sharedRMSprop.py

# -*- coding: utf-8 -*-
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from torch import optim

# Non-centered RMSprop update with shared statistics (without momentum)
class SharedRMSprop(optim.RMSprop):
    """Implements RMSprop algorithm with shared states.
    """

    def __init__(self, params, lr=1e-2, alpha=0.99, eps=1e-8, weight_decay=0):
        super(SharedRMSprop, self).__init__(params, lr=lr, alpha=alpha, eps=eps, weight_decay=weight_decay, momentum=0, centered=False)

        # State initialisation (must be done before step, else will not be shared between threads)
        for group in self.param_groups:
            for p in group['params']:
                state = self.state[p]
                state['step'] = p.data.new().resize_(1).zero_()
                state['square_avg'] = p.data.new().resize_as_(p.data).zero_()

    def share_memory(self):
        for group in self.param_groups:
            for p in group['params']:
                state = self.state[p]
                state['step'].share_memory_()
                state['square_avg'].share_memory_()

    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
                state = self.state[p]

                square_avg = state['square_avg']
                alpha = group['alpha']

                state['step'] += 1

                if group['weight_decay'] != 0:
                    grad = grad.add(group['weight_decay'], p.data)

                # g = αg + (1 - α)Δθ^2
                square_avg.mul_(alpha).addcmul_(1 - alpha, grad, grad)
                # θ ← θ - ηΔθ/√(g + ε)
                avg = square_avg.sqrt().add_(group['eps'])
                p.data.addcdiv_(-group['lr'], grad, avg)

        return loss