roywei commented on a change in pull request #14629: [MXNET-1333] Estimator and 
Fit API
URL: https://github.com/apache/incubator-mxnet/pull/14629#discussion_r279517266
 
 

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 File path: python/mxnet/gluon/contrib/estimator/estimator.py
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 @@ -0,0 +1,363 @@
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+
+# coding: utf-8
+# pylint: disable=wildcard-import, unused-variable
+"""Gluon Estimator"""
+
+import copy
+import warnings
+import weakref
+
+from .event_handler import MetricHandler, ValidationHandler, LoggingHandler
+from .event_handler import TrainBegin, EpochBegin, BatchBegin, BatchEnd, 
EpochEnd, TrainEnd
+from .... import gluon, autograd
+from ....context import Context, cpu, gpu, num_gpus
+from ....metric import EvalMetric, Loss, Accuracy
+
+__all__ = ['Estimator']
+
+
+class Estimator(object):
+    """Estimator Class for easy model training
+
+    :py:class:`Estimator` can be used to facilitate the training & validation 
process
+
+
+    Parameters
+    ----------
+    loss : gluon.loss.Loss or list of gluon.loss.Loss
+        Loss(objective functions) to calculate during training
+    metrics : EvalMetric or list of EvalMetric
+        Metrics for evaluating models
+    initializer : Initializer
+        initializer to initialize the network
+    trainer : Trainer
+        Trainer to apply optimizer on network parameters
+    context : Context or list of Context
+        device(s) to run the training on
+    """
+
+    def __init__(self, net,
+                 loss,
+                 metrics=None,
+                 initializer=None,
+                 trainer=None,
+                 context=None):
+
+        self.net = net
+        self.loss = self._check_loss(loss)
+        self.train_metrics = self._check_metrics(metrics)
+
+        self.context = self._check_context(context)
+        self._initialize(initializer)
+        self.trainer = self._check_trainer(trainer)
+
+    def _check_loss(self, loss):
+        if isinstance(loss, gluon.loss.Loss):
+            loss = [loss]
+        elif isinstance(loss, list) or all([isinstance(l, gluon.loss.Loss) for 
l in loss]):
+            loss = loss
+        else:
+            raise ValueError("loss must be a Loss or a list of Loss, "
+                             "refer to gluon.loss.Loss:{}".format(loss))
+        return loss
+
+    def _check_metrics(self, metrics):
+        if isinstance(metrics, EvalMetric):
+            metrics = [metrics]
+        else:
+            metrics = metrics or []
+            if not all([isinstance(metric, EvalMetric) for metric in metrics]):
+                raise ValueError("metrics must be a Metric or a list of 
Metric, "
+                                 "refer to 
mxnet.metric.EvalMetric:{}".format(metrics))
+        return metrics
+
+    def _check_context(self, context):
+        # handle context
+        if isinstance(context, Context):
+            context = [context]
+        elif isinstance(context, list) and all([isinstance(c, Context) for c 
in context]):
+            context = context
+        elif not context:
+            if num_gpus() > 0:
+                # only use 1 GPU by default
+                if num_gpus() > 1:
+                    warnings.warn("You have multiple GPUs, gpu(0) will be used 
by default."
+                                  "To utilize all your GPUs, specify context 
as a list of gpus, "
+                                  "e.g. context=[mx.gpu(0), mx.gpu(1)] ")
+                context = [gpu(0)]
+            else:
+                context = [cpu()]
+        else:
+            raise ValueError("context must be a Context or a list of Context, "
+                             "refer to mxnet.Context:{}".format(context))
+        return context
+
+    def _initialize(self, initializer):
+        # initialize the network
+        if initializer:
+            if self._is_initialized():
+                # if already initialized, re-init with user specified 
initializer
+                warnings.warn("Network already initialized, re-initializing 
with %s. "
+                              "You don't need to pass initializer if you 
already "
+                              "initialized your net." % 
type(initializer).__name__)
+                self.net.initialize(init=initializer, ctx=self.context, 
force_reinit=True)
+            else:
+                # initialize with user specified initializer
+                self.net.initialize(init=initializer, ctx=self.context, 
force_reinit=False)
+        else:
+            if not self._is_initialized():
+                self.net.initialize(ctx=self.context)
+
+    def _check_trainer(self, trainer):
+        # handle trainer
+        if not trainer:
+            warnings.warn("No trainer specified, default SGD optimizer "
+                          "with learning rate 0.001 is used.")
+            trainer = gluon.Trainer(self.net.collect_params(),
+                                    'sgd', {'learning_rate': 0.001})
+        elif not isinstance(trainer, gluon.Trainer):
+            raise ValueError("Trainer must be a Gluon Trainer instance, refer 
to "
+                             "gluon.Trainer:{}".format(trainer))
+        return trainer
+
+    def _is_initialized(self):
+        param_dict = self.net.collect_params()
+        for param in param_dict:
+            try:
+                param_dict[param].list_ctx()
+            except RuntimeError:
+                return False
+        return True
+
+    def _get_data_and_label(self, batch, ctx):
+        data = batch[0]
+        label = batch[1]
+        data = gluon.utils.split_and_load(data, ctx_list=ctx, batch_axis=0)
+        label = gluon.utils.split_and_load(label, ctx_list=ctx, batch_axis=0)
+        return data, label
+
+    def prepare_loss_and_metrics(self):
+        """
+        Based on loss functions and training metrics in estimator
+        Create metric wrappers to record loss values,
+        Create copies of train loss/metric objects to record validation values
+        Returns train_metrics and val_metrics
+
+        """
+        if any(not hasattr(self, attribute) for attribute in
+               ['train_metrics', 'val_metrics']):
+            # Use default mx.metric.Accuracy() for 
gluon.loss.SoftmaxCrossEntropyLoss()
+            if not self.train_metrics and any([isinstance(l, 
gluon.loss.SoftmaxCrossEntropyLoss) for l in self.loss]):
+                self.train_metrics = [Accuracy()]
+            self.val_metrics = []
+            for loss in self.loss:
+                self.train_metrics.append(Loss(''.join([i for i in loss.name 
if not i.isdigit()])))
 
 Review comment:
   Do you think removing trailing numbers will suffice? 

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