def template(x, init_key=None):
layer = state.init(ScalarMul(2 * jnp.ones(1)), name='scalar_mul')(
init_key, x)
x, layer = layer.call_and_update(x)
x, layer = layer.call_and_update(x)
state.assign(layer, name='scalar_mul')
return x[0]
def update(params, updates, init_key=None):
del params
if init_key is None:
raise ValueError('`init_key` cannot be `None`.')
mu_key, nu_key = random.split(init_key)
mu = state.variable(
tree_map(lambda g: np.zeros(g.shape), updates), key=mu_key, name='mu')
nu = state.variable(
tree_map(lambda g: np.zeros(g.shape), updates), key=nu_key, name='nu')
mu = state.assign(_update_moment(updates, mu, decay, 1), name='mu')
nu = state.assign(_update_moment(updates, nu, decay, 2), name='nu')
updates = tree_map(lambda g, m, n: g / np.sqrt(n - m**2 + eps), updates, mu,
nu)
return updates
def update(params, updates, init_key=None):
del params
count_key, seed_key = random.split(init_key)
count = state.variable(0., key=count_key, name='count')
rng_key = state.variable(random.PRNGKey(seed), key=seed_key, name='rng_key')
num_vars = len(tree_leaves(updates))
treedef = tree_structure(updates)
variance = eta / (1 + count)**gamma
all_keys = random.split(rng_key, num_vars + 1)
noise = tree_map(lambda g, k: random.normal(k, shape=g.shape), updates,
tree_unflatten(treedef, all_keys[1:]))
updates = tree_map(lambda g, n: g + variance * n, updates, noise)
updates, count, rng_key = primitive.tie_all(
updates, state.assign(count + 1., name='count', key=updates),
state.assign(all_keys[0], name='rng_key', key=updates))
return updates
def update(params, updates, init_key=None):
del params
if init_key is None:
raise ValueError('`init_key` cannot be `None`.')
count_key, mu_key, nu_key = random.split(init_key, 3)
count = state.variable(0., key=count_key, name='count')
mu = state.variable(
tree_map(lambda g: np.zeros(g.shape), updates), key=mu_key, name='mu')
nu = state.variable(
tree_map(lambda g: np.zeros(g.shape), updates), key=nu_key, name='nu')
mu = state.assign(_update_moment(updates, mu, b1, 1), name='mu')
nu = state.assign(_update_moment(updates, nu, b2, 2), name='nu')
count = state.assign(count + 1., name='count', key=updates)
mu_hat = tree_map(lambda t: t / (1 - b1**count), mu)
nu_hat = tree_map(lambda t: t / (1 - b2**count), nu)
updates = tree_map(lambda m, v: m / (np.sqrt(v) + eps), mu_hat, nu_hat)
return updates
def update(params, updates, init_key=None):
del params
if init_key is None:
raise ValueError('`init_key` cannot be `None`.')
count = state.variable(0., key=init_key, name='count')
updates = tree_map(lambda g: step_size_fn(count) * g, updates)
updates, count = primitive.tie_all(
updates, state.assign(count + 1., name='count', key=updates))
return updates
def update(params, updates, init_key=None):
del params
if init_key is None:
raise ValueError('`init_key` cannot be `None`.')
nu = state.variable(
tree_map(lambda g: np.zeros(g.shape), updates), key=init_key, name='nu')
nu = state.assign(_update_moment(updates, nu, decay, 2), name='nu')
updates = tree_map(lambda g, n: g / (np.sqrt(n + eps)), updates, nu)
return updates
def update(params, updates, init_key=None):
del params
count_key, grad_acc_key = random.split(init_key)
count = state.variable(0., key=count_key, name='count')
grad_acc = state.variable(tree_map(lambda g: np.zeros(g.shape),
updates),
key=grad_acc_key,
name='grad_acc')
c = count % k
acc = c != 0
grad_acc = state.assign(tree_map(lambda g, ga: acc * ga + g, updates,
grad_acc),
name='grad_acc')
emit = c == (k - 1)
updates = tree_map(lambda ga: emit * ga, grad_acc)
updates, count = primitive.tie_all(
updates, state.assign(count + 1., name='count', key=updates))
return updates
def update(params, updates, init_key=None):
del params
if init_key is None:
raise ValueError('`init_key` cannot be `None`.')
tr = state.variable(tree_map(lambda g: np.zeros(g.shape), updates),
key=init_key,
name='trace')
f = lambda g, t: g + decay * t
update_trace = state.assign(tree_map(f, updates, tr), name='trace')
updates = tree_map(f, updates,
update_trace) if nesterov else update_trace
return updates
def run(params, init_key=None):
opt = state.init(gradient_descent(update, objective),
name='opt')(init_key, params)
def body(carry, _):
opt, params = carry
params, opt = opt.call_and_update(params)
return (opt, params), ()
opt, params = lax.scan(body, (opt, params), np.arange(num_iters))[0]
opt, params = primitive.tie_all(state.assign(opt, name='opt'), params)
return params
def step(key, state, init_key=None):
kernel = st.init(kernel_fn, name='kernel')(init_key, key, state)
def body(carry, key):
kernel, state = carry
state, kernel = kernel.call_and_update(key, state)
for cb in callbacks:
kernel, state, _ = primitive.tie_all(kernel, state,
cb(kernel, state))
return (kernel, state), state
(kernel, _), states = lax.scan(body, (kernel, state),
random.split(key, num_steps))
return primitive.tie_in(st.assign(kernel, name='kernel'), states)
