| | """ AdamW Optimizer |
| | Impl copied from PyTorch master |
| | """ |
| | 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 |
| |
|
| | |
| | p.data.mul_(1 - group["lr"] * group["weight_decay"]) |
| |
|
| | |
| | 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] |
| |
|
| | |
| | if len(state) == 0: |
| | state["step"] = 0 |
| | |
| | state["exp_avg"] = torch.zeros_like(p.data) |
| | |
| | state["exp_avg_sq"] = torch.zeros_like(p.data) |
| | if amsgrad: |
| | |
| | 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 |
| | bias_correction1 = 1 - beta1 ** state["step"] |
| | bias_correction2 = 1 - beta2 ** state["step"] |
| |
|
| | |
| | exp_avg.mul_(beta1).add_(1 - beta1, grad) |
| | exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) |
| | if amsgrad: |
| | |
| | torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq) |
| | |
| | denom = (max_exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_( |
| | group["eps"] |
| | ) |
| | else: |
| | denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_( |
| | group["eps"] |
| | ) |
| |
|
| | step_size = group["lr"] / bias_correction1 |
| |
|
| | p.data.addcdiv_(-step_size, exp_avg, denom) |
| |
|
| | return loss |
| |
|