# -*- coding: utf-8 -*- # MegEngine is Licensed under the Apache License, Version 2.0 (the "License") # # Copyright (c) 2014-2020 Megvii Inc. All rights reserved. # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT ARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. from typing import Iterable, Tuple, Union from ..core.tensor.tensor import Tensor from ..tensor import Parameter, tensor from .optimizer import Optimizer class Adam(Optimizer): r""" Implements Adam algorithm proposed in `"Adam: A Method for Stochastic Optimization" `_. :param params: iterable of parameters to optimize or dicts defining parameter groups. :param lr: learning rate. :param betas: coefficients used for computing running averages of gradient and its square. Default: (0.9, 0.999) :param eps: term added to the denominator to improve numerical stability Default: 1e-8 :param weight_decay: weight decay (L2 penalty). Default: 0 """ def __init__( self, params: Union[Iterable[Parameter], dict], lr: float, betas: Tuple[float, float] = (0.9, 0.999), eps: float = 1e-8, weight_decay: float = 0.0, ): if lr < 0.0: raise ValueError("Invalid learning rate: {}".format(lr)) if weight_decay < 0.0: raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) 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, weight_decay=weight_decay, betas=betas, eps=eps) super().__init__(params, defaults) def _create_state(self, param_group): for param in param_group["params"]: self._add_state(param, "exp_avg") self._add_state(param, "exp_avg_sq") self._add_state(param, "step", initializer=0.0) def _updates(self, param_group): lr = param_group["lr"] weight_decay = param_group["weight_decay"] eps = param_group["eps"] beta0, beta1 = param_group["betas"] # since `conver_inputs` is disabled for param updates, # scalar should be explicitly tansforred to tensor _lr = tensor([lr]) _weight_decay = tensor([weight_decay]) _eps = tensor([eps]) _beta0, _beta1 = tensor([beta0]), tensor([beta1]) c1 = tensor([1.0]) c05 = tensor([0.5]) for param in param_group["params"]: if param.grad is None: continue grad = param.grad if weight_decay != 0.0: grad += param * _weight_decay states = self._state[param] step = states["step"] step += c1 exp_avg = states["exp_avg"] exp_avg_sq = states["exp_avg_sq"] exp_avg = _beta0 * exp_avg + grad * (c1 - _beta0) exp_avg_sq = _beta1 * exp_avg_sq + (c1 - _beta1) * (grad * grad) delta = (exp_avg / (c1 - _beta0 ** step)) / ( (exp_avg_sq / (c1 - _beta1 ** step)) ** c05 + _eps ) param -= _lr * delta # not inplace change, need to update underlying tensor handler in state states["exp_avg"]._reset(exp_avg) states["exp_avg_sq"]._reset(exp_avg_sq)