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| #!/usr/bin/env python | |
| # -*- coding: utf-8 -*- | |
| import math | |
| import torch | |
| from torch.optim.optimizer import Optimizer | |
| class AdaBound(Optimizer): | |
| r"""Implements AdaBound algorithm. | |
| It has been proposed in `Adaptive Gradient Methods with Dynamic Bound of | |
| Learning Rate | |
| https://arxiv.org/abs/1902.09843 | |
| Note: | |
| Reference code: https://github.com/Luolc/AdaBound | |
| """ | |
| def __init__( | |
| self, | |
| params, | |
| lr: float = 1e-3, | |
| betas = (0.9, 0.999), | |
| final_lr: float = 0.1, | |
| gamma: float = 1e-3, | |
| eps: float = 1e-8, | |
| weight_decay: float = 0, | |
| amsbound: bool = False, | |
| ) -> None: | |
| if lr <= 0.0: | |
| raise ValueError("Invalid learning rate: {}".format(lr)) | |
| if eps < 0.0: | |
| 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]) | |
| ) | |
| if final_lr < 0.0: | |
| raise ValueError( | |
| "Invalid final learning rate: {}".format(final_lr) | |
| ) | |
| if not 0.0 <= gamma < 1.0: | |
| raise ValueError("Invalid gamma parameter: {}".format(gamma)) | |
| if weight_decay < 0: | |
| raise ValueError( | |
| "Invalid weight_decay value: {}".format(weight_decay) | |
| ) | |
| defaults = dict( | |
| lr=lr, | |
| betas=betas, | |
| final_lr=final_lr, | |
| gamma=gamma, | |
| eps=eps, | |
| weight_decay=weight_decay, | |
| amsbound=amsbound, | |
| ) | |
| super(AdaBound, self).__init__(params, defaults) | |
| self.base_lrs = [group["lr"] for group in self.param_groups] | |
| def __setstate__(self, state) -> None: | |
| super(AdaBound, self).__setstate__(state) | |
| for group in self.param_groups: | |
| group.setdefault("amsbound", False) | |
| def step(self, closure = None): | |
| r"""Performs a single optimization step. | |
| Arguments: | |
| closure: A closure that reevaluates the model and returns the loss. | |
| """ | |
| loss = None | |
| if closure is not None: | |
| loss = closure() | |
| for group, base_lr in zip(self.param_groups, self.base_lrs): | |
| for p in group["params"]: | |
| if p.grad is None: | |
| continue | |
| grad = p.grad.data | |
| if grad.is_sparse: | |
| msg = ( | |
| "AdaBound does not support sparse gradients, " | |
| "please consider SparseAdam instead" | |
| ) | |
| raise RuntimeError(msg) | |
| amsbound = group["amsbound"] | |
| state = self.state[p] | |
| # State initialization | |
| if len(state) == 0: | |
| state["step"] = 0 | |
| # Exponential moving average of gradient values | |
| state["exp_avg"] = torch.zeros_like( | |
| p, memory_format=torch.preserve_format | |
| ) | |
| # Exponential moving average of squared gradient values | |
| state["exp_avg_sq"] = torch.zeros_like( | |
| p, memory_format=torch.preserve_format | |
| ) | |
| if amsbound: | |
| # Maintains max of all exp. moving avg. of | |
| # sq. grad. values | |
| state["max_exp_avg_sq"] = torch.zeros_like( | |
| p, memory_format=torch.preserve_format | |
| ) | |
| exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] | |
| if amsbound: | |
| max_exp_avg_sq = state["max_exp_avg_sq"] | |
| beta1, beta2 = group["betas"] | |
| state["step"] += 1 | |
| if group["weight_decay"] != 0: | |
| grad = grad.add(p.data, alpha=group["weight_decay"]) | |
| # Decay the first and second moment running average coefficient | |
| exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) | |
| exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2) | |
| if amsbound: | |
| # 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 | |
| ) | |
| # Applies bounds on actual learning rate | |
| # lr_scheduler cannot affect final_lr, this is a workaround | |
| # to apply lr decay | |
| final_lr = group["final_lr"] * group["lr"] / base_lr | |
| lower_bound = final_lr * ( | |
| 1 - 1 / (group["gamma"] * state["step"] + 1) | |
| ) | |
| upper_bound = final_lr * ( | |
| 1 + 1 / (group["gamma"] * state["step"]) | |
| ) | |
| step_size = torch.full_like(denom, step_size) | |
| step_size.div_(denom).clamp_(lower_bound, upper_bound).mul_( | |
| exp_avg | |
| ) | |
| p.data.add_(-step_size) | |
| return loss |