# -*- 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, Union import numpy as np from ..functional import sqrt from ..tensor_nn import Parameter from .optimizer import Optimizer class Adadelta(Optimizer): r"""Implements Adadelta algorithm. It has been proposed in `"ADADELTA: An Adaptive Learning Rate Method" `_. :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: 1.0). :param rho: coefficient used for computing a running average of squared gradients (default: 0.9). :param eps: term added to the denominator to improve numerical stability (default: 1e-6). :param weight_decay: weight decay (L2 penalty) (default: 0). """ def __init__( self, params: Union[Iterable[Parameter], dict], lr: float = 1.0, rho: float = 0.9, eps: float = 1e-6, weight_decay: float = 0.0, ): assert lr >= 0.0, "Invalid learning rate: {}".format(lr) assert rho >= 0.0 and rho <= 1.0, "Invalid rho value: {}".format(rho) 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, rho=rho, 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, "acc_delta") self._add_state(param, "step", initializer=0.0) def _updates(self, param_group): lr = param_group["lr"] weight_decay = param_group["weight_decay"] rho = param_group["rho"] eps = param_group["eps"] for param in param_group["params"]: if not param.requires_grad or "grad" not in param.__dict__: continue states = self._state[param] step = states["step"] step += 1.0 grad = param.grad if weight_decay != 0.0: grad += param * weight_decay square_avg = states["square_avg"] acc_delta = states["acc_delta"] square_avg = rho * square_avg + (1 - rho) * grad ** 2 std = sqrt(square_avg + eps) delta = sqrt(acc_delta + eps) / std * grad param -= lr * delta acc_delta = rho * acc_delta + (1 - rho) * delta ** 2 states["square_avg"]._reset(square_avg) states["acc_delta"]._reset(acc_delta)