)]
        super(Visualization3D, self).__init__(fig, self.animate, init_func=self.init_animation, frames=frames,
                                              interval=interval, blit=blit, **kwargs)

    def init_animation(self):
        # 数值初始化
        for line in self.lines:
            line.set_data([], [])
            # line.set_3d_properties(np.asarray([]))  # 源程序中有这一行，加上会报错。 Edit by David 2022.12.4
        return self.lines

    def animate(self, i):
        # 将x,y,z三个数据传入，绘制三维图像
        for line, xy_value, z_value in zip(self.lines, self.xy_values, self.z_values):
            line.set_data(xy_value[:i, 0], xy_value[:i, 1])
            line.set_3d_properties(z_value[:i])
        return self.lines


def train_f(model, optimizer, x_init, epoch):
    x = x_init
    all_x = []
    losses = []
    for i in range(epoch):
        all_x.append(copy.copy(x.numpy()))  # 浅拷贝 改为 深拷贝, 否则List的原值会被改变。 Edit by David 2022.12.4.
        loss = model(x)
        losses.append(loss)
        model.backward()
        optimizer.step()
        x = model.params['x']
    return torch.Tensor(np.array(all_x)), losses


# 构建5个模型，分别配备不同的优化器
model1 = OptimizedFunction3D()
opt_gd = SimpleBatchGD(init_lr=0.01, model=model1)

model2 = OptimizedFunction3D()
opt_adagrad = Adagrad(init_lr=0.5, model=model2, epsilon=1e-7)

model3 = OptimizedFunction3D()
opt_rmsprop = RMSprop(init_lr=0.1, model=model3, beta=0.9, epsilon=1e-7)

model4 = OptimizedFunction3D()
opt_momentum = Momentum(init_lr=0.01, model=model4, rho=0.9)

model5 = OptimizedFunction3D()
opt_adam = Adam(init_lr=0.1, model=model5, beta1=0.9, beta2=0.99, epsilon=1e-7)

models = [model1, model2, model3, model4, model5]
opts = [opt_gd, opt_adagrad, opt_rmsprop, opt_momentum, opt_adam]

x_all_opts = []
z_all_opts = []

# 使用不同优化器训练

for model, opt in zip(models, opts):
    x_init = torch.FloatTensor([2, 3])
    x_one_opt, z_one_opt = train_f(model, opt, x_init, 150)  # epoch
    # 保存参数值
    x_all_opts.append(x_one_opt.numpy())
    z_all_opts.append(np.squeeze(z_one_opt))

# 使用numpy.meshgrid生成x1,x2矩阵，矩阵的每一行为[-3, 3]，以0.1为间隔的数值
x1 = np.arange(-3, 3, 0.1)
x2 = np.arange(-3, 3, 0.1)
x1, x2 = np.meshgrid(x1, x2)
init_x = torch.Tensor(np.array([x1, x2]))

model = OptimizedFunction3D()

# 绘制 f_3d函数 的 三维图像
fig = plt.figure()
ax = plt.axes(projection='3d')
X = init_x[0].numpy()
Y = init_x[1].numpy()
Z = model(init_x).numpy()  # 改为 model(init_x).numpy() David 2022.12.4
ax.plot_surface(X, Y, Z, cmap='rainbow')

ax.set_xlabel('x1')
ax.set_ylabel('x2')
ax.set_zlabel('f(x1,x2)')

labels = ['SGD', 'AdaGrad', 'RMSprop', 'Momentum', 'Adam']
colors = ['#f6373c', '#f6f237', '#45f637', '#37f0f6', '#000000']

animator = Visualization3D(*x_all_opts, z_values=z_all_opts, labels=labels, colors=colors, fig=fig, ax=ax)
ax.legend(loc='upper left')

plt.show()

（2）结果： 

 

代码：

import torch
import numpy as np
import copy
from matplotlib import pyplot as plt
from matplotlib import animation
from itertools import zip_longest
from matplotlib import cm


class Op(object):
    def __init__(self):
        pass

    def __call__(self, inputs):
        return self.forward(inputs)

    # 输入：张量inputs
    # 输出：张量outputs
    def forward(self, inputs):
        # return outputs
        raise NotImplementedError

    # 输入：最终输出对outputs的梯度outputs_grads
    # 输出：最终输出对inputs的梯度inputs_grads
    def backward(self, outputs_grads):
        # return inputs_grads
        raise NotImplementedError


class Optimizer(object):  # 优化器基类
    def __init__(self, init_lr, model):
        """
        优化器类初始化
        """
        # 初始化学习率，用于参数更新的计算
        self.init_lr = init_lr
        # 指定优化器需要优化的模型
        self.model = model

    def step(self):
        """
        定义每次迭代如何更新参数
        """
        pass


class SimpleBatchGD(Optimizer):
    def __init__(self, init_lr, model):
        super(SimpleBatchGD, self).__init__(init_lr=init_lr, model=model)

    def step(self):
        # 参数更新
        if isinstance(self.model.params, dict):
            for key in self.model.params.keys():
                self.model.params[key] = self.model.params[key] - self.init_lr * self.model.grads[key]


class Adagrad(Optimizer):
    def __init__(self, init_lr, model, epsilon):
        """
        Adagrad 优化器初始化
        输入：
            - init_lr： 初始学习率 - model：模型，model.params存储模型参数值  - epsilon：保持数值稳定性而设置的非常小的常数
        """
        super(Adagrad, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.epsilon = epsilon

    def adagrad(self, x, gradient_x, G, init_lr):
        """
        adagrad算法更新参数，G为参数梯度平方的累计值。
        """
        G += gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """
        参数更新
        """
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.adagrad(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class RMSprop(Optimizer):
    def __init__(self, init_lr, model, beta, epsilon):
        """
        RMSprop优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta：衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(RMSprop, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.beta = beta
        self.epsilon = epsilon

    def rmsprop(self, x, gradient_x, G, init_lr):
        """
        rmsprop算法更新参数，G为迭代梯度平方的加权移动平均
        """
        G = self.beta * G + (1 - self.beta) * gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.rmsprop(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class Momentum(Optimizer):
    def __init__(self, init_lr, model, rho):
        """
        Momentum优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - rho：动量因子
        """
        super(Momentum, self).__init__(init_lr=init_lr, model=model)
        self.delta_x = {}
        for key in self.model.params.keys():
            self.delta_x[key] = 0
        self.rho = rho

    def momentum(self, x, gradient_x, delta_x, init_lr):
        """
        momentum算法更新参数，delta_x为梯度的加权移动平均
        """
        delta_x = self.rho * delta_x - init_lr * gradient_x
        x += delta_x
        return x, delta_x

