Learning rate doesn't change for AdamOptimizer in TensorFlow - tensorflow

I would like to see how the learning rate changes during training (print it out or create a summary and visualize it in tensorboard).
Here is a code snippet from what I have so far:
optimizer = tf.train.AdamOptimizer(1e-3)
grads_and_vars = optimizer.compute_gradients(loss)
train_op = optimizer.apply_gradients(grads_and_vars, global_step=global_step)
sess.run(tf.initialize_all_variables())
for i in range(0, 10000):
sess.run(train_op)
print sess.run(optimizer._lr_t)
If I run the code I constantly get the initial learning rate (1e-3) i.e. I see no change.
What is a correct way for getting the learning rate at every step?
I would like to add that this question is really similar to mine. However, I cannot post my findings in the comment section there since I do not have enough rep.

I was asking myself the exact same question, and wondering why wouldn't it change. By looking at the original paper (page 2), one sees that the self._lr stepsize (designed with alpha in the paper) is required by the algorithm, but never updated. We also see that there is an alpha_t that is updated for every t step, and should correspond to the self._lr_t attribute. But in fact, as you observe, evaluating the value for the self._lr_t tensor at any point during the training returns always the initial value, that is, _lr.
So your question, as I understood it, is how to get the alpha_t for TensorFlow's AdamOptimizer as described in section 2 of the paper and in the corresponding TF v1.2 API page:
alpha_t = alpha * sqrt(1-beta_2_t) / (1-beta_1_t)
BACKGROUND
As you observed, the _lr_t tensor doesn't change thorough the training, which may lead to the false conclusion that the optimizer doesn't adapt (this can be easily tested by switching to the vanilla GradientDescentOptimizer with the same alpha). And, in fact, other values do change: a quick look at the optimizer's __dict__ shows the following keys: ['_epsilon_t', '_lr', '_beta1_t', '_lr_t', '_beta1', '_beta1_power', '_beta2', '_updated_lr', '_name', '_use_locking', '_beta2_t', '_beta2_power', '_epsilon', '_slots'].
By inspecting them through training, I noticed that only _beta1_power, _beta2_power and the _slots get updated.
Further inspecting the optimizer's code, in line 211, we see the following update:
update_beta1 = self._beta1_power.assign(
self._beta1_power * self._beta1_t,
use_locking=self._use_locking)
Which basically means that _beta1_power, which is initialized with _beta1, will be multiplied by _beta_1_t after every iteration, which is also initialized with beta_1_t.
But here comes the confusing part: _beta1_t and _beta2_t never get updated, so effectively they hold the initial values (_beta1and _beta2) through the whole training, contradicting the notation of the paper in a similar fashion as _lr and lr_t do. I guess this is for a reason but I personally don't know why, in any case this are protected/private attributes of the implementation (as they start with an underscore) and don't belong to the public interface (they may even change among TF versions).
So after this small background we can see that _beta_1_power and _beta_2_power are the original beta values exponentiated to the current training step, that is, the equivalent to the variables referred with beta_tin the paper. Going back to the definition of alpha_t in the section 2 of the paper, we see that, with this information, it should be pretty straightforward to implement:
SOLUTION
optimizer = tf.train.AdamOptimizer()
# rest of the graph...
# ... somewhere in your session
# note that a0 comes from a scalar, whereas bb1 and bb2 come from tensors and thus have to be evaluated
a0, bb1, bb2 = optimizer._lr, optimizer._beta1_power.eval(), optimizer._beta2_power.eval()
at = a0* (1-bb2)**0.5 /(1-bb1)
print(at)
The variable at holds the alpha_t for the current training step.
DISCLAIMER
I couldn't find a cleaner way of getting this value by just using the optimizer's interface, but please let me know if it exists one! I guess there is none, which actually puts into question the usefulness of plotting alpha_t, since it does not depend on the data.
Also, to complete this information, section 2 of the paper also gives the formula for the weight updates, which is much more telling, but also more plot-intensive. For a very nice and good-looking implementation of that, you may want to take a look at this nice answer from the post that you linked.
Hope it helps! Cheers,
Andres

