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""" Adan Optimizer
Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models[J]. arXiv preprint arXiv:2208.06677, 2022.
https://arxiv.org/abs/2208.06677
Implementation adapted from https://github.com/sail-sg/Adan
"""
import math
import torch
from torch.optim import Optimizer
class Adan(Optimizer):
"""
Implements a pytorch variant of Adan
Adan was proposed in
Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models[J]. arXiv preprint arXiv:2208.06677, 2022.
https://arxiv.org/abs/2208.06677
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, flot], optional): coefficients used for computing
running averages of gradient and its norm. (default: (0.98, 0.92, 0.99))
eps (float, optional): term added to the denominator to improve
numerical stability. (default: 1e-8)
weight_decay (float, optional): decoupled weight decay (L2 penalty) (default: 0)
no_prox (bool): how to perform the decoupled weight decay (default: False)
"""
def __init__(
self,
params,
lr=1e-3,
betas=(0.98, 0.92, 0.99),
eps=1e-8,
weight_decay=0.0,
no_prox=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]))
if not 0.0 <= betas[2] < 1.0:
raise ValueError("Invalid beta parameter at index 2: {}".format(betas[2]))
defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, no_prox=no_prox)
super(Adan, self).__init__(params, defaults)
@torch.no_grad()
def restart_opt(self):
for group in self.param_groups:
group['step'] = 0
for p in group['params']:
if p.requires_grad:
state = self.state[p]
# State initialization
# Exponential moving average of gradient values
state['exp_avg'] = torch.zeros_like(p)
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = torch.zeros_like(p)
# Exponential moving average of gradient difference
state['exp_avg_diff'] = torch.zeros_like(p)
@torch.no_grad()
def step(self, closure=None):
""" Performs a single optimization step.
"""
loss = None
if closure is not None:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
beta1, beta2, beta3 = group['betas']
# assume same step across group now to simplify things
# per parameter step can be easily support by making it tensor, or pass list into kernel
if 'step' in group:
group['step'] += 1
else:
group['step'] = 1
bias_correction1 = 1.0 - beta1 ** group['step']
bias_correction2 = 1.0 - beta2 ** group['step']
bias_correction3 = 1.0 - beta3 ** group['step']
for p in group['params']:
if p.grad is None:
continue
grad = p.grad
state = self.state[p]
if len(state) == 0:
state['exp_avg'] = torch.zeros_like(p)
state['exp_avg_diff'] = torch.zeros_like(p)
state['exp_avg_sq'] = torch.zeros_like(p)
state['pre_grad'] = grad.clone()
exp_avg, exp_avg_sq, exp_avg_diff = state['exp_avg'], state['exp_avg_diff'], state['exp_avg_sq']
grad_diff = grad - state['pre_grad']
exp_avg.lerp_(grad, 1. - beta1) # m_t
exp_avg_diff.lerp_(grad_diff, 1. - beta2) # diff_t (v)
update = grad + beta2 * grad_diff
exp_avg_sq.mul_(beta3).addcmul_(update, update, value=1. - beta3) # n_t
denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction3)).add_(group['eps'])
update = (exp_avg / bias_correction1 + beta2 * exp_avg_diff / bias_correction2).div_(denom)
if group['no_prox']:
p.data.mul_(1 - group['lr'] * group['weight_decay'])
p.add_(update, alpha=-group['lr'])
else:
p.add_(update, alpha=-group['lr'])
p.data.div_(1 + group['lr'] * group['weight_decay'])
state['pre_grad'].copy_(grad)
return loss
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