model/fno/Adam.py

import math
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