Source code for lmflow.optim.nadam

#!/usr/bin/env python
# -*- coding: utf-8 -*-

import torch
import math

[docs] class NAdam(torch.optim.Optimizer): def __init__(self, params, lr=2e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, momentum_decay=4e-3): 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 <= weight_decay: raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) if not 0.0 <= momentum_decay: raise ValueError("Invalid momentum_decay value: {}".format(momentum_decay)) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, momentum_decay=momentum_decay) super(NAdam, self).__init__(params, defaults)
[docs] def __setstate__(self, state): super(NAdam, self).__setstate__(state)
[docs] 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 if grad.is_sparse: raise RuntimeError('NAdam does not support sparse gradients') state = self.state[p] # State initialization if len(state) == 0: state['step'] = 0 state['m_prev'] = torch.zeros_like(p.data) state['v'] = torch.zeros_like(p.data) m_prev, v = state['m_prev'], state['v'] beta1, beta2 = group['betas'] state['step'] += 1 bias_correction1 = 1 - beta1 ** state['step'] bias_correction2 = 1 - beta2 ** state['step'] if group['weight_decay'] != 0: grad = grad.add(group['weight_decay'], p.data) m = beta1 * m_prev + (1 - beta1) * grad v.mul_(beta2).addcmul_(1 - beta2, grad, grad) m_hat = m / bias_correction1 v_hat = v / bias_correction2 denom = v_hat.sqrt().add_(group['eps']) momentum_decay = group['momentum_decay'] m_prev.mul_(beta1).add_(1 - beta1, grad) m_prev_hat = m_prev / bias_correction1 step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1 p.data.addcdiv_(-step_size, m_hat + momentum_decay * m_prev_hat, denom) return loss