| """ 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 |
|
|