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- import torch
- from torch import Tensor
- from .optimizer import Optimizer
- from typing import List, Optional
- class Adamax(Optimizer):
- r"""Implements Adamax algorithm (a variant of Adam based on infinity norm).
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \gamma \text{ (lr)}, \beta_1, \beta_2
- \text{ (betas)},\theta_0 \text{ (params)},f(\theta) \text{ (objective)},
- \: \lambda \text{ (weight decay)}, \\
- &\hspace{13mm} \epsilon \text{ (epsilon)} \\
- &\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
- u_0 \leftarrow 0 \text{ ( infinity norm)} \\[-1.ex]
- &\rule{110mm}{0.4pt} \\
- &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
- &\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm}if \: \lambda \neq 0 \\
- &\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
- &\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
- &\hspace{5mm}u_t \leftarrow \mathrm{max}(\beta_2 u_{t-1}, |g_{t}|+\epsilon) \\
- &\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \frac{\gamma m_t}{(1-\beta^t_1) u_t} \\
- &\rule{110mm}{0.4pt} \\[-1.ex]
- &\bf{return} \: \theta_t \\[-1.ex]
- &\rule{110mm}{0.4pt} \\[-1.ex]
- \end{aligned}
- For further details regarding the algorithm we refer to `Adam: A Method for Stochastic Optimization`_.
- Args:
- params (iterable): iterable of parameters to optimize or dicts defining
- parameter groups
- lr (float, optional): learning rate (default: 2e-3)
- betas (Tuple[float, float], optional): coefficients used for computing
- running averages of gradient and its square
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-8)
- weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
- foreach (bool, optional): whether foreach implementation of optimizer is used (default: None)
- maximize (bool, optional): maximize the params based on the objective, instead of
- minimizing (default: False)
- .. _Adam\: A Method for Stochastic Optimization:
- https://arxiv.org/abs/1412.6980
- """
- def __init__(self, params, lr=2e-3, betas=(0.9, 0.999), eps=1e-8,
- weight_decay=0, foreach: Optional[bool] = None, *, maximize: bool = 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]))
- if not 0.0 <= weight_decay:
- raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
- defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay,
- foreach=foreach, maximize=maximize)
- super(Adamax, self).__init__(params, defaults)
- def __setstate__(self, state):
- super().__setstate__(state)
- for group in self.param_groups:
- group.setdefault('foreach', None)
- group.setdefault('maximize', False)
- state_values = list(self.state.values())
- step_is_tensor = (len(state_values) != 0) and torch.is_tensor(state_values[0]['step'])
- if not step_is_tensor:
- for s in state_values:
- s['step'] = torch.tensor(float(s['step']))
- @torch.no_grad()
- def step(self, closure=None):
- """Performs a single optimization step.
- Args:
- closure (callable, optional): A closure that reevaluates the model
- and returns the loss.
- """
- loss = None
- if closure is not None:
- with torch.enable_grad():
- loss = closure()
- for group in self.param_groups:
- params_with_grad = []
- grads = []
- exp_avgs = []
- exp_infs = []
- state_steps = []
- beta1, beta2 = group['betas']
- eps = group['eps']
- lr = group['lr']
- weight_decay = group['weight_decay']
- foreach = group['foreach']
- maximize = group['maximize']
- for p in group['params']:
- if p.grad is None:
- continue
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError('Adamax does not support sparse gradients')
- grads.append(p.grad)
- state = self.state[p]
- # State initialization
- if len(state) == 0:
- state['step'] = torch.tensor(0.)
- state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- state['exp_inf'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- exp_avgs.append(state['exp_avg'])
- exp_infs.append(state['exp_inf'])
- state_steps.append(state['step'])
- adamax(params_with_grad,
- grads,
- exp_avgs,
- exp_infs,
- state_steps,
- eps=eps,
- beta1=beta1,
- beta2=beta2,
- lr=lr,
- weight_decay=weight_decay,
- foreach=foreach,
- maximize=maximize)
- return loss
- def adamax(params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_infs: List[Tensor],
- state_steps: List[Tensor],
- # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
- # setting this as kwarg for now as functional API is compiled by torch/distributed/optim
- foreach: bool = None,
- maximize: bool = False,
- *,
- eps: float,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float):
- r"""Functional API that performs adamax algorithm computation.
- See :class:`~torch.optim.Adamax` for details.
- """
- if not all([isinstance(t, torch.Tensor) for t in state_steps]):
- raise RuntimeError("API has changed, `state_steps` argument must contain a list of singleton tensors")
- if foreach is None:
- # Placeholder for more complex foreach logic to be added when value is not set
- foreach = False
- if foreach and torch.jit.is_scripting():
- raise RuntimeError('torch.jit.script not supported with foreach optimizers')
- if foreach and not torch.jit.is_scripting():
- func = _multi_tensor_adamax
- else:
- func = _single_tensor_adamax
- func(params,
- grads,
- exp_avgs,
- exp_infs,
- state_steps,
- eps=eps,
- beta1=beta1,
- beta2=beta2,
- lr=lr,
- weight_decay=weight_decay,
- maximize=maximize)
- def _single_tensor_adamax(params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_infs: List[Tensor],
- state_steps: List[Tensor],
- *,
- eps: float,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- maximize: bool):
- for i, param in enumerate(params):
- grad = grads[i]
- grad = grad if not maximize else -grad
- exp_avg = exp_avgs[i]
- exp_inf = exp_infs[i]
- step_t = state_steps[i]
- # update step
- step_t += 1
- step = step_t.item()
- if weight_decay != 0:
- grad = grad.add(param, alpha=weight_decay)
- # Update biased first moment estimate.
- exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
- # Update the exponentially weighted infinity norm.
- norm_buf = torch.cat([
- exp_inf.mul_(beta2).unsqueeze(0),
- grad.abs().add_(eps).unsqueeze_(0)
- ], 0)
- torch.amax(norm_buf, 0, keepdim=False, out=exp_inf)
- bias_correction = 1 - beta1 ** step
- clr = lr / bias_correction
- param.addcdiv_(exp_avg, exp_inf, value=-clr)
- def _multi_tensor_adamax(params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_infs: List[Tensor],
- state_steps: List[Tensor],
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- maximize: bool):
- if len(params) == 0:
- return
- if maximize:
- grads = torch._foreach_neg(grads)
- # Update steps
- torch._foreach_add_(state_steps, 1)
- if weight_decay != 0:
- torch._foreach_add_(grads, params, alpha=weight_decay)
- # Update biased first moment estimate.
- torch._foreach_mul_(exp_avgs, beta1)
- torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)
- # Update the exponentially weighted infinity norm.
- torch._foreach_mul_(exp_infs, beta2)
- for exp_inf, grad in zip(exp_infs, grads):
- norm_buf = torch.cat([
- exp_inf.unsqueeze(0),
- grad.abs().add_(eps).unsqueeze_(0)
- ], 0)
- torch.max(norm_buf, 0, keepdim=False, out=(exp_inf, exp_inf.new().long()))
- bias_corrections = [1 - beta1 ** step.item() for step in state_steps]
- clr = [-1 * (lr / bias_correction) for bias_correction in bias_corrections]
- torch._foreach_addcdiv_(params, exp_avgs, exp_infs, clr)
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