optimization.py

import inspect
import re

from torch import optim


def get_optimizer(parameters, s):
    """
    Parse optimizer parameters.
    Input should be of the form:
        - "sgd,lr=0.01"
        - "adagrad,lr=0.1,lr_decay=0.05"
    """
    if "," in s:
        method = s[:s.find(',')]
        optim_params = {}
        for x in s[s.find(',') + 1:].split(','):
            split = x.split('=')
            assert len(split) == 2
            assert re.match(
                r"^[+-]?(\d+(\.\d*)?|\.\d+)$",
                split[1]) is not None
            optim_params[split[0]] = float(split[1])
    else:
        method = s
        optim_params = {}

    if method == 'adadelta':
        optim_fn = optim.Adadelta
    elif method == 'adagrad':
        optim_fn = optim.Adagrad
    elif method == 'adam':
        optim_fn = optim.Adam
        optim_params['betas'] = (optim_params.get('beta1', 0.5),
                                 optim_params.get('beta2', 0.999))
        optim_params.pop('beta1', None)
        optim_params.pop('beta2', None)
    elif method == 'adamax':
        optim_fn = optim.Adamax
    elif method == 'asgd':
        optim_fn = optim.ASGD
    elif method == 'rmsprop':
        optim_fn = optim.RMSprop
    elif method == 'rprop':
        optim_fn = optim.Rprop
    elif method == 'sgd':
        optim_fn = optim.SGD
        assert 'lr' in optim_params
    else:
        raise Exception('Unknown optimization method: "%s"' % method)

    # check that we give good parameters to the optimizer
    expected_args = inspect.getargspec(optim_fn.__init__)[0]
    assert expected_args[:2] == ['self', 'params']
    if not all(k in expected_args[2:] for k in optim_params.keys()):
        raise Exception('Unexpected parameters: expected "%s", got "%s"' % (
            str(expected_args[2:]), str(optim_params.keys())))

    return optim_fn(parameters, **optim_params)