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.delta_x[key] = self.momentum(self.model.params[key],
                                                                      self.model.grads[key],
                                                                      self.delta_x[key],
                                                                      self.init_lr)


class Adam(Optimizer):
    def __init__(self, init_lr, model, beta1, beta2, epsilon):
        """
        Adam优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta1, beta2：移动平均的衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(Adam, self).__init__(init_lr=init_lr, model=model)
        self.beta1 = beta1
        self.beta2 = beta2
        self.epsilon = epsilon
        self.M, self.G = {}, {}
        for key in self.model.params.keys():
            self.M[key] = 0
            self.G[key] = 0
        self.t = 1

    def adam(self, x, gradient_x, G, M, t, init_lr):
        """
        adam算法更新参数
        输入：
            - x：参数
            - G：梯度平方的加权移动平均
            - M：梯度的加权移动平均
            - t：迭代次数
            - init_lr：初始学习率
        """
        M = self.beta1 * M + (1 - self.beta1) * gradient_x
        G = self.beta2 * G + (1 - self.beta2) * gradient_x ** 2
        M_hat = M / (1 - self.beta1 ** t)
        G_hat = G / (1 - self.beta2 ** t)
        t += 1
        x -= init_lr / torch.sqrt(G_hat + self.epsilon) * M_hat
        return x, G, M, t

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key], self.M[key], self.t = self.adam(self.model.params[key],
                                                                                 self.model.grads[key],
                                                                                 self.G[key],
                                                                                 self.M[key],
                                                                                 self.t,
                                                                                 self.init_lr)


class OptimizedFunction3D(Op):
    def __init__(self):
        super(OptimizedFunction3D, self).__init__()
        self.params = {'x': 0}
        self.grads = {'x': 0}

    def forward(self, x):
        self.params['x'] = x
        return x[0] * x[0] / 20 + x[1] * x[1] / 1  # x[0] ** 2 + x[1] ** 2 + x[1] ** 3 + x[0] * x[1]

    def backward(self):
        x = self.params['x']
        gradient1 = 2 * x[0] / 20
        gradient2 = 2 * x[1] / 1
        grad1 = torch.Tensor([gradient1])
        grad2 = torch.Tensor([gradient2])
        self.grads['x'] = torch.cat([grad1, grad2])


class Visualization3D(animation.FuncAnimation):
    """    绘制动态图像，可视化参数更新轨迹    """

    def __init__(self, *xy_values, z_values, labels=[], colors=[], fig, ax, interval=100, blit=True, **kwargs):
        """
        初始化3d可视化类
        输入：
            xy_values：三维中x,y维度的值
            z_values：三维中z维度的值
            labels：每个参数更新轨迹的标签
            colors：每个轨迹的颜色
            interval：帧之间的延迟（以毫秒为单位）
            blit：是否优化绘图
        """
        self.fig = fig
        self.ax = ax
        self.xy_values = xy_values
        self.z_values = z_values

        frames = max(xy_value.shape[0] for xy_value in xy_values)

        self.lines = [ax.plot([], [], [], label=label, color=color, lw=2)[0]
                      for _, label, color in zip_longest(xy_values, labels, colors)]
        self.points = [ax.plot([], [], [], color=color, markeredgewidth=1, markeredgecolor='black', marker='o')[0]
                       for _, color in zip_longest(xy_values, colors)]
        # print(self.lines)
        super(Visualization3D, self).__init__(fig, self.animate, init_func=self.init_animation, frames=frames,
                                              interval=interval, blit=blit, **kwargs)

    def init_animation(self):
        # 数值初始化
        for line in self.lines:
            line.set_data_3d([], [], [])
        for point in self.points:
            point.set_data_3d([], [], [])
        return self.points + self.lines

    def animate(self, i):
        # 将x,y,z三个数据传入，绘制三维图像
        for line, xy_value, z_value in zip(self.lines, self.xy_values, self.z_values):
            line.set_data_3d(xy_value[:i, 0], xy_value[:i, 1], z_value[:i])
        for point, xy_value, z_value in zip(self.points, self.xy_values, self.z_values):
            point.set_data_3d(xy_value[i, 0], xy_value[i, 1], z_value[i])
        return self.points + self.lines


def train_f(model, optimizer, x_init, epoch):
    x = x_init
    all_x = []
    losses = []
    for i in range(epoch):
        all_x.append(copy.deepcopy(x.numpy()))  # 浅拷贝 改为 深拷贝, 否则List的原值会被改变。 Edit by David 2022.12.4.
        loss = model(x)
        losses.append(loss)
        model.backward()
        optimizer.step()
        x = model.params['x']
    return torch.Tensor(np.array(all_x)), losses


# 构建5个模型，分别配备不同的优化器
model1 = OptimizedFunction3D()
opt_gd = SimpleBatchGD(init_lr=0.95, model=model1)

model2 = OptimizedFunction3D()
opt_adagrad = Adagrad(init_lr=1.5, model=model2, epsilon=1e-7)

model3 = OptimizedFunction3D()
opt_rmsprop = RMSprop(init_lr=0.05, model=model3, beta=0.9, epsilon=1e-7)

model4 = OptimizedFunction3D()
opt_momentum = Momentum(init_lr=0.1, model=model4, rho=0.9)

model5 = OptimizedFunction3D()
opt_adam = Adam(init_lr=0.3, model=model5, beta1=0.9, beta2=0.99, epsilon=1e-7)

models = [model1, model2, model3, model4, model5]
opts = [opt_gd, opt_adagrad, opt_rmsprop, opt_momentum, opt_adam]

x_all_opts = []
z_all_opts = []

