from keras.src import ops from keras.src.api_export import keras_export from keras.src.optimizers import optimizer @keras_export(["keras.optimizers.RMSprop"]) class RMSprop(optimizer.Optimizer): """Optimizer that implements the RMSprop algorithm. 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. Args: learning_rate: A float, a `keras.optimizers.schedules.LearningRateSchedule` 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`. {{base_optimizer_keyword_args}} Example: >>> opt = keras.optimizers.RMSprop(learning_rate=0.1) >>> var1 = keras.backend.Variable(10.0) >>> loss = lambda: (var1 ** 2) / 2.0 # d(loss) / d(var1) = var1 >>> opt.minimize(loss, [var1]) >>> var1 9.683772 Reference: - [Hinton, 2012]( http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf) """ def __init__( self, learning_rate=0.001, rho=0.9, momentum=0.0, epsilon=1e-7, centered=False, weight_decay=None, clipnorm=None, clipvalue=None, global_clipnorm=None, use_ema=False, ema_momentum=0.99, ema_overwrite_frequency=None, loss_scale_factor=None, gradient_accumulation_steps=None, name="rmsprop", **kwargs, ): super().__init__( learning_rate=learning_rate, weight_decay=weight_decay, clipnorm=clipnorm, clipvalue=clipvalue, global_clipnorm=global_clipnorm, use_ema=use_ema, ema_momentum=ema_momentum, ema_overwrite_frequency=ema_overwrite_frequency, loss_scale_factor=loss_scale_factor, gradient_accumulation_steps=gradient_accumulation_steps, name=name, **kwargs, ) self.rho = rho self.momentum = momentum self.epsilon = epsilon self.centered = centered def build(self, var_list): if self.built: return super().build(var_list) self._velocities = self.add_optimizer_variables(var_list, "velocity") self._momentums = [] if self.momentum > 0: self._momentums = self.add_optimizer_variables(var_list, "momentum") self._average_gradients = [] if self.centered: self._average_gradients = self.add_optimizer_variables( var_list, "average_gradient" ) def update_step(self, gradient, variable, learning_rate): """Update step given gradient and the associated model variable.""" lr = ops.cast(learning_rate, variable.dtype) gradient = ops.cast(gradient, variable.dtype) velocity = self._velocities[self._get_variable_index(variable)] momentum = None if self.momentum > 0: momentum = self._momentums[self._get_variable_index(variable)] average_grad = None if self.centered: average_grad = self._average_gradients[ self._get_variable_index(variable) ] rho = self.rho self.assign( velocity, ops.add( ops.multiply(rho, velocity), ops.multiply(1 - rho, ops.square(gradient)), ), ) if self.centered: self.assign( average_grad, ops.add( ops.multiply(rho, average_grad), ops.multiply(1 - rho, gradient), ), ) denominator = velocity - ops.square(average_grad) + self.epsilon else: denominator = ops.add(velocity, self.epsilon) increment = ops.divide( ops.multiply(lr, gradient), ops.sqrt(denominator) ) if self.momentum > 0: self.assign( momentum, ops.add(ops.multiply(self.momentum, momentum), increment), ) self.assign_sub(variable, momentum) else: self.assign_sub(variable, increment) def get_config(self): config = super().get_config() config.update( { "rho": self.rho, "momentum": self.momentum, "epsilon": self.epsilon, "centered": self.centered, } ) return config RMSprop.__doc__ = RMSprop.__doc__.replace( "{{base_optimizer_keyword_args}}", optimizer.base_optimizer_keyword_args )