mindspore.ops.ApplyProximalGradientDescent

class mindspore.ops.ApplyProximalGradientDescent[source]

Updates relevant entries according to the FOBOS(Forward Backward Splitting) algorithm.

\[\begin{split}\begin{array}{ll} \\ \text{prox_v} = var - \alpha * \delta \\ var = \frac{sign(\text{prox_v})}{1 + \alpha * l2} * \max(\left| \text{prox_v} \right| - \alpha * l1, 0) \end{array}\end{split}\]

where \(\alpha\) represents alpha, \(\delta\) represents delta.

Inputs of var and delta comply with the implicit type conversion rules to make the data types consistent. If they have different data types, lower priority data type will be converted to relatively highest priority data type. RuntimeError exception will be thrown when the data type conversion of Parameter is required.

Inputs:

  • var (Parameter) - Variable tensor to be updated. With float32 or float16 data type. The shape is \((N, *)\) where \(*\) means, any number of additional dimensions.

  • alpha (Union[Number, Tensor]) - Scaling factor, must be a scalar. With float32 or float16 data type.

  • l1 (Union[Number, Tensor]) - l1 regularization strength, must be scalar. With float32 or float16 data type.

  • l2 (Union[Number, Tensor]) - l2 regularization strength, must be scalar. With float32 or float16 data type.

  • delta (Tensor) - A tensor for the change, has the same shape and data type as var.

Outputs:

Tensor, represents the updated var.

Raises

  • TypeError – If dtype of var, alpha, l1 or l2 is neither float16 nor float32.

  • TypeError – If alpha, l1 or l2 is neither a Number nor a Tensor.

  • TypeError – If delta is not a Tensor.

Supported Platforms:

Ascend

Examples

>>> class Net(nn.Cell):
...     def __init__(self):
...         super(Net, self).__init__()
...         self.apply_proximal_gradient_descent = ops.ApplyProximalGradientDescent()
...         self.var = Parameter(Tensor(np.ones([2, 2]).astype(np.float32)), name="var")
...         self.alpha = 0.001
...         self.l1 = 0.1
...         self.l2 = 0.1
...     def construct(self, delta):
...         out = self.apply_proximal_gradient_descent(self.var, self.alpha, self.l1, self.l2, delta)
...         return out
...
>>> net = Net()
>>> delta = Tensor(np.array([[0.1, 0.1], [0.1, 0.1]]).astype(np.float32))
>>> output = net(delta)
>>> print(output)
[[0.99969995 0.99969995]
 [0.99969995 0.99969995]]