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78 lines
2.9 KiB
78 lines
2.9 KiB
5 years ago
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"""NovoGrad Optimizer.
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Original impl by Masashi Kimura (Convergence Lab): https://github.com/convergence-lab/novograd
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Paper: `Stochastic Gradient Methods with Layer-wise Adaptive Moments for Training of Deep Networks`
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- https://arxiv.org/abs/1905.11286
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"""
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import torch
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from torch.optim.optimizer import Optimizer
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import math
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class NovoGrad(Optimizer):
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def __init__(self, params, grad_averaging=False, lr=0.1, betas=(0.95, 0.98), eps=1e-8, weight_decay=0):
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defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
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super(NovoGrad, self).__init__(params, defaults)
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self._lr = lr
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self._beta1 = betas[0]
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self._beta2 = betas[1]
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self._eps = eps
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self._wd = weight_decay
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self._grad_averaging = grad_averaging
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self._momentum_initialized = False
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def step(self, closure=None):
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loss = None
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if closure is not None:
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loss = closure()
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if not self._momentum_initialized:
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for group in self.param_groups:
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for p in group['params']:
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if p.grad is None:
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continue
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state = self.state[p]
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grad = p.grad.data
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if grad.is_sparse:
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raise RuntimeError('NovoGrad does not support sparse gradients')
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v = torch.norm(grad)**2
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m = grad/(torch.sqrt(v) + self._eps) + self._wd * p.data
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state['step'] = 0
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state['v'] = v
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state['m'] = m
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state['grad_ema'] = None
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self._momentum_initialized = True
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for group in self.param_groups:
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for p in group['params']:
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if p.grad is None:
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continue
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state = self.state[p]
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state['step'] += 1
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step, v, m = state['step'], state['v'], state['m']
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grad_ema = state['grad_ema']
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grad = p.grad.data
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g2 = torch.norm(grad)**2
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grad_ema = g2 if grad_ema is None else grad_ema * \
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self._beta2 + g2 * (1. - self._beta2)
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grad *= 1.0 / (torch.sqrt(grad_ema) + self._eps)
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if self._grad_averaging:
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grad *= (1. - self._beta1)
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g2 = torch.norm(grad)**2
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v = self._beta2*v + (1. - self._beta2)*g2
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m = self._beta1*m + (grad / (torch.sqrt(v) + self._eps) + self._wd * p.data)
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bias_correction1 = 1 - self._beta1 ** step
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bias_correction2 = 1 - self._beta2 ** step
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step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1
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state['v'], state['m'] = v, m
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state['grad_ema'] = grad_ema
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p.data.add_(-step_size, m)
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return loss
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