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# Based on https://github.com/pytorch/pytorch/pull/3740
import torch
import math
class AdamW(torch.optim.Optimizer):
"""Implements AdamW algorithm.
It has been proposed in `Fixing Weight Decay Regularization in Adam`_.
Arguments:
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)
.. Fixing Weight Decay Regularization in Adam:
https://arxiv.org/abs/1711.05101
"""
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
weight_decay=0):
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay)
super(AdamW, self).__init__(params, defaults)
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad.data
if grad.is_sparse:
raise RuntimeError('AdamW does not support sparse gradients, please consider SparseAdam instead')
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)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
# according to the paper, this penalty should come after the bias correction
# if group['weight_decay'] != 0:
# grad = grad.add(group['weight_decay'], p.data)
# 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)
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
# w = w - wd * lr * w
if group['weight_decay'] != 0:
p.data.add_(-group['weight_decay'] * group['lr'], p.data)
# w = w - lr * w.grad
p.data.addcdiv_(-step_size, exp_avg, denom)
# w = w - wd * lr * w - lr * w.grad
# See http://www.fast.ai/2018/07/02/adam-weight-decay/
return loss |