def testIndexedSlicesGradientInCondInWhileLoop(self):
with ops.Graph().as_default():
embedding_matrix = tf.get_variable(
"embedding_matrix", [5, 5],
initializer=tf.random_normal_initializer())
def Cond(it, _):
return it < 5
def Body(it, cost):
embedding = embedding_ops.embedding_lookup(embedding_matrix, [0])
cost = tf.cond(tf.equal(it, 3),
lambda: tf.square(cost),
lambda: cost + tf.reduce_sum(embedding))
return it + 1, cost
_, cost = control_flow_ops.while_loop(
Cond, Body, [tf.constant(0), tf.constant(0.0)])
dynamic_grads = tf.gradients(cost, [embedding_matrix])[0]
dynamic_grads = tf.segment_sum(dynamic_grads.values,
dynamic_grads.indices)
embedding = embedding_ops.embedding_lookup(embedding_matrix, [0])
static = tf.square(
tf.reduce_sum(embedding) +
tf.reduce_sum(embedding) +
tf.reduce_sum(embedding)) + tf.reduce_sum(embedding)
static_grads = tf.gradients(static, [embedding_matrix])[0]
static_grads = tf.segment_sum(static_grads.values, static_grads.indices)
with self.test_session() as sess:
sess.run(tf.global_variables_initializer())
self.assertAllEqual(*sess.run([static_grads, dynamic_grads]))
def test_multiplicative_swap_regret_optimizer(self):
"""Tests that the stochastic matrices update as expected."""
minimization_problem = test_util.ConstantMinimizationProblem(
np.array([0.6, -0.1, 0.4]))
optimizer = MultiplicativeSwapRegretOptimizerWrapper(
gradient_descent.GradientDescentOptimizer(1.0),
initial_multiplier_radius=0.8)
train_op = optimizer.minimize_constrained(minimization_problem)
# Calculated using a numpy+python implementation of the algorithm.
expected_matrices = [
np.array([[0.4, 0.4, 0.4, 0.4], [0.2, 0.2, 0.2, 0.2],
[0.2, 0.2, 0.2, 0.2], [0.2, 0.2, 0.2, 0.2]]),
np.array([[0.36999014, 0.38528351, 0.38528351, 0.38528351],
[0.23517483, 0.21720297, 0.21720297, 0.21720297],
[0.17774131, 0.18882719, 0.18882719, 0.18882719],
[0.21709373, 0.20868632, 0.20868632, 0.20868632]]),
np.array([[0.33972109, 0.36811863, 0.37118462, 0.36906575],
[0.27114826, 0.23738228, 0.23376693, 0.23626491],
[0.15712313, 0.17641793, 0.17858959, 0.17708679],
[0.23200752, 0.21808115, 0.21645886, 0.21758255]]),
]
matrices = []
with self.cached_session() as session:
session.run(standard_ops.global_variables_initializer())
while len(matrices) < len(expected_matrices):
matrices.append(session.run(optimizer.stochastic_matrix))
session.run(train_op)
for expected, actual in zip(expected_matrices, matrices):
self.assertAllClose(expected, actual, rtol=0, atol=1e-6)
def test_multiplicative_swap_regret_optimizer(self):
"""Tests that the stochastic matrices update as expected."""
minimization_problem = test_util.ConstantMinimizationProblem(
np.array([0.6, -0.1, 0.4]))
optimizer = MultiplicativeSwapRegretOptimizerWrapper(
gradient_descent.GradientDescentOptimizer(1.0),
initial_multiplier_radius=0.8)
train_op = optimizer.minimize_constrained(minimization_problem)
# Calculated using a numpy+python implementation of the algorithm.
expected_matrices = [
np.array([[0.4, 0.4, 0.4, 0.4], [0.2, 0.2, 0.2, 0.2],
[0.2, 0.2, 0.2, 0.2], [0.2, 0.2, 0.2, 0.2]]),
np.array([[0.36999014, 0.38528351, 0.38528351, 0.38528351], [
0.23517483, 0.21720297, 0.21720297, 0.21720297
], [0.17774131, 0.18882719, 0.18882719, 0.18882719],
[0.21709373, 0.20868632, 0.20868632, 0.20868632]]),
np.array([[0.33972109, 0.36811863, 0.37118462, 0.36906575], [
0.27114826, 0.23738228, 0.23376693, 0.23626491
], [0.15712313, 0.17641793, 0.17858959, 0.17708679],
[0.23200752, 0.21808115, 0.21645886, 0.21758255]]),
]
matrices = []
with self.test_session() as session:
session.run(standard_ops.global_variables_initializer())
while len(matrices) < len(expected_matrices):
matrices.append(session.run(optimizer.stochastic_matrix))
session.run(train_op)
for expected, actual in zip(expected_matrices, matrices):
self.assertAllClose(expected, actual, rtol=0, atol=1e-6)
def test_additive_swap_regret_optimizer(self):
"""Tests that the stochastic matrices update as expected."""
