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""" RMSProp modified to behave like Tensorflow impl |
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Originally cut & paste from PyTorch RMSProp |
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https://github.com/pytorch/pytorch/blob/063946d2b3f3f1e953a2a3b54e0b34f1393de295/torch/optim/rmsprop.py |
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Licensed under BSD-Clause 3 (ish), https://github.com/pytorch/pytorch/blob/master/LICENSE |
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Modifications Copyright 2020 Ross Wightman |
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""" |
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import torch |
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from torch.optim import Optimizer |
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class RMSpropTF(Optimizer): |
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"""Implements RMSprop algorithm (TensorFlow style epsilon) |
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NOTE: This is a direct cut-and-paste of PyTorch RMSprop with eps applied before sqrt |
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and a few other modifications to closer match Tensorflow for matching hyper-params. |
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Noteworthy changes include: |
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1. Epsilon applied inside square-root |
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2. square_avg initialized to ones |
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3. LR scaling of update accumulated in momentum buffer |
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Proposed by G. Hinton in his |
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`course <http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf>`_. |
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The centered version first appears in `Generating Sequences |
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With Recurrent Neural Networks <https://arxiv.org/pdf/1308.0850v5.pdf>`_. |
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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-2) |
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momentum (float, optional): momentum factor (default: 0) |
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alpha (float, optional): smoothing (decay) constant (default: 0.9) |
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eps (float, optional): term added to the denominator to improve |
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numerical stability (default: 1e-10) |
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centered (bool, optional) : if ``True``, compute the centered RMSProp, |
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the gradient is normalized by an estimation of its variance |
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weight_decay (float, optional): weight decay (L2 penalty) (default: 0) |
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decoupled_decay (bool, optional): decoupled weight decay as per https://arxiv.org/abs/1711.05101 |
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lr_in_momentum (bool, optional): learning rate scaling is included in the momentum buffer |
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update as per defaults in Tensorflow |
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""" |
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def __init__( |
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self, |
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params, |
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lr=1e-2, |
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alpha=0.9, |
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eps=1e-10, |
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weight_decay=0, |
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momentum=0.0, |
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centered=False, |
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decoupled_decay=False, |
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lr_in_momentum=True, |
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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 <= momentum: |
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raise ValueError("Invalid momentum value: {}".format(momentum)) |
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if not 0.0 <= weight_decay: |
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raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) |
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if not 0.0 <= alpha: |
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raise ValueError("Invalid alpha value: {}".format(alpha)) |
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defaults = dict( |
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lr=lr, |
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momentum=momentum, |
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alpha=alpha, |
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eps=eps, |
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centered=centered, |
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weight_decay=weight_decay, |
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decoupled_decay=decoupled_decay, |
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lr_in_momentum=lr_in_momentum, |
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) |
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super(RMSpropTF, self).__init__(params, defaults) |
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def __setstate__(self, state): |
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super(RMSpropTF, self).__setstate__(state) |
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for group in self.param_groups: |
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group.setdefault("momentum", 0) |
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group.setdefault("centered", False) |
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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("RMSprop does not support sparse gradients") |
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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["square_avg"] = torch.ones_like( |
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p.data |
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) |
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if group["momentum"] > 0: |
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state["momentum_buffer"] = torch.zeros_like(p.data) |
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if group["centered"]: |
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state["grad_avg"] = torch.zeros_like(p.data) |
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square_avg = state["square_avg"] |
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one_minus_alpha = 1.0 - group["alpha"] |
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state["step"] += 1 |
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if group["weight_decay"] != 0: |
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if "decoupled_decay" in group and group["decoupled_decay"]: |
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p.data.add_(-group["weight_decay"], p.data) |
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else: |
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grad = grad.add(group["weight_decay"], p.data) |
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square_avg.add_(one_minus_alpha, grad.pow(2) - square_avg) |
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if group["centered"]: |
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grad_avg = state["grad_avg"] |
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grad_avg.add_(one_minus_alpha, grad - grad_avg) |
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avg = ( |
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square_avg.addcmul(-1, grad_avg, grad_avg) |
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.add(group["eps"]) |
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.sqrt_() |
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) |
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else: |
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avg = square_avg.add(group["eps"]).sqrt_() |
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if group["momentum"] > 0: |
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buf = state["momentum_buffer"] |
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if "lr_in_momentum" in group and group["lr_in_momentum"]: |
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buf.mul_(group["momentum"]).addcdiv_(group["lr"], grad, avg) |
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p.data.add_(-buf) |
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else: |
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buf.mul_(group["momentum"]).addcdiv_(grad, avg) |
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p.data.add_(-group["lr"], buf) |
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else: |
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p.data.addcdiv_(-group["lr"], grad, avg) |
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return loss |
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