tf.keras.optimizers.Ftrl

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Optimizer that implements the FTRL algorithm.

Inherits From: Optimizer

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Main aliases

tf.optimizers.Ftrl

Compat aliases for migration

See Migration guide for more details.

tf.compat.v1.keras.optimizers.Ftrl

tf.keras.optimizers.Ftrl(
    learning_rate=0.001, learning_rate_power=-0.5, initial_accumulator_value=0.1,
    l1_regularization_strength=0.0, l2_regularization_strength=0.0, name='Ftrl',
    l2_shrinkage_regularization_strength=0.0, **kwargs
)

See Algorithm 1 of this paper. This version has support for both online L2 (the L2 penalty given in the paper above) and shrinkage-type L2 (which is the addition of an L2 penalty to the loss function).

Args
learning_rate	A Tensor, floating point value, or a schedule that is a tf.keras.optimizers.schedules.LearningRateSchedule. The learning rate.
learning_rate_power	A float value, must be less or equal to zero. Controls how the learning rate decreases during training. Use zero for a fixed learning rate.
initial_accumulator_value	The starting value for accumulators. Only zero or positive values are allowed.
l1_regularization_strength	A float value, must be greater than or equal to zero.
l2_regularization_strength	A float value, must be greater than or equal to zero.
name	Optional name prefix for the operations created when applying gradients. Defaults to "Ftrl".
l2_shrinkage_regularization_strength	A float value, must be greater than or equal to zero. This differs from L2 above in that the L2 above is a stabilization penalty, whereas this L2 shrinkage is a magnitude penalty. When input is sparse shrinkage will only happen on the active weights.
**kwargs	Keyword arguments. Allowed to be one of "clipnorm" or "clipvalue". "clipnorm" (float) clips gradients by norm; "clipvalue" (float) clips gradients by value.

Reference:

• paper

Args
name	A non-empty string. The name to use for accumulators created for the optimizer.
**kwargs	keyword arguments. Allowed to be {clipnorm, clipvalue, lr, decay}. clipnorm is clip gradients by norm; clipvalue is clip gradients by value, decay is included for backward compatibility to allow time inverse decay of learning rate. lr is included for backward compatibility, recommended to use learning_rate instead.

Raises
ValueError	If name is malformed.

Attributes
iterations	Variable. The number of training steps this Optimizer has run.
weights	Returns variables of this Optimizer based on the order created.

Methods

add_slot

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add_slot(
    var, slot_name, initializer='zeros'
)

Add a new slot variable for var.

add_weight

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add_weight(
    name, shape, dtype=None, initializer='zeros', trainable=None,
    synchronization=tf.VariableSynchronization.AUTO,
    aggregation=tf.compat.v1.VariableAggregation.NONE
)

apply_gradients

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apply_gradients(
    grads_and_vars, name=None, experimental_aggregate_gradients=True
)

Apply gradients to variables.

This is the second part of minimize(). It returns an Operation that applies gradients.

The method sums gradients from all replicas in the presence of tf.distribute.Strategy by default. You can aggregate gradients yourself by passing experimental_aggregate_gradients=False.

Example:

grads = tape.gradient(loss, vars)
grads = tf.distribute.get_replica_context().all_reduce('sum', grads)
# Processing aggregated gradients.
optimizer.apply_gradients(zip(grads, vars),
    experimental_aggregate_gradients=False)

Args
grads_and_vars	List of (gradient, variable) pairs.
name	Optional name for the returned operation. Default to the name passed to the Optimizer constructor.
experimental_aggregate_gradients	Whether to sum gradients from different replicas in the presense of tf.distribute.Strategy. If False, it's user responsibility to aggregate the gradients. Default to True.

Returns
An Operation that applies the specified gradients. The iterations will be automatically increased by 1.

Raises
TypeError	If grads_and_vars is malformed.
ValueError	If none of the variables have gradients.

from_config

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@classmethod
from_config(
    config, custom_objects=None
)

Creates an optimizer from its config.

This method is the reverse of get_config, capable of instantiating the same optimizer from the config dictionary.

Arguments
config	A Python dictionary, typically the output of get_config.
custom_objects	A Python dictionary mapping names to additional Python objects used to create this optimizer, such as a function used for a hyperparameter.

Returns
An optimizer instance.

get_config

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get_config()

Returns the config of the optimizer.

An optimizer config is a Python dictionary (serializable) containing the configuration of an optimizer. The same optimizer can be reinstantiated later (without any saved state) from this configuration.

Returns
Python dictionary.

get_gradients

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get_gradients(
    loss, params
)

Returns gradients of loss with respect to params.

Arguments
loss	Loss tensor.
params	List of variables.

Returns
List of gradient tensors.

Raises
ValueError	In case any gradient cannot be computed (e.g. if gradient function not implemented).

get_slot

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get_slot(
    var, slot_name
)

get_slot_names

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get_slot_names()

A list of names for this optimizer's slots.

get_updates

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get_updates(
    loss, params
)

get_weights

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get_weights()

Returns the current weights of the optimizer.

The weights of an optimizer are its state (ie, variables). This function returns the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they were created. The returned list can in turn be used to load state into similarly parameterized optimizers.

For example, the RMSprop optimizer for this simple model returns a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:

opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
len(opt.get_weights())
3

Returns
Weights values as a list of numpy arrays.

minimize

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minimize(
    loss, var_list, grad_loss=None, name=None
)

Minimize loss by updating var_list.

This method simply computes gradient using tf.GradientTape and calls apply_gradients(). If you want to process the gradient before applying then call tf.GradientTape and apply_gradients() explicitly instead of using this function.

Args
loss	A callable taking no arguments which returns the value to minimize.
var_list	list or tuple of Variable objects to update to minimize loss, or a callable returning the list or tuple of Variable objects. Use callable when the variable list would otherwise be incomplete before minimize since the variables are created at the first time loss is called.
grad_loss	Optional. A Tensor holding the gradient computed for loss.
name	Optional name for the returned operation.

Returns
An Operation that updates the variables in var_list. The iterations will be automatically increased by 1.

Raises
ValueError	If some of the variables are not Variable objects.

set_weights

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set_weights(
    weights
)

Set the weights of the optimizer.

The weights of an optimizer are its state (ie, variables). This function takes the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they are created. The passed values are used to set the new state of the optimizer.

For example, the RMSprop optimizer for this simple model takes a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:

opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
new_weights = [np.array(10), np.ones([20, 10]), np.zeros([10])]
opt.set_weights(new_weights)
opt.iterations
<tf.Variable 'RMSprop/iter:0' shape=() dtype=int64, numpy=10>

Arguments
weights	weight values as a list of numpy arrays.

variables

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variables()

Returns variables of this Optimizer based on the order created.