import torch from torch.optim import Optimizer class DM_RMSprop(Optimizer): """Implements the form of RMSProp used in DM 2015 Atari paper. Inspired by https://github.com/spragunr/deep_q_rl/blob/master/deep_q_rl/updates.py""" def __init__(self, params, lr=1e-2, alpha=0.99, eps=1e-8, weight_decay=0, momentum=0, centered=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 <= momentum: raise ValueError("Invalid momentum value: {}".format(momentum)) if not 0.0 <= weight_decay: raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) if not 0.0 <= alpha: raise ValueError("Invalid alpha value: {}".format(alpha)) defaults = dict(lr=lr, momentum=momentum, alpha=alpha, eps=eps, centered=centered, weight_decay=weight_decay) super(DM_RMSprop, self).__init__(params, defaults) def __setstate__(self, state): super(DM_RMSprop, self).__setstate__(state) for group in self.param_groups: group.setdefault('momentum', 0) group.setdefault('centered', 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: momentum = group['momentum'] sq_momentum = group['alpha'] epsilon = group['eps'] for p in group['params']: if p.grad is None: continue grad = p.grad.data if grad.is_sparse: raise RuntimeError('RMSprop does not support sparse gradients') state = self.state[p] # State initialization if len(state) == 0: state['step'] = 0 state['square_avg'] = torch.zeros_like(p.data) if momentum > 0: state['momentum_buffer'] = torch.zeros_like(p.data) mom_buffer = state['momentum_buffer'] square_avg = state['square_avg'] state['step'] += 1 mom_buffer.mul_(momentum) mom_buffer.add_((1 - momentum) * grad) square_avg.mul_(sq_momentum).addcmul_(1 - sq_momentum, grad, grad) avg = (square_avg - mom_buffer**2 + epsilon).sqrt() p.data.addcdiv_(-group['lr'], grad, avg) return loss