File size: 8,187 Bytes
3cd1076 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 | #!/usr/bin/env python
# -*- coding: utf-8 -*-
import math
import torch
from torch.optim.optimizer import Optimizer
class AdaBelief(Optimizer):
r"""Implements AdaBelief algorithm. Modified from Adam in PyTorch
reference: AdaBelief Optimizer, adapting stepsizes by the belief in observed gradients, NeurIPS 2020
"""
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-16,
weight_decay=0, amsgrad=False, weight_decouple=True, fixed_decay=False, rectify=True,
degenerated_to_sgd=True, print_change_log = True):
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]))
self.degenerated_to_sgd = degenerated_to_sgd
if isinstance(params, (list, tuple)) and len(params) > 0 and isinstance(params[0], dict):
for param in params:
if 'betas' in param and (param['betas'][0] != betas[0] or param['betas'][1] != betas[1]):
param['buffer'] = [[None, None, None] for _ in range(10)]
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, amsgrad=amsgrad, buffer=[[None, None, None] for _ in range(10)])
super(AdaBelief, self).__init__(params, defaults)
self.degenerated_to_sgd = degenerated_to_sgd
self.weight_decouple = weight_decouple
self.rectify = rectify
self.fixed_decay = fixed_decay
if self.weight_decouple:
print('Weight decoupling enabled in AdaBelief')
if self.fixed_decay:
print('Weight decay fixed')
if self.rectify:
print('Rectification enabled in AdaBelief')
if amsgrad:
print('AMSGrad enabled in AdaBelief')
def __setstate__(self, state):
super(AdaBelief, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
def reset(self):
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
amsgrad = group['amsgrad']
# State initialization
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_var'] = torch.zeros_like(p.data)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_var'] = torch.zeros_like(p.data)
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
# cast data type
half_precision = False
if p.data.dtype == torch.float16:
half_precision = True
p.data = p.data.float()
p.grad = p.grad.float()
grad = p.grad.data
if grad.is_sparse:
raise RuntimeError(
'AdaBelief does not support sparse gradients, please consider SparseAdam instead')
amsgrad = group['amsgrad']
state = self.state[p]
beta1, beta2 = group['betas']
# 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_var'] = torch.zeros_like(p.data)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_var'] = torch.zeros_like(p.data)
# perform weight decay, check if decoupled weight decay
if self.weight_decouple:
if not self.fixed_decay:
p.data.mul_(1.0 - group['lr'] * group['weight_decay'])
else:
p.data.mul_(1.0 - group['weight_decay'])
else:
if group['weight_decay'] != 0:
grad.add_(p.data, alpha=group['weight_decay'])
# get current state variable
exp_avg, exp_avg_var = state['exp_avg'], state['exp_avg_var']
state['step'] += 1
bias_correction1 = 1 - beta1 ** state['step']
bias_correction2 = 1 - beta2 ** state['step']
# Update first and second moment running average
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
grad_residual = grad - exp_avg
exp_avg_var.mul_(beta2).addcmul_( grad_residual, grad_residual, value=1 - beta2)
if amsgrad:
max_exp_avg_var = state['max_exp_avg_var']
# Maintains the maximum of all 2nd moment running avg. till now
torch.max(max_exp_avg_var, exp_avg_var.add_(group['eps']), out=max_exp_avg_var)
# Use the max. for normalizing running avg. of gradient
denom = (max_exp_avg_var.sqrt() / math.sqrt(bias_correction2)).add_(group['eps'])
else:
denom = (exp_avg_var.add_(group['eps']).sqrt() / math.sqrt(bias_correction2)).add_(group['eps'])
# update
if not self.rectify:
# Default update
step_size = group['lr'] / bias_correction1
p.data.addcdiv_( exp_avg, denom, value=-step_size)
else: # Rectified update, forked from RAdam
buffered = group['buffer'][int(state['step'] % 10)]
if state['step'] == buffered[0]:
N_sma, step_size = buffered[1], buffered[2]
else:
buffered[0] = state['step']
beta2_t = beta2 ** state['step']
N_sma_max = 2 / (1 - beta2) - 1
N_sma = N_sma_max - 2 * state['step'] * beta2_t / (1 - beta2_t)
buffered[1] = N_sma
# more conservative since it's an approximated value
if N_sma >= 5:
step_size = math.sqrt(
(1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / (
N_sma_max - 2)) / (1 - beta1 ** state['step'])
elif self.degenerated_to_sgd:
step_size = 1.0 / (1 - beta1 ** state['step'])
else:
step_size = -1
buffered[2] = step_size
if N_sma >= 5:
denom = exp_avg_var.sqrt().add_(group['eps'])
p.data.addcdiv_(exp_avg, denom, value=-step_size * group['lr'])
elif step_size > 0:
p.data.add_( exp_avg, alpha=-step_size * group['lr'])
if half_precision:
p.data = p.data.half()
p.grad = p.grad.half()
return loss |