HI!
The artcile：https://arxiv.org/abs/1712.07628 8
The process

image.jpg591×905 112 KB

There is my code：
import math
import torch
from torch.optim.optimizer import Optimizer
import numpy as np
class SWATS(Optimizer):
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-9,
             weight_decay=0, amsgrad=False, momentum=0, dampening=0,
             weight_decay_a=0, nesterov=False, lambda_k=0 ):
    global sgd_on
    sgd_on = False

    if lr < 0.0:
        raise ValueError("Invalid learning rate: {}".format(lr))
    if momentum < 0.0:
        raise ValueError("Invalid momentum value: {}".format(momentum))
    if weight_decay < 0.0:
        raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
    if weight_decay_a < 0.0:
        raise ValueError("Invalid weight_decay_a value: {}".format(weight_decay_a))
    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]))
    defaults = dict(lr=lr, betas=betas, eps=eps,
                    weight_decay=weight_decay, amsgrad=amsgrad, momentum=momentum,
                    weight_decay_a=weight_decay_a, nesterov=nesterov, dampening=dampening,
                    lambda_k=lambda_k)
    super(SWATS, self).__init__(params, defaults)

def __setstate__(self, state):
    super(SWATS, self).__setstate__(state)
    for group in self.param_groups:
        group.setdefault('nesterov', False)
        group.setdefault('amsgrad', False)
        group.setdefault('sgd_on', False)

def step(self, closure=None):
    global sgd_on
    loss = None
    if closure is not None:
        loss = closure()

    for group in self.param_groups:
        weight_decay = group['weight_decay']
        momentum = group['momentum']
        dampening = group['dampening']
        nesterov = group['nesterov']

        for p in group['params']:
            if p.grad is None:
                continue

            if sgd_on:
                d_p = p.grad.data
                if weight_decay != 0:
                    d_p.add_(weight_decay, p.data)
                if momentum != 0:
                    param_state = self.state[p]
                    if 'momentum_buffer' not in param_state:
                        buf = param_state['momentum_buffer'] = torch.zeros_like(p.data)
                        buf.mul_(momentum).add_(d_p)
                    else:
                        buf = param_state['momentum_buffer']
                        buf.mul_(momentum).add_(1 - dampening, d_p)
                    if nesterov:
                        d_p = d_p.add(momentum, buf)
                    else:
                        d_p = buf
                p.data.add_(-group['lr'], d_p)

            else:
                grad = p.grad.data

                if grad.is_sparse:
                    raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
                amsgrad = group['amsgrad']
                state = self.state[p]
                # State initialization
                if len(state) == 0:
                    state['step'] = 0
                    # Exponential moving average of gradient values
                    state['exp_avg'] = torch.zeros_like(p.data)
                    # Exponential moving average of squared gradient values
                    state['exp_avg_sq'] = torch.zeros_like(p.data)
                    state['p_k'] = torch.zeros_like(p.data)
                    state['p_k_t'] = torch.zeros_like(p.data)
                    state['MAD'] = torch.zeros_like(p.data)
                    state['MAM'] = torch.zeros_like(p.data)
                    if amsgrad:
                        # Maintains max of all exp. moving avg. of sq. grad. values
                        state['max_exp_avg_sq'] = torch.zeros_like(p.data)

                exp_avg, exp_avg_sq, p_k, MAD, MAM, p_k_t = state['exp_avg'], state['exp_avg_sq'], state['p_k'], state['MAD'], state['MAM'], state['p_k_t']
                if amsgrad:
                    max_exp_avg_sq = state['max_exp_avg_sq']
                beta1, beta2 = group['betas']
                state['step'] += 1
                # Decay the first and second moment running average coefficient
                exp_avg.mul_(beta1).add_(1 - beta1, grad)
                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
                if amsgrad:
                    # Maintains the maximum of all 2nd moment running avg. till now
                    torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
                    # Use the max. for normalizing running avg. of gradient
                    denom = max_exp_avg_sq.sqrt().add_(group['eps'])
                else:
                    denom = exp_avg_sq.sqrt().add_(group['eps'])

                bias_correction1 = 1 - beta1 ** state['step']
                bias_correction2 = 1 - beta2 ** state['step']
                step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1

                p_k.addcdiv_(-step_size, exp_avg, denom)
                p_k_t = torch.transpose(p_k, 0, 1)
                MAD.addcmul_(1.0, p_k_t, grad)
                MAM.addcmul_(1.0, p_k_t, p_k)

                if MAD != 0.0:
                    r_k = - MAM / MAD
                    lambda_k = beta2 * lambda_k + (1 - beta2) * r_k
                    delta_lr = lambda_k / bias_correction2
                    if (state['step'] > 1 and delta_lr > 0 and abs(delta_lr - r_k) < group['eps']):
                        sgd_on = True
                        group['lr'] = delta_lr

                if group['weight_decay_a'] != 0:
                    decayed_weights = torch.mul(p.data, group['weight_decay_a'])
                    p.data.addcdiv_(-step_size, exp_avg, denom)
                    p.data.sub_(decayed_weights)
                else:
                    p.data.addcdiv_(-step_size, exp_avg, denom)

    return loss

In this algorithm,we need transpose some tensor,but i don’t konw which dimonsion should be change.
we must ensure that sgd_lr is positive( ),so I add an additional condition than that the article has listed
Please help me solve it,I will shareit on github after this problem fixed.
Thx!