testbed/google-deepmind__optax/optax/_src/transform_test.py

# Copyright 2019 DeepMind Technologies Limited. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# ==============================================================================


"""Tests for `transform.py`."""

from absl.testing import absltest
from absl.testing import parameterized

import chex
import jax
import jax.numpy as jnp

from optax._src import alias
from optax._src import combine
from optax._src import transform
from optax._src import update

STEPS = 50
LR = 1e-2


class TransformTest(parameterized.TestCase):

  def setUp(self):
    super().setUp()
    self.init_params = (jnp.array([1., 2.]), jnp.array([3., 4.]))
    self.per_step_updates = (jnp.array([500., 5.]), jnp.array([300., 3.]))

  @chex.all_variants
  @parameterized.named_parameters([
      ('adadelta', transform.scale_by_adadelta),
      ('adam', transform.scale_by_adam),
      ('adamax', transform.scale_by_adamax),
      ('lion', transform.scale_by_lion),
      ('polyak', transform.scale_by_polyak),
      ('rmsprop', transform.scale_by_rms),
      ('stddev', transform.scale_by_stddev),
      ('trust_ratio', transform.scale_by_trust_ratio),
      ('param_block_norm', transform.scale_by_param_block_norm),
      ('param_block_rms', transform.scale_by_param_block_rms),
      ('distance_over_gradients', transform.scale_by_distance_over_gradients),
  ])
  def test_scalers(self, scaler_constr):
    params = self.init_params

    scaler = scaler_constr()
    init_fn = self.variant(scaler.init)
    transform_fn = self.variant(scaler.update)

    state = init_fn(params)
    chex.assert_tree_all_finite(state)

    if scaler_constr.__name__ == 'scale_by_polyak':
      extra_args = {'value': jnp.array(0.0)}
    else:
      extra_args = {}
    updates, state = transform_fn(
        self.per_step_updates, state, params, **extra_args
    )
    chex.assert_tree_all_finite((params, updates, state))
    jax.tree_util.tree_map(
        lambda *args: chex.assert_equal_shape(args), params, updates)

  @chex.all_variants
  def test_apply_every(self):
    # The frequency of the application of sgd
    k = 4
    zero_update = (jnp.array([0., 0.]), jnp.array([0., 0.]))

    # optax sgd
    optax_sgd_params = self.init_params
    sgd = alias.sgd(LR, 0.0)
    state_sgd = sgd.init(optax_sgd_params)

    # optax sgd plus apply every
    optax_sgd_apply_every_params = self.init_params
    sgd_apply_every = combine.chain(
        transform.apply_every(k=k),
        transform.trace(decay=0, nesterov=False),
        transform.scale(-LR))
    state_sgd_apply_every = sgd_apply_every.init(optax_sgd_apply_every_params)
    transform_fn = self.variant(sgd_apply_every.update)

    for i in range(STEPS):
      # Apply a step of sgd
      updates_sgd, state_sgd = sgd.update(self.per_step_updates, state_sgd)
      optax_sgd_params = update.apply_updates(optax_sgd_params, updates_sgd)

      # Apply a step of sgd_apply_every
      updates_sgd_apply_every, state_sgd_apply_every = transform_fn(
          self.per_step_updates, state_sgd_apply_every)
      optax_sgd_apply_every_params = update.apply_updates(
          optax_sgd_apply_every_params, updates_sgd_apply_every)

      # Every k steps, check equivalence.
      if i % k == k-1:
        chex.assert_trees_all_close(
            optax_sgd_apply_every_params, optax_sgd_params,
            atol=1e-6, rtol=1e-5)
      # Otherwise, check update is zero.
      else:
        chex.assert_trees_all_close(
            updates_sgd_apply_every, zero_update, atol=0.0, rtol=0.0)

  def test_scale(self):
    updates = self.per_step_updates
    for i in range(1, STEPS + 1):
      factor = 0.1 ** i
      rescaler = transform.scale(factor)
      # Apply rescaling.
      scaled_updates, _ = rescaler.update(updates, {})
      # Manually scale updates.
      def rescale(t):
        return t * factor  # pylint:disable=cell-var-from-loop
      manual_updates = jax.tree_util.tree_map(rescale, updates)
      # Check the rescaled updates match.
      chex.assert_trees_all_close(scaled_updates, manual_updates)

  @parameterized.named_parameters([
      ('1d', [1.0, 2.0], [1.0, 2.0]),
      ('2d', [[1.0, 2.0], [3.0, 4.0]], [[-0.5, 0.5], [-0.5, 0.5]]),
      ('3d', [[[1., 2.], [3., 4.]],
              [[5., 6.], [7., 8.]]], [[[-1.5, -0.5], [0.5, 1.5]],
                                      [[-1.5, -0.5], [0.5, 1.5]]]),
  ])
  def test_centralize(self, inputs, outputs):
    inputs = jnp.asarray(inputs)
    outputs = jnp.asarray(outputs)
    centralizer = transform.centralize()
    centralized_inputs, _ = centralizer.update(inputs, {})
    chex.assert_trees_all_close(centralized_inputs, outputs)

  def test_scale_by_optimistic_gradient(self):

    def f(params: jnp.ndarray) -> jnp.ndarray:
      return params['x'] ** 2

    initial_params = {
        'x': jnp.array(2.0)
    }

    og = transform.scale_by_optimistic_gradient()
    og_state = og.init(initial_params)
    # Provide some arbitrary previous gradient.
    getattr(og_state, 'trace')['x'] = 1.5

    g = jax.grad(f)(initial_params)
    og_true = 2 * g['x'] - getattr(og_state, 'trace')['x']
    og, _ = og.update(g, og_state)

    # Compare transformation output with manually computed optimistic gradient.
    chex.assert_trees_all_close(og_true, og['x'])

  def test_scale_by_polyak_l1_norm(self, tol=1e-10):
    """Polyak step-size on L1 norm."""
    # for this objective, the Polyak step-size has an exact model and should
    # converge to the minimizer in one step
    objective = lambda x: jnp.abs(x).sum()

    init_params = jnp.array([1.0, -1.0])
    polyak = transform.scale_by_polyak()
    polyak_state = polyak.init(init_params)
    # check that polyak state raises an error if it called without a value
    with self.assertRaises(TypeError):
      polyak.update(self.per_step_updates, polyak_state, init_params)

    value, grad = jax.value_and_grad(objective)(init_params)
    updates, _ = polyak.update(
        grad, polyak_state, init_params, value=value
    )
    # check that objective at (init_params - updates) is smaller than tol
    print(grad, value, updates)
    self.assertLess(objective(init_params - updates), tol)


if __name__ == '__main__':
  absltest.main()