# 使用不同优化器训练

for model, opt in zip(models, opts):
    x_init = torch.FloatTensor([-7, 2])
    x_one_opt, z_one_opt = train_f(model, opt, x_init, 100)  # epoch
    # 保存参数值
    x_all_opts.append(x_one_opt.numpy())
    z_all_opts.append(np.squeeze(z_one_opt))

# 使用numpy.meshgrid生成x1,x2矩阵，矩阵的每一行为[-3, 3]，以0.1为间隔的数值
x1 = np.arange(-10, 10, 0.01)
x2 = np.arange(-5, 5, 0.01)
x1, x2 = np.meshgrid(x1, x2)
init_x = torch.Tensor(np.array([x1, x2]))

model = OptimizedFunction3D()

# 绘制 f_3d函数 的 三维图像
fig = plt.figure()
ax = plt.axes(projection='3d')
X = init_x[0].numpy()
Y = init_x[1].numpy()
Z = model(init_x).numpy()  # 改为 model(init_x).numpy() David 2022.12.4
surf = ax.plot_surface(X, Y, Z, edgecolor='grey', cmap=cm.coolwarm)
# fig.colorbar(surf, shrink=0.5, aspect=1)
# ax.set_zlim(-3, 2)
ax.set_xlabel('x1')
ax.set_ylabel('x2')
ax.set_zlabel('f(x1,x2)')

labels = ['SGD', 'AdaGrad', 'RMSprop', 'Momentum', 'Adam']
colors = ['#8B0000', '#0000FF', '#000000', '#008B00', '#FF0000']

animator = Visualization3D(*x_all_opts, z_values=z_all_opts, labels=labels, colors=colors, fig=fig, ax=ax)
ax.legend(loc='upper right')

plt.show()

2.加入优化算法，画出轨迹 

 结合3D动画，用自己的语言，从轨迹、速度等多个角度讲解各个算法优缺点

分别画出 和 的3D轨迹图

（1）结果：

代码：

import torch
import numpy as np
import copy
from matplotlib import pyplot as plt
from matplotlib import animation
from itertools import zip_longest


class Op(object):
    def __init__(self):
        pass

    def __call__(self, inputs):
        return self.forward(inputs)

    # 输入：张量inputs
    # 输出：张量outputs
    def forward(self, inputs):
        # return outputs
        raise NotImplementedError

    # 输入：最终输出对outputs的梯度outputs_grads
    # 输出：最终输出对inputs的梯度inputs_grads
    def backward(self, outputs_grads):
        # return inputs_grads
        raise NotImplementedError


class Optimizer(object):  # 优化器基类
    def __init__(self, init_lr, model):
        """
        优化器类初始化
        """
        # 初始化学习率，用于参数更新的计算
        self.init_lr = init_lr
        # 指定优化器需要优化的模型
        self.model = model

    def step(self):
        """
        定义每次迭代如何更新参数
        """
        pass


class SimpleBatchGD(Optimizer):
    def __init__(self, init_lr, model):
        super(SimpleBatchGD, self).__init__(init_lr=init_lr, model=model)

    def step(self):
        # 参数更新
        if isinstance(self.model.params, dict):
            for key in self.model.params.keys():
                self.model.params[key] = self.model.params[key] - self.init_lr * self.model.grads[key]


class Adagrad(Optimizer):
    def __init__(self, init_lr, model, epsilon):
        """
        Adagrad 优化器初始化
        输入：
            - init_lr： 初始学习率 - model：模型，model.params存储模型参数值  - epsilon：保持数值稳定性而设置的非常小的常数
        """
        super(Adagrad, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.epsilon = epsilon

    def adagrad(self, x, gradient_x, G, init_lr):
        """
        adagrad算法更新参数，G为参数梯度平方的累计值。
        """
        G += gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """
        参数更新
        """
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.adagrad(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class RMSprop(Optimizer):
    def __init__(self, init_lr, model, beta, epsilon):
        """
        RMSprop优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta：衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(RMSprop, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.beta = beta
        self.epsilon = epsilon

    def rmsprop(self, x, gradient_x, G, init_lr):
        """
        rmsprop算法更新参数，G为迭代梯度平方的加权移动平均
        """
        G = self.beta * G + (1 - self.beta) * gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.rmsprop(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class Momentum(Optimizer):
    def __init__(self, init_lr, model, rho):
        """
        Momentum优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - rho：动量因子
        """
        super(Momentum, self).__init__(init_lr=init_lr, model=model)
        self.delta_x = {}
        for key in self.model.params.keys():
            self.delta_x[key] = 0
        self.rho = rho

    def momentum(self, x, gradient_x, delta_x, init_lr):
        """
        momentum算法更新参数，delta_x为梯度的加权移动平均
        """
        delta_x = self.rho * delta_x - init_lr * gradient_x
        x += delta_x
        return x, delta_x

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.delta_x[key] = self.momentum(self.model.params[key],
                                                                      self.model.grads[key],
                                                                      self.delta_x[key],
                                                                      self.init_lr)


class Adam(Optimizer):
    def __init__(self, init_lr, model, beta1, beta2, epsilon):
        """
        Adam优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta1, beta2：移动平均的衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(Adam, self).__init__(init_lr=init_lr, model=model)
        self.beta1 = beta1
        self.beta2 = beta2
        self.epsilon = epsilon
        self.M, self.G = {}, {}
        for key in self.model.params.keys():
            self.M[key] = 0
            self.G[key] = 0
        self.t = 1

    def adam(self, x, gradient_x, G, M, t, init_lr):
        """
        adam算法更新参数
        输入：
            - x：参数
            - G：梯度平方的加权移动平均
            - M：梯度的加权移动平均
            - t：迭代次数
            - init_lr：初始学习率
        """
        M = self.beta1 * M + (1 - self.beta1) * gradient_x
        G = self.beta2 * G + (1 - self.beta2) * gradient_x ** 2
        M_hat = M / (1 - self.beta1 ** t)
        G_hat = G / (1 - self.beta2 ** t)
        t += 1
        x -= init_lr / torch.sqrt(G_hat + self.epsilon) * M_hat
        return x, G, M, t