Related

GAN generator loss goes to zero

I am rather new to deep learning, please bear with me. I have a GAN, with model structure copy-pasted from: https://machinelearningmastery.com/how-to-develop-a-generative-adversarial-network-for-an-mnist-handwritten-digits-from-scratch-in-keras/
It will train for say 100-200 epochs with pretty ok results, then suddenly generator loss drops to zero... here is excerpt from log:
epoch,step,gen_loss,discr_loss
...
189,25,0.208,0.712
189,26,3.925,1.501
189,27,0.269,1.400
189,28,7.814,2.536
189,29,0.000,3.387 // here?!?
189,30,0.000,7.903
189,31,16.118,7.745
189,32,16.118,8.059
189,33,16.118,8.059
189,34,16.118,8.059
... etc, it never recovers
Is this a problem of vanishing gradients? Anything else I’m missing?
In the blogpost comments people argues about the GAN's collapse problem, here you have a comment:
There were problems with the discriminator collapsing to zero on occasions. This seems to be a known feature of GANs. Do any established GAN hacks help with this?
Looking at the discriminator after 100 epochs, it was in a confused state where everything passed into it was circa 50% probability real/fake. I colour coded some generated examples based on disriminator probability (red = fake, green = real, blue = unsure based on an arbitrary banding) and as you mentioned the subjective versus discriminator output does not always tie up. (example posted on linkedin). There was not enough spread in discriminator probability output to make this meaningful.
GANs are very hard to train and it is very usual that the generator or the discriminator becomes so strong that the other can't improve itself, so if you for instance try to generate pictures I would recommend to use progressive GANS what improves the stability a lot and allow to go for high resolution images.

Different optimization behavior using np.random-normal instead of tf.random_normal

I’m looking into the code from https://github.com/AshishBora/csgm and experience some strange behavior when using np.random.normal instead of tf.random_normal as initializing of a tf.Variable. More concrete:
Instead of
z = tf.Variable(tf.random_normal((batch_size, hparams.n_z)), name='z')
I have
# in mnist_vae/src/model_def.py, line 74
z = tf.Variable(np.random.normal(size=(batch_size,
hparams.n_z)).astype('float32'), name='z')
z is the variable, which is optimized via Adam optimizer with respect to an objective.
For a little bit background: There is a pre-trained neural network G, whose input z is drawn from a standard normal distribution using tf.random_normal. For a given z*, one wants to solve ẑ= argmin_z ||AG(z)-AG(z*)|| and check the reconstruction error ||G(ẑ)-G(z*)||. The outcoming minimal value c(z*)=||G(ẑ)-G(z*)|| is for several different z* quite stable around a value c1. Now, I wasn’t quite sure whether the optimization (Adam optimizer) might use the information that z comes from a standard normal distribution. So I replaced the tf.random_normal by a np.random_normal in the hope that the optimizer can’t use the information then. (see the code above)
Unfortunately, the results are indeed different using np.random.normal: c(z*)=||G(ẑ)-G(z*)|| is for several different z* stable around a different value c2 (not c1). How can one explain this? Is it really that the optimizer uses the information of the normal distribution (e.g. as loglikelihood prior) in the optimization? My feeling says no, since it's only the initialization.
The code is given in https://github.com/AshishBora/csgm

Is Tensorflow RNN implements Elman network fully?

