import math import torch import torch.optim as optim from torch.optim.optimizer import Optimizer from torchtask.utils import cmd from torchtask.nn.func import pytorch_support """ This file wraps the optimizers used in the script. """ VALID_OPTIMIZER = ['sgd', 'rmsprop', 'adam', 'wdadam'] def add_parser_arguments(parser): """ Add the arguments related to the optimizer. This 'add_parser_arguments' function will be called every time. Please do not use the argument's name that are already defined in is function. The default value '-1' means that the default value corresponding to different LR schedulers will be used. """ parser.add_argument('--lr', type=float, default=-1, metavar='', help='optimizer - learning rate (required by [all])') parser.add_argument('--dampening', type=float, default=-1, metavar='', help='optimizer - dampening for momentum (required by [sgd])') parser.add_argument('--nesterov', type=cmd.str2bool, default=False, metavar='', help='optimizer - enables Nesterov momentum if True (required by [sgd])') parser.add_argument('--weight-decay', type=float, default=-1, metavar='', help='optimizer - weight decay (L2 penalty) (required by [sgd, rmsprop, adam, wdadam])') parser.add_argument('--momentum', type=float, default=-1, metavar='', help='optimizer - momentum factor (required by [sgd, rmsprop])') parser.add_argument('--alpha', type=float, default=-1, metavar='', help='smoothing constant (required by [rmsprop])') parser.add_argument('--centered', type=cmd.str2bool, default=False, metavar='', help='if True, compute the centered RMSProp, the gradient is normalized by an estimation of its variance ( required by [rmsprop])') parser.add_argument('--eps', type=float, default=-1, metavar='', help='optimizer - term added to the denominator to improve numerical stability (required by [rmsprop, adam, wdadam])') parser.add_argument('--beta1', type=float, default=-1, metavar='', help='optimizer - coefficients used for computing running averages of gradient and its square (required by [adam, wdadam])') parser.add_argument('--beta2', type=float, default=-1, metavar='', help='optimizer - coefficients used for computing running averages of gradient and its square (required by [adam, wdadam])') parser.add_argument('--amsgrad', type=cmd.str2bool, default=False, metavar='', help='optimizer - use the AMSGrad variant if True (required by [wdadam])') # --------------------------------------------------------------------- # Wrapper of Optimizer # --------------------------------------------------------------------- def sgd(args): """ Wrapper of torch.optim.SGD (PyTorch >= 1.0.0). Implements stochastic gradient descent (optionally with momentum). """ args.lr = 0.01 if args.lr == -1 else args.lr args.weight_decay = 0 if args.weight_decay == -1 else args.weight_decay args.momentum = 0 if args.momentum == -1 else args.momentum args.dampening = 0 if args.dampening == -1 else args.dampening args.nesterov = False if args.nesterov == False else args.nesterov def sgd_wrapper(param_groups): pytorch_support(required_version='1.0.0', info_str='Optimizer - SGD') return optim.SGD( param_groups, lr=args.lr, momentum=args.momentum, dampening=args.dampening, weight_decay=args.weight_decay, nesterov=args.nesterov) return sgd_wrapper def rmsprop(args): """ Wrapper of torch.optim.RMSprop (PyTorch >= 1.0.0). Implements RMSprop algorithm. Proposed by G. Hinton in his course. The centered version first appears in Generating Sequences With Recurrent Neural Networks. """ args.lr = 0.01 if args.lr == -1 else args.lr args.alpha = 0.99 if args.alpha == -1 else args.alpha args.eps = 1e-08 if args.eps == -1 else args.eps args.weight_decay = 0 if args.weight_decay == -1 else args.weight_decay args.momentum = 0 if args.momentum == -1 else args.momentum args.centered = False if args.centered == False else args.centered def rmsprop_wrapper(param_groups): pytorch_support(required_version='1.0.0', info_str='Optimizer - RMSprop') return optim.RMSprop( param_groups, lr=args.lr, alpha=args.alpha, eps=args.eps, weight_decay=args.weight_decay, momentum=args.momentum, centered=args.centered) return rmsprop_wrapper def adam(args): """ Wrapper of torch.optim.Adam (PyTorch >= 1.0.0). Implements Adam algorithm. It has been proposed in 'Adam: A Method for Stochastic Optimization'. """ args.lr = 0.001 if args.lr == -1 else args.lr args.beta1 = 0.9 if args.beta1 == -1 else args.beta1 args.beta2 = 0.999 if args.beta2 == -1 else args.beta2 args.eps = 1e-08 if args.eps == -1 else args.eps args.weight_decay = 0.0 if args.weight_decay == -1 else args.weight_decay def adam_wrapper(param_groups): pytorch_support(required_version='1.0.0', info_str='Optimizer - Adam') return optim.Adam( param_groups, lr=args.lr, betas=(args.beta1, args.beta2), eps=args.eps, weight_decay=args.weight_decay) return adam_wrapper def wdadam(args): """ Wrapper of torchtask.nn.optimizer.WDAdam (PyTorch >= 1.0.0). Implements Adam algorithm with weight decay and AMSGrad. """ args.lr = 0.001 if args.lr == -1 else args.lr args.beta1 = 0.9 if args.beta1 == -1 else args.beta1 args.beta2 = 0.999 if args.beta2 == -1 else args.beta2 args.eps = 1e-08 if args.eps == -1 else args.eps args.weight_decay = 0.0 if args.weight_decay == -1 else args.weight_decay args.amsgrad = False if args.amsgrad == False else args.amsgrad def wdadam_wrapper(param_groups): pytorch_support(required_version='1.0.0', info_str='Optimizer - WDAdam') return WDAdam( param_groups, lr=args.lr, betas=(args.beta1, args.beta2), eps=args.eps, weight_decay=args.weight_decay, amsgrad=args.amsgrad) return wdadam_wrapper # --------------------------------------------------------------------- # Implementation of Optimizer # --------------------------------------------------------------------- class WDAdam(Optimizer): """ Implements Adam algorithm with weight decay and AMSGrad. It has been proposed in `Adam: A Method for Stochastic Optimization`. 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 using the method from the paper `Fixing Weight Decay Regularization in Adam` (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=(0.9, 0.999), eps=1e-8, weight_decay=0, amsgrad=False): if not 0.0 <= lr: raise ValueError("Invalid learning rate: {0}".format(lr)) if not 0.0 <= eps: raise ValueError("Invalid epsilon value: {0}".format(eps)) if not 0.0 <= betas[0] < 1.0: raise ValueError("Invalid beta parameter at index 0: {0}".format(betas[0])) if not 0.0 <= betas[1] < 1.0: raise ValueError("Invalid beta parameter at index 1: {0}".format(betas[1])) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay / lr, amsgrad=amsgrad) super(WDAdam, self).__init__(params, defaults) def __setstate__(self, state): super(WDAdam, 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('Adam does not support sparse gradients') amsgrad = group['amsgrad'] # State initialization state = self.state[p] if len(state) == 0: 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_like(p.data) # Maintains max of all exp. moving avg. of sq. grad. values 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 # Decay the first and second moment running average coefficient exp_avg.mul_(beta1).add_(1 - beta1, grad) exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) if amsgrad: # Maintains the maximum 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']) bias_correction1 = 1 - beta1 ** state['step'] bias_correction2 = 1 - beta2 ** state['step'] step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1 if group['weight_decay'] != 0: p.data.add_(-group['weight_decay'] * group['lr'], p.data) p.data.addcdiv_(-step_size, exp_avg, denom) return loss