《动手学深度学习》 L2_Regularization with gluon

L2_Regularization（Weight Decay）

权重衰减等价于L2范数正则化，令权重自乘小于1的数再减去不含惩罚乡的梯度。
w = w - lr*grad - w * wd

代码

import d2lzh as d2l
from mxnet import autograd, gluon, init, nd
from mxnet.gluon import data as gdata, nn

n_train, n_test, num_inputs = 20, 100, 200
true_w, true_b = nd.ones((num_inputs, 1)) * 0.01, 0.05

features = nd.random.normal(shape=(n_train + n_test, num_inputs))
labels = nd.dot(features, true_w) + true_b
labels += nd.random.normal(scale=0.01, shape=labels.shape)
train_features, test_features = features[:n_train, :], features[n_train:, :]
train_labels, test_labels = labels[:n_train], labels[n_train:]


batch_size, num_epochs, lr = 1, 100, 0.003
net, loss = d2l.linreg, d2l.squared_loss
train_iter = gdata.DataLoader(gdata.ArrayDataset(
    train_features, train_labels), batch_size, shuffle=True)


def fit_and_plot_gluon(wd):
    net = nn.Sequential()
    net.add(nn.Dense(1))
    net.initialize(init.Normal(sigma=1))
    #  对权重参数衰减,不对偏差参数衰减
    trainer_w = gluon.Trainer(net.collect_params('.*weight'), 'sgd',
                              {'learning_rate': lr, 'wd': wd})
    # w = w - lr*grad - w * wd
    trainer_b = gluon.Trainer(net.collect_params('.*bias'), 'sgd',
                              {'learning_rate': lr})
    train_ls, test_ls = [], []
    for _ in range(num_epochs):
        for X, y in train_iter:
            with autograd.record():
                l = loss(net(X), y)  # 目标函数l
            l.backward()
            #  分别更新权重和偏差
            trainer_w.step(batch_size)
            trainer_b.step(batch_size)
        train_ls.append(loss(net(train_features),
                             train_labels).mean().asscalar())
        test_ls.append(loss(net(test_features),
                            test_labels).mean().asscalar())
    d2l.semilogy(range(1, num_epochs + 1), train_ls, 'epochs', 'loss',
                 range(1, num_epochs + 1), test_ls, ['train', 'test'])  # d21中自带的绘图函数semilogy
    print('权重衰减超参数：', wd)
    print('L2 norm of w:', net[0].weight.data().norm().asscalar())


fit_and_plot_gluon(0)
fit_and_plot_gluon(2)

结果

权重衰减超参数： 0
L2 norm of w: 13.155678

权重衰减超参数： 2
L2 norm of w: 0.044619646