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import torch
from torch import Tensor
from typing import List
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
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