Q: Is Tensorflow RNN implemented to ouput Elman Network's hidden state?
cells = tf.contrib.rnn.BasicRNNCell(4)
outputs, state = tf.nn.dynamic_rnn(cell=cells, etc...)
I'm quiet new to TF's RNN and curious about meaning of outputs, and state.
I'm following stanford's tensorflow tutorial but there seems no detailed explanation so I'm asking here.
After testing, I think state is hidden state after sequence calculation and outputs is array of hidden states after each time steps.
so I want to make it clear. outputs and state are just hidden state vectors so to fully implement Elman network, I have to make V matrix in the picture and do matrix multiplication again. am I correct?
I believe you are asking what the output of a intermediate state and output is.
From what I understand, the state would be intermediate output after a convolution / sequence calculation and is hidden, so your understanding is in the right direction.
Output may vary as how you decide to implement your network model, but on a general basis, it is an array where any operation (convolution, sequence calc etc) has been applied after which activation & downsampling/pooling has been applied, to concentrate on identifiable features across that layer.
From Colah's blog ( http://colah.github.io/posts/2015-08-Understanding-LSTMs/ ):
Finally, we need to decide what we’re going to output. This output will be based on our cell state, but will be a filtered version. First, we run a sigmoid layer which decides what parts of the cell state we’re going to output. Then, we put the cell state through tanhtanh (to push the values to be between −1−1 and 11) and multiply it by the output of the sigmoid gate, so that we only output the parts we decided to.
For the language model example, since it just saw a subject, it might want to output information relevant to a verb, in case that’s what is coming next. For example, it might output whether the subject is singular or plural, so that we know what form a verb should be conjugated into if that’s what follows next.
Hope this helps.
Thank you

Has anyone managed to make Asynchronous advantage actor critic work with Mujoco experiments?

I'm using an open source version of a3c implementation in Tensorflow which works reasonably well for atari 2600 experiments. However, when I modify the network for Mujoco, as outlined in the paper, the network refuses to learn anything meaningful. Has anyone managed to make any open source implementations of a3c work with continuous domain problems, for example mujoco?
I have done a continuous action of Pendulum and it works well.
Firstly, you will build your neural network and output mean (mu) and standard deviation (sigma) for selecting an action.
The essential part of the continuous action is to include a normal distribution. I'm using tensorflow, so the code is looks like:
normal_dist = tf.contrib.distributions.Normal(mu, sigma)
log_prob = normal_dist.log_prob(action)
exp_v = log_prob * td_error
entropy = normal_dist.entropy() # encourage exploration
exp_v = tf.reduce_sum(0.01 * entropy + exp_v)
actor_loss = -exp_v
When you wanna sample an action, use the function tensorflow gives:
sampled_action = normal_dist.sample(1)
The full code of Pendulum can be found in my Github. https://github.com/MorvanZhou/tutorials/blob/master/Reinforcement_learning_TUT/10_A3C/A3C_continuous_action.py
I was hung up on this for a long time, hopefully this helps someone in my shoes:
Advantage Actor-critic in discrete spaces is easy: if your actor does better than you expect, increase the probability of doing that move. If it does worse, decrease it.
In continuous spaces though, how do you do this? The entire vector your policy function outputs is your move -- if you are on-policy, and you do better than expected, there's no way of saying "let's output that action even more!" because you're already outputting exactly that vector.
That's where Morvan's answer comes into play. Instead of outputting just an action, you output a mean and a std-dev for each output-feature. To choose an action, you pass your inputs in to create a mean/stddev for each output-feature, and then sample each feature from this normal distribution.
If you do well, you adjust the weights of your policy network to change the mean/stddev to encourage this action. If you do poorly, you do the opposite.

What is the best way to implement weight constraints in TensorFlow?

