1177: Align ExpDecay implementation with documentation r=dhairyagandhi96 a=DrChainsaw

Fix for #1176 



Co-authored-by: DrChainsaw <Christian.kyril.skarby@gmail.com>
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bors[bot] 2020-05-21 14:33:20 +00:00 committed by GitHub
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2 changed files with 40 additions and 30 deletions

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@ -509,7 +509,7 @@ function apply!(o::ExpDecay, x, Δ)
η, s, decay = o.eta, o.step, o.decay
n = o.current[x] = get(o.current, x, 0) + 1
if o.current[x]%s == 0 && count(x -> x%s == 0, values(o.current)) == 1
η = max(η * decay^(s / n), o.clip)
η = max(η * decay, o.clip)
o.eta = η
end
@. Δ *= η

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@ -57,37 +57,47 @@ end
end
@testset "ExpDecay" begin
w = randn(10, 10)
o = ExpDecay(0.1, 0.1, 1000, 1e-4)
w1 = randn(10,10)
loss(x) = Flux.mse(w*x, w1*x)
flag = 1
decay_steps = []
for t = 1:10^5
prev_eta = o.eta
θ = Params([w1])
x = rand(10)
θ̄ = gradient(() -> loss(x), θ)
prev_grad = collect(θ̄[w1])
delta = Optimise.apply!(o, w1, θ̄[w1])
w1 .-= delta
new_eta = o.eta
if new_eta != prev_eta
push!(decay_steps, t)
end
array = fill(o.eta, size(prev_grad))
if array .* prev_grad != delta
flag = 0
end
@testset "Sanity Check" begin
o = ExpDecay(0.2, 0.5, 1, 1e-3)
p = [0.0]
steps = 1:8
eta_expected = @. max(o.eta * 0.5 ^ steps, o.clip)
eta_actual = [Optimise.apply!(o, p, [1.0])[1] for _ in steps]
@test eta_actual == eta_expected
end
w = randn(10, 10)
o = ExpDecay(0.1, 0.1, 1000, 1e-4)
w1 = randn(10,10)
loss(x) = Flux.mse(w*x, w1*x)
flag = 1
decay_steps = []
for t = 1:10^5
prev_eta = o.eta
θ = Params([w1])
x = rand(10)
θ̄ = gradient(() -> loss(x), θ)
prev_grad = collect(θ̄[w1])
delta = Optimise.apply!(o, w1, θ̄[w1])
w1 .-= delta
new_eta = o.eta
if new_eta != prev_eta
push!(decay_steps, t)
end
@test flag == 1
# Test to check if decay happens at decay steps. Eta reaches clip value eventually.
ground_truth = []
for i in 1:11
push!(ground_truth, 1000*i) # Expected decay steps for this example.
array = fill(o.eta, size(prev_grad))
if array .* prev_grad != delta
flag = 0
end
@test decay_steps == ground_truth
@test o.eta == o.clip
end
@test flag == 1
# Test to check if decay happens at decay steps. Eta reaches clip value (1e-4) after 4000 steps (decay by 0.1 every 1000 steps starting at 0.1).
ground_truth = []
for i in 1:4
push!(ground_truth, 1000*i) # Expected decay steps for this example.
end
@test decay_steps == ground_truth
@test o.eta == o.clip
end
@testset "Clipping" begin