Wide&Deep中为什么带L1正则化项的FTRL作为wide部分的优化器,AdaGrad作为deep部分的优化器

本文探讨了为何Google的Wide&Deep模型在宽部分使用带L1正则化的FTRL优化,而在深部分选择AdaGrad。重点分析了稀疏性在模型训练中的作用,以及FTRL和AdaGrad在处理宽、深部分特性上的差异。
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为什么在Google的Wide&Deep模型中,要使用带L1正则化项的FTRL作为wide部分的优化方法,而使用AdaGrad作为deep部分的优化方法?

论文原文的描述是这样的:

In the experiments, we used Follow- the-regularized-leader (FTRL) algorithm with L1 regularization as the optimizer for the wide part of the model, and AdaGrad for the deep part.
这个问题是一个很有意思的问题,因为原文中一带而过,所以很多同学也没有注意到这一点。但深究起来,这又是一个关键的问题,它涉及到不同训练方法的区别联系,涉及到模型的稀疏性,甚至涉及到特征选择和业务理解。

我们这篇文章就深入到Wide&Deep模型中去,从FTRL和AdaGrad出发,再剖析一次Wide&Deep模型(简称W&D)。

一句话概括W&D

由于W&D被剖析过太多次,也被应用过太多次,所以原理上这里不再赘述,一句话概括:

W&D由浅层(或单层)的Wide部分神经网络和深层的Deep部分多层神经网络组成,输出层采用softmax或logistics regression综合Wide和Deep部分的输出。

一句话概括此结构的优点:

Wide部分有利于增强模型的“记忆能力”,Deep部分有利于增强模型的“泛化能力”。

相信大家对这些知识点都已经驾轻就熟,那就直接进入这篇文章的主要切入点,为什么Wide部分要用FTRL训练?

为什么Wide部分要用L1 FTRL训练?
这个问题是一个很有意思的问题,可能近几年毕业的同学都不大清楚FTRL是什么了。四五年前FTRL曾风靡全部互联网头部公司,成为线性模型在线训练的主要方法。

彻底解释清楚FTRL并不是一件容易的事情,可能要花上10-20页左右的篇幅,感兴趣的同学可以参考冯扬当时的著名文章“在线最优化求解”(在这里https://github.com/wzhe06/Ad-papers/blob/master/Optimization%20Method/%E5%9C%A8%E7%BA%BF%E6%9C%80%E4%BC%98%E5%8C%96%E6%B1%82%E8%A7%A3(Online%20Optimization)-%E5%86%AF%E6%89%AC.pdf)。

这里简要介绍一下,你可以把FTRL当作一个稀疏性很好,精度又不错的随机梯度下降方法。由于是随机梯度下降,当然可以做到来一个样本就训练一次,进而实现模型的在线更新。所以在四五年前,大部分公司还是线性模型为主的时代,FTRL凭借非常好的在线学习能力成为主流。

说完了FTRL,再说L1正则化,参加过算法岗面试的同学可能都碰到过那个经典面试题“为什么L1正则化比L2正则化更容易产生稀疏解?”。问题的答案现在当然已经是显学了,但这里“稀疏”这个性质又冒出来了。也就是说FTRL with L1非常注重模型的稀疏性。这也就是问题的答案,W&D采用L1 FTRL是想让Wide部分变得更加稀疏。

再白话一点就是,L1 FTRL会让Wide部分的大部分权重都为0,我们准备特征的时候就不用准备那么多0权重的特征了,这大大压缩了模型权重,也压缩了特征向量的维度。

Wide部分的稀疏性为什么这么关键?

稀疏性不见得一直是一个好东西,它不管怎样都会让模型的精度有一定的损伤。肯定是特征向量维度过高导致“稀疏性”成为了关键的考量。这就涉及到Google Wide部分的特征选取了,到底Google选了什么特征需要这么注重稀疏性。我们回到他的业务场景中来。

Wide部分

在这里插入图片描述

大家可以看到红圈内的Wide部分采用了什么特征,它居然采用了两个id类特征的乘积,这两个id类特征是:

User Installed App 和 Impression App

这篇文章是Google的应用商店团队Google Play发表的,我们不难猜测Google的工程师使用这个组合特征的意图,他们是想发现当前曝光app和用户安装app的关联关系,以此来直接影响最终的得分。

但是两个id类特征向量进行组合,在维度爆炸的同时,会让原本已经非常稀疏的multihot特征向量,变得更加稀疏。正因如此,wide部分的权重数量其实是海量的。为了不把数量如此之巨的权重都搬到线上进行model serving,采用FTRL过滤掉哪些稀疏特征无疑是非常好的工程经验。

为什么Deep部分不特别考虑稀疏性的问题?