Suppose we have weights
x = tf.Variable(np.random.random((5,10)))
cost = ...
And we use the GD optimizer:
upds = tf.train.GradientDescentOptimizer(lr).minimize(cost)
session.run(upds)
How can we implement for example non-negativity on weights?
I tried clipping them:
upds = tf.train.GradientDescentOptimizer(lr).minimize(cost)
session.run(upds)
session.run(tf.assign(x, tf.clip_by_value(x, 0, np.infty)))
But this slows down my training by a factor of 50.
Does anybody know a good way to implement such constraints on the weights in TensorFlow?
P.S.: in the equivalent Theano algorithm, I had
T.clip(x, 0, np.infty)
and it ran smoothly.
You can take the Lagrangian approach and simply add a penalty for features of the variable you don't want.
e.g. To encourage theta to be non-negative, you could add the following to the optimizer's objective function.
added_loss = -tf.minimum( tf.reduce_min(theta),0)
If any theta are negative, then add2loss will be positive, otherwise zero. Scaling that to a meaningful value is left as an exercise to the reader. Scaling too little will not exert enough pressure. Too much may make things unstable.
As of TensorFlow 1.4, there is a new argument to tf.get_variable that allows to pass a constraint function that is applied after the update of the optimizer. Here is an example that enforces a non-negativity constraint:
with tf.variable_scope("MyScope"):
v1 = tf.get_variable("v1", …, constraint=lambda x: tf.clip_by_value(x, 0, np.infty))
constraint: An optional projection function to be applied to the
variable
after being updated by an Optimizer (e.g. used to implement norm
constraints or value constraints for layer weights). The function must
take as input the unprojected Tensor representing the value of the
variable and return the Tensor for the projected value
(which must have the same shape). Constraints are not safe to
use when doing asynchronous distributed training.
By running
sess.run(tf.assign(x, tf.clip_by_value(x, 0, np.infty)))
you are consistently adding nodes to the graph and making it slower and slower.
Actually you may just define a clip_op when building the graph and run it each time after updating the weights:
# build the graph
x = tf.Variable(np.random.random((5,10)))
loss = ...
train_op = tf.train.GradientDescentOptimizer(lr).minimize(loss)
clip_op = tf.assign(x, tf.clip(x, 0, np.infty))
# train
sess.run(train_op)
sess.run(clip_op)
I recently had this problem as well. I discovered that you can import keras which has nice weight constraint functions as use them directly in the kernen constraint in tensorflow. Here is an example of my code. You can do similar things with kernel regularizer
from keras.constraints import non_neg
conv1 = tf.layers.conv2d(
inputs=features['x'],
filters=32,
kernel_size=[5,5],
strides = 2,
padding='valid',
activation=tf.nn.relu,
kernel_regularizer=None,
kernel_constraint=non_neg(),
use_bias=False)
There is a practical solution: Your cost function can be written by you, to put high cost onto negative weights. I did this in a matrix factorization model in TensorFlow with python, and it worked well enough. Right? I mean it's obvious. But nobody else mentioned it so here you go. EDIT: I just saw that Mark Borderding also gave another loss and cost-based solution implementation before I did.
And if "the best way" is wanted, as the OP asked, what then? Well "best" might actually be application-specific, in which case you'd need to try a few different ways with your dataset and consider your application requirements.
Here is working code for increasing the cost for unwanted negative solution variables:
cost = tf.reduce_sum(keep_loss) + Lambda * reg # Cost = sum of losses for training set, except missing data.
if prefer_nonneg: # Optionally increase cost for negative values in rhat, if you want that.
negs_indices = tf.where(rhat < tf.constant(0.0))
neg_vals = tf.gather_nd(rhat, negs_indices)
cost += 2. * tf.reduce_sum(tf.abs(neg_vals)) # 2 is a magic number (empirical parameter)
You are free to use my code but please give me some credit if you choose to use it. Give a link to this answer on stackoverflow.com please.
This design would be considered a soft constraint, because you can still get negative weights, if you let it, depending on your cost definition.
It seems that constraint= is also available in TF v1.4+ as a parameter to tf.get_variable(), where you can pass a function like tf.clip_by_value. This seems like another soft constraint, not hard constraint, in my opinion, because it depends on your function to work well or not. It also might be slow, as the other answerer tried the same function and reported it was slow to converge, although they didn't use the constraint= parameter to do this. I don't see any reason why one would be any faster than the other since they both use the same clipping approach. So if you use the constraint= parameter then you should expect slow convergence in the context of the original poster's application.
It would be nicer if also TF provided true hard constraints to the API, and let TF figure out how to both implement that as well as make it efficient on the back end. I mean, I have seen this done in linear programming solvers already for a long time. The application declares a constraint, and the back end makes it happen.