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