Source code for jactorch.optim.weight_decay

#! /usr/bin/env python3
# -*- coding: utf-8 -*-
# File   : weight_decay.py
# Author : Jiayuan Mao
# Email  : maojiayuan@gmail.com
# Date   : 01/24/2018
#
# This file is part of Jacinle.
# Distributed under terms of the MIT license.

import math
import torch
from torch.optim import Optimizer

__all__ = ['AdamW']




class AdamW(Optimizer):
    """Implements AdamW algorithm."""



    def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0):
        """Initialize AdamW optimizer.

        Args:
            params: iterable of parameters to optimize or dicts defining parameter groups
            lr: learning rate
            betas: coefficients used for computing running averages of gradient and its square
            eps: term added to the denominator to improve numerical stability
            weight_decay: weight decay (L2 penalty)
        """
        defaults = dict(lr=lr, betas=betas, eps=eps,
                        weight_decay=weight_decay)
        super().__init__(params, defaults)




    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
                if grad.is_sparse:
                    raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')

                state = self.state[p]

                # State initialization
                if 'step' not in state:
                    state['step'] = 0
                    # Exponential moving average of gradient values
                    state['exp_avg'] = torch.zeros_like(p.data)
                    # Exponential moving average of squared gradient values
                    state['exp_avg_sq'] = torch.zeros_like(p.data)

                exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
                beta1, beta2 = group['betas']

                state['step'] += 1

                # Decay the first and second moment running average coefficient
                exp_avg.mul_(beta1).add_(other=grad, alpha=1 - beta1)
                exp_avg_sq.mul_(beta2).addcmul_(value=1 - beta2, tensor1=grad, tensor2=grad)

                denom = exp_avg_sq.sqrt().add_(group['eps'])

                bias_correction1 = 1 - beta1 ** state['step']
                bias_correction2 = 1 - beta2 ** state['step']
                step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1

                p.data.addcdiv_(value=-step_size, tensor1=exp_avg, tensor2=denom)
                if group['weight_decay'] != 0:
                    p.data.mul_(1 - group['lr'] * group['weight_decay'])

        return loss