""" Adan Optimizer Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models[J]. arXiv preprint arXiv:2208.06677, 2022. https://arxiv.org/abs/2208.06677 Implementation adapted from https://github.com/sail-sg/Adan """ import math import torch from torch.optim import Optimizer class Adan(Optimizer): """ Implements a pytorch variant of Adan Adan was proposed in Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models[J]. arXiv preprint arXiv:2208.06677, 2022. https://arxiv.org/abs/2208.06677 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, flot], optional): coefficients used for computing running averages of gradient and its norm. (default: (0.98, 0.92, 0.99)) eps (float, optional): term added to the denominator to improve numerical stability. (default: 1e-8) weight_decay (float, optional): decoupled weight decay (L2 penalty) (default: 0) no_prox (bool): how to perform the decoupled weight decay (default: False) """ def __init__( self, params, lr=1e-3, betas=(0.98, 0.92, 0.99), eps=1e-8, weight_decay=0.0, no_prox=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 <= betas[2] < 1.0: raise ValueError("Invalid beta parameter at index 2: {}".format(betas[2])) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, no_prox=no_prox) super(Adan, self).__init__(params, defaults) @torch.no_grad() def restart_opt(self): for group in self.param_groups: group['step'] = 0 for p in group['params']: if p.requires_grad: state = self.state[p] # State initialization # Exponential moving average of gradient values state['exp_avg'] = torch.zeros_like(p) # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros_like(p) # Exponential moving average of gradient difference state['exp_avg_diff'] = torch.zeros_like(p) @torch.no_grad() def step(self, closure=None): """ Performs a single optimization step. """ loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: beta1, beta2, beta3 = group['betas'] # assume same step across group now to simplify things # per parameter step can be easily support by making it tensor, or pass list into kernel if 'step' in group: group['step'] += 1 else: group['step'] = 1 bias_correction1 = 1.0 - beta1 ** group['step'] bias_correction2 = 1.0 - beta2 ** group['step'] bias_correction3 = 1.0 - beta3 ** group['step'] for p in group['params']: if p.grad is None: continue grad = p.grad state = self.state[p] if len(state) == 0: state['exp_avg'] = torch.zeros_like(p) state['exp_avg_diff'] = torch.zeros_like(p) state['exp_avg_sq'] = torch.zeros_like(p) state['pre_grad'] = grad.clone() exp_avg, exp_avg_sq, exp_avg_diff = state['exp_avg'], state['exp_avg_diff'], state['exp_avg_sq'] grad_diff = grad - state['pre_grad'] exp_avg.lerp_(grad, 1. - beta1) # m_t exp_avg_diff.lerp_(grad_diff, 1. - beta2) # diff_t (v) update = grad + beta2 * grad_diff exp_avg_sq.mul_(beta3).addcmul_(update, update, value=1. - beta3) # n_t denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction3)).add_(group['eps']) update = (exp_avg / bias_correction1 + beta2 * exp_avg_diff / bias_correction2).div_(denom) if group['no_prox']: p.data.mul_(1 - group['lr'] * group['weight_decay']) p.add_(update, alpha=-group['lr']) else: p.add_(update, alpha=-group['lr']) p.data.div_(1 + group['lr'] * group['weight_decay']) state['pre_grad'].copy_(grad) return loss