# -*- 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 import Buffer, Parameter from .internal import add_update_fastpath as add_update 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"] for param in param_group["params"]: if not param.requires_grad: continue step = self._state[param]["step"] step = add_update(step, 1) if not isinstance(param.grad, Buffer): raise TypeError( "grad must be a Buffer, maybe you forget to call backward()?" ) grad = param.grad if weight_decay != 0.0: grad = add_update(grad, param, beta=weight_decay) exp_avg = self._state[param]["exp_avg"] exp_avg_sq = self._state[param]["exp_avg_sq"] exp_avg = add_update(exp_avg, grad, alpha=beta0, beta=1 - beta0) exp_avg_sq = add_update( exp_avg_sq, grad * grad, alpha=beta1, beta=1 - beta1 ) add_update( param, exp_avg / (1 - beta0 ** step) / (exp_avg_sq.sqrt() / (1 - beta1 ** step).sqrt() + eps), beta=-lr, )