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- import torch
- from torch import Tensor
- from .optimizer import Optimizer
- from typing import List, Optional
- class Adadelta(Optimizer):
- r"""Implements Adadelta algorithm.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \gamma \text{ (lr)}, \: \theta_0 \text{ (params)},
- \: f(\theta) \text{ (objective)}, \: \rho \text{ (decay)},
- \: \lambda \text{ (weight decay)} \\
- &\textbf{initialize} : v_0 \leftarrow 0 \: \text{ (square avg)},
- \: u_0 \leftarrow 0 \: \text{ (accumulate variables)} \\[-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} v_t \leftarrow v_{t-1} \rho + g^2_t (1 - \rho) \\
- &\hspace{5mm}\Delta x_t \leftarrow \frac{\sqrt{u_{t-1} +
- \epsilon }}{ \sqrt{v_t + \epsilon} }g_t \hspace{21mm} \\
- &\hspace{5mm} u_t \leftarrow u_{t-1} \rho +
- \Delta x^2_t (1 - \rho) \\
- &\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \gamma \Delta x_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 `ADADELTA: An Adaptive Learning Rate Method`_.
- Args:
- params (iterable): iterable of parameters to optimize or dicts defining
- parameter groups
- rho (float, optional): coefficient used for computing a running average
- of squared gradients (default: 0.9)
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-6)
- lr (float, optional): coefficient that scale delta before it is applied
- to the parameters (default: 1.0)
- 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)
- .. _ADADELTA\: An Adaptive Learning Rate Method:
- https://arxiv.org/abs/1212.5701
- """
- def __init__(self, params, lr=1.0, rho=0.9, eps=1e-6, 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 <= rho <= 1.0:
- raise ValueError("Invalid rho value: {}".format(rho))
- if not 0.0 <= eps:
- raise ValueError("Invalid epsilon value: {}".format(eps))
- if not 0.0 <= weight_decay:
- raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
- defaults = dict(lr=lr, rho=rho, eps=eps, weight_decay=weight_decay,
- maximize=maximize, foreach=foreach)
- super(Adadelta, 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)
- @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 = []
- square_avgs = []
- acc_deltas = []
- lr, rho, eps, weight_decay, foreach, maximize = (group['lr'],
- group['rho'],
- group['eps'],
- group['weight_decay'],
- group['foreach'],
- 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('Adadelta does not support sparse gradients')
- grads.append(p.grad)
- state = self.state[p]
- # Lazy state initialization
- if len(state) == 0:
- state['step'] = 0
- state['square_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- state['acc_delta'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- square_avgs.append(state['square_avg'])
- acc_deltas.append(state['acc_delta'])
- state['step'] += 1
- adadelta(params_with_grad,
- grads,
- square_avgs,
- acc_deltas,
- lr=lr,
- rho=rho,
- eps=eps,
- weight_decay=weight_decay,
- foreach=foreach,
- maximize=maximize)
- return loss
- def adadelta(params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- acc_deltas: 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,
- *,
- lr: float,
- rho: float,
- eps: float,
- weight_decay: float,
- maximize: bool):
- r"""Functional API that performs Adadelta algorithm computation.
- See :class:`~torch.optim.Adadelta` for details.
- """
- 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_adadelta
- else:
- func = _single_tensor_adadelta
- func(params,
- grads,
- square_avgs,
- acc_deltas,
- lr=lr,
- rho=rho,
- eps=eps,
- weight_decay=weight_decay,
- maximize=maximize)
- def _single_tensor_adadelta(params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- acc_deltas: List[Tensor],
- *,
- lr: float,
- rho: float,
- eps: float,
- weight_decay: float,
- maximize: bool):
- for (param, grad, square_avg, acc_delta) in zip(params, grads, square_avgs, acc_deltas):
- grad = grad if not maximize else -grad
- if weight_decay != 0:
- grad = grad.add(param, alpha=weight_decay)
- if torch.is_complex(param):
- square_avg = torch.view_as_real(square_avg)
- acc_delta = torch.view_as_real(acc_delta)
- grad = torch.view_as_real(grad)
- square_avg.mul_(rho).addcmul_(grad, grad, value=1 - rho)
- std = square_avg.add(eps).sqrt_()
- delta = acc_delta.add(eps).sqrt_().div_(std).mul_(grad)
- acc_delta.mul_(rho).addcmul_(delta, delta, value=1 - rho)
- if torch.is_complex(param):
- delta = torch.view_as_complex(delta)
- param.add_(delta, alpha=-lr)
- def _multi_tensor_adadelta(params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- acc_deltas: List[Tensor],
- *,
- lr: float,
- weight_decay: float,
- rho: float,
- eps: float,
- maximize: bool):
- if len(params) == 0:
- return
- if maximize:
- grads = torch._foreach_neg(grads)
- if weight_decay != 0:
- torch._foreach_add_(grads, params, alpha=weight_decay)
- torch._foreach_mul_(square_avgs, rho)
- torch._foreach_addcmul_(square_avgs, grads, grads, value=1 - rho)
- std = torch._foreach_add(square_avgs, eps)
- torch._foreach_sqrt_(std)
- deltas = torch._foreach_add(acc_deltas, eps)
- torch._foreach_sqrt_(deltas)
- torch._foreach_div_(deltas, std)
- torch._foreach_mul_(deltas, grads)
- torch._foreach_add_(params, deltas, alpha=-lr)
- torch._foreach_mul_(acc_deltas, rho)
- torch._foreach_addcmul_(acc_deltas, deltas, deltas, value=1 - rho)
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