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key], self.M[key], self.t = self.adam(self.model.params[key],
                                                                                 self.model.grads[key],
                                                                                 self.G[key],
                                                                                 self.M[key],
                                                                                 self.t,
                                                                                 self.init_lr)


class OptimizedFunction3D(Op):
    def __init__(self):
        super(OptimizedFunction3D, self).__init__()
        self.params = {'x': 0}
        self.grads = {'x': 0}

    def forward(self, x):
        self.params['x'] = x
        return x[0] ** 2 + x[1] ** 2 + x[1] ** 3 + x[0] * x[1]

    def backward(self):
        x = self.params['x']
        gradient1 = 2 * x[0] + x[1]
        gradient2 = 2 * x[1] + 3 * x[1] ** 2 + x[0]
        grad1 = torch.Tensor([gradient1])
        grad2 = torch.Tensor([gradient2])
        self.grads['x'] = torch.cat([grad1, grad2])


class Visualization3D(animation.FuncAnimation):
    """    绘制动态图像，可视化参数更新轨迹    """

    def __init__(self, *xy_values, z_values, labels=[], colors=[], fig, ax, interval=600, blit=True, **kwargs):
        """
        初始化3d可视化类
        输入：
            xy_values：三维中x,y维度的值
            z_values：三维中z维度的值
            labels：每个参数更新轨迹的标签
            colors：每个轨迹的颜色
            interval：帧之间的延迟（以毫秒为单位）
            blit：是否优化绘图
        """
        self.fig = fig
        self.ax = ax
        self.xy_values = xy_values
        self.z_values = z_values

        frames = max(xy_value.shape[0] for xy_value in xy_values)
        self.lines = [ax.plot([], [], [], label=label, color=color, lw=2)[0]
                      for _, label, color in zip_longest(xy_values, labels, colors)]
        super(Visualization3D, self).__init__(fig, self.animate, init_func=self.init_animation, frames=frames,
                                              interval=interval, blit=blit, **kwargs)

    def init_animation(self):
        # 数值初始化
        for line in self.lines:
            line.set_data([], [])
            # line.set_3d_properties(np.asarray([]))  # 源程序中有这一行，加上会报错。 Edit by David 2022.12.4
        return self.lines

    def animate(self, i):
        # 将x,y,z三个数据传入，绘制三维图像
        for line, xy_value, z_value in zip(self.lines, self.xy_values, self.z_values):
            line.set_data(xy_value[:i, 0], xy_value[:i, 1])
            line.set_3d_properties(z_value[:i])
        return self.lines


def train_f(model, optimizer, x_init, epoch):
    x = x_init
    all_x = []
    losses = []
    for i in range(epoch):
        all_x.append(copy.deepcopy(x.numpy()))  # 浅拷贝 改为 深拷贝, 否则List的原值会被改变。 Edit by David 2022.12.4.
        loss = model(x)
        losses.append(loss)
        model.backward()
        optimizer.step()
        x = model.params['x']
    return torch.Tensor(np.array(all_x)), losses


# 构建5个模型，分别配备不同的优化器
model1 = OptimizedFunction3D()
opt_gd = SimpleBatchGD(init_lr=0.01, model=model1)

model2 = OptimizedFunction3D()
opt_adagrad = Adagrad(init_lr=0.5, model=model2, epsilon=1e-7)

model3 = OptimizedFunction3D()
opt_rmsprop = RMSprop(init_lr=0.1, model=model3, beta=0.9, epsilon=1e-7)

model4 = OptimizedFunction3D()
opt_momentum = Momentum(init_lr=0.01, model=model4, rho=0.9)

model5 = OptimizedFunction3D()
opt_adam = Adam(init_lr=0.1, model=model5, beta1=0.9, beta2=0.99, epsilon=1e-7)

models = [model1, model2, model3, model4, model5]
opts = [opt_gd, opt_adagrad, opt_rmsprop, opt_momentum, opt_adam]

x_all_opts = []
z_all_opts = []

# 使用不同优化器训练

for model, opt in zip(models, opts):
    x_init = torch.FloatTensor([2, 3])
    x_one_opt, z_one_opt = train_f(model, opt, x_init, 150)  # epoch
    # 保存参数值
    x_all_opts.append(x_one_opt.numpy())
    z_all_opts.append(np.squeeze(z_one_opt))

# 使用numpy.meshgrid生成x1,x2矩阵，矩阵的每一行为[-3, 3]，以0.1为间隔的数值
x1 = np.arange(-3, 3, 0.1)
x2 = np.arange(-3, 3, 0.1)
x1, x2 = np.meshgrid(x1, x2)
init_x = torch.Tensor(np.array([x1, x2]))

model = OptimizedFunction3D()

# 绘制 f_3d函数 的 三维图像
fig = plt.figure()
ax = plt.axes(projection='3d')
X = init_x[0].numpy()
Y = init_x[1].numpy()
Z = model(init_x).numpy()  # 改为 model(init_x).numpy() David 2022.12.4
ax.plot_surface(X, Y, Z, cmap='rainbow')

ax.set_xlabel('x1')
ax.set_ylabel('x2')
ax.set_zlabel('f(x1,x2)')

labels = ['SGD', 'AdaGrad', 'RMSprop', 'Momentum', 'Adam']
colors = ['#f6373c', '#f6f237', '#45f637', '#37f0f6', '#000000']

animator = Visualization3D(*x_all_opts, z_values=z_all_opts, labels=labels, colors=colors, fig=fig, ax=ax)
ax.legend(loc='upper left')

plt.show()
animator.save('animation.gif')  

（2）结果：

代码：

import torch
import numpy as np
import copy
from matplotlib import pyplot as plt
from matplotlib import animation
from itertools import zip_longest
from matplotlib import cm


class Op(object):
    def __init__(self):
        pass

    def __call__(self, inputs):
        return self.forward(inputs)

    # 输入：张量inputs
    # 输出：张量outputs
    def forward(self, inputs):
        # return outputs
        raise NotImplementedError

