fix optimizer bug in #61 (#70)

* fix optimizer bug in #61

* regenerate snapshots on intel hardware

* rephrase

Author: topepo

NEWS.md

@@ -1,5 +1,7 @@
 # brulee (development version)
 
+* Fixed a bug where SGD always being used as the optimizer (#61). 
+
 # brulee 0.2.0
 
 * Several learning rate schedulers were added to the modeling functions (#12).

R/linear_reg-fit.R

@@ -452,12 +452,17 @@ linear_reg_fit_imp <-
     }
     loss_label <- "\tLoss (scaled):"
 
+    if (optimizer == "LBFGS" & !is.null(batch_size)) {
+     rlang::warn("'batch_size' is only used for the SGD optimizer.")
+     batch_size <- NULL
+    }
     if (is.null(batch_size)) {
       batch_size <- nrow(x)
     } else {
       batch_size <- min(batch_size, nrow(x))
     }
 
+
     ## ---------------------------------------------------------------------------
     # Convert to index sampler and data loader
     ds <- brulee::matrix_to_dataset(x, y)
@@ -472,17 +477,7 @@ linear_reg_fit_imp <-
     # Initialize model and optimizer
     model <- linear_reg_module(ncol(x))
     loss_fn <- make_penalized_loss(loss_fn, model, penalty, mixture)
-
-    # Write a optim wrapper
-    if (optimizer == "LBFGS") {
-      optimizer <- torch::optim_lbfgs(model$parameters, lr = learn_rate,
-                                      history_size = 5)
-    } else if (optimizer == "SGD") {
-      optimizer <-
-        torch::optim_sgd(model$parameters, lr = learn_rate, momentum = momentum)
-    } else {
-      rlang::abort(paste0("Unknown optimizer '", optimizer, "'"))
-    }
+    optimizer_obj <- set_optimizer(optimizer, model, learn_rate, momentum)
 
     ## ---------------------------------------------------------------------------
 
@@ -505,13 +500,13 @@ linear_reg_fit_imp <-
       coro::loop(
         for (batch in dl) {
           cl <- function() {
-            optimizer$zero_grad()
+            optimizer_obj$zero_grad()
             pred <- model(batch$x)
             loss <- loss_fn(pred, batch$y)
             loss$backward()
             loss
           }
-          optimizer$step(cl)
+          optimizer_obj$step(cl)
         }
       )
 

R/logistic_reg-fit.R

@@ -463,6 +463,10 @@ logistic_reg_fit_imp <-
     y_stats <- list(mean = NA_real_, sd = NA_real_)
     loss_label <- "\tLoss:"
 
+    if (optimizer == "LBFGS" & !is.null(batch_size)) {
+     rlang::warn("'batch_size' is only used for the SGD optimizer.")
+     batch_size <- NULL
+    }
     if (is.null(batch_size)) {
       batch_size <- nrow(x)
     } else {
@@ -483,17 +487,7 @@ logistic_reg_fit_imp <-
     # Initialize model and optimizer
     model <- logistic_module(ncol(x), y_dim)
     loss_fn <- make_penalized_loss(loss_fn, model, penalty, mixture)
-
-    # Write a optim wrapper
-    if (optimizer == "LBFGS") {
-      optimizer <- torch::optim_lbfgs(model$parameters, lr = learn_rate,
-                                      history_size = 5)
-    } else if (optimizer == "SGD") {
-      optimizer <-
-        torch::optim_sgd(model$parameters, lr = learn_rate, momentum = momentum)
-    } else {
-      rlang::abort(paste0("Unknown optimizer '", optimizer, "'"))
-    }
+    optimizer_obj <- set_optimizer(optimizer, model, learn_rate, momentum)
 
     ## ---------------------------------------------------------------------------
 
@@ -517,13 +511,13 @@ logistic_reg_fit_imp <-
       coro::loop(
         for (batch in dl) {
           cl <- function() {
-            optimizer$zero_grad()
+            optimizer_obj$zero_grad()
             pred <- model(batch$x)
             loss <- loss_fn(pred, batch$y, class_weights)
             loss$backward()
             loss
           }
-          optimizer$step(cl)
+          optimizer_obj$step(cl)
         }
       )
 

R/mlp-fit.R

@@ -201,7 +201,7 @@
 #'  set.seed(2)
 #'  cls_fit <- brulee_mlp(class ~ ., data = parabolic_tr, hidden_units = 2,
 #'                         epochs = 200L, learn_rate = 0.1, activation = "elu",
-#'                         penalty = 0.1, batch_size = 2^8)
+#'                         penalty = 0.1, batch_size = 2^8, optimizer = "SGD")
 #'  autoplot(cls_fit)
 #'
 #'  grid_points <- seq(-4, 4, length.out = 100)
@@ -435,9 +435,9 @@ brulee_mlp_bridge <- function(processed, epochs, hidden_units, activation,
   if (length(hidden_units) != length(activation)) {
     rlang::abort("'activation' must be a single value or a vector with the same length as 'hidden_units'")
   }
-
   if (optimizer == "LBFGS" & !is.null(batch_size)) {
-   rlang::warn("'batch_size' is only use for the SGD optimizer.")
+   rlang::warn("'batch_size' is only used for the SGD optimizer.")
+   batch_size <- NULL
   }
 
   check_integer(epochs, single = TRUE, 1, fn = f_nm)
@@ -656,16 +656,8 @@ mlp_fit_imp <-
     model <- mlp_module(ncol(x), hidden_units, activation, dropout, y_dim)
     loss_fn <- make_penalized_loss(loss_fn, model, penalty, mixture)
 
