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import math |
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import torch |
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from torch.optim import Optimizer |
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class RAdamW(Optimizer): |
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r"""Implements RAdamW algorithm. |
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RAdam from `On the Variance of the Adaptive Learning Rate and Beyond |
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<https://arxiv.org/abs/1908.03265v1>`_ |
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* `Adam: A Method for Stochastic Optimization |
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<https://arxiv.org/abs/1412.6980>`_ |
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* `Decoupled Weight Decay Regularization |
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<https://arxiv.org/abs/1711.05101>`_ |
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* `On the Convergence of Adam and Beyond |
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<https://openreview.net/forum?id=ryQu7f-RZ>`_ |
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* `On the Variance of the Adaptive Learning Rate and Beyond |
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<https://arxiv.org/abs/1908.03265v1>`_ |
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Arguments: |
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params (iterable): iterable of parameters to optimize or dicts defining |
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parameter groups |
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lr (float, optional): learning rate (default: 1e-3) |
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betas (Tuple[float, float], optional): coefficients used for computing |
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running averages of gradient and its square (default: (0.9, 0.999)) |
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eps (float, optional): term added to the denominator to improve |
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numerical stability (default: 1e-8) |
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weight_decay (float, optional): weight decay coefficient (default: 1e-2) |
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""" |
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def __init__( |
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self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=1e-2 |
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): |
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if not 0.0 <= lr: |
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raise ValueError("Invalid learning rate: {}".format(lr)) |
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if not 0.0 <= eps: |
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raise ValueError("Invalid epsilon value: {}".format(eps)) |
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if not 0.0 <= betas[0] < 1.0: |
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raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0])) |
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if not 0.0 <= betas[1] < 1.0: |
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raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1])) |
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defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay) |
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super(RAdamW, self).__init__(params, defaults) |
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def step(self, closure=None): |
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"""Performs a single optimization step. |
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Arguments: |
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closure (callable, optional): A closure that reevaluates the model |
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and returns the loss. |
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""" |
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loss = None |
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if closure is not None: |
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loss = closure() |
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for group in self.param_groups: |
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for p in group["params"]: |
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if p.grad is None: |
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continue |
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grad = p.grad.data |
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if grad.is_sparse: |
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raise RuntimeError( |
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"Adam does not support sparse gradients, please consider SparseAdam instead" |
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) |
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state = self.state[p] |
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if len(state) == 0: |
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state["step"] = 0 |
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state["exp_avg"] = torch.zeros_like(p.data) |
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state["exp_avg_sq"] = torch.zeros_like(p.data) |
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exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] |
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beta1, beta2 = group["betas"] |
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eps = group["eps"] |
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lr = group["lr"] |
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if "rho_inf" not in group: |
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group["rho_inf"] = 2 / (1 - beta2) - 1 |
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rho_inf = group["rho_inf"] |
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state["step"] += 1 |
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t = state["step"] |
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exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) |
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2) |
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rho_t = rho_inf - ((2 * t * (beta2**t)) / (1 - beta2**t)) |
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p.data.mul_(1 - lr * group["weight_decay"]) |
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if rho_t >= 5: |
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var = exp_avg_sq.sqrt().add_(eps) |
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r = math.sqrt( |
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(1 - beta2**t) |
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* ((rho_t - 4) * (rho_t - 2) * rho_inf) |
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/ ((rho_inf - 4) * (rho_inf - 2) * rho_t) |
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) |
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p.data.addcdiv_(exp_avg, var, value=-lr * r / (1 - beta1**t)) |
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else: |
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p.data.add_(exp_avg, alpha=-lr / (1 - beta1**t)) |
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return loss |
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