    # 输入：最终输出对outputs的梯度outputs_grads
    # 输出：最终输出对inputs的梯度inputs_grads
    def backward(self, outputs_grads):
        # return inputs_grads
        raise NotImplementedError


class Optimizer(object):  # 优化器基类
    def __init__(self, init_lr, model):
        """
        优化器类初始化
        """
        # 初始化学习率，用于参数更新的计算
        self.init_lr = init_lr
        # 指定优化器需要优化的模型
        self.model = model

    def step(self):
        """
        定义每次迭代如何更新参数
        """
        pass


class SimpleBatchGD(Optimizer):
    def __init__(self, init_lr, model):
        super(SimpleBatchGD, self).__init__(init_lr=init_lr, model=model)

    def step(self):
        # 参数更新
        if isinstance(self.model.params, dict):
            for key in self.model.params.keys():
                self.model.params[key] = self.model.params[key] - self.init_lr * self.model.grads[key]


class Adagrad(Optimizer):
    def __init__(self, init_lr, model, epsilon):
        """
        Adagrad 优化器初始化
        输入：
            - init_lr： 初始学习率 - model：模型，model.params存储模型参数值  - epsilon：保持数值稳定性而设置的非常小的常数
        """
        super(Adagrad, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.epsilon = epsilon

    def adagrad(self, x, gradient_x, G, init_lr):
        """
        adagrad算法更新参数，G为参数梯度平方的累计值。
        """
        G += gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """
        参数更新
        """
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.adagrad(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class RMSprop(Optimizer):
    def __init__(self, init_lr, model, beta, epsilon):
        """
        RMSprop优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta：衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(RMSprop, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.beta = beta
        self.epsilon = epsilon

    def rmsprop(self, x, gradient_x, G, init_lr):
        """
        rmsprop算法更新参数，G为迭代梯度平方的加权移动平均
        """
        G = self.beta * G + (1 - self.beta) * gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.rmsprop(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class Momentum(Optimizer):
    def __init__(self, init_lr, model, rho):
        """
        Momentum优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - rho：动量因子
        """
        super(Momentum, self).__init__(init_lr=init_lr, model=model)
        self.delta_x = {}
        for key in self.model.params.keys():
            self.delta_x[key] = 0
        self.rho = rho

    def momentum(self, x, gradient_x, delta_x, init_lr):
        """
        momentum算法更新参数，delta_x为梯度的加权移动平均
        """
        delta_x = self.rho * delta_x - init_lr * gradient_x
        x += delta_x
        return x, delta_x

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.delta_x[key] = self.momentum(self.model.params[key],
                                                                      self.model.grads[key],
                                                                      self.delta_x[key],
                                                                      self.init_lr)


class Adam(Optimizer):
    def __init__(self, init_lr, model, beta1, beta2, epsilon):
        """
        Adam优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta1, beta2：移动平均的衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(Adam, self).__init__(init_lr=init_lr, model=model)
        self.beta1 = beta1
        self.beta2 = beta2
        self.epsilon = epsilon
        self.M, self.G = {}, {}
        for key in self.model.params.keys():
            self.M[key] = 0
            self.G[key] = 0
        self.t = 1

    def adam(self, x, gradient_x, G, M, t, init_lr):
        """
        adam算法更新参数
        输入：
            - x：参数
            - G：梯度平方的加权移动平均
            - M：梯度的加权移动平均
            - t：迭代次数
            - init_lr：初始学习率
        """
        M = self.beta1 * M + (1 - self.beta1) * gradient_x
        G = self.beta2 * G + (1 - self.beta2) * gradient_x ** 2
        M_hat = M / (1 - self.beta1 ** t)
        G_hat = G / (1 - self.beta2 ** t)
        t += 1
        x -= init_lr / torch.sqrt(G_hat + self.epsilon) * M_hat
        return x, G, M, t

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key], self.M[key], self.t = self.adam(self.model.params[key],
                                                                                 self.model.grads[key],
                                                                                 self.G[key],
                                                                                 self.M[key],
                                                                                 self.t,
                                                                                 self.init_lr)


class OptimizedFunction3D(Op):
    def __init__(self):
        super(OptimizedFunction3D, self).__init__()
        self.params = {'x': 0}
        self.grads = {'x': 0}

    def forward(self, x):
        self.params['x'] = x
        return x[0] * x[0] / 20 + x[1] * x[1] / 1  # x[0] ** 2 + x[1] ** 2 + x[1] ** 3 + x[0] * x[1]

    def backward(self):
        x = self.params['x']
        gradient1 = 2 * x[0] / 20
        gradient2 = 2 * x[1] / 1
        grad1 = torch.Tensor([gradient1])
        grad2 = torch.Tensor([gradient2])
        self.grads['x'] = torch.cat([grad1, grad2])


class Visualization3D(animation.FuncAnimation):
    """    绘制动态图像，可视化参数更新轨迹    """

    def __init__(self, *xy_values, z_values, labels=[], colors=[], fig, ax, interval=100, blit=True, **kwargs):
        """
        初始化3d可视化类
        输入：
            xy_values：三维中x,y维度的值
            z_values：三维中z维度的值
            labels：每个参数更新轨迹的标签
            colors：每个轨迹的颜色
            interval：帧之间的延迟（以毫秒为单位）
            blit：是否优化绘图
        """
        self.fig = fig
        self.ax = ax
        self.xy_values = xy_values
        self.z_values = z_values

        frames = max(xy_value.shape[0] for xy_value in xy_values)

        self.lines = [ax.plot([], [], [], label=label, color=color, lw=2)[0]
                      for _, label, color in zip_longest(xy_values, labels, colors)]
        self.points = [ax.plot([], [], [], color=color, markeredgewidth=1, markeredgecolor='black', marker='o')[0]
                       for _, color in zip_longest(xy_values, colors)]
        # print(self.lines)
        super(Visualization3D, self).__init__(fig, self.animate, init_func=self.init_animation, frames=frames,
                                              interval=interval, blit=blit, **kwargs)

