| |
| |
|
|
| import math |
|
|
| import torch |
| from torch.optim.optimizer import Optimizer |
|
|
| class AdaBound(Optimizer): |
| r"""Implements AdaBound algorithm. |
| |
| It has been proposed in `Adaptive Gradient Methods with Dynamic Bound of |
| Learning Rate |
| https://arxiv.org/abs/1902.09843 |
| Note: |
| Reference code: https://github.com/Luolc/AdaBound |
| """ |
|
|
| def __init__( |
| self, |
| params, |
| lr: float = 1e-3, |
| betas = (0.9, 0.999), |
| final_lr: float = 0.1, |
| gamma: float = 1e-3, |
| eps: float = 1e-8, |
| weight_decay: float = 0, |
| amsbound: bool = False, |
| ) -> None: |
| if lr <= 0.0: |
| raise ValueError("Invalid learning rate: {}".format(lr)) |
| if eps < 0.0: |
| 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]) |
| ) |
| if final_lr < 0.0: |
| raise ValueError( |
| "Invalid final learning rate: {}".format(final_lr) |
| ) |
| if not 0.0 <= gamma < 1.0: |
| raise ValueError("Invalid gamma parameter: {}".format(gamma)) |
| if weight_decay < 0: |
| raise ValueError( |
| "Invalid weight_decay value: {}".format(weight_decay) |
| ) |
| defaults = dict( |
| lr=lr, |
| betas=betas, |
| final_lr=final_lr, |
| gamma=gamma, |
| eps=eps, |
| weight_decay=weight_decay, |
| amsbound=amsbound, |
| ) |
| super(AdaBound, self).__init__(params, defaults) |
| self.base_lrs = [group["lr"] for group in self.param_groups] |
|
|
| def __setstate__(self, state) -> None: |
| super(AdaBound, self).__setstate__(state) |
| for group in self.param_groups: |
| group.setdefault("amsbound", False) |
|
|
| def step(self, closure = None): |
| r"""Performs a single optimization step. |
| |
| Arguments: |
| closure: A closure that reevaluates the model and returns the loss. |
| """ |
| loss = None |
| if closure is not None: |
| loss = closure() |
|
|
| for group, base_lr in zip(self.param_groups, self.base_lrs): |
| for p in group["params"]: |
| if p.grad is None: |
| continue |
| grad = p.grad.data |
| if grad.is_sparse: |
| msg = ( |
| "AdaBound does not support sparse gradients, " |
| "please consider SparseAdam instead" |
| ) |
| raise RuntimeError(msg) |
| amsbound = group["amsbound"] |
|
|
| state = self.state[p] |
|
|
| |
| if len(state) == 0: |
| state["step"] = 0 |
| |
| state["exp_avg"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| |
| state["exp_avg_sq"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| if amsbound: |
| |
| |
| state["max_exp_avg_sq"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
|
|
| exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] |
| if amsbound: |
| max_exp_avg_sq = state["max_exp_avg_sq"] |
| beta1, beta2 = group["betas"] |
|
|
| state["step"] += 1 |
|
|
| if group["weight_decay"] != 0: |
| grad = grad.add(p.data, alpha=group["weight_decay"]) |
|
|
| |
| exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) |
| exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2) |
| if amsbound: |
| |
| |
| torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq) |
| |
| 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 |
| ) |
|
|
| |
| |
| |
| final_lr = group["final_lr"] * group["lr"] / base_lr |
| lower_bound = final_lr * ( |
| 1 - 1 / (group["gamma"] * state["step"] + 1) |
| ) |
| upper_bound = final_lr * ( |
| 1 + 1 / (group["gamma"] * state["step"]) |
| ) |
| step_size = torch.full_like(denom, step_size) |
| step_size.div_(denom).clamp_(lower_bound, upper_bound).mul_( |
| exp_avg |
| ) |
|
|
| p.data.add_(-step_size) |
| return loss |