# Copyright (c) Microsoft Corporation. # Licensed under the MIT license. import math import torch from torch.optim.optimizer import Optimizer, required class RAdam(Optimizer): """ @article{liu2019radam, title={On the Variance of the Adaptive Learning Rate and Beyond}, author={Liu, Liyuan and Jiang, Haoming and He, Pengcheng and Chen, Weizhu and Liu, Xiaodong and Gao, Jianfeng and Han, Jiawei}, journal={arXiv preprint arXiv:1908.03265}, year={2019} } """ def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0): defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay) self.buffer = [[None, None, None] for ind in range(10)] super(RAdam, self).__init__(params, defaults) def __setstate__(self, state): super(RAdam, self).__setstate__(state) def step(self, closure=None): 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 grad = p.grad.data.float() if grad.is_sparse: raise RuntimeError("RAdam does not support sparse gradients") p_data_fp32 = p.data.float() state = self.state[p] if len(state) == 0: state["step"] = 0 state["exp_avg"] = torch.zeros_like(p_data_fp32) state["exp_avg_sq"] = torch.zeros_like(p_data_fp32) else: state["exp_avg"] = state["exp_avg"].type_as(p_data_fp32) state["exp_avg_sq"] = state["exp_avg_sq"].type_as(p_data_fp32) exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] beta1, beta2 = group["betas"] exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) exp_avg.mul_(beta1).add_(1 - beta1, grad) state["step"] += 1 buffered = self.buffer[int(state["step"] % 10)] if state["step"] == buffered[0]: N_sma, step_size = buffered[1], buffered[2] else: buffered[0] = state["step"] beta2_t = beta2 ** state["step"] N_sma_max = 2 / (1 - beta2) - 1 N_sma = N_sma_max - 2 * state["step"] * beta2_t / (1 - beta2_t) buffered[1] = N_sma # more conservative since it's an approximated value if N_sma >= 5: step_size = ( group["lr"] * math.sqrt( (1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / (N_sma_max - 2) ) / (1 - beta1 ** state["step"]) ) else: step_size = group["lr"] / (1 - beta1 ** state["step"]) buffered[2] = step_size if group["weight_decay"] != 0: p_data_fp32.add_(-group["weight_decay"] * group["lr"], p_data_fp32) # more conservative since it's an approximated value if N_sma >= 5: denom = exp_avg_sq.sqrt().add_(group["eps"]) p_data_fp32.addcdiv_(-step_size, exp_avg, denom) else: p_data_fp32.add_(-step_size, exp_avg) p.data.copy_(p_data_fp32) return loss class PlainRAdam(Optimizer): def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0): defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay) super(PlainRAdam, self).__init__(params, defaults) def __setstate__(self, state): super(PlainRAdam, self).__setstate__(state) def step(self, closure=None): 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 grad = p.grad.data.float() if grad.is_sparse: raise RuntimeError("RAdam does not support sparse gradients") p_data_fp32 = p.data.float() state = self.state[p] if len(state) == 0: state["step"] = 0 state["exp_avg"] = torch.zeros_like(p_data_fp32) state["exp_avg_sq"] = torch.zeros_like(p_data_fp32) else: state["exp_avg"] = state["exp_avg"].type_as(p_data_fp32) state["exp_avg_sq"] = state["exp_avg_sq"].type_as(p_data_fp32) exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] beta1, beta2 = group["betas"] exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) exp_avg.mul_(beta1).add_(1 - beta1, grad) state["step"] += 1 beta2_t = beta2 ** state["step"] N_sma_max = 2 / (1 - beta2) - 1 N_sma = N_sma_max - 2 * state["step"] * beta2_t / (1 - beta2_t) if group["weight_decay"] != 0: p_data_fp32.add_(-group["weight_decay"] * group["lr"], p_data_fp32) # more conservative since it's an approximated value if N_sma >= 5: step_size = ( group["lr"] * math.sqrt( (1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / (N_sma_max - 2) ) / (1 - beta1 ** state["step"]) ) denom = exp_avg_sq.sqrt().add_(group["eps"]) p_data_fp32.addcdiv_(-step_size, exp_avg, denom) else: step_size = group["lr"] / (1 - beta1 ** state["step"]) p_data_fp32.add_(-step_size, exp_avg) p.data.copy_(p_data_fp32) return loss class AdamW(Optimizer): def __init__( self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, warmup=0 ): defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, warmup=warmup ) super(AdamW, self).__init__(params, defaults) def __setstate__(self, state): super(AdamW, self).__setstate__(state) def step(self, closure=None): 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 grad = p.grad.data.float() if grad.is_sparse: raise RuntimeError( "Adam does not support sparse gradients, please consider SparseAdam instead" ) p_data_fp32 = p.data.float() state = self.state[p] if len(state) == 0: state["step"] = 0 state["exp_avg"] = torch.zeros_like(p_data_fp32) state["exp_avg_sq"] = torch.zeros_like(p_data_fp32) else: state["exp_avg"] = state["exp_avg"].type_as(p_data_fp32) state["exp_avg_sq"] = state["exp_avg_sq"].type_as(p_data_fp32) exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] beta1, beta2 = group["betas"] state["step"] += 1 exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) exp_avg.mul_(beta1).add_(1 - beta1, grad) denom = exp_avg_sq.sqrt().add_(group["eps"]) bias_correction1 = 1 - beta1 ** state["step"] bias_correction2 = 1 - beta2 ** state["step"] if group["warmup"] > state["step"]: scheduled_lr = 1e-8 + state["step"] * group["lr"] / group["warmup"] else: scheduled_lr = group["lr"] step_size = group["lr"] * math.sqrt(bias_correction2) / bias_correction1 if group["weight_decay"] != 0: p_data_fp32.add_(-group["weight_decay"] * scheduled_lr, p_data_fp32) p_data_fp32.addcdiv_(-step_size, exp_avg, denom) p.data.copy_(p_data_fp32) return loss