import torch
from torch.optim import Optimizer
import math
def lr_policy(step, epoch, initial_lr, optimizer, steps_per_epoch, warmup_epochs,
hold_epochs, num_epochs=None, policy='linear', min_lr=1e-5,
exp_gamma=None):
"""
learning rate decay
Args:
initial_lr: base learning rate
step: current iteration number
N: total number of iterations over which learning rate is decayed
lr_steps: list of steps to apply exp_gamma
"""
warmup_steps = warmup_epochs * steps_per_epoch
hold_steps = hold_epochs * steps_per_epoch
if policy == 'legacy':
assert num_epochs is not None
tot_steps = num_epochs * steps_per_epoch
if step < warmup_steps:
a = (step + 1) / (warmup_steps + 1)
elif step < warmup_steps + hold_steps:
a = 1.0
else:
a = (((tot_steps - step)
/ (tot_steps - warmup_steps - hold_steps)) ** 2)
elif policy == 'exponential':
assert exp_gamma is not None
if step < warmup_steps:
a = (step + 1) / (warmup_steps + 1)
elif step < warmup_steps + hold_steps:
a = 1.0
else:
a = exp_gamma ** (epoch - warmup_epochs - hold_epochs)
else:
raise ValueError
new_lr = max(a * initial_lr, min_lr)
for param_group in optimizer.param_groups:
param_group['lr'] = new_lr
class AdamW(Optimizer):
"""Implements AdamW algorithm.
It has been proposed in `Adam: A Method for Stochastic Optimization`_.
Arguments:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-3)
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.9, 0.999))
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)
amsgrad (boolean, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
Adam: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
On the Convergence of Adam and Beyond:
https://openreview.net/forum?id=ryQu7f-RZ
"""
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
weight_decay=0, amsgrad=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]))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, amsgrad=amsgrad)
super(AdamW, self).__init__(params, defaults)
def __setstate__(self, state):
super(AdamW, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
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
if grad.is_sparse:
raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
amsgrad = group['amsgrad']
state = self.state[p]
if len(state) == 0:
state['step'] = 0
state['exp_avg'] = torch.zeros_like(p.data)
state['exp_avg_sq'] = torch.zeros_like(p.data)
if amsgrad:
state['max_exp_avg_sq'] = torch.zeros_like(p.data)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
if amsgrad:
max_exp_avg_sq = state['max_exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
if amsgrad:
torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
denom = max_exp_avg_sq.sqrt().add_(group['eps'])
else:
denom = exp_avg_sq.sqrt().add_(group['eps'])
bias_correction1 = 1 - beta1 ** state['step']
bias_correction2 = 1 - beta2 ** state['step']
step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1
p.data.add_(torch.mul(p.data, group['weight_decay']).addcdiv_(1, exp_avg, denom), alpha=-step_size)
return loss
class Novograd(Optimizer):
"""
Implements Novograd algorithm.
Args:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-3)
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.95, 0))
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)
grad_averaging: gradient averaging
amsgrad (boolean, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
(default: False)
"""
def __init__(self, params, lr=1e-3, betas=(0.95, 0), eps=1e-8,
weight_decay=0, grad_averaging=False, amsgrad=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]))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay,
grad_averaging=grad_averaging,
amsgrad=amsgrad)
super(Novograd, self).__init__(params, defaults)
def __setstate__(self, state):
super(Novograd, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
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
if grad.is_sparse:
raise RuntimeError('Sparse gradients are not supported.')
amsgrad = group['amsgrad']
state = self.state[p]
if len(state) == 0:
state['step'] = 0
state['exp_avg'] = torch.zeros_like(p.data)
state['exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)
if amsgrad:
state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
if amsgrad:
max_exp_avg_sq = state['max_exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
norm = torch.sum(torch.pow(grad, 2))
if exp_avg_sq == 0:
exp_avg_sq.copy_(norm)
else:
exp_avg_sq.mul_(beta2).add_(norm, alpha=1 - beta2)
if amsgrad:
torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
denom = max_exp_avg_sq.sqrt().add_(group['eps'])
else:
denom = exp_avg_sq.sqrt().add_(group['eps'])
grad.div_(denom)
if group['weight_decay'] != 0:
grad.add_(p.data, alpha=group['weight_decay'])
if group['grad_averaging']:
grad.mul_(1 - beta1)
exp_avg.mul_(beta1).add_(grad)
p.data.add_(exp_avg, alpha=-group['lr'])
return loss