keras/keras_core/optimizers/sgd.py

from keras_core import operations as ops
from keras_core.optimizers import optimizer


class SGD(optimizer.Optimizer):
    """Gradient descent (with momentum) optimizer.

    Update rule for parameter `w` with gradient `g` when `momentum` is 0:

    ```python
    w = w - learning_rate * g
    ```

    Update rule when `momentum` is larger than 0:

    ```python
    velocity = momentum * velocity - learning_rate * g
    w = w + velocity
    ```

    When `nesterov=True`, this rule becomes:

    ```python
    velocity = momentum * velocity - learning_rate * g
    w = w + momentum * velocity - learning_rate * g
    ```

    Args:
      learning_rate: A `Tensor`, floating point value, or a schedule that is a
        `tf.keras.optimizers.schedules.LearningRateSchedule`, or a callable
        that takes no arguments and returns the actual value to use. The
        learning rate. Defaults to 0.001.
      momentum: float hyperparameter >= 0 that accelerates gradient descent in
        the relevant direction and dampens oscillations. Defaults to 0, i.e.,
        vanilla gradient descent.
      nesterov: boolean. Whether to apply Nesterov momentum.
        Defaults to `False`.
      {{base_optimizer_keyword_args}}
    """

    def __init__(
        self,
        learning_rate=0.01,
        momentum=0.0,
        nesterov=False,
        weight_decay=None,
        clipnorm=None,
        clipvalue=None,
        global_clipnorm=None,
        use_ema=False,
        ema_momentum=0.99,
        ema_overwrite_frequency=None,
        name="SGD",
    ):
        super().__init__(
            learning_rate=learning_rate,
            name=name,
            weight_decay=weight_decay,
            clipnorm=clipnorm,
            clipvalue=clipvalue,
            global_clipnorm=global_clipnorm,
            use_ema=use_ema,
            ema_momentum=ema_momentum,
            ema_overwrite_frequency=ema_overwrite_frequency,
        )
        if not isinstance(momentum, float) or momentum < 0 or momentum > 1:
            raise ValueError("`momentum` must be a float between [0, 1].")
        self.momentum = momentum
        self.nesterov = nesterov

    def build(self, variables):
        """Initialize optimizer variables.

        SGD optimizer has one variable `momentums`, only set if `self.momentum`
        is not 0.

        Args:
          var_list: list of model variables to build SGD variables on.
        """
        if self.built:
            return
        super().build(variables)
        self.momentums = []
        for variable in variables:
            self.momentums.append(
                self.add_variable_from_reference(
                    reference_variable=variable, name="m"
                )
            )

    def update_step(self, gradient, variable, learning_rate):
        """Update step given gradient and the associated model variable."""
        learning_rate = ops.cast(learning_rate, variable.dtype)
        gradient = ops.cast(gradient, variable.dtype)
        m = None
        momentum = ops.cast(self.momentum, variable.dtype)
        m = self.momentums[self._get_variable_index(variable)]

        if m is not None:
            m.assign(-gradient * learning_rate + m * momentum)
            if self.nesterov:
                variable.assign(
                    variable - gradient * learning_rate + m * momentum
                )
            else:
                variable.assign(variable + m)
        else:
            variable.assign(variable - gradient * learning_rate)

    def get_config(self):
        config = super().get_config()
        config.update(
            {
                "momentum": self.momentum,
                "nesterov": self.nesterov,
            }
        )
        return config


SGD.__doc__ = SGD.__doc__.replace(
    "{{base_optimizer_keyword_args}}", optimizer.base_optimizer_keyword_args
)