""" AdamW Optimizer Impl copied from PyTorch master """ import math import torch from torch.optim.optimizer import Optimizer class AdamW(Optimizer): r"""Implements AdamW algorithm. The original Adam algorithm was proposed in `Adam: A Method for Stochastic Optimization`_. The AdamW variant was proposed in `Decoupled Weight Decay Regularization`_. 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 coefficient (default: 1e-2) amsgrad (boolean, optional): whether to use the AMSGrad variant of this algorithm from the paper `On the Convergence of Adam and Beyond`_ (default: False) .. _Adam\: A Method for Stochastic Optimization: https://arxiv.org/abs/1412.6980 .. _Decoupled Weight Decay Regularization: https://arxiv.org/abs/1711.05101 .. _On the Convergence of Adam and Beyond: https://openreview.net/forum?id=ryQu7f-RZ """ def __init__( self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=1e-2, amsgrad=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])) defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, amsgrad=amsgrad ) super(AdamW, self).__init__(params, defaults) def __setstate__(self, state): super(AdamW, 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 # Perform stepweight decay p.data.mul_(1 - group["lr"] * group["weight_decay"]) # Perform optimization step grad = p.grad.data if grad.is_sparse: raise RuntimeError( "Adam does not support sparse gradients, please consider SparseAdam instead" ) amsgrad = group["amsgrad"] 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.data) # Exponential moving average of squared gradient values state["exp_avg_sq"] = torch.zeros_like(p.data) if amsgrad: # Maintains max of all exp. moving avg. of sq. grad. values 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 bias_correction1 = 1 - beta1 ** state["step"] bias_correction2 = 1 - beta2 ** state["step"] # 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() / math.sqrt(bias_correction2)).add_( group["eps"] ) else: denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_( group["eps"] ) step_size = group["lr"] / bias_correction1 p.data.addcdiv_(-step_size, exp_avg, denom) return loss