init commit

Adam.py

@@ -0,0 +1,163 @@
+import math
+import torch
+from torch import Tensor
+from typing import List, Optional
+from torch.optim.optimizer import Optimizer
+
+
+def adam(params: List[Tensor],
+         grads: List[Tensor],
+         exp_avgs: List[Tensor],
+         exp_avg_sqs: List[Tensor],
+         max_exp_avg_sqs: List[Tensor],
+         state_steps: List[int],
+         *,
+         amsgrad: bool,
+         beta1: float,
+         beta2: float,
+         lr: float,
+         weight_decay: float,
+         eps: float):
+    r"""Functional API that performs Adam algorithm computation.
+    See :class:`~torch.optim.Adam` for details.
+    """
+
+    for i, param in enumerate(params):
+
+        grad = grads[i]
+        exp_avg = exp_avgs[i]
+        exp_avg_sq = exp_avg_sqs[i]
+        step = state_steps[i]
+
+        bias_correction1 = 1 - beta1 ** step
+        bias_correction2 = 1 - beta2 ** step
+
+        if weight_decay != 0:
+            grad = grad.add(param, alpha=weight_decay)
+
+        # Decay the first and second moment running average coefficient
+        exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
+        exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1 - beta2)
+        if amsgrad:
+            # Maintains the maximum of all 2nd moment running avg. till now
+            torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
+            # Use the max. for normalizing running avg. of gradient
+            denom = (max_exp_avg_sqs[i].sqrt() / math.sqrt(bias_correction2)).add_(eps)
+        else:
+            denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(eps)
+
+        step_size = lr / bias_correction1
+
+        param.addcdiv_(exp_avg, denom, value=-step_size)
+
+
+class Adam(Optimizer):
+    r"""Implements Adam algorithm.
+    It has been proposed in `Adam: A Method for Stochastic Optimization`_.
+    The implementation of the L2 penalty follows changes proposed in
+    `Decoupled Weight Decay Regularization`_.
+    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: (0.9, 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`_
+            (default: False)
+    .. _Adam\: A Method for Stochastic Optimization:
+        https://arxiv.org/abs/1412.6980
+    .. _Decoupled Weight Decay Regularization:
+        https://arxiv.org/abs/1711.05101
+    .. _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]))
+        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, amsgrad=amsgrad)
+        super(Adam, self).__init__(params, defaults)
+
+    def __setstate__(self, state):
+        super(Adam, self).__setstate__(state)
+        for group in self.param_groups:
+            group.setdefault('amsgrad', 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 = []
+            exp_avgs = []
+            exp_avg_sqs = []
+            max_exp_avg_sqs = []
+            state_steps = []
+            beta1, beta2 = group['betas']
+
+            for p in group['params']:
+                if p.grad is not None:
+                    params_with_grad.append(p)
+                    if p.grad.is_sparse:
+                        raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
+                    grads.append(p.grad)
+
+                    state = self.state[p]
+                    # Lazy state initialization
+                    if len(state) == 0:
+                        state['step'] = 0
+                        # Exponential moving average of gradient values
+                        state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
+                        # Exponential moving average of squared gradient values
+                        state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
+                        if group['amsgrad']:
+                            # Maintains max of all exp. moving avg. of sq. grad. values
+                            state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
+
+                    exp_avgs.append(state['exp_avg'])
+                    exp_avg_sqs.append(state['exp_avg_sq'])
+
+                    if group['amsgrad']:
+                        max_exp_avg_sqs.append(state['max_exp_avg_sq'])
+
+                    # update the steps for each param group update
+                    state['step'] += 1
+                    # record the step after step update
+                    state_steps.append(state['step'])
+
+            adam(params_with_grad,
+                 grads,
+                 exp_avgs,
+                 exp_avg_sqs,
+                 max_exp_avg_sqs,
+                 state_steps,
+                 amsgrad=group['amsgrad'],
+                 beta1=beta1,
+                 beta2=beta2,
+                 lr=group['lr'],
+                 weight_decay=group['weight_decay'],
+                 eps=group['eps'])
+        return loss