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@LiyuanLucasLiu @Tony-Y @zzaebok @waldeland
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import math
import torch
from torch.optim.optimizer import Optimizer, required
class RAdam(Optimizer):
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, degenerated_to_sgd=True):
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]))
self.degenerated_to_sgd = degenerated_to_sgd
defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
self.buffer = [[None, None, None] for ind in range(10)]
super(RAdam, self).__init__(params, defaults)
def __setstate__(self, state):
super(RAdam, self).__setstate__(state)
def step(self, closure=None):
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.float()
if grad.is_sparse:
raise RuntimeError('RAdam does not support sparse gradients')
p_data_fp32 = p.data.float()
state = self.state[p]
if len(state) == 0:
state['step'] = 0
state['exp_avg'] = torch.zeros_like(p_data_fp32)
state['exp_avg_sq'] = torch.zeros_like(p_data_fp32)
else:
state['exp_avg'] = state['exp_avg'].type_as(p_data_fp32)
state['exp_avg_sq'] = state['exp_avg_sq'].type_as(p_data_fp32)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
exp_avg.mul_(beta1).add_(1 - beta1, grad)
state['step'] += 1
buffered = self.buffer[int(state['step'] % 10)]
if state['step'] == buffered[0]:
N_sma, step_size = buffered[1], buffered[2]
else:
buffered[0] = state['step']
beta2_t = beta2 ** state['step']
N_sma_max = 2 / (1 - beta2) - 1
N_sma = N_sma_max - 2 * state['step'] * beta2_t / (1 - beta2_t)
buffered[1] = N_sma
# more conservative since it's an approximated value
if N_sma >= 5:
step_size = math.sqrt((1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / (N_sma_max - 2)) / (1 - beta1 ** state['step'])
elif self.degenerated_to_sgd:
step_size = 1.0 / (1 - beta1 ** state['step'])
else:
step_size = -1
buffered[2] = step_size
# more conservative since it's an approximated value
if N_sma >= 5:
if group['weight_decay'] != 0:
p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)
denom = exp_avg_sq.sqrt().add_(group['eps'])
p_data_fp32.addcdiv_(-step_size * group['lr'], exp_avg, denom)
p.data.copy_(p_data_fp32)
elif step_size > 0:
if group['weight_decay'] != 0:
p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)
p_data_fp32.add_(-step_size * group['lr'], exp_avg)
p.data.copy_(p_data_fp32)
return loss
class PlainRAdam(Optimizer):
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, degenerated_to_sgd=True):
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]))
self.degenerated_to_sgd = degenerated_to_sgd
defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
super(PlainRAdam, self).__init__(params, defaults)
def __setstate__(self, state):
super(PlainRAdam, self).__setstate__(state)
def step(self, closure=None):
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.float()
if grad.is_sparse:
raise RuntimeError('RAdam does not support sparse gradients')
p_data_fp32 = p.data.float()
state = self.state[p]
if len(state) == 0:
state['step'] = 0
state['exp_avg'] = torch.zeros_like(p_data_fp32)
state['exp_avg_sq'] = torch.zeros_like(p_data_fp32)
else:
state['exp_avg'] = state['exp_avg'].type_as(p_data_fp32)
state['exp_avg_sq'] = state['exp_avg_sq'].type_as(p_data_fp32)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
exp_avg.mul_(beta1).add_(1 - beta1, grad)
state['step'] += 1
beta2_t = beta2 ** state['step']
N_sma_max = 2 / (1 - beta2) - 1
N_sma = N_sma_max - 2 * state['step'] * beta2_t / (1 - beta2_t)
# more conservative since it's an approximated value
if N_sma >= 5:
if group['weight_decay'] != 0:
p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)
step_size = group['lr'] * math.sqrt((1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / (N_sma_max - 2)) / (1 - beta1 ** state['step'])
denom = exp_avg_sq.sqrt().add_(group['eps'])
p_data_fp32.addcdiv_(-step_size, exp_avg, denom)
p.data.copy_(p_data_fp32)
elif self.degenerated_to_sgd:
if group['weight_decay'] != 0:
p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)
step_size = group['lr'] / (1 - beta1 ** state['step'])
p_data_fp32.add_(-step_size, exp_avg)
p.data.copy_(p_data_fp32)
return loss
class AdamW(Optimizer):
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, warmup = 0):
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]))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, warmup = warmup)
super(AdamW, self).__init__(params, defaults)
def __setstate__(self, state):
super(AdamW, self).__setstate__(state)
def step(self, closure=None):
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.float()
if grad.is_sparse:
raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
p_data_fp32 = p.data.float()
state = self.state[p]
if len(state) == 0:
state['step'] = 0
state['exp_avg'] = torch.zeros_like(p_data_fp32)
state['exp_avg_sq'] = torch.zeros_like(p_data_fp32)
else:
state['exp_avg'] = state['exp_avg'].type_as(p_data_fp32)
state['exp_avg_sq'] = state['exp_avg_sq'].type_as(p_data_fp32)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
exp_avg.mul_(beta1).add_(1 - beta1, grad)
denom = exp_avg_sq.sqrt().add_(group['eps'])
bias_correction1 = 1 - beta1 ** state['step']
bias_correction2 = 1 - beta2 ** state['step']
if group['warmup'] > state['step']:
scheduled_lr = 1e-8 + state['step'] * group['lr'] / group['warmup']
else:
scheduled_lr = group['lr']
step_size = scheduled_lr * math.sqrt(bias_correction2) / bias_correction1
if group['weight_decay'] != 0:
p_data_fp32.add_(-group['weight_decay'] * scheduled_lr, p_data_fp32)
p_data_fp32.addcdiv_(-step_size, exp_avg, denom)
p.data.copy_(p_data_fp32)
return loss
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