    def init_animation(self):
        # 数值初始化
        for line in self.lines:
            line.set_data_3d([], [], [])
        for point in self.points:
            point.set_data_3d([], [], [])
        return self.points + self.lines

    def animate(self, i):
        # 将x,y,z三个数据传入，绘制三维图像
        for line, xy_value, z_value in zip(self.lines, self.xy_values, self.z_values):
            line.set_data_3d(xy_value[:i, 0], xy_value[:i, 1], z_value[:i])
        for point, xy_value, z_value in zip(self.points, self.xy_values, self.z_values):
            point.set_data_3d(xy_value[i, 0], xy_value[i, 1], z_value[i])
        return self.points + self.lines


def train_f(model, optimizer, x_init, epoch):
    x = x_init
    all_x = []
    losses = []
    for i in range(epoch):
        all_x.append(copy.deepcopy(x.numpy()))  # 浅拷贝 改为 深拷贝, 否则List的原值会被改变。 Edit by David 2022.12.4.
        loss = model(x)
        losses.append(loss)
        model.backward()
        optimizer.step()
        x = model.params['x']
    return torch.Tensor(np.array(all_x)), losses


# 构建5个模型，分别配备不同的优化器
model1 = OptimizedFunction3D()
opt_gd = SimpleBatchGD(init_lr=0.95, model=model1)

model2 = OptimizedFunction3D()
opt_adagrad = Adagrad(init_lr=1.5, model=model2, epsilon=1e-7)

model3 = OptimizedFunction3D()
opt_rmsprop = RMSprop(init_lr=0.05, model=model3, beta=0.9, epsilon=1e-7)

model4 = OptimizedFunction3D()
opt_momentum = Momentum(init_lr=0.1, model=model4, rho=0.9)

model5 = OptimizedFunction3D()
opt_adam = Adam(init_lr=0.3, model=model5, beta1=0.9, beta2=0.99, epsilon=1e-7)

models = [model1, model2, model3, model4, model5]
opts = [opt_gd, opt_adagrad, opt_rmsprop, opt_momentum, opt_adam]

x_all_opts = []
z_all_opts = []

# 使用不同优化器训练

for model, opt in zip(models, opts):
    x_init = torch.FloatTensor([-7, 2])
    x_one_opt, z_one_opt = train_f(model, opt, x_init, 100)  # epoch
    # 保存参数值
    x_all_opts.append(x_one_opt.numpy())
    z_all_opts.append(np.squeeze(z_one_opt))

# 使用numpy.meshgrid生成x1,x2矩阵，矩阵的每一行为[-3, 3]，以0.1为间隔的数值
x1 = np.arange(-10, 10, 0.01)
x2 = np.arange(-5, 5, 0.01)
x1, x2 = np.meshgrid(x1, x2)
init_x = torch.Tensor(np.array([x1, x2]))

model = OptimizedFunction3D()

# 绘制 f_3d函数 的 三维图像
fig = plt.figure()
ax = plt.axes(projection='3d')
X = init_x[0].numpy()
Y = init_x[1].numpy()
Z = model(init_x).numpy()  # 改为 model(init_x).numpy() David 2022.12.4
surf = ax.plot_surface(X, Y, Z, edgecolor='grey', cmap=cm.coolwarm)
# fig.colorbar(surf, shrink=0.5, aspect=1)
# ax.set_zlim(-3, 2)
ax.set_xlabel('x1')
ax.set_ylabel('x2')
ax.set_zlabel('f(x1,x2)')

labels = ['SGD', 'AdaGrad', 'RMSprop', 'Momentum', 'Adam']
colors = ['#8B0000', '#0000FF', '#000000', '#008B00', '#FF0000']

animator = Visualization3D(*x_all_opts, z_values=z_all_opts, labels=labels, colors=colors, fig=fig, ax=ax)
ax.legend(loc='upper right')

plt.show()

 结合3D动画，用自己的语言，从轨迹、速度等多个角度讲解各个算法优缺点

（1）SGD：随机梯度下降

优点：从图中看出SGD的轨迹抖动较为明显，呈变化的之字形，更新梯度时有很明显的变换，每次变化大，所以更新梯度速度快，而且从图中看出下降速度很快，说明训练数据的能力强，速度快

缺点：图中曲线在后期越来越密集，变化快导致更新频繁，容易使准确率下降，收敛到局部最优，无法正确收敛

（2）Adagrad：

优点：图中曲线速刚开始很快，然后由又快变慢，逐渐平滑，初期可以快速收敛，然后实现学习率的自动更改，减少设置学习率的时间，接近局部最优

缺点：轨迹变得越来越平滑，幅度变小，训练过程的后期学习率慢慢变得非常小导致梯度越来越小

（3）RMSprop：

优点：3D动画中曲线速度较Adagrad慢，曲线很平滑，是对Adagrad的一种改进，通过历史梯度的平均值来动态调整学习率，减少设置学习率的时间，有助于处理可能出现的爆炸梯度问题

缺点：前期速度慢，可能需要训练多轮次数耗时长，对初始参数设置要求高

（4）Momentum：

优点：引入了“动量的概念”，图中曲线由慢到快，通过累计动量，不仅考虑当前的梯度方向，还会考虑上一次更新的方向，收敛速度和梯度更新速度加快，可以跳出局部最小值，也可以防止噪声的干扰

缺点：由于梯度的累加，导致梯度过大，误差也增大，不稳定

（5）Adam：

优点：结合了Adagrad和Momentum的特点，图中的图线有快速的收敛能力也有自适应调节的能力，梯度更新时非常稳定，速度和方向都考虑到，避免过拟合或欠拟合的情况发生，适用于大规模的数据集和模型，能够快速收敛，提高训练效率

缺点：因为自适应和“动量”，所以初始的参数值设置非常重要，超参数的值设置不当会导致算法能力变差

3.复现CS231经典动画

 结合3D动画，用自己的语言，从轨迹、速度等多个角度讲解各个算法优缺点

Animations that may help your intuitions about the learning process dynamics. 

