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Optimizer that implements the RMSprop algorithm.

Source: R/optimizers.R
optimizer_rmsprop.Rd

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.

Usage

optimizer_rmsprop(
  learning_rate = 0.001,
  rho = 0.9,
  momentum = 0,
  epsilon = 1e-07,
  centered = FALSE,
  weight_decay = NULL,
  clipnorm = NULL,
  clipvalue = NULL,
  global_clipnorm = NULL,
  use_ema = FALSE,
  ema_momentum = 0.99,
  ema_overwrite_frequency = NULL,
  name = "rmsprop",
  ...,
  loss_scale_factor = NULL,
  gradient_accumulation_steps = NULL
)

Arguments

learning_rate

A float, a learning_rate_schedule_* 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.

weight_decay

Float. If set, weight decay is applied.

clipnorm

Float. If set, the gradient of each weight is individually clipped so that its norm is no higher than this value.

clipvalue

Float. If set, the gradient of each weight is clipped to be no higher than this value.

global_clipnorm

Float. If set, the gradient of all weights is clipped so that their global norm is no higher than this value.

use_ema

Boolean, defaults to FALSE. If TRUE, exponential moving average (EMA) is applied. EMA consists of computing an exponential moving average of the weights of the model (as the weight values change after each training batch), and periodically overwriting the weights with their moving average.

ema_momentum

Float, defaults to 0.99. Only used if use_ema=TRUE. This is the momentum to use when computing the EMA of the model's weights: new_average = ema_momentum * old_average + (1 - ema_momentum) * current_variable_value.

ema_overwrite_frequency

Int or NULL, defaults to NULL. Only used if use_ema=TRUE. Every ema_overwrite_frequency steps of iterations, we overwrite the model variable by its moving average. If NULL, the optimizer does not overwrite model variables in the middle of training, and you need to explicitly overwrite the variables at the end of training by calling optimizer$finalize_variable_values() (which updates the model variables in-place). When using the built-in fit() training loop, this happens automatically after the last epoch, and you don't need to do anything.

name

String. The name to use for momentum accumulator weights created by the optimizer.

...

For forward/backward compatability.

loss_scale_factor

Float or NULL. If a float, the scale factor will be multiplied the loss before computing gradients, and the inverse of the scale factor will be multiplied by the gradients before updating variables. Useful for preventing underflow during mixed precision training. Alternately, optimizer_loss_scale() will automatically set a loss scale factor.

gradient_accumulation_steps

Int or NULL. If an int, model and optimizer variables will not be updated at every step; instead they will be updated every gradient_accumulation_steps steps, using the average value of the gradients since the last update. This is known as "gradient accumulation". This can be useful when your batch size is very small, in order to reduce gradient noise at each update step. EMA frequency will look at "accumulated" iterations value (optimizer steps // gradient_accumulation_steps). Learning rate schedules will look at "real" iterations value (optimizer steps).

Value

an Optimizer instance

Usage

opt <- optimizer_rmsprop(learning_rate=0.1)

Reference

See also

Other optimizers:
optimizer_adadelta()
optimizer_adafactor()
optimizer_adagrad()
optimizer_adam()
optimizer_adam_w()
optimizer_adamax()
optimizer_ftrl()
optimizer_lamb()
optimizer_lion()
optimizer_loss_scale()
optimizer_nadam()
optimizer_sgd()