minimization_problem = test_util.ConstantMinimizationProblem(
np.array([0.6, -0.1, 0.4]))
optimizer = AdditiveSwapRegretOptimizerWrapper(
gradient_descent.GradientDescentOptimizer(1.0))
train_op = optimizer.minimize_constrained(minimization_problem)
# Calculated using a numpy+python implementation of the algorithm.
expected_matrices = [
np.array([[1.0, 1.0, 1.0, 1.0], [0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0], [0.0, 0.0, 0.0, 0.0]]),
np.array([[0.66666667, 1.0, 1.0, 1.0], [0.26666667, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0], [0.06666667, 0.0, 0.0, 0.0]]),
np.array([[0.41666667, 0.93333333, 1.0, 0.98333333],
[0.46666667, 0.05333333, 0.0, 0.01333333],
[0.0, 0.0, 0.0, 0.0],
[0.11666667, 0.01333333, 0.0, 0.00333333]]),
]
matrices = []
with self.cached_session() as session:
session.run(standard_ops.global_variables_initializer())
while len(matrices) < len(expected_matrices):
matrices.append(session.run(optimizer.stochastic_matrix))
session.run(train_op)
for expected, actual in zip(expected_matrices, matrices):
self.assertAllClose(expected, actual, rtol=0, atol=1e-6)
def test_additive_swap_regret_optimizer(self):
"""Tests that the stochastic matrices update as expected."""
minimization_problem = test_util.ConstantMinimizationProblem(
np.array([0.6, -0.1, 0.4]))
optimizer = AdditiveSwapRegretOptimizerWrapper(
gradient_descent.GradientDescentOptimizer(1.0))
train_op = optimizer.minimize_constrained(minimization_problem)
# Calculated using a numpy+python implementation of the algorithm.
expected_matrices = [
np.array([[1.0, 1.0, 1.0, 1.0], [0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0], [0.0, 0.0, 0.0, 0.0]]),
np.array([[0.66666667, 1.0, 1.0, 1.0], [0.26666667, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0], [0.06666667, 0.0, 0.0, 0.0]]),
np.array([[0.41666667, 0.93333333, 1.0,
0.98333333], [0.46666667, 0.05333333, 0.0,
0.01333333], [0.0, 0.0, 0.0, 0.0],
[0.11666667, 0.01333333, 0.0, 0.00333333]]),
]
matrices = []
with self.test_session() as session:
session.run(standard_ops.global_variables_initializer())
while len(matrices) < len(expected_matrices):
matrices.append(session.run(optimizer.stochastic_matrix))
session.run(train_op)
for expected, actual in zip(expected_matrices, matrices):
self.assertAllClose(expected, actual, rtol=0, atol=1e-6)
def testIndexedSlicesGradientInCondInWhileLoop(self):
with ops.Graph().as_default():
embedding_matrix = tf.get_variable(
"embedding_matrix", [5, 5],
initializer=tf.random_normal_initializer())
def Cond(it, _):
return it < 5
def Body(it, cost):
embedding = embedding_ops.embedding_lookup(
embedding_matrix, [0])
cost = tf.cond(tf.equal(it, 3), lambda: tf.square(cost),
lambda: cost + tf.reduce_sum(embedding))
return it + 1, cost
_, cost = control_flow_ops.while_loop(
Cond, Body, [tf.constant(0), tf.constant(0.0)])
dynamic_grads = tf.gradients(cost, [embedding_matrix])[0]
dynamic_grads = tf.segment_sum(dynamic_grads.values,
dynamic_grads.indices)
embedding = embedding_ops.embedding_lookup(embedding_matrix, [0])
static = tf.square(
tf.reduce_sum(embedding) + tf.reduce_sum(embedding) +
tf.reduce_sum(embedding)) + tf.reduce_sum(embedding)
static_grads = tf.gradients(static, [embedding_matrix])[0]
static_grads = tf.segment_sum(static_grads.values,
static_grads.indices)
with self.test_session() as sess:
sess.run(tf.global_variables_initializer())
self.assertAllEqual(*sess.run([static_grads, dynamic_grads]))
def test_additive_external_regret_optimizer(self):
"""Tests that the Lagrange multipliers update as expected."""
