Adam
Adam 是一个结合了动量法和 RMSProp 的优化算法,其结合了两者的优点。
Adam 算法
下面我们来实现以下 adam 算法
def adam(parameters, vs, sqrs, lr, t, beta1=0.9, beta2=0.999):
eps = 1e-8
for param, v, sqr in zip(parameters, vs, sqrs):
v[:] = beta1 * v + (1 - beta1) * param.grad.data
sqr[:] = beta2 * sqr + (1 - beta2) * param.grad.data ** 2
v_hat = v / (1 - beta1 ** t)
s_hat = sqr / (1 - beta2 ** t)
param.data = param.data - lr * v_hat / torch.sqrt(s_hat + eps)
import numpy as np
import torch
from torchvision.datasets import MNIST # 导入 pytorch 内置的 mnist 数据
from torch.utils.data import DataLoader
from torch import nn
from torch.autograd import Variable
import time
import matplotlib.pyplot as plt
%matplotlib inline
def data_tf(x):
x = np.array(x, dtype='float32') / 255
x = (x - 0.5) / 0.5 # 标准化,这个技巧之后会讲到
x = x.reshape((-1,)) # 拉平
x = torch.from_numpy(x)
return x
train_set = MNIST('./data', train=True, transform=data_tf, download=True) # 载入数据集,申明定义的数据变换
test_set = MNIST('./data', train=False, transform=data_tf, download=True)
# 定义 loss 函数
criterion = nn.CrossEntropyLoss()
train_data = DataLoader(train_set, batch_size=64, shuffle=True)
# 使用 Sequential 定义 3 层神经网络
net = nn.Sequential(
nn.Linear(784, 200),
nn.ReLU(),
nn.Linear(200, 10),
)
# 初始化梯度平方项和动量项
sqrs = []
vs = []
for param in net.parameters():
sqrs.append(torch.zeros_like(param.data))
vs.append(torch.zeros_like(param.data))
t = 1
# 开始训练
losses = []
idx = 0
start = time.time() # 记时开始
for e in range(5):
train_loss = 0
for im, label in train_data:
im = Variable(im)
label = Variable(label)
# 前向传播
out = net(im)
loss = criterion(out, label)
# 反向传播
net.zero_grad()
loss.backward()
adam(net.parameters(), vs, sqrs, 1e-3, t) # 学习率设为 0.001
t += 1
# 记录误差
train_loss += loss.data[0]
if idx % 30 == 0:
losses.append(loss.data[0])
idx += 1
print('epoch: {}, Train Loss: {:.6f}'
.format(e, train_loss / len(train_data)))
end = time.time() # 计时结束
print('使用时间: {:.5f} s'.format(end - start))
epoch: 0, Train Loss: 0.372057
epoch: 1, Train Loss: 0.186132
epoch: 2, Train Loss: 0.132870
epoch: 3, Train Loss: 0.107864
epoch: 4, Train Loss: 0.091208
使用时间: 85.96051 s
x_axis = np.linspace(0, 5, len(losses), endpoint=True)
plt.semilogy(x_axis, losses, label='adam')
plt.legend(loc='best')
可以看到使用 adam 算法 loss 能够更快更好地收敛,但是一定要小心学习率的设定,使用自适应的算法一般需要更小的学习率
当然 pytorch 中也内置了 adam 的实现,只需要调用 torch.optim.Adam()
,下面是例子
train_data = DataLoader(train_set, batch_size=64, shuffle=True)
# 使用 Sequential 定义 3 层神经网络
net = nn.Sequential(
nn.Linear(784, 200),
nn.ReLU(),
nn.Linear(200, 10),
)
optimizer = torch.optim.Adam(net.parameters(), lr=1e-3)
# 开始训练
start = time.time() # 记时开始
for e in range(5):
train_loss = 0
for im, label in train_data:
im = Variable(im)
label = Variable(label)
# 前向传播
out = net(im)
loss = criterion(out, label)
# 反向传播
optimizer.zero_grad()
loss.backward()
optimizer.step()
# 记录误差
train_loss += loss.data[0]
print('epoch: {}, Train Loss: {:.6f}'
.format(e, train_loss / len(train_data)))
end = time.time() # 计时结束
print('使用时间: {:.5f} s'.format(end - start))
epoch: 0, Train Loss: 0.359934
epoch: 1, Train Loss: 0.173360
epoch: 2, Train Loss: 0.122554
epoch: 3, Train Loss: 0.100869
epoch: 4, Train Loss: 0.085850
使用时间: 93.85302 s