# Copyright 2024 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 `linesearch.py`.""" import functools import itertools import math from absl.testing import absltest from absl.testing import parameterized import chex import jax import jax.numpy as jnp import jax.random as jrd import numpy as np from optax._src import alias from optax._src import combine from optax._src import linesearch from optax._src import update from optax._src import utils import optax.tree_utils as optax_tu class BacktrackingLinesearchTest(chex.TestCase): def get_fun(self, name): """Common ill-behaved functions.""" def rosenbrock(x): return jnp.sum(100.0 * jnp.diff(x) ** 2 + (1.0 - x[:-1]) ** 2) def himmelblau(x): return (x[0] ** 2 + x[1] - 11.0) ** 2 + (x[0] + x[1] ** 2 - 7.0) ** 2 def matyas(x): return 0.26 * (x[0] ** 2 + x[1] ** 2) - 0.48 * x[0] * x[1] def eggholder(x): return -(x[1] + 47) * jnp.sin( jnp.sqrt(jnp.abs(x[0] / 2.0 + x[1] + 47.0)) ) - x[0] * jnp.sin(jnp.sqrt(jnp.abs(x[0] - (x[1] + 47.0)))) funs = dict( rosenbrock=rosenbrock, himmelblau=himmelblau, matyas=matyas, eggholder=eggholder, ) return funs[name] def check_decrease_conditions( self, fun, init_params, descent_dir, final_params, final_state, opt_args ): """Check decrease conditions.""" init_value, init_grad = jax.value_and_grad(fun)(init_params) final_value = fun(final_params) final_lr = final_state[0] slope = optax_tu.tree_vdot(descent_dir, init_grad) slope_rtol, atol, rtol = ( opt_args['slope_rtol'], opt_args['atol'], opt_args['rtol'], ) sufficient_decrease = ( final_value <= (1 + rtol) * init_value + slope_rtol * final_lr * slope + atol ) self.assertTrue(sufficient_decrease) @chex.all_variants @parameterized.product( name_fun_and_init_params=[ ('rosenbrock', np.zeros(2)), ('himmelblau', np.ones(2)), ('matyas', np.ones(2) * 6.0), ('eggholder', np.ones(2) * 100.0), ], increase_factor=[1.0, 1.5, math.inf], slope_rtol=[1e-4, 0.0], atol=[1e-4, 0.0], rtol=[1e-4, 0.0], ) def test_linesearch_one_step( self, name_fun_and_init_params, increase_factor, slope_rtol, atol, rtol, ): name_fun, init_params = name_fun_and_init_params fn = self.get_fun(name_fun) base_opt = alias.sgd(learning_rate=1.0) descent_dir = -jax.grad(fn)(init_params) opt_args = dict( max_backtracking_steps=30, slope_rtol=slope_rtol, increase_factor=increase_factor, atol=atol, rtol=rtol, ) solver = combine.chain( base_opt, linesearch.scale_by_backtracking_linesearch(**opt_args), ) init_state = solver.init(init_params) update_fn = functools.partial(solver.update, value_fn=fn) update_fn = self.variant(update_fn) value, grad = jax.value_and_grad(fn)(init_params) updates, state = update_fn( grad, init_state, init_params, value=value, grad=grad ) params = update.apply_updates(init_params, updates) self.check_decrease_conditions( fn, init_params, descent_dir, params, state[-1], opt_args ) def test_gradient_descent_with_linesearch(self): init_params = jnp.array([-1.0, 10.0, 1.0]) final_params = jnp.array([1.0, -1.0, 1.0]) def fn(params): return jnp.sum((params - final_params) ** 2) # Base optimizer with a large learning rate to see if the linesearch works. base_opt = alias.sgd(learning_rate=10.0) solver = combine.chain( base_opt, linesearch.scale_by_backtracking_linesearch(max_backtracking_steps=15), ) init_state = solver.init(init_params) max_iter = 40 update_fn = functools.partial(solver.update, value_fn=fn) update_fn = jax.jit(update_fn) params = init_params state = init_state for _ in range(max_iter): value, grad = jax.value_and_grad(fn)(params) updates, state = update_fn(grad, state, params, value=value, grad=grad) params = update.apply_updates(params, updates) chex.assert_trees_all_close(final_params, params, atol=1e-2, rtol=1e-2) @chex.variants( with_jit=True, without_jit=True, with_pmap=False, with_device=True, without_device=True, ) def test_recycling_value_and_grad(self): # A vmap or a pmap makes the cond in value_and_state_from_grad # become a select and in that case this code cannot be optimal. # So we skip the pmap test. init_params = jnp.array([1.0, 10.0, 1.0]) final_params = jnp.array([1.0, -1.0, 1.0]) def fn(params): return jnp.sum((params - final_params) ** 2) value_and_grad = utils.value_and_grad_from_state(fn) base_opt = alias.sgd(learning_rate=0.1) solver = combine.chain( base_opt, linesearch.scale_by_backtracking_linesearch( max_backtracking_steps=15, increase_factor=1.0, slope_rtol=0.5, store_grad=True, ), ) init_state = solver.init(init_params) max_iter = 40 update_fn = functools.partial(solver.update, value_fn=fn) def fake_fun(_): return 1.0 fake_value_and_grad = utils.value_and_grad_from_state(fake_fun) def step_(params, state, iter_num): # Should still work as the value and grad are extracted from the state value, grad = jax.lax.cond( iter_num > 0, lambda: fake_value_and_grad(params, state=state), lambda: value_and_grad(params, state=state), ) updates, state = update_fn(grad, state, params, value=value, grad=grad) params = update.apply_updates(params, updates) return params, state step = self.variant(step_) params = init_params state = init_state for iter_num in range(max_iter): params, state = step(params, state, iter_num) params = jax.block_until_ready(params) chex.assert_trees_all_close(final_params, params, atol=1e-2, rtol=1e-2) def test_armijo_sgd(self): def fn(params, x, y): return jnp.sum((x.dot(params) - y) ** 2) # Create artificial data noise = 1e-3 key = jrd.PRNGKey(0) x_key, y_key, params_key = jrd.split(key, 3) d, m, n = 2, 16, 2 xs = jrd.normal(x_key, (n, m, d)) target_params = jrd.normal(params_key, (d,)) ys = jnp.stack([x.dot(target_params) for x in xs]) ys = ys + noise * jrd.normal(y_key, (n, m)) xs_iter = itertools.cycle(iter(xs)) ys_iter = itertools.cycle(iter(ys)) init_params = jnp.zeros((d,)) base_opt = alias.sgd(learning_rate=1.0) solver = combine.chain( base_opt, linesearch.scale_by_backtracking_linesearch(max_backtracking_steps=15), ) num_passes = 10 state = solver.init(init_params) update_fn = functools.partial(solver.update, value_fn=fn) update_fn = jax.jit(update_fn) params = init_params for _ in range(num_passes): x, y = next(xs_iter), next(ys_iter) value, grad = jax.value_and_grad(fn)(params, x, y) updates, state = update_fn( grad, state, params, value=value, grad=grad, x=x, y=y ) params = update.apply_updates(params, updates) chex.assert_trees_all_close( params, target_params, atol=5 * 1e-2, rtol=5 * 1e-2 ) if __name__ == '__main__': absltest.main()