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from keras.src import ops
from keras.src.api_export import keras_export
from keras.src.optimizers import optimizer
@keras_export(["keras.optimizers.RMSprop"])
class RMSprop(optimizer.Optimizer):
"""Optimizer that implements the RMSprop algorithm.
The gist of RMSprop is to:
- Maintain a moving (discounted) average of the square of gradients
- Divide the gradient by the root of this average
This implementation of RMSprop uses plain momentum, not Nesterov momentum.
The centered version additionally maintains a moving average of the
gradients, and uses that average to estimate the variance.
Args:
learning_rate: A float, a
`keras.optimizers.schedules.LearningRateSchedule` instance, or
a callable that takes no arguments and returns the actual value to
use. The learning rate. Defaults to `0.001`.
rho: float, defaults to 0.9. Discounting factor for the old gradients.
momentum: float, defaults to 0.0. If not 0.0., the optimizer tracks the
momentum value, with a decay rate equals to `1 - momentum`.
epsilon: A small constant for numerical stability. This epsilon is
"epsilon hat" in the Kingma and Ba paper (in the formula just before
Section 2.1), not the epsilon in Algorithm 1 of the paper. Defaults
to 1e-7.
centered: Boolean. If `True`, gradients are normalized by the estimated
variance of the gradient; if False, by the uncentered second moment.
Setting this to `True` may help with training, but is slightly more
expensive in terms of computation and memory. Defaults to `False`.
{{base_optimizer_keyword_args}}
Example:
>>> opt = keras.optimizers.RMSprop(learning_rate=0.1)
>>> var1 = keras.backend.Variable(10.0)
>>> loss = lambda: (var1 ** 2) / 2.0 # d(loss) / d(var1) = var1
>>> opt.minimize(loss, [var1])
>>> var1
9.683772
Reference:
- [Hinton, 2012](
http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf)
"""
def __init__(
self,
learning_rate=0.001,
rho=0.9,
momentum=0.0,
epsilon=1e-7,
centered=False,
weight_decay=None,
clipnorm=None,
clipvalue=None,
global_clipnorm=None,
use_ema=False,
ema_momentum=0.99,
ema_overwrite_frequency=None,
loss_scale_factor=None,
gradient_accumulation_steps=None,
name="rmsprop",
**kwargs,
):
super().__init__(
learning_rate=learning_rate,
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,
loss_scale_factor=loss_scale_factor,
gradient_accumulation_steps=gradient_accumulation_steps,
name=name,
**kwargs,
)
self.rho = rho
self.momentum = momentum
self.epsilon = epsilon
self.centered = centered
def build(self, var_list):
if self.built:
return
super().build(var_list)
self._velocities = self.add_optimizer_variables(var_list, "velocity")
self._momentums = []
if self.momentum > 0:
self._momentums = self.add_optimizer_variables(var_list, "momentum")
self._average_gradients = []
if self.centered:
self._average_gradients = self.add_optimizer_variables(
var_list, "average_gradient"
)
def update_step(self, gradient, variable, learning_rate):
"""Update step given gradient and the associated model variable."""
lr = ops.cast(learning_rate, variable.dtype)
gradient = ops.cast(gradient, variable.dtype)
velocity = self._velocities[self._get_variable_index(variable)]
momentum = None
if self.momentum > 0:
momentum = self._momentums[self._get_variable_index(variable)]
average_grad = None
if self.centered:
average_grad = self._average_gradients[
self._get_variable_index(variable)
]
rho = self.rho
self.assign(
velocity,
ops.add(
ops.multiply(rho, velocity),
ops.multiply(1 - rho, ops.square(gradient)),
),
)
if self.centered:
self.assign(
average_grad,
ops.add(
ops.multiply(rho, average_grad),
ops.multiply(1 - rho, gradient),
),
)
denominator = velocity - ops.square(average_grad) + self.epsilon
else:
denominator = ops.add(velocity, self.epsilon)
increment = ops.divide(
ops.multiply(lr, gradient), ops.sqrt(denominator)
)
if self.momentum > 0:
self.assign(
momentum,
ops.add(ops.multiply(self.momentum, momentum), increment),
)
self.assign_sub(variable, momentum)
else:
self.assign_sub(variable, increment)
def get_config(self):
config = super().get_config()
config.update(
{
"rho": self.rho,
"momentum": self.momentum,
"epsilon": self.epsilon,
"centered": self.centered,
}
)
return config
RMSprop.__doc__ = RMSprop.__doc__.replace(
"{{base_optimizer_keyword_args}}", optimizer.base_optimizer_keyword_args
)