from typing import Iterable, Union import numpy as np from ..core import Buffer, Parameter from ..functional import sqrt from .internal import add_update_fastpath as add_update from .optimizer import Optimizer class Adagrad(Optimizer): r"""Implements Adagrad algorithm. It has been proposed in `"Adaptive Subgradient Methods for Online Learning and Stochastic Optimization" `_. :param params: iterable of parameters to optimize or dicts defining parameter groups. :param lr: coefficient that scale delta before it is applied to the parameters (default: 1e-2). :param lr_decay: learning rate decay (default: 0) :param eps: term added to the denominator to improve numerical stability (default: 1e-10). :param weight_decay: weight decay (L2 penalty) (default: 0). """ def __init__( self, params: Union[Iterable[Parameter], dict], lr: float = 1e-2, lr_decay: float = 0.0, eps: float = 1e-10, weight_decay: float = 0.0, ): assert lr >= 0.0, "Invalid learning rate: {}".format(lr) assert lr_decay >= 0, "Invalid learning rate decay: {}".format(lr_decay) assert eps >= 0.0, "Invalid epsilon value: {}".format(eps) assert weight_decay >= 0.0, "Invalid weight_decay value: {}".format( weight_decay ) defaults = dict(lr=lr, lr_decay=lr_decay, eps=eps, weight_decay=weight_decay) super().__init__(params, defaults) def _create_state(self, param_group): for param in param_group["params"]: self._add_state(param, "square_avg") self._add_state(param, "step", initializer=0.0) def _updates(self, param_group): lr = param_group["lr"] lr_decay = param_group["lr_decay"] weight_decay = param_group["weight_decay"] eps = param_group["eps"] for param in param_group["params"]: if not isinstance(param.grad, Buffer): raise TypeError( "grad must be a Buffer, maybe you forget to call backward()?" ) if not param.requires_grad: continue step = self._state[param]["step"] step = add_update(step, 1) grad = param.grad if weight_decay != 0.0: grad = add_update(grad, param, beta=weight_decay) square_avg = self._state[param]["square_avg"] square_avg = add_update(square_avg, grad ** 2) delta = grad / sqrt(square_avg + eps) clr = lr / (1 + (step - 1) * lr_decay) add_update(param, delta, beta=-clr)