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simple and scalable statistical modelling in R
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TF2 error - "adam" optimiser doesn't converge #579

Closed njtierney closed 2 weeks ago

njtierney commented 1 year ago 
library(devtools)
#> Loading required package: usethis
library(testthat)
#> 
#> Attaching package: 'testthat'
#> The following object is masked from 'package:devtools':
#> 
#>     test_file
load_all(".")
#> ℹ Loading greta
#> ℹ Initialising python and checking dependencies, this may take a moment.
#> ✔ Initialising python and checking dependencies ... done!
#> 
#> Loaded Tensorflow version 2.10.0
source(here::here("tests/testthat/helpers.R"))

x <- rnorm(5, 2, 0.1)
z <- variable(dim = 5)
distribution(x) <- normal(z, 0.1)

m <- model(z)

optimisers <- lst(
  gradient_descent,
  adadelta,
  adagrad,
  adam,
  ftrl,
  rms_prop
)

opt_df <- opt_df_run(optimisers, m, x)
tidied_opt <- tidy_optimisers(opt_df, tolerance = 1e-2)

expect_true(all(tidied_opt$convergence == 0))
expect_true(all(tidied_opt$iterations <= 200))
expect_true(all(tidied_opt$close_to_truth))
#> Error: all(tidied_opt$close_to_truth) is not TRUE
#> 
#> `actual`:   FALSE
#> `expected`: TRUE

tidied_opt %>% 
  filter(!close_to_truth) %>% 
  select(opt,
         par_x_diff,
         par,
         convergence,
         iterations,
         x_val) %>% 
  unnest_longer(col = c(par_x_diff, par, x_val)) %>% 
  knitr::kable()
opt par_x_diff par convergence iterations x_val
adam 0.0160897 2.062043 0 89 2.045953
adam 0.0119581 1.885603 0 89 1.873645
adam 0.0080428 1.986543 0 89 1.978500
adam 0.0006338 2.157443 0 89 2.156809
adam 0.0172759 2.009987 0 89 1.992711

Created on 2022-12-15 with reprex v2.0.2

Session info ``` r sessioninfo::session_info() #> ─ Session info ─────────────────────────────────────────────────────────────── #> setting value #> version R version 4.2.1 (2022-06-23) #> os macOS Monterey 12.3.1 #> system aarch64, darwin20 #> ui X11 #> language (EN) #> collate en_US.UTF-8 #> ctype en_US.UTF-8 #> tz Australia/Brisbane #> date 2022-12-15 #> pandoc 2.19.2 @ /Applications/RStudio.app/Contents/Resources/app/quarto/bin/tools/ (via rmarkdown) #> #> ─ Packages ─────────────────────────────────────────────────────────────────── #> ! package * version date (UTC) lib source #> abind 1.4-5 2016-07-21 [1] CRAN (R 4.2.0) #> assertthat 0.2.1 2019-03-21 [1] CRAN (R 4.2.0) #> backports 1.4.1 2021-12-13 [1] CRAN (R 4.2.0) #> base64enc 0.1-3 2015-07-28 [1] CRAN (R 4.2.0) #> brio 1.1.3 2021-11-30 [1] CRAN (R 4.2.0) #> broom 1.0.1 2022-08-29 [1] CRAN (R 4.2.0) #> cachem 1.0.6 2021-08-19 [1] CRAN (R 4.2.0) #> callr 3.7.3 2022-11-02 [1] CRAN (R 4.2.0) #> cellranger 1.1.0 2016-07-27 [1] 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#> #> ────────────────────────────────────────────────────────────────────────────── ```