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""" AdamW Optimizer | |
Impl copied from PyTorch master | |
""" | |
import math | |
import torch | |
from torch.optim.optimizer import Optimizer | |
class AdamW(Optimizer): | |
r"""Implements AdamW algorithm. | |
The original Adam algorithm was proposed in `Adam: A Method for Stochastic Optimization`_. | |
The AdamW variant was proposed in `Decoupled Weight Decay Regularization`_. | |
Arguments: | |
params (iterable): iterable of parameters to optimize or dicts defining | |
parameter groups | |
lr (float, optional): learning rate (default: 1e-3) | |
betas (Tuple[float, float], optional): coefficients used for computing | |
running averages of gradient and its square (default: (0.9, 0.999)) | |
eps (float, optional): term added to the denominator to improve | |
numerical stability (default: 1e-8) | |
weight_decay (float, optional): weight decay coefficient (default: 1e-2) | |
amsgrad (boolean, optional): whether to use the AMSGrad variant of this | |
algorithm from the paper `On the Convergence of Adam and Beyond`_ | |
(default: False) | |
.. _Adam\: A Method for Stochastic Optimization: | |
https://arxiv.org/abs/1412.6980 | |
.. _Decoupled Weight Decay Regularization: | |
https://arxiv.org/abs/1711.05101 | |
.. _On the Convergence of Adam and Beyond: | |
https://openreview.net/forum?id=ryQu7f-RZ | |
""" | |
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, | |
weight_decay=1e-2, amsgrad=False): | |
if not 0.0 <= lr: | |
raise ValueError("Invalid learning rate: {}".format(lr)) | |
if not 0.0 <= eps: | |
raise ValueError("Invalid epsilon value: {}".format(eps)) | |
if not 0.0 <= betas[0] < 1.0: | |
raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0])) | |
if not 0.0 <= betas[1] < 1.0: | |
raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1])) | |
defaults = dict(lr=lr, betas=betas, eps=eps, | |
weight_decay=weight_decay, amsgrad=amsgrad) | |
super(AdamW, self).__init__(params, defaults) | |
def __setstate__(self, state): | |
super(AdamW, self).__setstate__(state) | |
for group in self.param_groups: | |
group.setdefault('amsgrad', False) | |
def step(self, closure=None): | |
"""Performs a single optimization step. | |
Arguments: | |
closure (callable, optional): A closure that reevaluates the model | |
and returns the loss. | |
""" | |
loss = None | |
if closure is not None: | |
loss = closure() | |
for group in self.param_groups: | |
for p in group['params']: | |
if p.grad is None: | |
continue | |
# Perform stepweight decay | |
p.data.mul_(1 - group['lr'] * group['weight_decay']) | |
# Perform optimization step | |
grad = p.grad.data | |
if grad.is_sparse: | |
raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead') | |
amsgrad = group['amsgrad'] | |
state = self.state[p] | |
# State initialization | |
if len(state) == 0: | |
state['step'] = 0 | |
# Exponential moving average of gradient values | |
state['exp_avg'] = torch.zeros_like(p.data) | |
# Exponential moving average of squared gradient values | |
state['exp_avg_sq'] = torch.zeros_like(p.data) | |
if amsgrad: | |
# Maintains max of all exp. moving avg. of sq. grad. values | |
state['max_exp_avg_sq'] = torch.zeros_like(p.data) | |
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] | |
if amsgrad: | |
max_exp_avg_sq = state['max_exp_avg_sq'] | |
beta1, beta2 = group['betas'] | |
state['step'] += 1 | |
bias_correction1 = 1 - beta1 ** state['step'] | |
bias_correction2 = 1 - beta2 ** state['step'] | |
# Decay the first and second moment running average coefficient | |
exp_avg.mul_(beta1).add_(1 - beta1, grad) | |
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) | |
if amsgrad: | |
# Maintains the maximum of all 2nd moment running avg. till now | |
torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq) | |
# Use the max. for normalizing running avg. of gradient | |
denom = (max_exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(group['eps']) | |
else: | |
denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(group['eps']) | |
step_size = group['lr'] / bias_correction1 | |
p.data.addcdiv_(-step_size, exp_avg, denom) | |
return loss | |