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- import torch
- from torch import Tensor
- from .optimizer import Optimizer
- from typing import List, Optional
- class RMSprop(Optimizer):
- r"""Implements RMSprop algorithm.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \alpha \text{ (alpha)},\: \gamma \text{ (lr)},
- \: \theta_0 \text{ (params)}, \: f(\theta) \text{ (objective)} \\
- &\hspace{13mm} \lambda \text{ (weight decay)},\: \mu \text{ (momentum)},\: centered\\
- &\textbf{initialize} : v_0 \leftarrow 0 \text{ (square average)}, \:
- \textbf{b}_0 \leftarrow 0 \text{ (buffer)}, \: g^{ave}_0 \leftarrow 0 \\[-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 \alpha v_{t-1} + (1 - \alpha) g^2_t
- \hspace{8mm} \\
- &\hspace{5mm} \tilde{v_t} \leftarrow v_t \\
- &\hspace{5mm}if \: centered \\
- &\hspace{10mm} g^{ave}_t \leftarrow g^{ave}_{t-1} \alpha + (1-\alpha) g_t \\
- &\hspace{10mm} \tilde{v_t} \leftarrow \tilde{v_t} - \big(g^{ave}_{t} \big)^2 \\
- &\hspace{5mm}if \: \mu > 0 \\
- &\hspace{10mm} \textbf{b}_t\leftarrow \mu \textbf{b}_{t-1} +
- g_t/ \big(\sqrt{\tilde{v_t}} + \epsilon \big) \\
- &\hspace{10mm} \theta_t \leftarrow \theta_{t-1} - \gamma \textbf{b}_t \\
- &\hspace{5mm} else \\
- &\hspace{10mm}\theta_t \leftarrow \theta_{t-1} -
- \gamma g_t/ \big(\sqrt{\tilde{v_t}} + \epsilon \big) \hspace{3mm} \\
- &\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
- `lecture notes <https://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf>`_ by G. Hinton.
- and centered version `Generating Sequences
- With Recurrent Neural Networks <https://arxiv.org/pdf/1308.0850v5.pdf>`_.
- The implementation here takes the square root of the gradient average before
- adding epsilon (note that TensorFlow interchanges these two operations). The effective
- learning rate is thus :math:`\gamma/(\sqrt{v} + \epsilon)` where :math:`\gamma`
- is the scheduled learning rate and :math:`v` is the weighted moving average
- of the squared gradient.
- Args:
- params (iterable): iterable of parameters to optimize or dicts defining
- parameter groups
- lr (float, optional): learning rate (default: 1e-2)
- momentum (float, optional): momentum factor (default: 0)
- alpha (float, optional): smoothing constant (default: 0.99)
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-8)
- centered (bool, optional) : if ``True``, compute the centered RMSProp,
- the gradient is normalized by an estimation of its variance
- weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
- foreach (bool, optional): whether foreach implementation of optimizer
- is used (default: None)
- """
- def __init__(self, params, lr=1e-2, alpha=0.99, eps=1e-8, weight_decay=0, momentum=0,
- centered=False, foreach: Optional[bool] = None):
- 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, foreach=foreach)
- super(RMSprop, self).__init__(params, defaults)
- def __setstate__(self, state):
- super().__setstate__(state)
- for group in self.param_groups:
- group.setdefault('momentum', 0)
- group.setdefault('centered', False)
- group.setdefault('foreach', None)
- @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 = []
- grad_avgs = []
- momentum_buffer_list = []
- for p in group['params']:
- if p.grad is None:
- continue
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError('RMSprop does not support sparse gradients')
- grads.append(p.grad)
- state = self.state[p]
- # State initialization
- if len(state) == 0:
- state['step'] = 0
- state['square_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- if group['momentum'] > 0:
- state['momentum_buffer'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- if group['centered']:
- state['grad_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- square_avgs.append(state['square_avg'])
- if group['momentum'] > 0:
- momentum_buffer_list.append(state['momentum_buffer'])
- if group['centered']:
- grad_avgs.append(state['grad_avg'])
- state['step'] += 1
- rmsprop(params_with_grad,
- grads,
- square_avgs,
- grad_avgs,
- momentum_buffer_list,
- lr=group['lr'],
- alpha=group['alpha'],
- eps=group['eps'],
- weight_decay=group['weight_decay'],
- momentum=group['momentum'],
- centered=group['centered'],
- foreach=group['foreach'])
- return loss
- def rmsprop(params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- grad_avgs: List[Tensor],
- momentum_buffer_list: 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,
- alpha: float,
- eps: float,
- weight_decay: float,
- momentum: float,
- centered: bool):
- r"""Functional API that performs rmsprop algorithm computation.
- See :class:`~torch.optim.RMSProp` 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_rmsprop
- else:
- func = _single_tensor_rmsprop
- func(params,
- grads,
- square_avgs,
- grad_avgs,
- momentum_buffer_list,
- lr=lr,
- alpha=alpha,
- eps=eps,
- weight_decay=weight_decay,
- momentum=momentum,
- centered=centered)
- def _single_tensor_rmsprop(params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- grad_avgs: List[Tensor],
- momentum_buffer_list: List[Tensor],
- *,
- lr: float,
- alpha: float,
- eps: float,
- weight_decay: float,
- momentum: float,
- centered: bool):
- for i, param in enumerate(params):
- grad = grads[i]
- square_avg = square_avgs[i]
- if weight_decay != 0:
- grad = grad.add(param, alpha=weight_decay)
- square_avg.mul_(alpha).addcmul_(grad, grad, value=1 - alpha)
- if centered:
- grad_avg = grad_avgs[i]
- grad_avg.mul_(alpha).add_(grad, alpha=1 - alpha)
- avg = square_avg.addcmul(grad_avg, grad_avg, value=-1).sqrt_().add_(eps)
- else:
- avg = square_avg.sqrt().add_(eps)
- if momentum > 0:
- buf = momentum_buffer_list[i]
- buf.mul_(momentum).addcdiv_(grad, avg)
- param.add_(buf, alpha=-lr)
- else:
- param.addcdiv_(grad, avg, value=-lr)
- def _multi_tensor_rmsprop(params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- grad_avgs: List[Tensor],
- momentum_buffer_list: List[Tensor],
- *,
- lr: float,
- alpha: float,
- eps: float,
- weight_decay: float,
- momentum: float,
- centered: bool):
- if len(params) == 0:
- return
- if weight_decay != 0:
- torch._foreach_add_(grads, params, alpha=weight_decay)
- torch._foreach_mul_(square_avgs, alpha)
- torch._foreach_addcmul_(square_avgs, grads, grads, value=1 - alpha)
- if centered:
- torch._foreach_mul_(grad_avgs, alpha)
- torch._foreach_add_(grad_avgs, grads, alpha=1 - alpha)
- avg = torch._foreach_addcmul(square_avgs, grad_avgs, grad_avgs, value=-1)
- torch._foreach_sqrt_(avg)
- torch._foreach_add_(avg, eps)
- else:
- avg = torch._foreach_sqrt(square_avgs)
- torch._foreach_add_(avg, eps)
- if momentum > 0:
- torch._foreach_mul_(momentum_buffer_list, momentum)
- torch._foreach_addcdiv_(momentum_buffer_list, grads, avg)
- torch._foreach_add_(params, momentum_buffer_list, alpha=-lr)
- else:
- torch._foreach_addcdiv_(params, grads, avg, value=-lr)
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