""" Imported from: https://github.com/LiyuanLucasLiu/RAdam Paper: https://arxiv.org/abs/1908.03265 @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} } """ from __future__ import absolute_import from __future__ import print_function import math import torch from torch.optim.optimizer import Optimizer class RAdam(Optimizer): def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, degenerated_to_sgd=True): 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])) self.degenerated_to_sgd = degenerated_to_sgd 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 = 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']) elif self.degenerated_to_sgd: step_size = 1.0 / (1 - beta1 ** state['step']) else: step_size = -1 buffered[2] = step_size # more conservative since it's an approximated value if N_sma >= 5: if group['weight_decay'] != 0: p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32) denom = exp_avg_sq.sqrt().add_(group['eps']) p_data_fp32.addcdiv_(-step_size * group['lr'], exp_avg, denom) p.data.copy_(p_data_fp32) elif step_size > 0: if group['weight_decay'] != 0: p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32) p_data_fp32.add_(-step_size * group['lr'], 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, degenerated_to_sgd=True): 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])) self.degenerated_to_sgd = degenerated_to_sgd 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) # more conservative since it's an approximated value if N_sma >= 5: if group['weight_decay'] != 0: p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32) 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) p.data.copy_(p_data_fp32) elif self.degenerated_to_sgd: if group['weight_decay'] != 0: p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32) 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): 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, 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 = scheduled_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