| |
| |
|
|
| import torch |
| import torch.optim as optim |
|
|
| class NovoGrad(optim.Optimizer): |
| def __init__(self, params, lr=0.01, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, grad_averaging=False, 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])) |
| if not 0.0 <= weight_decay: |
| raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) |
| defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, grad_averaging=grad_averaging, amsgrad=amsgrad) |
| super(NovoGrad, self).__init__(params, defaults) |
|
|
| def __setstate__(self, state): |
| super(NovoGrad, self).__setstate__(state) |
| for group in self.param_groups: |
| group.setdefault('amsgrad', False) |
|
|
| 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('NovoGrad does not support sparse gradients') |
| amsgrad = group['amsgrad'] |
|
|
| state = self.state[p] |
|
|
| |
| if len(state) == 0: |
| state['step'] = 0 |
| state['exp_avg'] = torch.zeros_like(p.data) |
| state['exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device) |
| if amsgrad: |
| state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device) |
|
|
| 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 |
|
|
| norm = torch.sum(torch.pow(grad, 2)) |
|
|
| if exp_avg_sq == 0: |
| exp_avg_sq.copy_(norm) |
| else: |
| exp_avg_sq.mul_(beta2).add_(1 - beta2, norm) |
|
|
| if amsgrad: |
| |
| 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']) |
|
|
| grad.div_(denom) |
| if group['weight_decay'] != 0: |
| grad.add_(group['weight_decay'], p.data) |
|
|
| if group['grad_averaging']: |
| grad.mul_(1 - beta1) |
|
|
| exp_avg.mul_(beta1).add_(grad) |
|
|
| p.data.add_(-group['lr'], exp_avg) |
|
|
| return loss |