--- a +++ b/src/optimizers.py @@ -0,0 +1,189 @@ +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 + + # 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().add_(group['eps']) + else: + denom = exp_avg_sq.sqrt().add_(group['eps']) + + bias_correction1 = 1 - beta1 ** state['step'] + bias_correction2 = 1 - beta2 ** state['step'] + step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1 + + p.data.addcdiv_(-step_size, exp_avg, denom) + + return loss + + +class Nadam(Optimizer): + + def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, + schedule_decay=0.004,amsgrad=False): + 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, + amsgrad=amsgrad,schedule_decay=schedule_decay) + super(Nadam, self).__init__(params, defaults) + + def step(self, closure=None): + 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 + grad = p.grad.data + if grad.is_sparse: + raise RuntimeError('Nadam 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) + + state['m_schedule'] = 1 + 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 + momentum_cache_t = beta1 * ( + 1. - 0.5 * math.pow(0.96, state['step'] * group['schedule_decay'] )) + momentum_cache_t_1 = beta1 * ( + 1. - 0.5 * math.pow(0.96, (state['step']+1) * group['schedule_decay'] )) + state['m_schedule'] = state['m_schedule'] * momentum_cache_t + + exp_avg.mul_(beta1).add_(1 - beta1, grad) + m_t_prime = exp_avg/(1 - state['m_schedule'] * momentum_cache_t_1) + + g_prime = grad.div(1 - state['m_schedule']) + m_t_bar = (1. - momentum_cache_t) * g_prime + momentum_cache_t_1 * m_t_prime + + 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 + v_t_prime = max_exp_avg_sq/(1 - beta2 ** state['step']) + else: + v_t_prime = exp_avg_sq / (1 - beta2 ** state['step']) + + denom = v_t_prime.sqrt().add_(group['eps']) + p.data.addcdiv_(-group['lr'], m_t_bar , denom) + + return loss \ No newline at end of file