Left: Contours of a loss surface and time evolution of different optimization algorithms. Notice the "overshooting" behavior of momentum-based methods, which make the optimization look like a ball rolling down the hill. 

Right: A visualization of a saddle point in the optimization landscape, where the curvature along different dimension has different signs (one dimension curves up and another down). Notice that SGD has a very hard time breaking symmetry and gets stuck on the top. Conversely, algorithms such as RMSprop will see very low gradients in the saddle direction. Due to the denominator term in the RMSprop update, this will increase the effective learning rate along this direction, helping RMSProp proceed. 
 

结果：

代码：

import torch
import numpy as np
import copy
from matplotlib import pyplot as plt
from matplotlib import animation
from itertools import zip_longest
from matplotlib import cm


class Op(object):
    def __init__(self):
        pass

    def __call__(self, inputs):
        return self.forward(inputs)

    # 输入：张量inputs
    # 输出：张量outputs
    def forward(self, inputs):
        # return outputs
        raise NotImplementedError

    # 输入：最终输出对outputs的梯度outputs_grads
    # 输出：最终输出对inputs的梯度inputs_grads
    def backward(self, outputs_grads):
        # return inputs_grads
        raise NotImplementedError


class Optimizer(object):  # 优化器基类
    def __init__(self, init_lr, model):
        """
        优化器类初始化
        """
        # 初始化学习率，用于参数更新的计算
        self.init_lr = init_lr
        # 指定优化器需要优化的模型
        self.model = model

    def step(self):
        """
        定义每次迭代如何更新参数
        """
        pass


class SimpleBatchGD(Optimizer):
    def __init__(self, init_lr, model):
        super(SimpleBatchGD, self).__init__(init_lr=init_lr, model=model)

    def step(self):
        # 参数更新
        if isinstance(self.model.params, dict):
            for key in self.model.params.keys():
                self.model.params[key] = self.model.params[key] - self.init_lr * self.model.grads[key]


class Adagrad(Optimizer):
    def __init__(self, init_lr, model, epsilon):
        """
        Adagrad 优化器初始化
        输入：
            - init_lr： 初始学习率 - model：模型，model.params存储模型参数值  - epsilon：保持数值稳定性而设置的非常小的常数
        """
        super(Adagrad, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.epsilon = epsilon

    def adagrad(self, x, gradient_x, G, init_lr):
        """
        adagrad算法更新参数，G为参数梯度平方的累计值。
        """
        G += gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """
        参数更新
        """
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.adagrad(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class RMSprop(Optimizer):
    def __init__(self, init_lr, model, beta, epsilon):
        """
        RMSprop优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta：衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(RMSprop, self).__init__(init_lr=init_lr, model=model)
        self.G = {}
        for key in self.model.params.keys():
            self.G[key] = 0
        self.beta = beta
        self.epsilon = epsilon

    def rmsprop(self, x, gradient_x, G, init_lr):
        """
        rmsprop算法更新参数，G为迭代梯度平方的加权移动平均
        """
        G = self.beta * G + (1 - self.beta) * gradient_x ** 2
        x -= init_lr / torch.sqrt(G + self.epsilon) * gradient_x
        return x, G

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key] = self.rmsprop(self.model.params[key],
                                                               self.model.grads[key],
                                                               self.G[key],
                                                               self.init_lr)


class Momentum(Optimizer):
    def __init__(self, init_lr, model, rho):
        """
        Momentum优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - rho：动量因子
        """
        super(Momentum, self).__init__(init_lr=init_lr, model=model)
        self.delta_x = {}
        for key in self.model.params.keys():
            self.delta_x[key] = 0
        self.rho = rho

    def momentum(self, x, gradient_x, delta_x, init_lr):
        """
        momentum算法更新参数，delta_x为梯度的加权移动平均
        """
        delta_x = self.rho * delta_x - init_lr * gradient_x
        x += delta_x
        return x, delta_x

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.delta_x[key] = self.momentum(self.model.params[key],
                                                                      self.model.grads[key],
                                                                      self.delta_x[key],
                                                                      self.init_lr)


class Adam(Optimizer):
    def __init__(self, init_lr, model, beta1, beta2, epsilon):
        """
        Adam优化器初始化
        输入：
            - init_lr：初始学习率
            - model：模型，model.params存储模型参数值
            - beta1, beta2：移动平均的衰减率
            - epsilon：保持数值稳定性而设置的常数
        """
        super(Adam, self).__init__(init_lr=init_lr, model=model)
        self.beta1 = beta1
        self.beta2 = beta2
        self.epsilon = epsilon
        self.M, self.G = {}, {}
        for key in self.model.params.keys():
            self.M[key] = 0
            self.G[key] = 0
        self.t = 1

    def adam(self, x, gradient_x, G, M, t, init_lr):
        """
        adam算法更新参数
        输入：
            - x：参数
            - G：梯度平方的加权移动平均
            - M：梯度的加权移动平均
            - t：迭代次数
            - init_lr：初始学习率
        """
        M = self.beta1 * M + (1 - self.beta1) * gradient_x
        G = self.beta2 * G + (1 - self.beta2) * gradient_x ** 2
        M_hat = M / (1 - self.beta1 ** t)
        G_hat = G / (1 - self.beta2 ** t)
        t += 1
        x -= init_lr / torch.sqrt(G_hat + self.epsilon) * M_hat
        return x, G, M, t

    def step(self):
        """参数更新"""
        for key in self.model.params.keys():
            self.model.params[key], self.G[key], self.M[key], self.t = self.adam(self.model.params[key],
                                                                                 self.model.grads[key],
                                                                                 self.G[key],
                                                                                 self.M[key],
                                                                                 self.t,
                                                                                 self.init_lr)


class OptimizedFunction3D(Op):
    def __init__(self):
        super(OptimizedFunction3D, self).__init__()
        self.params = {'x': 0}
        self.grads = {'x': 0}

    def forward(self, x):
        self.params['x'] = x
        return - x[0] * x[0] / 2 + x[1] * x[1] / 1  # x[0] ** 2 + x[1] ** 2 + x[1] ** 3 + x[0] * x[1]