-    # Set the optimizer
-    if (optimizer == "LBFGS") {
-     optimizer <- torch::optim_lbfgs(model$parameters, lr = learn_rate,
-                                     history_size = 5)
-    } else if (optimizer == "SGD") {
-     optimizer <-
-      torch::optim_sgd(model$parameters, lr = learn_rate, momentum = momentum)
-    } else {
-     rlang::abort(paste0("Unknown optimizer '", optimizer, "'"))
-    }
+    # Set the optimizer (will be set again below)
+    optimizer_obj <- set_optimizer(optimizer, model, learn_rate, momentum)
 
     ## ---------------------------------------------------------------------------
 
@@ -694,19 +686,19 @@ mlp_fit_imp <-
      # resetting them can interfere in training."
 
      learn_rate <- set_learn_rate(epoch - 1, learn_rate, type = rate_schedule, ...)
-     optimizer <- torch::optim_sgd(model$parameters, lr = learn_rate, momentum = momentum)
+     optimizer_obj <- set_optimizer(optimizer, model, learn_rate, momentum)
 
       # training loop
       coro::loop(
        for (batch in dl) {
         cl <- function() {
-         optimizer$zero_grad()
+         optimizer_obj$zero_grad()
          pred <- model(batch$x)
          loss <- loss_fn(pred, batch$y, class_weights)
          loss$backward()
          loss
         }
-        optimizer$step(cl)
+        optimizer_obj$step(cl)
        }
       )
 
@@ -874,3 +866,14 @@ get_activation_fn <- function(arg, ...) {
   }
   res
 }
+
+set_optimizer <- function(optimizer, model, learn_rate, momentum) {
+ if (optimizer == "LBFGS") {
+  res <- torch::optim_lbfgs(model$parameters, lr = learn_rate, history_size = 5)
+ } else if (optimizer == "SGD") {
+  res <- torch::optim_sgd(model$parameters, lr = learn_rate, momentum = momentum)
+ } else {
+  rlang::abort(paste0("Unknown optimizer '", optimizer, "'"))
+ }
+ res
+}

R/multinomial_reg-fit.R

@@ -444,6 +444,10 @@ multinomial_reg_fit_imp <-
     y_stats <- list(mean = NA_real_, sd = NA_real_)
     loss_label <- "\tLoss:"
 
+    if (optimizer == "LBFGS" & !is.null(batch_size)) {
+     rlang::warn("'batch_size' is only used for the SGD optimizer.")
+     batch_size <- NULL
+    }
     if (is.null(batch_size)) {
       batch_size <- nrow(x)
     } else {
@@ -464,17 +468,7 @@ multinomial_reg_fit_imp <-
     # Initialize model and optimizer
     model <- multinomial_module(ncol(x), y_dim)
     loss_fn <- make_penalized_loss(loss_fn, model, penalty, mixture)
-
-    # Write a optim wrapper
-    if (optimizer == "LBFGS") {
-      optimizer <- torch::optim_lbfgs(model$parameters, lr = learn_rate,
-                                      history_size = 5)
-    } else if (optimizer == "SGD") {
-      optimizer <-
-        torch::optim_sgd(model$parameters, lr = learn_rate, momentum = momentum)
-    } else {
-      rlang::abort(paste0("Unknown optimizer '", optimizer, "'"))
-    }
+    optimizer_obj <- set_optimizer(optimizer, model, learn_rate, momentum)
 
     ## ---------------------------------------------------------------------------
 
@@ -498,13 +492,13 @@ multinomial_reg_fit_imp <-
       coro::loop(
         for (batch in dl) {
           cl <- function() {
-            optimizer$zero_grad()
+           optimizer_obj$zero_grad()
             pred <- model(batch$x)
             loss <- loss_fn(pred, batch$y, class_weights)
             loss$backward()
             loss
           }
-          optimizer$step(cl)
+          optimizer_obj$step(cl)
         }
       )
 

inst/WORDLIST

@@ -1,28 +1,16 @@
 CMD
 Codecov
-Hoerl
-Kennard
 LBFGS
 Lifecycle
-Multilayer
-Nonorthogonal
 ORCID
+PBC
 SGD
-Springer
-Technometrics
 elu
 extensibility
-optimizers
-perceptron
+funder
+mlp
+multilayer
+perceptrons
 relu
-relu’
 tanh
-CMD
-Lifecycle
-LBFGS
-SGD
-optimizers
-ggplot
-mlp
 tibble
-multilayer

man/brulee_mlp.Rd

@@ -3,7 +3,7 @@
     Code
       set.seed(1)
       fit <- brulee_logistic_reg(y ~ ., df, epochs = 2, verbose = TRUE, penalty = 0)
-    Message <rlang_message>
+    Message
       epoch: 1 	Loss: 0.173 
       epoch: 2 	Loss: 0.173  x 
 
@@ -25,7 +25,7 @@
       set.seed(1)
       fit_imbal <- brulee_logistic_reg(y ~ ., df_imbal, verbose = TRUE,
       class_weights = 20, optimizer = "SGD", penalty = 0)
-    Message <rlang_message>
+    Message
       epoch:  1 	Loss: 0.329 
       epoch:  2 	Loss: 0.302 
       epoch:  3 	Loss: 0.282 
@@ -53,7 +53,7 @@
       set.seed(1)
       fit <- brulee_logistic_reg(y ~ ., df_imbal, epochs = 2, verbose = TRUE,
       class_weights = c(a = 12, b = 1), penalty = 0)
-    Message <rlang_message>
+    Message
       epoch: 1 	Loss: 0.113 
       epoch: 2 	Loss: 0.113  x