# Copyright (c) 2020, NVIDIA CORPORATION. All rights reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import torch from torch.optim.optimizer import Optimizer __all__ = ['Novograd'] def _check_valid_opt_params(lr, eps, betas): if lr < 0: raise ValueError(f"Invalid learning rate: {lr}") if eps < 0: raise ValueError(f"Invalid epsilon value: {eps}") if not (0.0 <= betas[0] < 1.0 and 0.0 <= betas[1] < 1.0): raise ValueError(f"Betas have to be between 0 and 1: {betas}") class Novograd(Optimizer): """Implements Novograd algorithm. It has been proposed in "Stochastic Gradient Methods with Layer-wise Adaptive Moments for Training of Deep Networks" (https://arxiv.org/abs/1905.11286) 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 (L2 penalty) (default: 0) amsgrad (boolean, optional): whether to use the AMSGrad variant of this algorithm from the paper "On the Convergence of Adam and Beyond" """ def __init__( self, params, lr=1e-3, betas=(0.95, 0.98), eps=1e-8, weight_decay=0, grad_averaging=False, amsgrad=False, luc=False, luc_trust=1e-3, luc_eps=1e-8, ): _check_valid_opt_params(lr, eps, betas) defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, grad_averaging=grad_averaging, amsgrad=amsgrad, ) self.luc = luc self.luc_trust = luc_trust self.luc_eps = luc_eps 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): """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 grad = p.grad.data if grad.is_sparse: raise RuntimeError("Sparse gradients are not supported.") amsgrad = group["amsgrad"] state = self.state[p] # State initialization if not state: 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([]).to(state["exp_avg"].device) if amsgrad: # Maintains max of all exp moving avg of squared grad 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 = grad.norm().pow(2) if exp_avg_sq == 0: exp_avg_sq.copy_(norm) else: exp_avg_sq.mul_(beta2).add_(norm, alpha=1.0 - beta2) if amsgrad: # Maintains max 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"]) grad.div_(denom) if group["weight_decay"] != 0: grad.add_(p.data, alpha=group["weight_decay"]) if group["grad_averaging"]: grad.mul_(1 - beta1) exp_avg.mul_(beta1).add_(grad) if self.luc: # Clip update so that updates are less than eta*weights data_norm = torch.norm(p.data) grad_norm = torch.norm(exp_avg.data) luc_factor = self.luc_trust * data_norm / (grad_norm + self.luc_eps) luc_factor = min(luc_factor, group["lr"]) p.data.add_(exp_avg, alpha=-luc_factor) else: p.data.add_(exp_avg, alpha=-group["lr"]) return loss