    def backward(self):
        x = self.params['x']
        gradient1 = - 2 * x[0] / 2
        gradient2 = 2 * x[1] / 1
        grad1 = torch.Tensor([gradient1])
        grad2 = torch.Tensor([gradient2])
        self.grads['x'] = torch.cat([grad1, grad2])


class Visualization3D(animation.FuncAnimation):
    """    绘制动态图像，可视化参数更新轨迹    """

    def __init__(self, *xy_values, z_values, labels=[], colors=[], fig, ax, interval=100, blit=True, **kwargs):
        """
        初始化3d可视化类
        输入：
            xy_values：三维中x,y维度的值
            z_values：三维中z维度的值
            labels：每个参数更新轨迹的标签
            colors：每个轨迹的颜色
            interval：帧之间的延迟（以毫秒为单位）
            blit：是否优化绘图
        """
        self.fig = fig
        self.ax = ax
        self.xy_values = xy_values
        self.z_values = z_values

        frames = max(xy_value.shape[0] for xy_value in xy_values)
        # , marker = 'o'
        self.lines = [ax.plot([], [], [], label=label, color=color, lw=2)[0]
                      for _, label, color in zip_longest(xy_values, labels, colors)]
        print(self.lines)
        super(Visualization3D, self).__init__(fig, self.animate, init_func=self.init_animation, frames=frames,
                                              interval=interval, blit=blit, **kwargs)

    def init_animation(self):
        # 数值初始化
        for line in self.lines:
            line.set_data([], [])
            # line.set_3d_properties(np.asarray([]))  # 源程序中有这一行，加上会报错。 Edit by David 2022.12.4
        return self.lines

    def animate(self, i):
        # 将x,y,z三个数据传入，绘制三维图像
        for line, xy_value, z_value in zip(self.lines, self.xy_values, self.z_values):
            line.set_data(xy_value[:i, 0], xy_value[:i, 1])
            line.set_3d_properties(z_value[:i])
        return self.lines


def train_f(model, optimizer, x_init, epoch):
    x = x_init
    all_x = []
    losses = []
    for i in range(epoch):
        all_x.append(copy.deepcopy(x.numpy()))  # 浅拷贝 改为 深拷贝, 否则List的原值会被改变。 Edit by David 2022.12.4.
        loss = model(x)
        losses.append(loss)
        model.backward()
        optimizer.step()
        x = model.params['x']
    return torch.Tensor(np.array(all_x)), losses


# 构建5个模型，分别配备不同的优化器
model1 = OptimizedFunction3D()
opt_gd = SimpleBatchGD(init_lr=0.05, model=model1)

model2 = OptimizedFunction3D()
opt_adagrad = Adagrad(init_lr=0.05, model=model2, epsilon=1e-7)

model3 = OptimizedFunction3D()
opt_rmsprop = RMSprop(init_lr=0.05, model=model3, beta=0.9, epsilon=1e-7)

model4 = OptimizedFunction3D()
opt_momentum = Momentum(init_lr=0.05, model=model4, rho=0.9)

model5 = OptimizedFunction3D()
opt_adam = Adam(init_lr=0.05, model=model5, beta1=0.9, beta2=0.99, epsilon=1e-7)

models = [model5, model2, model3, model4, model1]
opts = [opt_adam, opt_adagrad, opt_rmsprop, opt_momentum, opt_gd]

x_all_opts = []
z_all_opts = []

# 使用不同优化器训练

for model, opt in zip(models, opts):
    x_init = torch.FloatTensor([0.00001, 0.5])
    x_one_opt, z_one_opt = train_f(model, opt, x_init, 100)  # epoch
    # 保存参数值
    x_all_opts.append(x_one_opt.numpy())
    z_all_opts.append(np.squeeze(z_one_opt))

# 使用numpy.meshgrid生成x1,x2矩阵，矩阵的每一行为[-3, 3]，以0.1为间隔的数值
x1 = np.arange(-1, 2, 0.01)
x2 = np.arange(-1, 1, 0.05)
x1, x2 = np.meshgrid(x1, x2)
init_x = torch.Tensor(np.array([x1, x2]))

model = OptimizedFunction3D()

# 绘制 f_3d函数 的 三维图像
fig = plt.figure()
ax = plt.axes(projection='3d')
X = init_x[0].numpy()
Y = init_x[1].numpy()
Z = model(init_x).numpy()  # 改为 model(init_x).numpy() David 2022.12.4
surf = ax.plot_surface(X, Y, Z, edgecolor='grey', cmap=cm.coolwarm)
# fig.colorbar(surf, shrink=0.5, aspect=1)
ax.set_zlim(-3, 2)
ax.set_xlabel('x1')
ax.set_ylabel('x2')
ax.set_zlabel('f(x1,x2)')

labels = ['Adam', 'AdaGrad', 'RMSprop', 'Momentum', 'SGD']
colors = ['#8B0000', '#0000FF', '#000000', '#008B00', '#FF0000']

animator = Visualization3D(*x_all_opts, z_values=z_all_opts, labels=labels, colors=colors, fig=fig, ax=ax)
ax.legend(loc='upper right')

plt.show()

1.左侧第一个图Momentum变化幅度大，跟据累计动量更新梯度变化幅度大，不太稳定，SGD在后期变化较为慢，准确率下降，其他三个梯度更新方向准确率较高，速度也较快，优化程度好

2.在 上题第一个图中只有“动量”算法：Momentum在更新梯度过程中逃离了鞍点，其他 四个算法都在鞍点停滞，而这题中却只有SGD陷入鞍点，其他的算法逃离了鞍点，说明不同的场景、不同的数据会导致算法的优劣性不同，需要结合具体的实际情况来进行判断，不存在绝对最好的优化器。

鞍点：

鞍点 的数学含义是： 目标函数在此点上的梯度（一阶导数）值为 0， 但从该点出发的一个方向是函数的极大值点，而在另一个方向是函数的极小值点。在梯度下降法中，通常当梯度为零时终止运算，并默认此点为全局最优点。但这种方法有缺陷，即可能到达鞍点而难以前进。鞍点处函数梯度等于0，但函数值并非局部最小