#Ranger deep learning optimizer - RAdam + Lookahead combined. #https://github.com/lessw2020/Ranger-Deep-Learning-Optimizer import math import torch from torch.optim.optimizer import Optimizer, required import itertools as it #from torch.optim import Optimizer #credit - Lookahead implementation from LonePatient - https://github.com/lonePatient/lookahead_pytorch/blob/master/optimizer.py #credit2 - RAdam code by https://github.com/LiyuanLucasLiu/RAdam/blob/master/radam.py #changes 8/31/19 - fix references to *self*.N_sma_threshold; #changed eps to 1e-5 as better default than 1e-8. class Ranger(Optimizer): def __init__(self, params, lr=1e-3, alpha=0.5, k=6, N_sma_threshhold=5, betas=(.95,0.999), eps=1e-5, weight_decay=0): #parameter checks if not 0.0 <= alpha <= 1.0: raise ValueError(f'Invalid slow update rate: {alpha}') if not 1 <= k: raise ValueError(f'Invalid lookahead steps: {k}') if not lr > 0: raise ValueError(f'Invalid Learning Rate: {lr}') if not eps > 0: raise ValueError(f'Invalid eps: {eps}') #parameter comments: # beta1 (momentum) of .95 seems to work better than .90... #N_sma_threshold of 5 seems better in testing than 4. #In both cases, worth testing on your dataset (.90 vs .95, 4 vs 5) to make sure which works best for you. #prep defaults and init torch.optim base defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay) super().__init__(params,defaults) #adjustable threshold self.N_sma_threshhold = N_sma_threshhold #now we can get to work... for group in self.param_groups: group["step_counter"] = 0 #print("group step counter init") #look ahead params self.alpha = alpha self.k = k #radam buffer for state self.radam_buffer = [[None,None,None] for ind in range(10)] #lookahead weights self.slow_weights = [[p.clone().detach() for p in group['params']] for group in self.param_groups] #don't use grad for lookahead weights for w in it.chain(*self.slow_weights): w.requires_grad = False def __setstate__(self, state): print("set state called") super(Ranger, self).__setstate__(state) def step(self, closure=None): loss = None #note - below is commented out b/c I have other work that passes back the loss as a float, and thus not a callable closure. #Uncomment if you need to use the actual closure... #if closure is not None: #loss = closure() #------------ radam 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.radam_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 if N_sma > self.N_sma_threshhold: step_size = 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 = 1.0 / (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) if N_sma > self.N_sma_threshhold: denom = exp_avg_sq.sqrt().add_(group['eps']) p_data_fp32.addcdiv_(-step_size * group['lr'], exp_avg, denom) else: p_data_fp32.add_(-step_size * group['lr'], exp_avg) p.data.copy_(p_data_fp32) #---------------- end radam step #look ahead tracking and updating if latest batch = k for group,slow_weights in zip(self.param_groups,self.slow_weights): group['step_counter'] += 1 if group['step_counter'] % self.k != 0: continue for p,q in zip(group['params'],slow_weights): if p.grad is None: continue q.data.add_(self.alpha,p.data - q.data) p.data.copy_(q.data) return loss