任务简介:
学习最常用的优化器:torch.optim.SGD
详细说明:
深入了解学习率和momentum在梯度下降法中的作用,分析LR和Momentum这两个参数对优化过程的影响,最后学习optim.SGD以及pytorch的十种优化器简介。
一、learning rate学习率
1. 梯度下降遇到的问题
梯度下降希望寻找函数的最小值,但可以看到y值不但没有减小,还越来越大了。
2. 代码演示梯度下降的过程
绘制函数图像:
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()
输出:
测试梯度下降过程:
# ------------------------------ gradient descent ------------------------------
# flag = 0
flag = 1
if flag:
iter_rec, loss_rec, x_rec = list(), list(), list()
lr = 1 # /1. /.5 /.2 /.1 /.125
max_iteration = 4 # /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()
输出:
Iter:0, X: 2.0, X.grad: 16.0, loss: 16.0
Iter:1, X: -14.0, X.grad: -112.0, loss: 784.0
Iter:2, X: 98.0, X.grad: 784.0, loss: 38416.0
Iter:3, X: -686.0, X.grad: -5488.0, loss: 1882384.0
发生梯度爆炸
左边为loss曲线图,右边为梯度下降图像
为什么会出现梯度爆炸?
答: W i W_i Wi减去的 g ( w i ) g(w_i) g(wi)尺度太大,引起参数 W i + 1 W_{i+1} Wi+1越来越大,导致函数值不能减小。
3. 学习率
设置学习率:
lr = 0.2
迭代次数:
max_iteration = 20
输出:
Iter:0, X: 2.0, X.grad: 16.0, loss: 16.0
Iter:1, X:-1.2000000476837158, X.grad:-9.600000381469727, loss:5.760000228881836
Iter:2, X:0.7200000286102295, X.grad:5.760000228881836, loss:2.0736000537872314
Iter:3, X:-0.4320000410079956, X.grad:-3.456000328063965, loss:0.7464961409568787
Iter:4, X:0.2592000365257263, X.grad:2.0736002922058105, loss:0.26873862743377686
Iter:5, X:-0.1555200219154358, X.grad:-1.2441601753234863, loss:0.09674590826034546
Iter:6, X:0.09331201016902924, X.grad:0.7464960813522339, loss:0.03482852503657341
Iter:7, X:-0.05598720908164978, X.grad:-0.44789767265319824, loss:0.012538270093500614
Iter:8, X:0.03359232842922211, X.grad:0.26873862743377686, loss:0.004513778258115053
Iter:9, X:-0.020155396312475204, X.grad:-0.16124317049980164, loss:0.0016249599866569042
Iter:10, X:0.012093238532543182, X.grad:0.09674590826034546, loss:0.0005849856534041464
Iter:11, X:-0.007255943492054939, X.grad:-0.058047547936439514, loss:0.000210594866075553
Iter:12, X:0.0043535660952329636, X.grad:0.03482852876186371, loss:7.581415411550552e-05
Iter:13, X:-0.0026121395640075207, X.grad:-0.020897116512060165, loss:2.729309198912233e-05
Iter:14, X:0.001567283645272255, X.grad:0.01253826916217804, loss:9.825512279348914e-06
Iter:15, X:-0.0009403701405972242, X.grad:-0.007522961124777794, loss:3.537184056767728e-06
Iter:16, X:0.0005642221076413989, X.grad:0.004513776861131191, loss:1.2733863741232199e-06
Iter:17, X:-0.00033853325294330716, X.grad:-0.0027082660235464573, loss:4.584190662626497e-07
Iter:18, X:0.00020311994012445211, X.grad:0.001624959520995617, loss:1.6503084054875217e-07
Iter:19, X:-0.00012187196989543736, X.grad:-0.0009749757591634989, loss:5.941110714502429e-08
设置学习率:
lr = 0.01
输出:
Iter:0, X: 2.0, X.grad: 16.0, loss: 16.0
Iter:1, X:1.840000033378601, X.grad:14.720000267028809, loss:13.542400360107422
Iter:2, X:1.6928000450134277, X.grad:13.542400360107422, loss:11.462287902832031
Iter:3, X:1.5573760271072388, X.grad:12.45900821685791, loss:9.701680183410645
Iter:4, X:1.432785987854004, X.grad:11.462287902832031, loss:8.211503028869629
Iter:5, X:1.3181631565093994, X.grad:10.545305252075195, loss:6.950216293334961
Iter:6, X:1.2127101421356201, X.grad:9.701681137084961, loss:5.882663726806641
Iter:7, X:1.1156933307647705, X.grad:8.925546646118164, loss:4.979086399078369
Iter:8, X:1.0264378786087036, X.grad:8.211503028869629, loss:4.214298725128174
Iter:9, X:0.9443228244781494, X.grad:7.554582595825195, loss:3.5669822692871094
Iter:10, X:0.8687769770622253, X.grad:6.950215816497803, loss:3.0190937519073486
Iter:11, X:0.7992748022079468, X.grad:6.394198417663574, loss:2.555360794067383
Iter:12, X:0.7353328466415405, X.grad:5.882662773132324, loss:2.1628575325012207
Iter:13, X:0.6765062212944031, X.grad:5.412049770355225, loss:1.8306427001953125
Iter:14, X:0.6223857402801514, X.grad:4.979085922241211, loss:1.549456000328064
Iter:15, X:0.5725948810577393, X.grad:4.580759048461914, loss:1.3114595413208008
Iter:16, X:0.526787281036377, X.grad:4.214298248291016, loss:1.110019326210022
Iter:17, X:0.4846442937850952, X.grad:3.8771543502807617, loss:0.9395203590393066
Iter:18, X:0.4458727538585663, X.grad:3.5669820308685303, loss:0.795210063457489
Iter:19, X:0.41020292043685913, X.grad:3.281623363494873, loss:0.673065721988678
测试多个学习率:
# ------------------------------ multi learning rate ------------------------------
# flag = 0
flag = 1
if flag:
iteration = 100
num_lr = 10
lr_min, lr_max = 0.01, 0.5 # .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()
输出:
发现loss值有激增的情况。
减少最大学习率:
lr_min, lr_max = 0.01, 0.2
二、momentum动量
测试代码:
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))
输出:
0.9999734386011124
测试不同权重下的变化曲线:
# ------------------------------ 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()
输出:
β
\beta
β 这个超参数是用来控制记忆周期,值越大记的越远。
Momentum相关知识见《深度学习入门》P168。
比较SGD和Momentum:
# ------------------------------ 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 .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()
输出:
改变动量:
m = 0.9
输出:
Momentum比SGD更快的达到了loss的较小值,但是由于权重过大,会受到前一时刻步长的影响,造成振荡。
继续修改合适的值:
m = 0.63
输出:
三、torch.optim.SGD
四、PyTorch的十种优化器
参考论文: