# -*- 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 ..tensor import Parameter 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 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 += 1.0 exp_avg = states["exp_avg"] exp_avg_sq = states["exp_avg_sq"] exp_avg = beta0 * exp_avg + grad * (1 - beta0) exp_avg_sq = beta1 * exp_avg_sq + (1 - beta1) * (grad * grad) delta = (exp_avg / (1 - beta0 ** step)) / ( (exp_avg_sq / (1 - beta1 ** step)) ** 0.5 + 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)