大家注意观察可以发现Deep部分的输入,要么是Age,#App Installs这些数值类特征,要么是已经降维并稠密化的Embedding向量,工程师们不会也不敢把过度稀疏的特征向量直接输入到Deep网络中。所以Deep部分不存在严重的特征稀疏问题,自然可以使用精度更好,更适用于深度学习训练的AdaGrad去训练。

再说回模型的泛化能力和记忆能力

我想到这应该把文首的问题回答清楚了。最后我想再说回所谓wide部分的“记忆能力”。其实大家可以看到,所谓的“记忆能力”,可以简单理解为发现“直接的”、“暴力的”、“显然的”关联规则的能力。比如该问题中,Google W&D期望在wide部分发现这样的规则:

用户安装了应用A,此时曝光应用B,用户安装的B概率大。

而Deep部分就更黑盒一些,它把能想到的所有特征扔进这个黑盒去做函数的拟合,显然这样的过程会“模糊”一些直接的因果关系,泛化成一些间接的,可能的相关性。

从这个角度来说,所谓“泛化能力”和“记忆能力”就更容易被直观的理解了。

最后,感谢当初网友的提问,注重细节,见微知著我想永远是一个算法工程师可贵的能力。

转载自: https://www.zhihu.com/tardis/zm/art/142958834?source_id=1003

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Args: network (Cell): The training network config (Class): WideDeep config """ def __init__(self, network, config): super(NetWithLossClass, self).__init__(auto_prefix=False) host_device_mix = bool(config.host_device_mix) parameter_server = bool(config.parameter_server) sparse = config.sparse parallel_mode = context.get_auto_parallel_context("parallel_mode") is_auto_parallel = parallel_mode in (ParallelMode.SEMI_AUTO_PARALLEL, ParallelMode.AUTO_PARALLEL) self.no_l2loss = (is_auto_parallel if (host_device_mix or config.field_slice) else parameter_server) if sparse: self.no_l2loss = True self.network = network self.l2_coef = config.l2_coef self.loss = ops.SigmoidCrossEntropyWithLogits() self.square = ops.Square() self.reduceMean_false = ops.ReduceMean(keep_dims=False) if is_auto_parallel: self.reduceMean_false.add_prim_attr("cross_batch", True) self.reduceSum_false = ops.ReduceSum(keep_dims=False) def construct(self, batch_ids, batch_wts, label): ''' Construct NetWithLossClass ''' predict, embedding_table = self.network(batch_ids, batch_wts) log_loss = self.loss(predict, label) wide_loss = self.reduceMean_false(log_loss) if self.no_l2loss: deep_loss = wide_loss else: l2_loss_v = self.reduceSum_false(self.square(embedding_table)) / 2 deep_loss = self.reduceMean_false(log_loss) + self.l2_coef * l2_loss_v return wide_loss, deep_loss class IthOutputCell(nn.Cell): def __init__(self, network, output_index): super(IthOutputCell, self).__init__() self.network = network self.output_index = output_index def construct(self, x1, x2, x3): predict = self.network(x1, x2, x3)[self.output_index] return predict class TrainStepWrap(nn.Cell): """ Encapsulation class of WideDeep network training. Append Adam and FTRL optimizers to the training network after that construct function can be called to create the backward graph. Args: network (Cell): The training network. Note that loss function should have been added. sens (Number): The adjust parameter. Default: 1024.0 host_device_mix (Bool): Whether run in host and device mix mode. Default: False parameter_server (Bool): Whether run in parameter server mode. Default: False """ def __init__(self, network, sens=1024.0, host_device_mix=False, parameter_server=False, sparse=False, cache_enable=False): super(TrainStepWrap, self).__init__() parallel_mode = context.get_auto_parallel_context("parallel_mode") is_auto_parallel = parallel_mode in (ParallelMode.SEMI_AUTO_PARALLEL, ParallelMode.AUTO_PARALLEL) self.network = network self.network.set_train() self.trainable_params = network.trainable_params() weights_w = [] weights_d = [] for params in self.trainable_params: if 'wide' in params.name: weights_w.append(params) else: weights_d.append(params) self.weights_w = ParameterTuple(weights_w) self.weights_d = ParameterTuple(weights_d) if (sparse and is_auto_parallel) or (sparse and parameter_server): self.optimizer_d = Adam( self.weights_d, learning_rate=5e-4, eps=1e-8, loss_scale=sens, use_lazy=True) self.optimizer_w = FTRL(learning_rate=1e-3, params=self.weights_w, l1=1e-8, l2=1e-8, initial_accum=1.0, loss_scale=sens) if host_device_mix or (parameter_server and not cache_enable): self.optimizer_w.target = "CPU" self.optimizer_d.target = "CPU" else: self.optimizer_d = Adam( self.weights_d, learning_rate=5e-4, eps=1e-8, loss_scale=sens) self.optimizer_w = FTRL(learning_rate=1e-3, params=self.weights_w, l1=1e-8, l2=1e-8, initial_accum=1.0, loss_scale=sens) self.hyper_map = ops.HyperMap() self.grad_w = ops.GradOperation(get_by_list=True, sens_param=True) self.grad_d = ops.GradOperation(get_by_list=True, sens_param=True) self.sens = sens self.loss_net_w = IthOutputCell(network, output_index=0) self.loss_net_d = IthOutputCell(network, output_index=1) self.loss_net_w.set_grad() self.loss_net_d.set_grad() self.reducer_flag = False self.grad_reducer_w = None self.grad_reducer_d = None self.reducer_flag = parallel_mode in (ParallelMode.DATA_PARALLEL, ParallelMode.HYBRID_PARALLEL) if self.reducer_flag: mean = context.get_auto_parallel_context("gradients_mean") degree = context.get_auto_parallel_context("device_num") self.grad_reducer_w = DistributedGradReducer(self.optimizer_w.parameters, mean, degree) self.grad_reducer_d = DistributedGradReducer(self.optimizer_d.parameters, mean, degree) def construct(self, batch_ids, batch_wts, label): ''' Construct wide and deep model ''' weights_w = self.weights_w weights_d = self.weights_d loss_w, loss_d = self.network(batch_ids, batch_wts, label) sens_w = ops.Fill()(ops.DType()(loss_w), ops.Shape()(loss_w), self.sens) sens_d = ops.Fill()(ops.DType()(loss_d), ops.Shape()(loss_d), self.sens) grads_w = self.grad_w(self.loss_net_w, weights_w)(batch_ids, batch_wts, label, sens_w) grads_d = self.grad_d(self.loss_net_d, weights_d)(batch_ids, batch_wts, label, sens_d) if self.reducer_flag: grads_w = self.grad_reducer_w(grads_w) grads_d = self.grad_reducer_d(grads_d) return ops.depend(loss_w, self.optimizer_w(grads_w)), ops.depend(loss_d, self.optimizer_d(grads_d)) class PredictWithSigmoid(nn.Cell): """ Predict definition """ def __init__(self, network): super(PredictWithSigmoid, self).__init__() self.network = network self.sigmoid = ops.Sigmoid() parallel_mode = context.get_auto_parallel_context("parallel_mode") full_batch = context.get_auto_parallel_context("full_batch") is_auto_parallel = parallel_mode in (ParallelMode.SEMI_AUTO_PARALLEL, ParallelMode.AUTO_PARALLEL) if is_auto_parallel and full_batch: self.sigmoid.shard(((1, 1),)) def construct(self, batch_ids, batch_wts, labels): logits, _, = self.network(batch_ids, batch_wts) pred_probs = self.sigmoid(logits) return logits, pred_probs, labels # Pre processing def pre_process_criteo_wide_deep(x): return x class WideDeepPostProcess: def __init__(self): self.good = 0 self.total = 0 self.roc_auc = 0 self.results = [] self.labels = [] def __call__(self, results, expected=None, result_dict=None): processed_results = [] n = len(results) for idx in range(0, n): result = results['auc'] processed_results.append(result) self.good += 1 self.total += 1 return processed_results def add_results(self, labels, results): self.results.append(results) self.labels.append(labels) def start(self): self.good = 0 self.total = 0 self.roc_auc = 0 self.results = [] def finalize(self, result_dict, ds=False, output_dir=None): result_dict["good"] = self.good result_dict["total"] = self.total 这段代码包含模型部分和训练部分么?
最新发布
06-17
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