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corrected_adam.py
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corrected_adam.py
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import math
import torch
from torch.optim import Optimizer
from torch import Tensor
from typing import List, Optional
def corrected_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,
maximize: bool):
r"""Functional API that performs Adam algorithm computation.
See :class:`~torch.optim.Adam` for details.
"""
for i, param in enumerate(params):
grad = grads[i] if not maximize else -grads[i]
exp_avg = exp_avgs[i]
grad_diff = grad.sub(exp_avg)
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 mean and variance running average coefficient
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
exp_avg_sq.mul_(beta2).addcmul_(grad_diff, grad_diff.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).add_(exp_avg)
else:
denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(eps).add_(exp_avg)
step_size = lr / bias_correction1
param.addcdiv_(exp_avg, denom, value=-step_size)
class CorrectedAdam(Optimizer):
r"""Implements a corrected Adam algorithm, taking proper variance of gradient instead of second moment.
For further details regarding the algorithm we refer to `Adam: A Method for Stochastic Optimization`_.
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)
maximize (bool, optional): maximize the params based on the objective, instead of
minimizing (default: False)
.. _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, *, maximize: bool = 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, maximize=maximize)
super(CorrectedAdam, self).__init__(params, defaults)
def __setstate__(self, state):
super(CorrectedAdam, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
group.setdefault('maximize', 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 gradient variance 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'])
corrected_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'],
maximize=group['maximize'])
return loss