ParameterSchedulers

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ParameterSchedulers.jl provides common machine learning (ML) schedulers for hyper-parameters. Though this package is framework agnostic, a convenient interface for pairing schedules with Flux.jl optimizers is available. Using this package with Flux is as simple as:

using Flux, ParameterSchedulers
using ParameterSchedulers: Scheduler

opt = Scheduler(Momentum, Exp(start = 1e-2, decay = 0.8))

Available Schedules

This is a table of the common schedules implemented, but ParameterSchedulers provides utilities for creating more exotic schedules as well. The higher order schedules should make it so that you will rarely need to write a schedule from scratch.

You can read this paper for more information on the schedules below.

Schedule Description Type Example

Step(; start, decay, step_sizes)

Exponential decay by decay every step in step_sizes

Decay
    +---------------+ 
    |⠉⠉⢆⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠀⠀⠀⠉⠉⠉⠉⢢⠀⠀⠀⠀⠀⠀⠀| 
    |⠀⠀⠀⠀⠀⠀⠀⠀⠉⠉⠑⢄⣀⣀⣀| 
    +---------------+ 

Exp(start, decay)

Exponential decay by decay every iteration

Decay
    +---------------+ 
    |⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠣⢄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠀⠀⠀⠓⠢⠤⢄⣀⣀⣀⣀⣀⣀⣀⣀| 
    +---------------+ 

CosAnneal(;l0, l1, period)

Cosine annealing

Cyclic
    +---------------+ 
    |⠉⠒⡄⠀⠀⠀⡎⠑⠢⡀⠀⠀⢠⠋⠒| 
    |⠀⠀⠈⢆⢰⠁⠀⠀⠑⡄⠀⠀| 
    |⠀⠀⠀⠀⠣⡇⠀⠀⠀⠀⠈⢶⠁⠀⠀| 
    +---------------+ 

OneCycle(nsteps, maxval)

One cycle cosine

Complex
    +---------------+ 
    |⠀⠀⠀⡤⠊⠉⠉⠒⠤⡀⠀⠀⠀⠀⠀| 
    |⢀⠜⠀⠀⠀⠀⠀⠀⠈⠑⢄⠀⠀⠀| 
    |⡠⠊⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⠢⢄| 
    +---------------+ 

Triangle(l0, l1, period)

Triangle wave function

Cyclic
    +---------------+ 
    |⡼⡀⡸⡇⢠⢣⠀⠀⡾⡀| 
    |⢰⠁⢇⢀⠇⢸⡜⠈⡆⢸⢣⢀⠇| 
    |⠘⡜⠀⠀⢷⠁⢱⡇⠘⡜| 
    +---------------+ 

TriangleDecay2(l0, l1, period)

Triangle wave function with half the amplitude every period

Cyclic
    +---------------+ 
    |⡼⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⢰⠁⢇⢠⡄⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠘⣤⠃⠘⣄⡠⠒⢄⣀⡠⢄⣀⣀| 
    +---------------+ 

TriangleExp(l0, l1, period, decay)

Triangle wave function with exponential amplitude decay at rate decay

Cyclic
    +---------------+ 
    |⡼⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⢰⠁⢇⡜⢇⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠘⡼⠈⢆⠎⠈⢆⣀⠜⠢⣀⠤| 
    +---------------+ 

Poly(start, degree, max_iter)

Polynomial decay at degree degree.

Decay
    +---------------+ 
    |⠉⠢⢄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠀⠀⠀⠉⠒⠤⣀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠀⠀⠀⠀⠀⠀⠀⠉⠓⠒⠤⠤⣀⣀⣀| 
    +---------------+ 

Inv(start, decay, degree)

Inverse decay at rate (1 + t * decay)^degree

Decay
    +---------------+ 
    |⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠈⡆⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠈⠑⠤⠤⢄⣀⣀⣀⣀⣀⣀⣀⣀⣀| 
    +---------------+ 

Sin(;l0, l1, period)

Sine function

Cyclic
    +---------------+ 
    |⡼⡀⡸⡇⢠⢣⠀⠀⡾⡀| 
    |⢰⠁⢇⢀⠇⢸⡜⠈⡆⢸⢣⢀⠇| 
    |⠘⡜⠀⠀⢷⠁⢱⡇⠘⡜| 
    +---------------+ 

SinDecay2(l0, l1, period)

Sine function with half the amplitude every period

Cyclic
    +---------------+ 
    |⡼⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⢰⠁⢇⡠⡄⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠘⡴⠁⠘⣄⡠⠒⢄⣀⡠⢄⣀⣀| 
    +---------------+ 

SinExp(l0, l1, period)

Sine function with exponential amplitude decay at rate decay

Cyclic
    +---------------+ 
    |⡼⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⢰⠁⢇⡜⢇⠀⠀⠀⠀⠀⠀⠀⠀| 
    |⠘⡼⠈⢆⠎⠈⢆⣀⠜⠢⣀⠤| 
    +---------------+