minimization_problem = test_util.ConstantMinimizationProblem(
np.array([0.6, -0.1, 0.4]))
optimizer = AdditiveExternalRegretOptimizerWrapper(
gradient_descent.GradientDescentOptimizer(1.0),
maximum_multiplier_radius=1.0)
train_op = optimizer.minimize_constrained(minimization_problem)
expected_multipliers = [
np.array([0.0, 0.0, 0.0]),
np.array([0.6, 0.0, 0.4]),
np.array([0.7, 0.0, 0.3]),
np.array([0.8, 0.0, 0.2]),
np.array([0.9, 0.0, 0.1]),
np.array([1.0, 0.0, 0.0]),
np.array([1.0, 0.0, 0.0]),
]
multipliers = []
with self.test_session() as session:
session.run(standard_ops.global_variables_initializer())
while len(multipliers) < len(expected_multipliers):
multipliers.append(session.run(optimizer.lagrange_multipliers))
session.run(train_op)
for expected, actual in zip(expected_multipliers, multipliers):
self.assertAllClose(expected, actual, rtol=0, atol=1e-6)
def test_additive_external_regret_optimizer(self):
"""Tests that the Lagrange multipliers update as expected."""
minimization_problem = test_util.ConstantMinimizationProblem(
np.array([0.6, -0.1, 0.4]))
optimizer = AdditiveExternalRegretOptimizerWrapper(
gradient_descent.GradientDescentOptimizer(1.0),
maximum_multiplier_radius=1.0)
train_op = optimizer.minimize_constrained(minimization_problem)
expected_multipliers = [
np.array([0.0, 0.0, 0.0]),
np.array([0.6, 0.0, 0.4]),
np.array([0.7, 0.0, 0.3]),
np.array([0.8, 0.0, 0.2]),
np.array([0.9, 0.0, 0.1]),
np.array([1.0, 0.0, 0.0]),
np.array([1.0, 0.0, 0.0]),
]
multipliers = []
with self.test_session() as session:
session.run(standard_ops.global_variables_initializer())
while len(multipliers) < len(expected_multipliers):
multipliers.append(session.run(optimizer.lagrange_multipliers))
session.run(train_op)
for expected, actual in zip(expected_multipliers, multipliers):
self.assertAllClose(expected, actual, rtol=0, atol=1e-6)
def testIndexedSlicesGradient(self):
with ops.Graph().as_default():
embedding_matrix = tf.get_variable(
"embedding_matrix", [5, 5],
initializer=tf.random_normal_initializer())
def Cond(it, _):
return it < 5
def Body(it, cost):
embedding = embedding_ops.embedding_lookup(embedding_matrix + 0.0, [0])
cost += tf.reduce_sum(embedding)
return it + 1, cost
_, cost = control_flow_ops.while_loop(
Cond, Body, [tf.constant(0), tf.constant(0.0)])
optimizer = momentum.MomentumOptimizer(0.1, 0.9)
train_op = optimizer.minimize(cost)
with self.test_session() as sess:
sess.run(tf.global_variables_initializer())
for _ in range(10):
sess.run([train_op])
def testIndexedSlicesGradient(self):
with ops.Graph().as_default():
embedding_matrix = tf.get_variable(
"embedding_matrix", [5, 5],
initializer=tf.random_normal_initializer())
def Cond(it, _):
return it < 5
def Body(it, cost):
embedding = embedding_ops.embedding_lookup(
embedding_matrix + 0.0, [0])
cost += tf.reduce_sum(embedding)
return it + 1, cost
_, cost = control_flow_ops.while_loop(
Cond, Body, [tf.constant(0), tf.constant(0.0)])
optimizer = momentum.MomentumOptimizer(0.1, 0.9)
train_op = optimizer.minimize(cost)
with self.test_session() as sess:
sess.run(tf.global_variables_initializer())
for _ in range(10):
sess.run([train_op])
